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Options Traders Brace for Express, Inc., Guess?, Inc. Earnings

Retailers Express, Inc. (NYSE:EXPR) and Guess?, Inc. (NYSE:GES) will report earnings tomorrow

Aug 23, 2016 at 3:28 PM
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Although the bulk of earnings season has passed, there are still a number of names making notable moves in the wake of their quarterly results. Today, for instance, electronic retailer Best Buy Co Inc (NYSE:BBY) has surged into annual-high territory on a positive earnings reaction -- with the results having a halo effect on these two tech stocks. Looking ahead, apparel retailer Express, Inc. (NYSE:EXPR) will step into the earnings confessional tomorrow morning, with sector peer Guess?, Inc. (NYSE:GES) slated to report tomorrow night. Here's a quick look at the pre-earnings options activity surrounding retail stocks EXPR and GES.

Put volume has accelerated on EXPR in the weeks leading up to tomorrow's quarterly event. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 10-day put/call volume ratio of 0.78 ranks in the 80th annual percentile. Echoing this is EXPR's Schaeffer's put/call open interest ratio (SOIR) of 1.17, which rests higher than 97% of all comparable readings taken in the past year. Simply stated, short-term speculators are more put-heavy than usual toward the security.

Specifically, the September 16 put is Express, Inc.'s top open interest position, and it seems safe to assume the majority of positions have been bought to open. With EXPR last seen at $15.85, these puts are currently in the money. Longer term, the stock has surrendered 26.5% since hitting a two-year high of $21.57 in early April.

Amid relatively low absolute volume, GES options traders have shown a preference for calls over puts of late. At the ISE, CBOE, and PHLX, for instance, the stock's 20-day call/put volume ratio is perched at a top-heavy 1.52. It's more of the same in today's trading, with calls trading at four times the average intraday rate -- and outpacing puts -- although fewer than 650 calls are on the tape.

Regardless, GES stock has turned in some volatile post-earnings sessions, averaging an 8.4% swing the day after reporting over the past eight quarters. This time around, the options market is pricing in a slightly bigger 9.5% move. Looking at the charts, Guess?, Inc. has been falling since topping out at a year-to-date high of $22.84 in early March, down 30.4% at $15.90.

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