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E*Trade Financial (ETFC): Will the stock run into an options wall?

Elizabeth Harrow, Schaeffers Research
0 Comments| December 23, 2010

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Online brokerage house E*Trade Financial Corporation (NASDAQ: ETFC, Stock Forum) announced on Friday that Chief Financial Officer Bruce Nolop will step down from his post at the end of the year. Nolop, who has served as CFO since 2008, will be succeeded by Matthew Audette -- a 10-year company vet who's currently serving as E*Trade's controller.

Traders seem pleased by the management shake-up, with ETFC beating a steady path higher since the announcement. The stock is up 2.5% since the start of the week, and is now poised to finish atop both its 10-day and 20-day moving averages for the first time in more than a week. These short-term trendlines have guided ETFC higher since early September, with the equity's 50-day and 100-day moving averages stepping up to contain a few pullbacks during the intervening months.

Despite these recent gains, though, the shares are still sitting on a year-to-date deficit of more than 10%. In fact, ETFC has underperformed the broader S&P 500 Index (SPX) by about seven percentage points during the past 60 sessions, on a relative-strength basis.

Checking out the equity's sentiment backdrop, options players maintain a bullish bias toward ETFC. The stock's Schaeffer's put/call open interest ratio (SOIR) stands at 0.16, with calls outnumbering puts by nearly six to one among options set to expire within three months. This SOIR stands lower than all other such readings taken during the past year, as short-term options players haven’t been more optimistically aligned toward ETFC at any other time.

Data from the International Securities Exchange (ISE) confirms a preference for bullish bets over their bearish counterparts. ETFC's current 10-day ISE call/put volume ratio of 18.68 ranks in the 64th annual percentile, suggesting that traders have purchased calls over puts at a faster-than-usual pace in recent weeks.

With a healthy 4.1% of ETFC's float sold short, it's possible that some of these calls are being used as hedges. If so, this would diminish the otherwise bullish implications of these sentiment readings.

However, traders' ravenous appetite for calls could nevertheless cause technical trouble for ETFC during the coming weeks. The stock's newly front-month January 16 strike is home to peak call open interest of 17,238 contracts, all of which are narrowly out of the money. As expiration draws closer, this significant accumulation of overhead calls could potentially exert options-related pressure -- suggesting short-term traders will want to keep an eye on the stock's progress near the $16 level.

Disclosure: Neither Andrea Kramer nor Elizabeth Harrow have any financial interest in any of the equities or products mentioned in this column



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