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How History Suggests JD.Com Inc (JD) Could Extend Today's Rally

JD.Com Inc (ADR) (NASDAQ:JD) could benefit from a short squeeze after quarterly revenue surged 57%

Mar 1, 2016 at 12:07 PM
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China-based e-commerce stock JD.Com Inc (ADR) (NASDAQ:JD) is up 4.5% today at $26.87, following the company's fourth-quarter earnings report. Specifically, JD's 57% year-over-year revenue growth during the quarter topped estimates, although its quarterly loss widened. These gains are probably sitting well with options traders, who have been betting bullishly in recent weeks -- though short sellers may have to rethink their positions. 

By the numbers, over 12 calls have been bought to open for every put during the past 20 sessions at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). As you can see below, this ratio is elevated from a historical perspective:

160301JD

If we narrow the time frame to the last 10 trading days, we see that the front-month option that added the most open interest was JD's March 27 call, and data from the three major exchanges confirms a majority of these contracts were bought to open. These option traders are speculating on a move above $27 from the stock before the close on Friday, March 18, when the contracts expire. JD hit an intraday high of $27.19 earlier, but hasn't closed above the strike since Jan. 25.

Echoing this bullish activity among JD speculators is the stock's Schaeffer's put/call open interest ratio (SOIR). At 0.37, this reading reveals that call open interest heavily outweighs put open interest among options expiring within three months. What's more, this SOIR arrives in just the 7th percentile of its annual range, hinting at an unusual call-skew among near-term options traders. 

However, not everyone shares this rosy outlook for the e-commerce stock. Short interest increased by almost 13% during the most recent reporting period (and some of these bears may have purchased calls as protection). If we go back to June, when short interest on JD hit a record low, short interest is up more than 250%. As such, the number of shorted shares currently sits just below record-high levels from December 2014, a peak that roughly coincides with the stock's all-time low. JD remained in a steady six-month uptrend following this turnover in short interest, hitting an all-time high of $38 on June 12.

160301JDSI

From a technical perspective, JD.Com Inc (ADR) (NASDAQ:JD) has struggled since this June 2015 high, dropping over 29%. However, if short sellers start to hit the exits as they did the last time short interest levels reached this point, it wouldn't be surprising to see JD extend today's rally. 
 

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