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Zynga Inc (ZNGA) Rally Puts Heat on Pre-Earnings Bears

Zynga Inc (ZNGA) is sitting higher amid buyout buzz in the video game sector

Nov 3, 2015 at 10:55 AM
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Zynga Inc (NASDAQ:ZNGA) is benefiting from a major M&A headline within the gaming industry, up 3.1% at $2.46. In the options pits, not everyone is happy with the uptick, as bearish betting has been pronounced heading into tonight's earnings report.

At the International Securities Exchange (ISE), Chicago Board Options Exhange (CBOE), and NASDAQ OMX PHLX (PHLX), ZNGA has amassed a 50-day put/call volume ratio of 0.34 -- registering in the high 85th percentile of its annual range. In other words, traders have been buying to open puts over calls at a faster-than-usual pace in recent months.

Skepticism is mounting outside of the options crowd, as well. Two-thirds of the analysts tracking ZNGA have handed out "hold" or worse recommendations. Also, while short interest has retreated in recent reporting periods, it would still take close to one week for these bears to cover their short positions, at the stock's typical trading levels.

This shouldn't come as too much of a surprise. On the charts, ZNGA has been far from impressive, losing 7.5% in 2015. Looking more closely, the shares have struggled to hurdle the $2.50 area for the past month, and the descending 60-day moving average could reinforce technical resistance around there.

As alluded to, Zynga Inc (NASDAQ:ZNGA) will tell all after the closing bell, and the options market is pricing in a sharp 9.3% post-event move, based on near-term at-the-money straddle data. Over the past eight quarters, the stock has typically swung 6% in the session following quarterly reports.
 

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