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Options Traders Expect This Software Stock to Move Big on Earnings

There has been a heavy influx of calls relative to puts ahead of ADBE earnings

Managing Editor
Dec 13, 2017 at 3:55 PM
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Although earnings season has largely concluded, a few key companies are still making their way to the stage -- with one in particular being tech and software powerhouse Adobe Systems Incorporated (NASDAQ:ADBE). ADBE is expected to report fiscal fourth-quarter earnings after the close this Thursday, Dec. 14, and options traders are pricing in a bigger-than-usual post-event move for the stock.

At last check, Adobe stock was up 2.5% to trade at $176.79, following an early morning Morgan Stanley price-target hike to $186 from $155. The upwardly revised target stands just fractions of a point below ADBE's Nov. 28 high of $186.27. Since reaching this peak, Adobe shares have pulled back, but were contained around the $165 level -- home to the bull-gap lows from Oct. 19, as well as the equity's supportive 80-day moving average.

Daily Chart of ADBE Since Jan 2017 with 80MA

Ahead of the software giant's earnings, options buyers have preferred Adobe Systems calls over puts. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), its 10-day call/put volume ratio of 1.69 ranks in the 76th percentile of its annual range. In other words, speculators have been purchasing calls over puts at a faster-than-usual-clip during the past two weeks.

Despite the influx of calls, the stock's December 170 put has seen the biggest rise in open interest during the past 10 days among front-month strikes, with more than 2,300 contracts added. However, the major exchanges show a skew toward seller-initiated open interest at this strike, which means these traders have a neutral-to-bullish short-term outlook on ADBE.

The options market is pricing in a 6.5% move for ADBE in the session following its quarterly report, which would outpace the equity's average day-after-earnings move of 3.6% over the past eight quarters. A swing of that magnitude isn't out of the question, though; ADBE rallied 7.1% the day after its September 2016 report. From its current perch, a 6.5% advance would put Adobe shares a couple points north of Morgan Stanley's new price target -- and a drop of that size would have the stock re-testing support around $165.

Echoing the bullish outlook from options players -- and as evidenced by today's pre-earnings hike -- the analyst community is upbeat on Adobe stock. Of the 23 brokerages covering ADBE, 19 rate it a "strong buy." While the security's solid price action supports this optimistic coverage, the prevailing bullish sentiment toward ADBE could make it a little trickier for the shares to benefit from a big upside surprise on the earnings front.

 

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