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4 Asian ETFs Options Traders are Targeting

Options traders have been blasting global ETFs

Mar 15, 2018 at 3:17 PM
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The White House has created an endless stream of headlines for the U.S. stock market to react to lately, with President Donald Trump's steel and aluminum tariff plan sending the Dow slumping into the month of March. Traders also responded to signs of potential trade wars with the European Union (EU) and China, as well as reports a May meeting between Trump and North Korean leader Kim Jong Un is in the works. Against this backdrop, we decided to break down current options activity and open interest levels on several global ETFs to see how sentiment is stacked up.

China ETF Finds Technical Support On Pullbacks

The Deutsche Xtrackers Harvest CSI 300 China A-Shares ETF (ASHR) hit a two-year high of $34.89 on Jan. 26 before pulling back sharply to the $28.80 region -- home to a late-November 2014 bull-gap high, and its rising 200-day moving average. The shares took a big bounce from here, and were last seen trading at $32.26.

In the soon-to-be front-month April options series, peak open interest of nearly 4,200 contracts is perched at the out-of-the-money 33 strike. Data from the major options exchange confirms significant buy-to-open activity here in early January, when ASHR shares were trading near $32.

FXI Options Traders Eye Short-Term Headwinds

Sticking with Beijing for the moment, the iShares China Large-Cap ETF (FXI) pulled back from its Jan. 26 nine-year high of $54 to successfully test its 120-day moving average not once, but twice. The most recent bounce occurred last week, with the exchange-traded fund (ETF) last seen up 0.5% at $48.93.

After standard March options expire at this Friday's close, the April 48 call will likely be home to peak front-month open interest. However, the bulk of the action here appears to be the result of a possible straddle initiated yesterday alongside the April 48 put, though the spread is tied to shares.

Today, another trader may have initiated a long put spread with matching 5,000-contract blocks at FXI's weekly 4/6 46.50 and 48.50 strikes. If this is the case, the goal is for the fund to settle right at $46.50 at the close on Friday, April 6.

EWJ June Options are Popular

The iShares MSCI Japan ETF (EWJ) is up almost 50% from its early 2016 lows just below $41. The shares hit a 17-year high of $64.72 on Jan. 26, before retreating to a familiar foothold atop their 120-day moving average. Today, the shares are up 0.1% at $60.90.

The most heavily populated EWJ strikes reside in the June series, with the 60 put at the top of the list. The bulk of the 41,367 contracts outstanding here were initiated back on Jan. 23, when EWJ was trading near $64.50. Traders also targeted the June 69 call that day, which is home to peak call open interest of 27,572 contracts.

More recently, the fund's June 56 and 59 puts have seen the biggest increases in open interest over the past two weeks. Trade-Alert shows the majority of the action occurred on March 7, due to one trader possibly initiating a long put spread.

Options Traders Target Record Highs for South Korean ETF

After nabbing a record high of $79.07 on Jan. 26, the iShares MSCI South Korea ETF (EWY) pulled back to its rising 200-day moving average. The shares bounced from this trusty foothold again in early March, most recently seen trading down 0.6% today at $75.97.

Peak open interest of 10,808 contracts is found at the nearly front-month April 78 call, and most of the positions were initiated last week on Wednesday, March 7. While one block of apparently bought calls appears to be tied to stock, another 3,000-contract block looks to be part of a larger four-way spread with the April 60 and 64 puts and the 70 call.

Meanwhile, the April 80 call is home to significant open interest, as well, and it looks like traders have been purchasing new positions here in recent weeks. If this is the case, these speculators expect the fund to hit uncharted territory over the next five weeks.

 
 

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