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4 Earnings Winners Options Traders Need to Watch

BAX, JBLU, DD, and LLY are all higher after earnings, and their short-term options seem attractively priced

Jul 26, 2016 at 12:09 PM
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A wave of earnings deluged Wall Street this morning, and while plenty of stocks are moving lower following their quarterly reports, there are several winners, as well. For example, Baxter International Inc (NYSE:BAX)JetBlue Airways Corporation (NASDAQ:JBLU)DuPont (NYSE:DD), and Eli Lilly and Co (NYSE:LLY) are all trading higher after releasing earnings. What's more, all these stocks boast relatively low Schaeffer's Volatility Index (SVI) readings, meaning it may be a good time to purchase their short-term options. Below, we'll take a closer look at the data on BAX, JBLU, DD, and LLY. 

So far today, healthcare stock BAX has added 2.8% to trade at $47.38 -- earlier hitting a record higher of $47.80 -- after the company topped Wall Street's earnings and revenue estimates, and offered a better-than-expected full-year outlook. The stock has been fabulous this year, adding over 24%. 

Despite this strong performance, pessimism continues to surround Baxter International Inc (NYSE:BAX). In fact, 10 of the 11 brokerage firms that cover the shares rate them a "hold" or "strong sell." It certainly seems this technical outperformer is overdue for upgrades, which could push it further into all-time-high territory. And with an SVI of 19% that ranks in the low 13th annual percentile, near-term BAX options are attractively priced, from a volatility perspective. 

Looking at JBLU, the shares have rebounded from a brief fling in negative territory to gain 8.9% at $18.81. The airliner beat earnings estimates on a per-share basis, and said it expects capacity to rise further in the third quarter. While this post-earnings move is impressive, JBLU's rally was stopped just below $19, a former level of support that has recently reversed roles to block the stock's breakout attempts since early June. 

Still, sentiment is mostly upbeat toward JetBlue Airways Corporation (NASDAQ:JBLU). Short interest has been steadily declining for two years now, and separately, the stock has posted a 10-day call/put volume ratio of 4.66 at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) -- suggesting a strong bullish bias among options traders. Currently, JBLU's SVI of 40% ranks below two-thirds of the past year's readings. 

Blue-chip stock DD has added a less-impressive 0.6% today to trade at $69.30, but the stock has now risen 36.7% since its 2016 low near $50 in January. Broad cost-cutting measures -- put in place ahead of the company's planned merger with Dow Chemical Co (NYSE:DOW) ​-- helped Dupont top second-quarter earnings estimates

With DuPont's (NYSE:DD) SVI of 23% coming in below 84% of all comparable readings in the past year, short-term options should be relatively affordable. Meanwhile, near-term traders appear unusually call-skewed. This is according to the stock's Schaeffer's put/call open interest ratio (SOIR) of 0.43, which is lower than 75% of all other readings from the past year. 

Finally, LLY has given back much of its early morning pop, though the shares still sit 0.2% above breakeven at $82.19. The company this morning released strong quarterly sales data, boosted by its new drug offerings. However, LLY stock's year-over-year and year-to-date breakeven levels are looming right overhead as potential resistance. 

Also limiting Eli Lilly and Co's (NYSE:LLY) upward momentum could be its 14-day Relative Strength Index (RSI) of 74, indicating the stock's been overbought and is theoretically due for a breather. Nonetheless, eight of 13 analysts rate LLY a "strong buy," while the stock's SVI of 19% is just 6 percentage points from a 12-month low, suggesting unusually muted volatility expectations at the moment. 

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