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Bullish Options Activity in GLD

Today one option trader is taking advantage of gold’s decline by buying upside calls. The biggest trade of the day is the purchase of 7,250 GLD January 2014 calls for $4.35. This is a bullish trade that profits if GLD is above 204.35 at January 2014 expiration, which is 415 days away and a 23% move higher. The 200 level in GLD corresponds to a spot gold price of about $2100/oz.

Gold fundamentals remain strong going into 2013, and while I don’t expect gold to trade to $2,100/oz in the coming year, I do expect gold to appreciate significantly. This is based on simple supply and demand. The supply side of gold is not expected to increase dramatically next year, but demand should continue to grow. The two primary sources of gold demand are central banks and exchange traded funds. In 2011 net central bank purchases exceeded 455 tonnes, the largest since 1964. This year the World Gold Council has reported that net central bank purchases are about 20% of global supply. Meanwhile, demand for gold from investors has also been strong, which has led to over $200 million in inflows to GLD this month alone.

I trade gold based on a fundamental macroeconomic model, which currently suggests gold’s fair value is $1785. I am closely watching the Fed’s activity and how it affecting the US monetary base, as well as movements of the Euro, bonds, and the unemployment rate. While we are certainly bullish on gold, our model suggests that $2,100 is not a realistic target given current fundamentals. Therefore I would not hold this option to expiration, but the 200 call is likely to appreciate in price in the near term on a pop in gold.

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