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Pre-Earnings Put Volume Spikes On Nike Inc (NKE)

Nike Inc (NYSE:NKE) is scheduled to report earnings tomorrow night

Sep 26, 2016 at 11:27 AM
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Skepticism is building on Nike Inc (NYSE:NKE), as the athletic apparel maker prepares to unveil its fiscal first-quarter earnings report after tomorrow's close. For starters, NKE stock was hit with a pair of price-target cuts this morning from J.P. Morgan Securities (to $62 from $67) and B. Riley (to $55 from $62). Meanwhile, in the options pits, NKE put volume is running at seven times what's typically seen at this point in the day.

By the numbers, around 28,000 puts have changed hands, in the 99th percentile of the annual intraday range. As a point of comparison, less than 23,000 calls have traded so far. What's more, although the weekly 11/4 53-strike call has seen the most action thus far -- and it looks like new positions are being purchased here -- the majority of NKE's 10 most active options are puts.

Drilling down on the put side of the aisle, it appears pre-earnings options bears are targeting NKE's weekly 9/30 54-strike put. If traders are indeed buying to open the puts, the goal is for NKE to dive below $54 by this Friday's close, when the weekly options expire.

Elsewhere, it looks like another options trader may be rolling down her short front-month puts. Specifically, she may possibly be buying to close the October 54 puts, while simultaneously selling to open the October 51 puts. In other words, she expects the stock to hold above $51 through the close on Friday, Oct. 21.

From a wider sentiment perspective, the trend in NKE's options pits has been toward puts. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the security's 10-day put/call volume ratio of 1.46 ranks in the 90th annual percentile -- meaning puts have been bought to open over calls at a near-annual-high clip.

Plus, NKE sports a top-heavy gamma-weighted Schaeffer's put/call open interest ratio (SOIR) of 1.37. Simply stated, near-the-money puts outweigh calls among options expiring in three months or less.

Outside of the options arena, NKE's bearish bandwagon is far from full -- although signs suggest pessimism is growing. Short interest, for example, surged 34% in the two most recent reporting periods. While these bearish bets are docked at their loftiest perch since November 2010, they account for less than 2% of the stock's available float.

More than half of analysts maintain a "strong buy" recommendation toward NKE, too, while the average 12-month price target of $65.05 stands at a steep 20% premium to current trading levels. In addition to today's price-target cuts, though, the stock has received a number of bearish brokerage notes of late.

On the charts, Nike Inc (NYSE:NKE) has been sliding since topping out at a record high of $68.20 last December, off more than 20%. More recently, the shares have surrendered 10% since being swiftly rejected by their 50-week moving average in late August. Today, NKE stock is down 1.7% at $54.22 -- the leading laggard on the Dow -- and could be on track to snap its historically impressive third-quarter performance.

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