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A Six-Figure Options Hedge on Semiconductor Stocks

One trader dropped roughly $2.4 million to hedge against a sell-off in chip stocks

Jul 25, 2017 at 10:51 AM
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Semiconductor stocks have been some of the hottest names on Wall Street for some time now, but with earnings season in full swing, it looks like one options trader is turning defensive. For example, put volume on the VanEck Vectors Semiconductors ETF (SMH) finished at two times the expected rate yesterday, thanks to heavy action at the November 69 put. Trade-Alert data suggests a trader bought to open 34,250 contracts here for 69 cents each, meaning he or she spent almost $2.4 million on the wager (premium paid * number of contracts purchased * 100 shares per contract). 

SMH was last seen trading at $87.06, so it'd have to fall some 21% to trade below $69. Considering this, it's most likely the case that this trader is using options to hedge against an unexpected downside turn in the semiconductor sector. Either way, put buying is nothing new on the ETF, with its 10-day put/call volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) standing at 4.00. 

This penchant for puts is continuing today. Puts are trading at two times the expected pace early on, with more than 7,100 contacts crossing at the August 84 strike -- today's most popular contract by far. If buy-to-open activity is taking place here, traders are betting on the ETF retreating below $84 the coming weeks. On the other hand, anyone selling to open the options is hoping for the $84 level to act as a floor for SMH. 

But skepticism is creeping in from other regions of the Street, as well. Short interest in the semiconductor ETF rose by almost 29% during the last reporting period. Going back even further, short interest is up almost 62% since mid-February. 

Semiconductor stocks have long been a bright spot in the market, as alluded to earlier. As evidence, take the VanEck Vectors Semiconductors ETF's (SMH) year-over-year gain of nearly 40%. In fact, SMH hit a record high of $89.72 on June 9. Today, however, the ETF is down 0.2%. 
 
 

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