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Options Volume Soars Amid Financial Sector Rally

Bank stocks BAC, GS, and JPM have seen increased options activity in light of last week's election results

Nov 14, 2016 at 3:05 PM
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Bank stocks have been thriving in the aftermath of Donald Trump's election win last week. For example, the Financial Select Sector SPDR ETF (XLF) has added 10.7% since Tuesday's close, while sector heavyweights Bank of America Corp (NYSE:BAC)Goldman Sachs Group Inc (NYSE:GS), and JPMorgan Chase & Co. (NYSE:JPM) have posted similar gains. Not only that, but all three stocks have seen heavy options trading. Let's take a closer look at what's been happening with BAC, GS, and JPM in the days since the election. 

Starting with BAC, the shares have gained 17.4% since Tuesday's close to trade at $19.95. In fact, the stock hit an eight-year high of $20.20 earlier today, with price-target hikes from Bernstein ($20) and FBR ($21) helping its effort. Options data from Wednesday through Friday reveals the January 19 call saw the largest increase in open interest, with the December 20 call also finding a spot on the list. Data from the major options exchanges confirms substantial buy-to-open activity at both these strikes, meaning traders are expressing confidence in BAC extending its gains in the months ahead. 

This preference for calls is confirmed by BAC's 10-day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). At 4.81, this reading tops 73% of all others from the past year. It doesn't look like much has changed today, either. Specifically, Bank of America Corp's call volume is currently running in the 99th annual percentile. 

Turning to GS, the stock has rallied 15.2% since the election to trade at $209.58, earlier hitting an annual high of $211.77. The two most popular GS options from Wednesday to Friday, judging by open interest added, were the January 220 and 210 calls. Almost all the action at these strikes was of the buy-to-open variety, so traders are betting on even more gains for the bank stock over the next two months. 

Indeed, GS' 10-day call/put volume ratio at the ISE, CBOE, and PHLX comes in at 2.69, ranking in the top quartile of its annual range. Today, Goldman Sachs Group Inc call options are trading at twice the expected pace, accounting for the five most popular contracts so far. 

The options activity has been somewhat different on JPM, though. Yes, the bank stock has rallied alongside its sector peers, adding 13% since Tuesday's close. The shares were last seen at $79.10 after hitting a record high of $80.44 earlier today, thanks in part to price-target hikes at FBR ($85) and Bernstein ($75). But JPM's December 80 call saw the largest increase in open interest in the days since the election, and traders almost exclusively sold to open this option. In other words, traders are betting against the stock, hoping the $80 level acts as a short-term ceiling in the weeks ahead. 

This skepticism is also evidenced by JPM's recent options activity across the major exchanges. Specifically, 1.46 puts have been bought to open for every call during the past two weeks, and this ratio is only 4 percentage points from an annual bearish extreme -- a dramatic shift from the stock's pre-election activity. In today's trading, JPMorgan Chase & Co. put options are trading at more than twice the normal pace, with the December 75 put coming in among the most popular options overall. 

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