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Ford Motor Company (F) Option Bears Put the Pedal to the Metal

Ahead of Ford Motor Company's (F) August sales data, option bears are circling the auto stock

Aug 31, 2016 at 12:51 PM
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It's been a rough few weeks for Ford Motor Company (NYSE:F), with shares of the automaker getting crushed on earnings late last month and in early August on lackluster July sales data. Relative to its pre-earnings close, the stock is down 9.5% at $12.52. Not surprisingly, put options have been popular in recent weeks -- a trend that's holding up this afternoon.

Diving right in, at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open 1.18 F puts for every call over the past 10 sessions. The corresponding put/call volume ratio ranks just 7 percentage points from an annual peak, suggesting speculators have been more bearish than usual.

As alluded to earlier, today's activity is in line with this longer-term pattern. Put options outstrip calls, running at 1.4 times the expected intraday rate. Most active is the weekly 9/2 12.50-strike put, where traders are purchasing new at-the-money positions. In other words, these put buyers believe F stock will settle the week south of $12.50 -- perhaps anticipating the company's August sales data, due out tomorrow, will disappoint.

More broadly speaking, now is a good time to purchase premium on short-term options. F's Schaeffer's Volatility Index (SVI) of 23% ranks in the 16th percentile of its 12-month range, hinting at relatively muted volatility expectations among front-month strikes.

Elsewhere on Wall Street, Ford Motor Company (NYSE:F) faces even more skepticism. Nine of 14 analysts, for example, rate the shares a "hold" or worse. Plus, short interest jumped 9% during the latest reporting period to 161.3 million shares -- an amount that would take nearly one week to cover, at F's average daily volume.

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