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Pre-Earnings Call Players Drill TASER International, Inc. (TASR)

TASER International, Inc. (NASDAQ:TASR) will report earnings after tonight's close, and call volume is accelerated ahead of the event

Nov 9, 2016 at 1:54 PM
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Option volume is nearing peak levels on TASER International, Inc. (NASDAQ:TASR), as the company prepares to report earnings after tonight's close. At last check, more than 11,700 TASR options have traded, or 12 times the average intraday pace. The majority of the action is on the call side, with 9,777 calls on the tape -- 17 times what's typically seen at this point in the day. Plus, both option and call volume are on track to notch fresh 52-week peaks. With TASR stock up 6.6% at $23.98 after Donald Trump's unexpected win in the U.S. presidential election, some options bulls are eyeing even more post-earnings gains.

Specifically, TASR's November 24 call has seen the most action, with 5,653 contracts traded -- nearly 58% of the total intraday call volume. All signs suggest new positions are being purchased here. If this is the case, call buyers expect TASR to topple the $24 mark by front-month options expiration at the close on Friday, Nov. 18. Earlier, the shares hit an intraday peak of $24.09, but haven't closed a session north of the strike since Oct. 3.

More broadly, sentiment among traders has been skeptical -- both in and out of the options pits -- in the lead up to tonight's scheduled event. While short interest is at its highest perch since early February, TASR's Schaeffer's put/call open interest ratio (SOIR) of 0.59 ranks just 8 percentage points from a 52-week peak. In other words, near-term traders are more put-skewed than usual toward the stock.

On the charts, shares of TASR have pulled back dramatically since hitting an annual high of $30.15 on Aug. 5, down more than 21%. However, today's pop has TASER International, Inc. (NASDAQ:TASR) back above its 200-day moving average. This rising trendline -- currently located at $22.59 -- has served as both support and resistance for the stock in recent weeks.

Daily chart of TASR since january 2016

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