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eBay Inc (EBAY) Call Volume Nears Peak Levels Ahead of Earnings

eBay Inc (NASDAQ:EBAY) will take its step in the earnings confessional ahead of Thursday's open

Jul 13, 2015 at 2:43 PM
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eBay Inc (NASDAQ:EBAY) is flying today, up 1.6% at $63.34 -- and fresh off a record high of $63.74. This volatile price action could continue as the week wears on, with the company slated to report earnings Thursday morning and make its Paypal Holdings Inc (NASDAQ:PYPLV) spinoff official on Friday. (PYPLV, meanwhile, will begin trading publicly next Monday, July 20.) Today's pop is likely pleasing option traders, who have been initiating long calls over puts at a rapid-fire rate.

Specifically, speculators at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) have bought to open 5.80 calls for each put over the past 10 sessions. What's more, this ratio ranks in the 96th annual percentile, meaning calls have been bought to open over puts with more rapidity just 4% of the time within the past year.

Echoing this is EBAY's Schaeffer's put/call open interest ratio (SOIR) of 0.46. Not only does this show that call open interest more than doubles put open interest among options expiring in three months or less, but it sits lower than 84% of all similar readings taken in the past year. Simply stated, speculative traders are more call-skewed than usual toward the equity.

Drilling down on the front-month series, peak call open interest of 26,578 contracts is found at the July 62.50 strike. According to data from the ISE, CBOE, and PHLX, almost 11,000 calls have been bought to open here since mid-April. In other words, speculators have been betting that EBAY would be north of $62.50 at this Friday's close -- when the series expires.

The 62.50 strike is also in focus today, only it's the October series that's garnering attention. Specifically, it appears one eBay Inc (NASDAQ:EBAY) is selling to close her October 62.50 calls and rolling them up to the October 65 strike. According to Trade-Alert, this appears to be part of a larger three-way bull spread initiated in mid-March to bet on higher highs for the security.
 
 

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