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Pre-Earnings Call Buyers Take Aim at Twitter Inc (TWTR)

Twitter Inc (NYSE:TWTR) will report earnings after the bell

Jul 26, 2016 at 2:54 PM
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Twitter Inc (NYSE:TWTR) earnings will be released after the closing bell this evening, and the stock's options pits are buzzing with eleventh-hour bettors getting in on the action. Specifically, TWTR puts are changing hands at four times their typical intraday rate, but calls still have the lead on an absolute basis.

Speculators are largely placing short-term bets, too, with the weekly 7/29 series dominating today's options action. Most popular today is TWTR's weekly 7/29 20.50-strike call. Data from the International Securities Exchange (ISE) confirms many of these calls have been bought to open, meaning traders are betting on the shares to rally above the $20.50 level before the close this Friday, when the weekly options expire.

Call buying has been a popular strategy in TWTR's options pits in recent months, per the stock's 50-day call/put volume ratio of 3.91 at the ISE, Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) -- just 4 percentage points from an annual high. But this seems like a particularly bold bet heading into earnings, as the stock has made a move to the downside in the session follow earnings in six of the last eight quarters -- including the last five in a row. Overall, options are pricing in a hefty single-session post-earnings swing of 16.9% in either direction, compared to the stock's average move of 11.5% in the session following its last eight reports.

Technically,Twitter Inc (NYSE:TWTR) has been a long-term laggard, giving back more than 20% in 2016. The shares were last seen off 1.7% at $18.34, but for now seem to be holding on to the round $18 level.

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