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The Key Technical Level XLF Options Traders Are Targeting

XLF is struggling to break out of the $24 region, and bearish options traders are betting on losses

Feb 17, 2017 at 1:57 PM
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As we mentioned in passing earlier, bank stocks have struggled during the week of Presidents Day. Based on a study by Schaeffer's Senior Quantitative Analyst Rocky White, 10 of the 25 worst performers during the last decade are in the financial sector. This is bad news for shares of the Financial Select Sector SPDR Fund (XLF), and options traders today are trying to cash in on potential near-term headwinds.

Let's start on the charts. The exchange-traded fund (ETF) is currently struggling to break out of the $24 neighborhood, which founder and CEO Bernie Schaeffer highlighted in a recent Chart of the Week. Specifically, he noted a number of factors pointing to $24 as the key level at the moment: 

  • $24.74 = 20% below June 2007 all-time high
  • $24.10 = February 2008 high
  • $23.85 = 5 times March 2009 low
  • $23.79 = 50% return from February 2016 low
  • $23.49 = XLF's 2007 close
  • $23.46 = XLF's 50-day moving average
Not surprisingly, the soon-to-be front-month March 24 call is home to the second biggest accumulation of open interest, across all options series. This could also contribute to near-term resistance for the financial shares, as the hedges related to the positions begin to unwind.

Today, though, it's the March 24 put that's in the lead, with over 75,400 contracts on the tape -- roughly five times more than the second most active strike. Already, three trades exceeding 10,000 contracts have transpired. Looking more closely, it's possible these put options are being newly purchased. Assuming that is the case, the traders anticipate XLF will breach the $24 level by the close on Friday, March 17, when the series expires.

Today, as noted, the Financial Select Sector SPDR Fund (XLF) is running into congestion above that key area. At last check, the shares were down 0.3% at $24.39. That said, there's no denying the strength of financial stocks since the U.S. presidential election, with the so-called "Trump rally" carrying the shares to a 22% gain. What happens next is anyone's guess, though, especially since XLF could be impacted by a Fed rate hike and/or details on President Trump's tax plan.

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