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Option Bulls React as Wynn Resorts, Limited (WYNN) Fills Post-Earnings Bear Gap

Wynn Resorts, Limited's (NASDAQ:WYNN) post-earnings sell-off was short lived

Nov 21, 2016 at 11:29 AM
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Casino stock Wynn Resorts, Limited (NASDAQ:WYNN) has been on a tear in recent sessions, with the shares eyeing their third straight win. In fact, the stock has successfully filled its post-earnings bear gap in less than three weeks, gaining 16.2% since its Nov. 14 close of $84.51. Today, WYNN is up 6.4% at $98.23, and options traders are betting on extended gains by week's end. 

WYNN call options are trading at three times the pace expected for this point in the day, while nearly doubling the number of puts on the tape. The most popular option overall is the December 100 call, though it looks like this is largely due to traders closing positions here. Also active is the weekly 11/25 97-strike call, which traders are seemingly buying to open. If this is the case, the call buyers are anticipating WYNN to continue its rally through Friday's close, when the weekly options expire. 

On the one hand, this is just more of the same from WYNN options traders. During the past two weeks at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have purchased 1.75 calls for every put. At the same time, open interest levels among options expiring within the next three months are unusually put-skewed, according to WYNN's Schaeffer's put/call open interest ratio (SOIR) of 1.10, which ranks just 5 percentage points from a 12-month high. 

Outside of the options arena, pessimism is prevalent. For example, short interest accounts for almost 12% of the stock's available float, or six days' worth of buying power, going by average daily volumes. Plus, 10 of the 14 covering brokerage firms maintain a "hold" or worse rating on the shares. 

Looking back even further, the recent run of outperformance is nothing new for Wynn Resorts, Limited (NASDAQ:WYNN) stock. After all, the shares are up 63% in the past 12 months. And not only has WYNN filled its post-earnings bear gap, but it's also back atop its rising 10-month moving average, which has provided support since February. 

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