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KB Home Stock Higher Ahead of Earnings, Options Bulls Respond

The equity sports cheap options to boot

Deputy Editor
Jan 11, 2021 at 12:59 PM
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The shares of KB Home (NYSE:KBH) are up 2% at $33.70 this afternoon, in anticipation of the homebuilding company's fourth-quarter earnings report, due out after the close tomorrow, Tuesday, Jan. 12. Below, we will take a look at how the stock has performed on the charts of late, and explore some of the options activity surrounding KB Home stock ahead of the event.  

On the charts, KBH has been rejected by the $36 level multiple times over the past few months, after spending a considerable amount of time above the area in mid-2020. Once again, the security's 10-day moving average is acting as pressure, while year-over-year KB Home stock is down more than 6%.

KBH Chart January 11

A look at the equity's history of post-earnings reactions over the past two years shows a generally negative response. During its last eight reports, five of these next-day sessions were lower, including an 11.9% drop in June 2020, followed by a 7.5% fall in September of the same year. KBH averaged a post-earnings swing of 5.6% during the last eight quarters, regardless of direction. This time around, the options market is pricing in a larger move of 9.4%.

In the options pits, KBH sports 10-day call/put volume ratio of 3.46 at the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). This ratio sits higher than 76% of all other readings from the past 12 months, suggesting a much healthier appetite for calls as of late. 

And options traders are speculating similarly today. In fact, over 1,600 calls have exchanged hands -- double the intraday average -- versus just 756 puts. The most popular is the January 35 call, followed by the 33 put from the same series. And for those looking to speculate on KB Home stock's next move with options, now seems like the ideal opportunity. The equity's Schaeffer's Volatility Index (SVI) of 54% sits in the 17th percentile of its annual range, meaning options players are pricing in low volatility expectations right now -- a boon for premium buyers.

Lastly, an unwinding of pessimism could propel the equity higher, too. Short  interest rose 32.4% in the two most recent reporting periods, and the 3.39 million shares sold short make up a healthy 3.8% of the stock's available float, or more just over two days worth of pent-up buying power. 

 

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