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Skechers Earnings Move Falls Far Short of Volatility Expectations

Short-term traders have preferred puts despite big open interest at the November 38 call

Oct 23, 2019 at 10:23 AM
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Skechers USA Inc (NYSE:SKX) shares are trading down 1.8% this morning at $37.32 after earnings, but it's not the direction of the stock's move that is most notable. Instead, what's interesting is that this 1.8% swing is far below the expected move priced in by options traders ahead of the quarterly event.

Speculators were betting on a nearly 19% swing from SKX stock, which would be fitting given its recent earnings history. Specifically, the shares had made double-digit percentage moves after earnings in seven of the past eight quarters. But staying in the options pits, traders were slightly put-heavy ahead of earnings, based on the Schaeffer's put/call open interest ratio (SOIR) of 1.15. Not only does this show put open interest topping call open interest among contracts expiring within three months, but it ranks in the 75th annual percentile, meaning such a preference for puts is rare.

At the same time, peak open interest actually sits at the front-month November 38 call. Data from the major exchanges shows a near-even split between buy-to-open and sell-to-open activity at the strike, making the $38 level an interesting price point to watch in the weeks ahead. Meanwhile, more short-term traders took aim at the weekly 10/25 45-strike call, perhaps betting on a major move to the upside.

Circling back to the shoe producer's earnings report, the company's third-quarter revenue was in line with expectations, but earnings per share fell just short of estimates. Still the analyst attention that's come through since the results has been upbeat, with Susquehanna, Morgan Stanley, and UBS all raising their price target, the latter firm setting the bar the highest at $48 -- four-year-high territory for Skechers stock.

 

 

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