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Pre-Earnings Options Bulls Bombard Netflix, Inc. (NFLX)

Netflix, Inc. (NASDAQ:NFLX) has seen an influx of call buying ahead of its Oct. 17 earnings report

Oct 5, 2016 at 3:38 PM
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After barreling through the century mark earlier this week, Netflix, Inc. (NASDAQ:NFLX) is higher again, after the streaming giant inked a deal with iPic Entertainment to show original content in theaters. Additionally, NFLX said it has hired former NBCUniversal exec Bela Bajaria as vice president of content. And despite Bernstein throwing cold water on a possible Apple Inc. (NASDAQ:AAPL) bid -- one of many rumored NFLX suitors -- and SunTrust Robinson casting a shadow over Netflix's upcoming earnings report, the stock is up 4% at $106.37, and options traders are eyeing even more upside.

At last check, both calls and puts were trading at two times what's usually seen in NFLX's options pits at this point. Calls have the edge over puts, with 127,000 of the former and 92,000 of the latter on the tape. Meanwhile, the weekly 10/7 series is hot, accounting for five of NFLX's 10 most active options.

Drilling down, the weekly 10/7 104-strike put has seen the most attention, although it looks like the bulk of the activity is of the sell-to-open kind. In other words, put writers expect NFLX to stay north of $104 through this Friday's close, when the weekly options expire. Elsewhere, the security's weekly 10/7 105-strike call is attracting call buyers, who are betting on the security to extend today's rally over the next two sessions.

Widening the sentiment scope reveals options traders at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) have been quick to initiate long calls relative to puts in recent weeks. Specifically, the stock boasts a 10-day call/put volume ratio of 1.52 across this trio of exchanges -- in the 82nd annual percentile.

Echoing this call-skewed backdrop is NFLX's Schaeffer's put/call open interest ratio (SOIR) of 0.82, which rests lower than 85% of all comparable readings taken in the past year. Simply stated, speculative players are more call-heavy than usual among options expiring in three months or less.

This optimism in the options pits comes as Netflix prepares to tell all in the earnings confessional the evening of Monday, Oct. 17. And while the stock has logged at least a 17% single-session post-earnings gain in three of the past eight quarters, NFLX has struggled the past four quarters -- averaging an 8.6% loss the day after reporting. As such, it's possible some of the recent call buying is a result of short sellers hedging their bearish bets ahead of earnings. After rising 2.2% in the most recent reporting period, short interest accounts for a healthy 8% of Netflix, Inc.'s (NASDAQ:NFLX) available float.

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