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Commodities Crumble Sparks Rush of Option Activity on GLD, SLV

Calls were popular on SPDR Gold Trust ETF (NYSEARCA:GLD) yesterday, while puts were hot on iShares Silver Trust ETF (NYSEARCA:SLV)

Sep 23, 2015 at 10:54 AM
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Precious metals -- and commodities as a whole -- took a hit yesterday, amid increasing rate-hike expectations and a strengthening greenback. Option traders were anxious to get a piece of the commodity pie, with exchange-traded funds (ETFs) SPDR Gold Trust ETF (NYSEARCA:GLD) and iShares Silver Trust ETF (NYSEARCA:SLV) seeing increased activity. However, it appears speculators expect drastically different things for the two metals, with calls popular on GLD and puts hot on SLV.

Diving right in, GLD calls changed hands at 1.2 times the expected daily volume yesterday -- and outpaced puts by a more than 6-to-1 margin. Most active by a mile was the ETF's January 2016 111-strike call, where 70,495 contracts were exchanged -- nearly 61,500 of which translated into open interest overnight.

The majority of the action was a result of a massive block of 37,227 contracts that -- according to Trade-Alert -- was bought to open for roughly $10 million (number of contracts * $2.69 premium paid * 100 shares per contract). In other words, this speculator is eyeing a move north of $111 by January options expiration.

Meanwhile, in SLV's options pits, puts crossed the tape at two times what's typically seen, and outstripped calls by a 2-to-1 ratio. The ETF's weekly 10/9 13-strike put was easily the day's most active option, with 20,234 contracts on the tape -- 99% of which translated into open interest overnight.

Drilling down, a healthy portion of this activity occurred when a large multi-exchange sweep of 16,054 contracts was bought to open for $0.07 apiece, resulting in an initial cash outlay of $112,378. By initiating this new long position, the trader is expecting SLV to move south of $13 by the close on Friday, Oct. 9 -- when the weekly series expires.

However, given the many different uses of options, the activity among both GLD and SLV players may not be as bullish or bearish, respectively, as it may initially appear. Specifically, with uncertainty building ahead of the Fed's October meeting, these calls and puts may have been initiated as more of a hedging vehicle. Regardless, the most either set of options buyers stands to lose is the initial premium paid.

On the charts, SPDR Gold Trust ETF (NYSEARCA:GLD) has shed 6.2% since hitting its most recent high of $115.61 in mid-June, under increased pressure from its 80-day moving average. iShares Silver Trust ETF (NYSEARCA:SLV), meanwhile, has surrendered 20% since topping out an annual high of $17.69 in late January, and is currently staring up at its 80-day moving average, which rejected a recent rally. Today, both ETFs are attempting a rebound, with GLD up 0.6% at $108.42, and SLV 0.6% higher at $14.22.
 
 

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