Q2 STOCKS TO BUY

2 Gold ETFs Sending Call Buyers Into a Frenzy

Calls are once again running hot on gold ETFs GLD and DUST

Feb 3, 2016 at 2:28 PM
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It's a bullish day for gold, as traders seek shelter amid a weaker dollar and downbeat data out of the services sector. As such, a number of exchange-traded funds (ETFs) connected to the precious metal are making notable moves -- and getting more attention than usual from option traders. Among the ETFs on the radar of speculators are the SPDR Gold Trust ETF (GLD) and the Direxion Daily Gold Miners Index Bear 3X Shares (DUST).

Diving into the data, GLD has popped 1.1% to trade at $109.28, and is flirting with levels not seen since late October. In the options pits, 310,000 calls have been exchanged, or quadruple the normal intraday amount. Looking more closely, one trader may have rolled his bullish bet out and up, selling to close a block of 11,225 February 100 calls and buying to open a lot of 11,750 March 104 calls. If this is the case, the speculator expects GLD to extend its upward trek through back-month expiration, at the close on Friday, March 18.

This sunny-side-up approach reflects what's been happening over the previous 10 trading days at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Specifically, during that time span, 3.50 SPDR Gold Trust ETF calls have been bought to open for each put. The corresponding call/put volume ratio sits just 2 percentage points from an annual peak.

On the other hand, DUST -- which is inversely correlated to the performance of the NYSE Arca Gold Miners Index (GDM) -- has plunged 19.2% to trade at $10.59. In fact, the ETF earlier hit an all-time low of $10.43, and landed on the short-sale restricted list.

However, it looks like option traders foresee a long-term rebound for DUST. At last check, calls were changing hands at twice the expected intraday pace, with buy-to-open activity detected at the September 15 call. In other words, these buyers think the shares will topple $15 by September expiration.

Call buyers have been big fans of the Direxion Daily Gold Miners Index Bear 3X Shares lately. Specifically, the ETF's 10-day ISE/CBOE/PHLX call/put volume ratio of 5.31 ranks in the 98th percentile of its annual range, indicating more than five DUST calls have bought to open for each put in the past two weeks.

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