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Pre-Earnings Skepticism Swells in Paypal Holdings Inc's (PYPL) Options Pits

Paypal Holdings Inc (NASDAQ:PYPL) will report third-quarter earnings after tomorrow's close

Oct 19, 2016 at 1:44 PM
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Paypal Holdings Inc (NASDAQ:PYPL) will step into the earnings confessional after tomorrow's close. Ahead of the event, the stock is up 1.2% at $40.33, after earlier falling below the round $40 mark. While it appears like a number of options traders have been loading up on long puts ahead of the scheduled event, speculators in today's trading appear to be using short calls to take a pre-earnings skeptical stance on PYPL stock.

Drilling down, roughly 4,400 PYPL calls and 3,225 puts have traded -- a slight markup to the stock's expected intraday amount of 7,858 options. Most active is the October 41.50 call, where it looks like new short positions are being initiated. While traders could be betting on $41.50 to serve as a ceiling for PYPL through week's end, when the front-month options expire, they could also be hoping for a post-earnings volatility crush. At last check, implied volatility at this strike had soared 9.7 percentage points.

Widening the scope, though, reveals skeptical traders have taken a more traditional route toward PYPL. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the equity's 10-day put/call volume ratio is docked at a top-heavy 2.32. Plus, this ratio ranks just 2 percentage points from a 52-week peak, suggesting puts have been bought to open over calls at a near-annual-high clip.

Pessimism is on the rise outside of the options pits, too. Short interest on PYPL surged 11.6% in the two most recent reporting periods -- and is now docked at its highest perch since mid-April. However, these bearish bets still only account for a low 2.2% of the equity's available float, suggesting there's plenty of room for skeptics to climb on board.

One reason behind this growing doubt could be PYPL's late-July post-earnings performance, when the stock shed 6.8% in the session subsequent to reporting. Longer term, though, the security is up 11.4% in 2016. However, Paypal Holdings Inc's (NASDAQ:PYPL) recent rally attempt was quickly halted in the $41-$41.20 region.

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