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D.C. Drama, Retail Earnings Dominate Volatile Week

VIX options volume exploded Wednesday as stocks plummeted and May contracts expired

May 19, 2017 at 2:14 PM
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All eyes were on D.C. this week, as the controversy surrounding President Donald Trump intensified. Following last week's firing of FBI Director James Comey, speculation swirled the president may have revealed classified information to Russian officials during a recent meeting. While this did little to move the major U.S. benchmarks on Tuesday, stocks sold off sharply on Wednesday after reports surfaced Trump may have asked Comey to withdraw his investigation of former National Security Adviser Michael Flynn -- stoking concern the political drama could put the White House's legislative agenda on the back burner.

While the Dow and S&P 500 Index (SPX) suffered their biggest one-day losses since Nov. 9, the Nasdaq Composite (COMP) had its worst session since Brexit. Stocks eventually stabilized -- with the Dow on track to notch back-to-back triple-digit gains -- but it's not enough to save the indexes from weekly losses.

VIX Options Volume Soared After Expiration

As fear rose, so did the CBOE Volatility Index (VIX) -- which spiked more than 46% on Wednesday, its biggest single-day percentage gain since the post-Brexit backlash last June. However, the risk of a volatility pop was only exacerbated by May VIX options expiration. What this means, according to Schaeffer's Senior V.P. of Research Todd Salamone, is that "those using calls to hedge a volatility short position will soon be unhedged … [and] more apt to cover short volatility positions on negative news, or … forced to replace volatility hedges." Not surprisingly, VIX options volume popped on Wednesday, with June 30 calls being bought to open as a possible Fed hedge.

S&P, Nasdaq Hit New Highs Before Wednesday's Stock Market Sell-Off

Ahead of Wednesday's broad-market bloodbath, stocks were having quite a week -- with the SPX and COMP notching new record highs on Tuesday. Tech stocks got a boost early on after a global ransomware attack served as a boon to cybersecurity stocks, including FireEye and Palo Alto Networks. Microsoft, on the other hand, took a hit after the "WannaCry" hack affected unprotected Windows XP users, but a sharp bounce off its historically bullish 40-day moving average suggests the Dow stock could be headed to new highs.

The Nasdaq's early week gains also came courtesy of another record-setting session for Apple Inc. (NASDAQ:AAPL), as well as big surges for AAPL supplier Qorvo and Advanced Micro Devices, Inc. (NASDAQ:AMD) -- though the chipmaker quickly reversed course after AMD stock was downgraded in the wake of its analyst day. Those looking to wager on additional gains for the tech sector may want to consider these two stocks that recently flashed "buy" signals.

FL Stock Capped Another Round of Dismal Retail Earnings

Retail stocks were also in the spotlight, as quarterly earnings sparked big moves throughout the sector. While J C Penney stock continued to reel in the wake of last week's quarterly results, Foot LockerTJX Companies, Urban Outfitters, and Ascena Retail joined the long list of retail stocks plunging after earnings.

WMT, TGT Stocks Bucked the Bearish Retail Trend

Nevertheless, not all of the price action was negative. Etsy stock managed to buck the bearish retail bias, though, gapping higher in the wake of well-received hedge fund news. Other retail winners included Ross StoresTarget, and Wal-Mart Stores Inc (NYSE:WMT) -- the latter of which helped the Dow swing higher on Thursday, to the dismay of WMT options traders. Those wanting to bet on next week's batch of retail earnings can do so at a bargain with options on this retail ETF.

Options Traders Blasted Gold, Bank Stocks

Other big movers this week included this pair of Brazil stocks, which tumbled after President Michel Temer became embroiled in his own controversy. Cancer testing name EXACT Sciences backed off its record high after Citron Research said the stock would be "cut in half" -- sending options volume soaring to a new annual peak. Gold stocks caught a safe-haven bid during Wednesday's stock sell-off, a move that sparked aggressive options trading on a number of notable names. Options volume was also accelerated on bank stocks -- one of the biggest beneficiaries of the Trump trade -- which took a dive on uncertainty surrounding the president's fiscal policies.

History Suggests Stocks, Dollar Will Bounce

The lack of 1% daily moves for the SPX could bode well for its rest-of-year return. Plus, not only does history show that the major U.S. benchmarks tend to recover in the wake of a massive stock sell-off, but so does the U.S. dollar -- with the PowerShares DB US Dollar Index Bullish Fund (UUP) taking a rare trip south of its lower Bollinger Band on Wednesday.

Fed Speeches, FOMC Meeting Headline Next Week's Action

Looking ahead, retail names will dominate the earnings calendar. However, focus will be turned to the Fed for hints of a June rate hike, with a number of central bank officials set to speak and the minutes from the latest Federal Open Market Committee (FOMC) meeting due.
 
 

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