MMR

Put Traders Pile On Avis Budget Ahead of Earnings

Avis Budget is slated to report earnings after the market closes tomorrow

Managing Editor
Feb 19, 2019 at 12:26 PM
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Car stock Avis Budget Group Inc. (NASDAQ:CAR) is up nearly 2% at $29.21 in afternoon trading, moving higher after the company named John F. North III its new chief financial officer, effective March 18. Avis also unveiled its Business Intelligence (BI) portal, an online resource for corporate travel managers, ahead of earnings after the close tomorrow, Feb. 20.

The vehicle rental name has added 35% since its early January lows, recently gapping above its 80-day moving average on upbeat analyst attention. Further, just last week the stock pushed above its 100-day trendline for the first time since May, when CAR was flirting with annual highs. Both moving averages acted as a ceiling of resistance for the shares in the second half of 2018.

Daily CAR since Jan 2018 with 80 and 100 MA

Switching gears, Avis Budget Group is slated to report its fourth-quarter earnings after the market closes tomorrow. CAR's earnings history is grim, however, as the stock has closed lower the day after seven of its last eight earnings reports, including the last three in a row. Further, CAR suffered a more than 15% drop on two occasions. Overall, the shares have averaged a 10.7% swing the day after reporting, regardless of direction. This time around, CAR options are pricing in a slightly higher 11.7% swing for Thursday's trading.

In the options pits, puts have been flying off the shelves at a faster-than-usual pace ahead of earnings. This is evident from the stock's 10-day put/cal volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). The ratio sits at 4.62, ranking in the 86th annual percentile. Echoing this, CAR's Schaeffer's put/call open interest ratio (SOIR) of 2.18 lands in the 97th percentile of its annual range, suggesting near-term options traders are more put-biased than usual right now.

Wrapping up, short interest fell 8.5% in the two most recent reporting periods, to 9.52 million shares. This still accounts for a healthy 15.9% of Avis Budget stock's available float, though, and would take more than seven sessions to cover, at the average daily pace of trading.

Should Avis Budget Group buck its trend of negative earnings reactions, an unwinding of pessimism in the options pits could drive further gains for CAR. In addition, a continued exodus of short sellers could also propel the stock higher.

 

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