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Holiday Toys List Lures Pre-Earnings Hasbro, Inc. (HAS) Bulls

Hasbro, Inc. (HAS) call options are extremely hot, after the toymaker's strong showing on Amazon's top holiday toys list

Oct 14, 2016 at 2:05 PM
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Amazon.com, Inc. (NASDAQ:AMZN) just unveiled its list of the hottest toys for the 2016 holiday season. The top toy is the Pie Face Showdown game, made by Hasbro, Inc. (NASDAQ:HAS) -- and the manufacturer has plenty of other items on the list, too, including the Love2Learn Elmo doll and the FurReal Friends Flurry snow leopard pet. The positive buzz has Hasbro stock solidly higher, and its options flying off the shelves.

At last check, HAS was up 1.5% at $77.77. Longer term, however, the stock has been charting a series of lower highs and lows since the summer months. Relative to its mid-April record peak at $88.53, the shares have surrendered over 12% of their value. That said, HAS is currently testing its 80-week moving average, which has acted as a trusty level of support dating back to late 2014.

has daily october 14

From the looks of it, HAS options traders are betting on a bounce from the long-term trendline. Calls are changing hands at seven times the usual intraday rate -- with 3,087 contracts on the tape -- and the October 81 strike is in the lead. It seems safe to assume traders are purchasing fresh positions at the out-of-the-money option, hinting at bullish expectations through next Friday's close, when the front-month series expires.

Likely, these speculators are counting on HAS earnings providing a short-term boost -- unlike last quarter's post-event selloff. The toymaker will hit the confessional on Monday morning, and the options market is pricing in a 6.7% single-day swing in either direction -- roughly par for the course, looking back eight quarters.

Today's bullish bettors aren't the only ones. Over the past two weeks, HAS options traders have bought to open three times as many calls as puts -- albeit amid relatively low absolute volume -- at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). The resultant call/put volume ratio of 3.02 registers in the top one-third of all readings from the prior year.

That said, now is an expensive time to purchase premium on short-term Hasbro, Inc. (NASDAQ:HAS) options -- hardly a surprise, considering the potential for earnings to trigger volatility. Specifically, the stock's Schaeffer's Volatility Index (SVI) of 50% ranks just 10 percentage points from an annual peak.

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