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Alcoa Inc (AA) Bears Come Out Ahead of Earnings

Alcoa Inc (AA) will reporting fourth-quarter earnings after the close

Jan 11, 2016 at 11:31 AM
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Alcoa Inc (NYSE:AA) shot higher out of the gate on a new supply contract, but like this fellow commodity stock, was last seen lower. Specifically, the shares are off 1.4% at $7.96, as the company gears up to report earnings after the close. Amid this pullback, short-term option traders are betting bearishly.

By the numbers, over 9,000 puts are on the tape -- 1.6 times the expected intraday amount. One of the most active AA options is the January 2016 7.50-strike put, which is seeing buy-to-open activity. In short, traders are rolling the dice on the stock dropping south of $7.50 by Friday night's close, when the series expires.

Taking a step back, bearish expectations are running high on Wall Street ahead of the company's quarterly earnings report. AA's 50-day International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) put/call volume ratio of 0.76 ranks in the 85th percentile of its annual range. In other words, speculators have been buying to open puts over calls at a faster-than-usual clip.

Short sellers, too, have upped the bearish ante. During the last two reporting periods, short interest shot almost 27% higher, and now makes up one-tenth of AA's total float. At typical trading levels, it would take nearly a week to cover all of these short positions. The low expectations are understandable, however, given Alcoa Inc's (NYSE:AA) recent earnings history
 

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