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American Airlines Stock Inches Higher After Earnings

AAL is primed for a short squeeze

Deputy Editor
Oct 21, 2021 at 9:58 AM
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American Airlines Group Inc (NASDAQ:AAL) threw its hat into the earnings ring this morning, reporting a smaller-than-expected loss of 99 cents per share for the third quarter. Revenue came in just above Wall Street's forecasts, too, as relaxed Covid-19 restrictions boosted travel demand and the holiday season quickly approaches. American Airlines' earnings report comes a few days after the U.S. announced it would remove restrictions for international vaccinated travelers on Nov. 8.

Last seen up 0.8% to trade at $19.68, American Airlines stock has had a rough go on the charts since trading near the $26 level in June. Pressure from the $22 area has snuffed out several rally attempts, while the 80-day moving average has helped guide AAL lower in recent weeks. AAL is up over 23% year-to-date. 

That being said, American Airlines stock looks primed for a short squeeze. While, short interest fell 12.1% in the two most recent reporting periods, the 90.23 million shares sold short make up a solid 14.2% of the equity's current available float, and it would take nearly three days to buy back these bearish bets at AAL's average daily pace of trading. 

An unwinding of pessimism among options traders could also push the stock higher. The equity's Schaeffer's put/call open interest ratio (SOIR) of 1.30 stands higher than 87% of readings from the past year, suggesting these short-term options traders have rarely been more put-biased. Additionally, AAL sports a 50-day put/call volume ratio that sits in the 86th percentile of its annual range at the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). This means long puts have rarely ben more popular.  

Today, however, calls volume is running at double what's typically seen at this point, with 32,000 calls exchanged within the first hour of trading, compared to 8,910 puts. The most popular is the weeklt 10/22 20-strike call, followed by the November 23 call. 

Now seems like a great opportunity to speculate on American Airline stock's next move with options. The equity's Schaeffer's Volatility Index (SVI) of 42% stands in the 4th percentile of readings from the past year, indicating options players are pricing in low volatility expectations at the moment. 

 
 

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