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Ford Options Bear Braces for Bigger Losses Ahead

Put volume is running at an accelerated clip on F stock today

Dec 6, 2018 at 1:51 PM
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The shares of Ford Motor Company (NYSE:F) are trading down 2.7% today at $8.94, after the high-profile arrest of a Huawei exec casts exacerbates U.S.-China trade tensions. While today's retreat is finding a familiar floor in the $9 neighborhood, one options trader is positioning for an even bigger slide into the new year.

At last check, roughly 75,000 puts had changed hands -- three times what's typically seen, and triple the number of calls on the tape. The January 2019 8-strike call is most active due to what appears to be a 49,467-contract block bought to open for an initial cash outlay of $494,670 (number of contracts * $0.10 premium paid * 100 shares per contract).

This also represents the maximum potential loss, should Ford settle north of $8 at January options expiration. Profit for the put buyer will begin to accumulate on a move below $7.90 (strike less premium paid). Delta on the put is docked on negative 0.22, suggesting a 22% chance the option will be in the money at expiration.

Today's accelerated put volume is nothing new for Ford Motor stock. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), F's 10-day put/call volume ratio of 0.62 ranks in the 87th annual percentile. While this shows that calls have outnumbered puts on an absolute basis, the rate of put buying relative to call buying has been quicker than usual.

The skepticism is seen elsewhere on Wall Street, too, with eight of 11 analysts maintaining a lukewarm "hold" rating. Plus, the average 12-month price target of $9.89 stands at a tame 10.3% premium to Ford stock's current price.

Looking at the charts, F stock began trending lower from its mid-June top at $12.15, eventually bottoming at a nearly nine-year low of $8.17 on Oct. 24. A quick rally off here was contained in the $9.90-$10.00 region -- a familiar ceiling since late July -- with the shares now testing the site of their late-October pre-bull gap highs as potential support.

ford stock daily chart on dec 6

 
 

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