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Options Bears Line Up for Walmart Earnings

Options traders have been placing bearish bets on WMT in recent weeks

May 17, 2017 at 11:13 AM
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Retail earnings have been in focus all week, with Target stock getting a boost this morning from better-than-expected quarterly results. Dow component Wal-Mart Stores Inc (NYSE:WMT) is now set to report earnings before the market opens tomorrow, and the stock will try to duplicate its post-earnings performance from last year's May release, when the shares jumped 9.6% in the session after. Last quarter, WMT stock rose 3% in the session after reporting, and this time around the options market is expecting a 5% swing, regardless of direction, though recent traders are betting bearishly. 

Options Traders Bet on a Ceiling for WMT Stock

Heading into the event, short-term Walmart options traders are unusually put-skewed. This is based on the stock's Schaeffer's put/call open interest ratio (SOIR) of 1.16, which ranks in the 89th percentile of its annual range. The most popular put during the past two weeks, based on open interest levels, was the June 75 strike, where the major options exchanges confirm mostly buy-to-open activity has taken place. 

Meanwhile, the most popular front-month call during this time, based on open interest added, was the May 77 call. Data confirms mostly sell-to-open activity here, meaning many traders are betting on WMT stock holding below $77 through the end of this week, when the contracts expire. Traders have also employed the same strategy at the July 80 call, which was the most popular option overall during the past two weeks, based on open interest levels. 

Bullish or bearish, it's now a good time to buy Walmart options, even with earnings on the way. For instance, WMT has a Schaeffer's Volatility Index (SVI) of 18%, which ranks in the bottom one-third of readings from the past year. In other words, short-term options are relatively inexpensive at the moment, from a historical volatility perspective. 

WMT Stock Flirting With New Highs

On the charts, Wal-Mart stock has been strong in recent weeks, gaining 8.9% since its March 28 low of $69.33 to trade at $75.47. Last week, in fact, WMT shares touched a nearly two-year peak of $77.05. The stock could now find a floor in the $74-$75 range, which capped rally attempts in 2016. Further, an earnings beat could prompt some analysts to raise their price targets on WMT shares, which could provide an extra lift on the charts. At the moment, the stock's average 12-month price target comes in just below current levels, at $75.18. Meanwhile, only 10 of 23 analysts deem Walmart stock worthy of a "buy" or better rating, leaving the door open for upgrades in the event of an earnings beat. 
 

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