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The Case For Buying Twitter Call Options Ahead of Earnings

Twitter stock has begun building some positive momentum on the charts

Apr 25, 2017 at 10:42 AM
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Ahead of Twitter Inc (NYSE:TWTR) earnings tomorrow morning, could it be time to buy call options on the social media stock? Technically speaking, the shares bounced off the $14 level earlier this month, and up 0.8% at $14.82 this morning, they've crossed over their 20-day moving average -- and could overtake the 40-day by session's end, for the first time since early February.

twitter stock chart today

What makes TWTR stock an especially attractive play ahead of earnings is the pent-up negativity on Wall Street. From a contrarian perspective, if Twitter earnings top expectations, an unwinding of bearish positions could trigger a wave of buying power. As an obvious example, 96% of analysts rate the shares a "hold" or worse, leaving the door wide open for potential upgrades.

But that's just the tip of the proverbial iceberg. Options traders have been relatively skeptical of TWTR, too. The stock's 10-day put/call volume ratio of 0.37 at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) ranks in the bearishly skewed 77th percentile of its annual range.

Plus, in the front three-months' series, peak put open interest of roughly 40,000 contracts resides at the 14 strike. This suggests the level could continue to act as support in the weeks ahead, as the hedges related to these bearish positions unwind.

Last, but not least, short interest has been piling up on Twitter Inc. In the past two reporting periods, these bearish bets increased over 16%, and now sit at levels not seen since last June. At TWTR stock's average daily trading volume, it would take over a week to cover, suggesting there's plenty of pent-up buying power to drive the shares upward.
 

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