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Options Bull Raises the Stakes on Emerging Market ETF

Put selling has been popular on the ETF, too

Jul 1, 2019 at 2:34 PM
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The iShares MSCI Emerging Markets ETF (EEM) is 1% higher at $43.35, boosted by this weekend's upbeat U.S.-China trade headlines. The positive price action has the emerging markets exchange-traded fund (ETF) trading at levels not seen since early May, and one options bull scrambling to up the ante.

With roughly two hours left to go in today's trading, EEM has seen 150,000 calls and 106,000 puts cross the tape, a slight markup to what's typically seen at this point. Trade-Alert highlights a potential roll up of the July 44 calls to the July 45 strike. The lower-strike calls saw a notable increase in open interest in the two weeks leading up to the G-20 summit, with almost 45,000 positions added.

Widening the sentiment scope, short-term EEM options traders are more put-heavy than usual toward the ETF, based on its Schaeffer's put/call open interest ratio (SOIR) of 1.76, which ranks in the 88th annual percentile. This is due to a large accumulation of open interest at the September 36 put, with data from the major options exchanges confirming some sell-to-open activity here. By doing so, put writers see $36 serving as a floor for the shares through September options expiration.

Looking at the charts, EEM shares haven't traded below $36 since early 2017. More recently, the fund bounced sharply off the round $40 level in early May, home to its 200-week moving average. The ETF rallied 5.4% in June, marking its best monthly performance since January, when it jumped 10.3%.

eem etf daily price chart on july 1

 
 

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