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Options Traders Bet Big on Retail Stock Before Earnings

Options traders are speculating on Big Lots ahead of the event

Digital Content Manager
Aug 26, 2021 at 1:24 PM
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Big Lots, Inc. (NYSE:BIG) will head into the earnings confessional with its fiscal third-quarter results before the open tomorrow, Aug. 27, and investors are shedding some of their shares ahead of the event. The retail concern was last seen down 5.1% at $54.87, set to snap a four-day win streak -- its longest since April. The 320-day moving average looks to be holding as support on the charts, though, helping Big Lots stock maintain a solid 27.8% year-to-date lead. 

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Options traders are chiming in today. So far, 2,522 calls and 2,488 puts have exchanged hands, five times the intraday average. The most popular position in the September 55 put, followed by the 60 call in the same series, with positions being opened at the latter. This means traders are expecting the $60 level to hold as a ceiling for the underlying stock by the time these contracts expire next month. 

Longer term, puts are outnumbering calls, and at a quicker clip than usual. This is per BIG's 10-day put/call volume ratio of 1.56 at the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), which sits higher than 95% of readings from the past 12 months. 

This time around, options traders are pricing in a 10.6% post-earnings swing for BIG, which is slightly smaller than the 12.4% move the security has averaged during its last eight reports, regardless of direction. The stock has definitely seen some outsized next-day moves over the past eight sessions, including a 29.5% drop in February 2020, and a 31.6% jump in December 2019. Half of these next-day returns have been higher. 

Analysts have been cautious towards Big Lots stock. Of the eight in coverage, only two call it a "strong buy," compared to six "hold" or worse ratings. Short interest, meanwhile, is inching lower, off 2.9% in the last two reporting periods. The 4.41 million shares sold short make up 13.7% of BIG's available float, and would take just over six days to cover, at the stock's average pace of trading. Should these bears continue to jump ship, a short squeeze could push the equity higher.  

 

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