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Goldman Sachs Group Inc (GS) Call Buyers Keep the Faith

Goldman Sachs Group Inc (NYSE:GS) has struggled on the charts, but short-term call players aren't worried

Apr 12, 2016 at 10:48 AM
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Goldman Sachs Group Inc (NYSE:GS) is trading at $152.22 this morning, after it was confirmed that the financial firm will pay a massive fine for its part in the mortgage-backed securities crisis that eventually led to the Great Recession. The bank should remain in the headlines in the near term, with Goldman Sachs set to release its first-quarter earnings report one week from today. If options traders have their way, GS stock will continue this positive price action post-earnings.

Broadly speaking, call buying has been a popular strategy in GS' options pits in recent weeks. In fact, at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 10-day call/put volume ratio of 2.05 rests higher than 73% of all comparable readings taken in the past 12 months.

What's more, GS currently sports a Schaeffer's put/call open interest ratio (SOIR) of 0.67. Not only does this show that calls outweigh put among options expiring in three months or less, but it ranks lower than 95% of the past year's readings.

Looking back over the past 10 sessions, GS' May 160 call has seen the biggest rise in open interest, with 6,479 contracts added. According to the major options exchanges -- and echoed by data from Trade-Alert -- a portion of this activity has been of the buy-to-open kind, meaning speculators are betting on a rally above $160 by the close on Friday, May 20, when the back-month option expires.

This morning, meanwhile, call options are outpacing put options by a 4-to-1 margin, with early traders purchasing new positions at GS' May 145 call. In other words, these call buyers expect the stock to settle north of $145 over the next six weeks.

On the charts, GS has put in a dismal technical performance over the past 52 weeks, down 22.5%. In 2016 alone, Goldman Sachs Group Inc (NYSE:GS) has shed roughly 16% -- making it the worst performer on the Dow so far -- and hit a two-year low of $139.05 in mid-February.

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