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Rare Sighting of Ford Motor Options Bears Ahead of Earnings

Ford Motor options traders have been unusually bullish in recent weeks

Oct 24, 2017 at 2:25 PM
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Shares of Ford Motor Company (NYSE:F) are flying high today, thanks to a strong earnings report from sector peer General Motors (GM). And while GM stock is fresh off a new record high, Ford stock is up 1.3% at $12.20. Ahead of Ford Motor's own turn in the earnings confessional Thursday morning, put volume is running at an accelerated pace -- with a number of speculators bracing for a quick retreat.

At last check, around 39,000 F puts were on the tape -- nearly three times what's typically seen and volume pacing in the 97th annual percentile. More than 60% of the day's put volume so far has centered at the weekly 11/3 12-strike put, and signs suggest new positions are being purchased. If this is the case, the goal is for Ford stock to breach $12 by expiration at the close next Friday, Nov. 3.

More broadly speaking, it's been call buyers who have been busy in Ford Motor's options pits in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), speculative players have bought to open 48,213 calls in the past 10 days, compared to 13,349 puts. The resultant call/put volume ratio of 3.61 ranks higher than 92% of similar readings taken in the past year, pointing to an unusually bullish stance among options traders.

Diving deeper, the weekly 10/27 11- and 12.50-strike calls have seen the biggest increases in open interest over this two-week time span, with more than 28,000 contracts collectively added. Data points to significant buy-to-open activity at each strike, with these options traders eyeing a post-earnings pop.

Looking at the charts, Ford's current momentum seems to favor options bulls. Since skimming two-year low territory south of $10.50 in mid-August, the shares have climbed 16.2%. Amid this recent rally, the shares have successfully cleared the psychologically significant 50- and 200-day moving averages, the 30-day trendline has more recently emerged as sturdy support.
 

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