Better Brace For More AMD Earnings Volatility

AMD stock has historically made huge moves in the wake of earnings reports

Apr 28, 2017 at 2:28 PM
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Earnings season will keeping rolling on next week, and one of the highest profile names scheduled to report Monday afternoon is Advanced Micro Devices, Inc. (NASDAQ:AMD). Below, we'll take a closer look at how AMD stock has fared after previous earnings reports, and how options traders have been positioning themselves on the chipmaker's shares leading up to the event.

First off, AMD stock historically swings sharply after earnings. Specifically, looking back on the past eight quarters, the shares have averaged a single-session move of 13.8% in either direction. Unfortunately for bulls, five of the eight post-earnings swings have been to the downside. Last time around, though, AMD shares jumped 16.3% after earnings on Feb. 1.

Speaking of bulls, there are plenty in the AMD options pits. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock has amassed a top-heavy 10-day call/put volume ratio of 4.33 -- registering in the top quartile of its annual range. Echoing this, AMD's Schaeffer's put/call open interest ratio (SOIR) of 0.52 sits south of 80% of comparable readings from the past 12 months.

This optimism is justified, too, historically speaking. Despite being down today 1.6% at $13.40, AMD stock has nearly quadrupled in value year-over-year. And while the shares have cooled off some, as recently as Feb. 28, they hit a nine-year high of $15.55. Plus, the stock just took a bounce off its historically supportive 80-day moving average.

Of course, not everyone's in Advanced Micro Devices, Inc.'s bullish corner. Short interest has risen in recent reporting periods, and now accounts for a hefty 15% of the stock's total float. (In fact, a portion of these short sellers may have purchased calls to hedge against upside risk.) With this pessimism in the backdrop, if AMD stock surges on a positive earnings surprise, a capitulation among unhedged short sellers could lead to a short-squeeze rally.
 

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