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Boeing Co (BA) Options Bull Bets On Record Highs After Earnings

Boeing Co (BA) beat expectations for earnings, and options traders are picking up fresh calls

Jul 27, 2016 at 1:31 PM
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Dow component Boeing Co (NYSE:BA) is trading 1.2% higher at $136.42, after reporting a slimmer-than-expected second-quarter loss, though the company lowered its full-year earnings guidance. Today's pop has BA above its 320-day moving average for the first time since early January, as well as the $135 region, which has been causing the stock trouble since April. It has also reaffirmed a foothold above its 200-day moving average, which has shut down the stock's rallies numerous times in 2016. In the options pits, BA calls are on fire, crossing the tape at three times the expected intraday rate, with call volume running in the 98th percentile of its annual range.

Digging right in, a good portion of today's action seems to be happening at the August 140 and 160 calls. By the looks of things, one trader rolled up an existing bullish bet by selling to close the August 140 call, while simultaneously buying to open the higher 160 call. Buyers of this out-of-the-money position are betting on BA to rally above the $160 level -- all-time-high territory -- before the close on Friday, Aug. 19, when the front-month options expire.

Also popular today is the weekly 7/29 series, which will expire at this Friday's close. The 137-, 138-, 139-, and 140-strike calls all appear to be seeing some buy-to-open action, as traders look for the shares to continue their post-earnings rally through week's end.

Buyers of BA's short-term options are getting an especially good deal today, capitalizing on the stock's post-earnings volatility crush. BA's 30-day at-the-money implied volatility now sits in just the 8th percentile of its 12-month range, at 18.2%, suggesting premium on these options are pricing in unusually low volatility expectations.

Today's preference for calls is nothing new in BA's options pits. In fact, traders have been buying the stock's long calls over puts at rapid pace for weeks. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 10-day call/put volume ratio of 1.15 now sits higher than 90% of all readings taken in the past year.

The shares could see more upward momentum, should analysts chime in on today's upbeat earnings results. At the moment, just nine out of 17 analysts recommend buying Boeing Co (NYSE:BA). And the nearly 5% of the stock's total float currently shorted would take a full eight sessions to cover, at BA's typical daily pace of trading. That's plenty of buying power left to fuel the stock's fire. 

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