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Fiat Chrysler Stock Spikes After CEO Note

Options traders have been extremely put-heavy toward FCAU

Managing Editor
Oct 1, 2018 at 9:52 AM
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Shares of Fiat Chrysler Automobiles NV (NYSE:FCAU) are 3.8% higher at $18.18 in early trading, after the company's CEO Mike Manley sent an email to employees detailing his new management team and an outlook for the upcoming years. This comes just after FCAU's bear gap on Friday, following news the company was recalling nearly 35,000 vehicles in the U.S.

On the charts, Fiat Chrysler stock has had a rough year, bottoming out at $15.33 on Aug. 17, and more recently has struggled under the pressure of its 80-day moving average. While the shares are hovering near their year-over-year breakeven point, they remain well below their January highs near $25.

Digging deeper, option traders have been extremely bearish toward the automaker, with data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) showing FCAU's 10-day put/call volume ratio of 3.94, ranking in the highest annual percentile. This shows that puts have been purchased over calls at a much faster-than-usual clip -- a sharp reversal from what was seen a month ago.

Echoing this put-heavy sentiment is the stock's Schaeffer's put/call open interest ratio (SOIR) of 1.14, which ranks in the 88th percentile of its annual range. In other words, put open interest outweighs call open interest among contracts expiring within three months.

Lastly, premiums are relatively muted on short-term options contracts for FCAU. This is per the stock's Schaeffer's Volatility Index (SVI) of 35%, which stands in the low, 27th annual percentile, meaning now may be an attractive time for options traders to jump onto Fiat Chrysler stock with options. 

 

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