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Options Traders Play Dave & Buster's Stock Before Earnings

The equity is set to snap a four-day losing streak

Deputy Editor
Sep 9, 2021 at 1:45 PM
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Dave & Buster's Entertainment Inc (NASDAQ:PLAY) is enjoying an upbeat day ahead of its second-quarter earnings report, due out after the close this evening. The stock is up 3% at $35.82 this afternoon, set to snap a four-day losing streak. PLAY is up 19.8% in 2201, but saw its most recent rally turned away by its 80-day moving average. Below, we'll take a look at how the stock has fared after earnings in the past, and see how the options pits are preparing for the event.

PLAY Chart September 9 2

A look back shows Dave & Buster's stock finishing higher the day after earnings just twice over the past two years. During this time period, the stock averaged a next-day return of 5.3%, regardless of direction, which is much smaller than the 11.9% post-earnings swing the options pits are pricing in this time around. 

It seems options bears are taking note of the historical downward swings. The 6,612 puts crossing the tape today is volume that's four times the intraday average. However, 6,444 calls have also exchanged hands, which is double what's typically seen at this point. In addition, the most popular contract, is the weekly 9/9 38-strike call, where positions are being opened, while new positions are also being opened at the 25-strike put from the same series.

This penchant for bearish bets is nothing new.  PLAY sports a 50-day put/call volume ratio at the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) that sits in the 93rd percentile of its annual range. This suggests a healthier-than-usual appetite for puts of late. 

Analysts are divided, however, with five in coverage calling PLAY a "strong buy," while five say "hold" or worse. Meanwhile, the consensus 12-month price target of $49.56 is a slim 38.1% premium to current levels. 

 

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