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Option Traders Gearing Up For eBay Inc (EBAY) Earnings Beat

Bears have been running from eBay Inc (NASDAQ:EBAY) ahead of its earnings unveil

Oct 21, 2015 at 11:36 AM
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Online auctioneer eBay Inc (NASDAQ:EBAY) will report third-quarter earnings after the close today. Leading up to the event, the stock is modestly higher at $24.44. Looking back, though, the shares have been sliding since touching a record high of $29.35 in July, with breakout attempts blocked by their descending 32-day moving average -- a level that acted as support leading up to the July peak. 

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Still, sentiment toward the online name has taken a bullish turn leading up to its earnings release. For starters, put buying has slowed drastically in the past month. Toward the end of September, EBAY's 10-day put/call volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) stood at 1.53. In other words, traders were buying to open 1.5 puts for every call. Now, however, that same ratio comes in at only 0.56, revealing that put buying has taken a substantial backseat to call buying

Looking at the numbers, pre-earnings bulls have targeted the 25 strike over the past two weeks. The most popular contract has been the December 25 strike call, which has added more than 13,000 contracts. Also seeing heavy attention have been the November 25 call and the weekly 10/23 25-strike call. Considering many of these options were bought to open, it appears numerous traders are betting on EBAY's post-earnings reaction to lift it above $25.

And if history is any guide, these bulls may be on to something. EBAY has moved higher in the session following its earnings release the last three quarters. This time around, the options market is pricing in a 5.6% post-earnings swing, according to the stock's near-term at-the-money (ATM) straddle

Switching gears, bears have recently been hitting the exits on another front, as well. Specifically, short interest on the security fell by more than 15% during the most recent two-week reporting period. 

Conversely, one group has stuck to its bearish guns. Of the 23 brokerage firms covering the stock, 16 say EBAY is a "hold" or "sell." In fact, eBay Inc (NASDAQ:EBAY) has been the recipient of no fewer than three price-target cuts during the past two days, from the likes of Morgan Stanley ($26.50), Benchmark ($28), and Cowen and Company ($27). 
 

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