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Behind the Heavy Pre-Earnings Call Activity on Adobe Stock

Short-term calls have been popular on Adobe Systems Incorporated (ADBE), with options traders targeting the March 120 strike

Mar 15, 2017 at 11:55 AM
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Software specialist Adobe Systems Incorporated (NASDAQ:ADBE) is slated to take its late-session turn in the earnings confessional after tomorrow's closing bell. The options market is pricing in a 5.7% post-earnings move for Friday's trading -- regardless of direction -- slightly more than the 3.5% single-session post-earnings swing the stock has averaged over the past eight quarters. At last check, shares of Adobe stock were trading down 0.1% at $121.36, after earlier topping out at a record peak of $122.

Turning to the options pits, ADBE stock's Schaeffer's put/call open interest ratio (SOIR) of 0.67 ranks in the 10th annual percentile, suggesting short-term speculators are more call-heavy than usual. Drilling down, ADBE's March 120 call is home to peak open interest, with 8,333 contracts outstanding.

While it would be easy to assume these calls were bought to open given the stock's impressive technical backdrop, data from Trade-Alert indicates the bulk of the action was due to a 5,419-contract block that was sold to open for $2.75 apiece last Friday. Though the calls are currently in the money -- which works against "vanilla" call writers -- the options trader could be hoping for a post-earnings volatility crush, with the front-month options set to expire at this Friday's close.

Elsewhere on Wall Street, sentiment is upbeat toward ADBE shares. Short interest declined 8.7% in the most recent reporting period, and now accounts for just 1% of the stock's float. Plus, 13 of 18 analysts maintain a "buy" or better recommendation on Adobe stock, while Morgan Stanley boosted its price rating to $129 from $118 overnight -- well above today's all-time high.

Taking a quick look at the charts, Adobe Systems Incorporated (NASDAQ:ADBE) has been in a solid uptrend over the last 12 months, up nearly 40%. More recently, ADBE shares are trading up 17.8% in 2017, a move underscored by the equity's 20-day moving average. Any negative earnings reaction could be contained by this rising trendline, while just below here is potential support near $118, home to ADBE stock's mid-February highs.

adobe stock price chart

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