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Amazon.com, Inc. (AMZN) Super Bowl Spot Fails to Reward Option Bulls

Amazon.com, Inc. (AMZN) will report earnings tomorrow night, and will run a commercial during the Super Bowl

Jan 27, 2016 at 2:18 PM
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Ahead of tomorrow night's earnings report, Amazon.com, Inc. (NASDAQ:AMZN) announced it will run a Super Bowl commercial this year for the first time ever. The ad will feature actor Alec Baldwin, alongside NFL great Dan Marino. The reaction on Wall Street has been less than enthusiastic, though, with shares of the online retailer off 2.1% at $588.62.

Longer term, AMZN has been an absolute beast. The stock has advanced nearly 94% year-over-year, and recently took a sharp bounce off its 32-week moving average, suggesting further upside may be ahead.

Based on what's been transpiring in AMZN's options pits, speculators are certainly hoping for the technical party to continue. Specifically, the stock's 10-day call/put volume ratio of 1.41 across the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) ranks in the 95th percentile of its annual range. Stated differently, traders have rarely purchased calls over puts at a faster rate over the last 12 months.

Digging deeper, weekly strikes have been extremely popular over the past two weeks. In particular, the weekly 1/29 600-, 605-, and 640-strike calls have each seen buy-to-open activity at the ISE, CBOE, and PHLX, hinting at bullish expectations within the options crowd.

In so doing, these traders are also expressing confidence in a positive result when Amazon.com, Inc. (NASDAQ:AMZN) hits the earnings confessional tomorrow evening. Currently, the options market is implying a single-day post-event move of 12.9% for the shares, in either direction. This is slightly higher than the stock's average move of 10.3% over the past eight quarters -- with the last four resolving to the upside.

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