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Pre-Earnings Bears Take a Bite Out of Comcast Corporation (CMCSA)

Skepticism picks up on Comcast Corporation (NASDAQ:CMCSA) ahead of earnings, 'Sharknado 3' premier

Jul 22, 2015 at 1:26 PM
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Cult enthusiasts are most likely counting down the minutes to tonight's premier of "Sharknado 3: Oh Hell No!" on the SyFy network. While the movie is failing to make a good impression on critics, NBCUniversal parent Comcast Corporation (NASDAQ:CMCSA) is certainly making a lasting impression on the charts.

In fact, the stock topped out at a record high of $64.99 earlier. More recently, the equity was sitting 0.2% higher at $64.40 -- extending its year-over-year advance to 17.7%.

Despite the security's technical tenacity, put buyers have been increasing their presence in the equity's options pits in recent weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), for example, CMCSA's 10-day put/call volume ratio of 0.78 ranks in the 63rd annual percentile.

Even more telling is CMCSA's Schaeffer's put/call open interest ratio (SOIR) of 0.83, which sits higher than 73% of all similar readings taken in the past year. Simply stated, short-term speculators are more put-skewed than usual toward the stock.

Given CMCSA's longer-term technical trajectory, a portion of the recent put activity -- particularly at out-of-the-money strikes -- could be a result of shareholders protecting paper profits. In fact, the company is slated to take its turn in the earnings confessional ahead of tomorrow's open, so speculators could be initiating some post-earnings insurance.

Looking back over the past eight quarters, Comcast Corporation (NASDAQ:CMCSA) has averaged a single-session post-earnings move of 2.2% -- seven of which have been to the upside. This time around, the options market is pricing in a slightly bigger swing of 2.7%, based on the equity's near-term at-the-money straddle.
 

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