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Stitch Fix Options Price in a Massive Post-Earnings Move

SFIX reports earnings after the close on Monday

Managing Editor
Mar 9, 2018 at 2:36 PM
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Stitch Fix Inc (NASDAQ:SFIX) is expected to report fiscal second-quarter earnings after the market closes on Monday, March 12. This will be just the second time the retailer has reported earnings as a publicly traded company, and ahead of the event, the stock is down 2.7% to trade at $22.40. Nevertheless, SFIX options are pricing in an outsized move for Tuesday's trading. 

In terms of earnings reactions, Stitch Fix stock dropped by 9.8% the day after the retailer's late-December report. This time around, the options market is pricing in a much larger one-day move of 20%, per Trade-Alert's implied volatility (IV) data.

Looking closer at the charts, Stitch Fix stock raced out of the gate on Nov. 17, following the company's initial public offering (IPO). The shares went on to hit a record high of $30.07 on Dec. 27, which was more than double the stock's IPO price of $15. However, the shares have since pulled back, and have shed 13% so far in 2018. 

Short sellers continue to pile on the retail name -- which has likely created headwinds for the stock. Short interest has increased by nearly 43% since Dec. 1, and represents a whopping 37% of SFIX's total available float. At the security's average daily trading volume, it would take over 14 days for shorts to buy back their bearish bets.

On the flip side, call buying has been popular in recent days, with data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) showing long calls have more than tripled puts in the past 10 days. However, given the stock's recent struggles, it could be short sellers using options to hedge against an unexpected breakout. 

 

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