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Lennar Options Pricing in Large Post-Earnings Move

Recent options buyers have been betting bearishly on LEN stock

Managing Editor
Apr 3, 2018 at 1:16 PM
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Home construction company Lennar Corporation (NYSE:LEN) is slated to report fiscal first-quarter earnings before the bell tomorrow morning. Lennar stock added close to 50% from its September lows to its record high of $72.17 on Jan. 22, before pulling back with the broader stock market. Today, the shares are on pace to close a second straight day beneath their 200-day moving average -- something we haven't seen since early 2017 -- and options traders are bracing for more downside after earnings.

LEN was trading down 0.2% at $56.72, at last check. The $56 level has emerged as a foothold for the shares in 2018, with recent rebound attempts capped by the equity's descending 40-day moving average.

Digging into LEN's earnings history, the housing stock has closed higher the next day in each of the last three quarters -- including a 3.7% jump at this time last year. On average, the shares have swung 2.5% in either direction in the session after the company reported, looking back two years. For Wednesday's trading, the options market is pricing in larger-than-usual 7% one-day move, per Trade-Alert.

In the options pits, traders are heavily bearish ahead of the company's earnings report, with data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) showing LEN with a 10-day put/call volume ratio of 4.00, ranking in the 99th annual percentile. This suggests puts have been purchased over calls at a much faster-than-usual pace during the past two weeks.

Should the homebuilder report weaker-than-expected earnings, Lennar stock could be vulnerable to negative analyst attention. Currently, 13 of 16 analysts following LEN consider it worthy of a "strong buy" rating. Likewise, the average 12-month price target of $78.11 represents a premium of more than 37% to the equity's current price, leaving the door open for potential price-target cuts on an earnings miss.

 

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