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Call Volume Peaks on Agriculture ETF DBA

DBA call volume has more than doubled its previous 52-week high

Jul 11, 2017 at 2:05 PM
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Fertilizer stocks like Potash Corporation of Saskatchewan got a shot in the arm yesterday thanks to a huge rally in corn futures. Now, it appears options traders are expecting more upside from the commodity space, judging by today's activity on PowerShares DB Agriculture Fund (DBA), which tracks the performance of a number of agricultural commodities futures. Let's take a quick look at the options trading action on the exchange-traded fund (ETF). 

Breaking it down, DBA's average daily call volume comes in at just 806 contracts traded. Today, almost 34,000 calls have traded, compared to just 28 puts. This is more than double the previous 52-week high of 15,068 calls exchanged in a single session from May 16, and has the ETF's single-day put/call volume ratio near an annual low. 

A good chunk of the action has taken place at the January 2018 20-strike call, where more than 32,000 contracts have traded. Data makes it safe to assume buy-to-open activity is taking place here, so options traders are likely placing bullish bets on the fund gaining further above $20 in the coming months. 

Interestingly, this is a stark change of pace from what's typically seen from DBA options traders. Data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) shows the ETF has a 10-day put/call volume ratio of 2.00, which ranks in the 92nd annual percentile. Moreover, put open interest coming into today was at an annual peak of 64,671 contracts. 

On the charts, the PowerShares DB Agriculture Fund was last seen trading at $20.13. While DBA has bounced back nicely since its record low of $18.94 on June 22, it remains 6.5% lower year-over-year. 
 
 

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