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Tesla Motors Inc (TSLA) Bulls Rev Their Engines Ahead of Earnings

Tesla Motors Inc (TSLA) is close to reporting earnings -- and making driverless cars a reality

Jul 31, 2015 at 2:58 PM
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According to Tesla Motors Inc (NASDAQ:TSLA) CEO Elon Musk, driverless cars may be ready sooner rather than later. In a tweet, the serial entrepreneur said the company will release a software update enabling its cars to drive and park automatically, as soon as tweaks are made allowing sensors to differentiate between unclear lane markings.

This news comes just ahead of TSLA's turn in the earnings confessional, due next Wednesday night. Over the past eight quarters, the stock has averaged a single-session post-event swing of 8.1%. This time around, the options market is pricing in a roughly equivalent move of 7.8%, according to short-term at-the-money straddle data.

Expectations are high ahead of TSLA earnings. The equity's 10-day call/put volume ratio across the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) is 1.45 -- in the 89th annual percentile. Echoing this, the stock's Schaeffer's put/call open interest ratio (SOIR) of 0.84 is lower than 96% of all comparable readings from the last year, suggesting a near-extreme call-bias among short-term speculators.

Of course, it's possible some of these call buyers are actually short sellers hedging. Specifically, shorts may have purchased out-of-the-money calls in order to guard against an unforeseen upside move in the underlying. At present, 24% of TSLA's float is sold short, representing six days of trading, at typical volumes.

Technically speaking, Tesla Motors Inc (NASDAQ:TSLA) has had a strong year, rallying 20% to hover near $266.88. Should the stock get a boost from earnings, a capitulation among unhedged shorts could pump gas in its proverbial tank.
 

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