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Pre-Earnings Option Bulls Keep the Faith On Macy's Inc (M)

Macy's Inc (NYSE:M) will take its turn in the earnings confessional ahead of Thursday's open

Aug 9, 2016 at 1:32 PM
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Most retail stocks are trading lower today, following a negative earnings reaction for Coach Inc (NYSE:COH). Shares of Macy's Inc (NYSE:M), for instance, have dropped 2% to trade at $34.04. With Macy's set to join a number of its fellow department store chains in the earnings confessional later this week, though, options traders are keeping the faith. At last check, roughly 32,000 call options have traded on M stock -- four times what's typically seen at this point in the day, and in the 98th annual percentile.

Diving deeper, M's weekly 8/12 32-strike put and 37-strike call are being used in a three-way spread with the stock's August 34 call. Meanwhile, the weekly 9/9 34-strike call has garnered notable attention, and it seems safe to assume new positions are being purchased. In other words, traders are betting on M to reverse course and rally north of $34 through the close on Friday, Sept. 9 -- when the weekly options expire. If the calls expire out of the money, however, the most the option buyers stand to lose is the initial premium paid.

More broadly speaking, today's accelerated call volume is just more of the same in M's options pits. At the International Securities Exchange (ISE), Chicago Board Options Exchange (ISE), and NASDAQ OMX PHLX (PHLX), the equity's 10-day call/put volume ratio of 4.43 ranks higher than 71% of all comparable readings taken in the past year. Simply stated, calls have been bought to open over puts at a faster-than-usual clip.

As such, the equity's Schaeffer's put/call open interest ratio (SOIR) is docked at 0.39. Not only does this show that calls easily outweigh puts among options expiring in three months or less, but it ranks in just the 8th percentile of its annual range. In other words, short-term speculators have rarely been as call-heavy as they are now.

Outside of the options arena, short sellers have been increasing their short positions of late. Specifically, short interest jumped 10.5% in the most recent reporting period. However, these shorted shares still represent a low 3.3% of the stock's available float, meaning M's bearish bandwagon is far from full.

Looking at the charts, it's not too surprising to see short sellers betting on additional losses for M. Year-over-year, the stock has shed almost half its value. Plus, the equity's recent rally attempt was quickly halted near $37 -- site of a mid-May pre-bear gap close, a slide induced by the company's dismal first-quarter earnings report. Should Macy's Inc (NYSE:M) turn in a fresh set of disappointing quarterly results ahead of Thursday's open, a capitulation from option bulls and/or another round of short selling could pressure the shares even lower.

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