Skip to main content

Morning Update

On Friday before the open Exxon reported fourth quarter earnings of $2.20 per share versus $2.00 estimated. Revenue was down 5.3% to $115.17 billion, just missing estimates of $115.22 billion. Oil and gas output fell 5.2% to 4.29 million barrels per day. Net income rose 6% to a five-year high of $9.95 billion, helped by high refining profit margins. In the fourth quarter refining margins across the country rose by 46% as increased oil production from shale pressured input prices. The stock was little changed and option trading leaned on the defensive side. The biggest trade of the day was the purchase of 2500 April 87.5/80 put spreads for $1.70. This is a bearish trade that will profit if XOM is below 85.80 at April expiration.

A put spread involves the purchase of one put and the sale of another that is further out of the money. By selling a further out of the money put the cost of buying the near put is reduced, moving the trade’s breakeven closer. One reason for this bearish play on Exxon could be its position in Iraq. The company has contracts with two rival political factions in the country and is likely to only be able to work with one going forward. Investors should also be wary of declining output at Exxon. Refining margins are keeping the company’s downstream profits high, which are compensating for lackluster profits in the upstream operations. But this is not a recipe for growth. The company will need to continue to replace older oil fields with new ones, which is easier said than done. Yet David Lawrence, Exxon’s VP of investor relations, told analysts that they are developing production in Romania, Tanzania, Siberia, Argentina, and Columbia, which is “Probably as balanced of a portfolio that we’ve seen in a long time.”

Time will tell if Exxon is able to develop these assets into lucrative production centers. For now it makes sense to hedge some of the downside risk in the stock. This trade is a good example of a low cost, fixed risk hedge. Against a long stock position this will minimize losses should the stock fall between 87.5 and 80.00, but only costs $1.70 which leaves much of the stock’s upside left for investors.

Comments

Popular posts from this blog

Morning Update

ECB officials said last night that ECB President Mario Draghi will likely wait to hear Germany’s Constitutional Court’s ruling on the EFSM before publicly unveiling his plans. Many were hoping Draghi would unveil his plan after the ECB’s September 6th meeting, but this is becoming increasingly unlikely. Today Reuters is reporting that Germany is the latest European nation to begin studying the possible impact of a Greek exit from the Euro. This comes ahead of Chancellor Merkel’s meeting with Greece’s Prime Minister today. Merkel has repeatedly said that she would like Greece to remain in the common currency, though clearly someone in Germany believes a Greek exit is possible outcome worth preparing for. This morning US new durable goods orders numbers we released for July, coming in at a gain of 4.2% M/M. Though this was strong than expected, it was primarily driven by strong aircraft sales. Non-defense orders excluding aircraft were down a sharp 3.4% M/M versus a 0.2% decline expecte...

Is the KCJ Foreshadowing a 2008 Repeat?

The CBOE Correlation Index (KCJ) is close to the lowest level we have seen since it was first listed in 2007. The KCJ measures the implied movement of the S&P 500 components options, compared to the implied movement of the S&P 500 index options. Simply put, the higher the number, the more likely all stocks are going to move together. Conversely, a low number will be characterized by sector rotation, and flat markets; one sector moves higher, another moves lower.  (Source: Access Hollywood) Correlation, for lack of a better term, is correlated with volatility. Not surprisingly, 30-day S&P 500 historical volatility is near the low level of 6.5%. Currently at 33.5, KCJ is sitting close to rock bottom, lower than where it was in 2007, (but not lower than where Lindsay Lohan was in 2007).  So far this year, the market has been able to grind higher, characterized by leadership in FANG(Facebook Apple/Amazon, Netflix, Google) and sector rotation. A...