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Jobs Report Drives Heavy Trading Traffic In Ford, General Motors Options

 February 03, 2012 04:25 PM
 

Ford Motor Co. (F) – The better-than-expected jobs number out this morning revved up investor appetite for automobile stocks, driving shares in Ford Motor Co. up 4.0% to $12.75. Call options on the U.S. automaker are flying off the shelves, with nearly 5 calls in play on the stock for each single put option traded. The single-largest transaction in Ford options appears to be a bull call spread that yields maximum possible profits if the price of the underlying rallies nearly 20.0% during the next few months to expiration. It looks like one trader purchased a 30,000-lot April $14/$15 call spread for a net premium of $0.15 per contract. The position may be profitable at expiration if shares in Ford Motor Co. climb 11.0% to surpass the effective breakeven price of $14.15. Maximum potential profits of $0.85 per contract are available on the spread should shares in the auto manufacturer surge 17.6% to exceed $15.00 by expiration. Overall options volume on Ford is up above 175,000 contracts just before 1:00 p.m. ET.

General Motors Co. (GM) – GM's shares are outperforming fellow U.S. automaker, Ford Motor Co., this afternoon, with the stock trading 8.4% higher on the session at $26.35 as of 12:55 p.m. in New York. Optimism spurred by this morning's stronger-than-expected jobs report was followed by greater-than-usual options action in the name. A debit put spread in the March expiry, which may be an outright bearish bet that the rally is running on empty, or an attempt to hedge a long stock position, caught our eye this morning. It looks like the trader responsible for the spread purchased a 4,000-lot Mar. $22/$25 put spread at a net premium of $0.67 per contract. Profits, or downside protection, kick in if shares in General Motors decline 7.7% to breach the effective breakeven price of $24.33 by expiration next month. Maximum potential profits of $2.33 are available on the position in the event that the price of the underlying drops 16.5% to settle below $22.00 at March expiration. GM is scheduled to report fourth-quarter earnings ahead of the opening bell on February 16.

Masco Corp.


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