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American Eagle Outfitters (AEO) Options Heat Up as Stock Takes Flight

American Eagle Outfitter's (AEO) option pits are lighting up after a bullish brokerage note and a score of retail earnings wins

Aug 11, 2016 at 12:45 PM
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After a slew of retail earnings wins, and thanks to an upbeat analyst note, American Eagle Outfitters (NYSE:AEO) is up 4.1% at $18.73 -- and touched a new annual high of $19.12 earlier today. What's more, AEO options are heating up ahead of the company's turn in the earnings confessional next Wednesday.

AEO has rallied roughly 46% since its early February low of $12.78, and today is celebrating an upgrade to "buy" from "hold" at Wunderlich. The brokerage firm also raised its price target for the clothing retailer by 69%, to $22 from $13. Wunderlich cited AEO's growing Google search popularity as evidence it is "moving even closer to a lifestyle brand focused business with an emphasis on denim and innovation."

Today's move to the $18-$20 neighborhood puts AEO up against an area that has acted both as support and resistance since 2010, recently stifling AEO's momentum in 2015. The area also represents double the $9-$10 region, which has managed to contain AEO's pullbacks since the financial crisis of 2008.

Monthly Chart of AEO since December 2008

AEO 081116

Chart courtesy of Thomson Reuters Eikon


In the option pits, traders are getting in on the action, with AEO options trading at three times their usual intraday clip -- though calls have more than doubled puts so far. In fact, option volume is on pace for the 90th percentile of its annual range. It looks like some speculators may be buying to open the February 22 call, which would move into the money if AEO topples $22 -- as Wunderlich predicts -- by February options expiration. The stock hasn't been north of $22 since March 2013.

While short interest has fallen 2% over the last two reporting periods, shorted shares still account for over 20% of AEO's float, which would take two weeks to cover, at AEO's average daily volume. Some of today's out-of-the-money call buying could be due to short sellers hedging their bets.

Among front-month contracts, it seems some traders may be buying to open AEO's August 19 put, to bet on a short-term pullback for the stock. Perhaps the buyers are expecting an earnings miss for AEO next week, as the company reports before monthly options expire on Friday, Aug. 19.

From a longer-term perspective, American Eagle Outfitter's 10-day put/call volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) sits at 3.20, in the 91st percentile of its annual range, suggesting a larger-than-usual bearish bias among buyers during the past two weeks. AEO's Schaeffer's put/call open interest ratio (SOIR) of 1.02 also shows a bigger-than-usual appetite for near-term puts, reading higher than 82% of all other readings from the past year.

Near-term traders are paying up to bet on AEO ahead of earnings, unsurprisingly, with AEO's Schaeffer's Volatility Index (SVI) of 64% in the top 9% of all readings from the past 12 months. However, AEO's Schaeffer's Volatility Scorecard (SVS) sits at a relatively low 9, indicating AEO has tended to make undersized moves over the past year, relative to what the options market has priced in. 

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