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2 Blue Chips Attracting Heavy Post-Earnings Options Action

Travelers Companies Inc (TRV) and Verizon Communications Inc. (VZ) are trading lower follow poorly received earnings reports

Oct 20, 2016 at 2:24 PM
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Dow components are highlighting this week's earnings calendar, with several of the large-cap companies having reported their quarterly figures over the past few days. Among the latest results to hit the Street, alongside an upbeat report from American Express Company (NYSE:AXP), are Travelers Companies Inc (NYSE:TRV) and Verizon Communications Inc. (NYSE:VZ). Below we'll take a look at how traders are responding to earnings from both companies.

TRV reported quarterly earnings and revenue that beat analysts' predictions, but a sharp drop in operating earnings is weighing on the shares. At last check, the stock is down 5.2% to $110.20, falling into negative year-to-date territory. Longer term, however, the shares have been on a fairly steady uptrend. And it looks like today's losses are being capped at the $110 level, which roughly coincides with the stock's supportive 80-week moving average, and has contained several pullbacks since May.

Despite TRV's long-term technical strength -- the shares hit a record high just last month -- sentiment toward the stock has been surprisingly bearish. More than two-thirds of analysts following the equity have doled out "hold" or "strong sell" opinions. And short interest currently accounts for more than a week's worth of trading, at TRV's typical daily volumes.

Options traders in particular have taken a pessimistic view. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 10-day put/call volume ratio of 4.65 sits higher than 87% of all readings taken in the past year. Today Travelers Companies Inc (NYSE:TRV) options are crossing the tape at about eleven times the expected intraday rate, and calls are nearly keeping pace with puts -- even with put volume on pace to tap a 12-month high.

VZ has shed 2.6% to $49.04 after its earnings beat was overshadowed by revenue that fell shy of estimates. The company's CFO also commented on the pending takeover of Yahoo! Inc. (NASDAQ:YHOO), saying the company has yet to "reach any final conclusion" on how to proceed, with concerns over Yahoo's recent data breach still hanging over the deal.

Shares of VZ have been slumping since the stock hit a 16-year high just shy of $57 in July, and today's drop sees them giving up a recent foothold at the round $50 mark. It looks like the $49 level is keeping the losses in check, though -- this area also limited a VZ pullback in late May.

The brokerage bunch has been rather pessimistic toward VZ lately, with 16 out of 24 analysts rating the stock a "hold" or worse. But options traders have taken a more upbeat stance, with near-term traders particularly targeting VZ calls of late.

The stock's options are also accelerated today, with calls crossing the tape at four times the expected intraday pace, doubling the rate of puts. It looks like the bulk of the action is coming from one trader, who initiated what could possibly be a short call spread of 11,709 contracts each at the January 2017 50- and 52.50-strike calls. Elsewhere, more straightforward bearish activity is spotted at the October 49.50 put, where some traders have been purchasing new positions, betting on Verizon Communications Inc. (NYSE:VZ) to continue its slide through tomorrow night's expiration.

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