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Apple Inc. (AAPL) Sees a Rare Pop in Pre-Earnings Options Volume

Apple Inc. (NASDAQ:AAPL) options volume is docked at relatively low levels, even with earnings due tonight

Jan 31, 2017 at 1:59 PM
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Tech earnings are in focus this week, with iPhone maker Apple Inc. (NASDAQ:AAPL) set to report its always-anticipated fiscal first-quarter results after tonight's close. If past is precedent, tomorrow's price action will resolve to the downside. Specifically, AAPL stock has closed lower in the session subsequent to reporting five times in the last eight quarters. On average, though, the shares have swung 4.6% the day after Apple's results -- regardless of direction -- slightly less than the 5.3% move the options market is pricing in this time around.

While options traders have seemingly lost interest in Apple amid the stock's historically muted price action, today's traders have volume running at two times the average intraday pace. Notable attention being paid to the weekly 2/3 series, which expires at this Friday's close.

Puts are in the lead so far, with 281,806 contracts on the tape so far -- two times the what's typically seen at this point in the day. The weekly 2/3 104-, 108-, and 112-strike puts are AAPL's three most active options, with a collective 63,182 contracts traded. New positions are being initiated at each short-term strike, and it looks the majority of the action is at the hands of one speculator -- possibly initiating a pre-earnings long put butterfly.

Meanwhile, on the call side, 255,143 contracts have changed hands -- in the 76th percentile of AAPL's intraday range for call volume. The weekly 2/3 121 strike is garnering heavy attention, with nearly 14,000 contracts traded. There appears to be a mix of buy- and sell-to-open activity here, with those initiating long calls expecting AAPL to stage a rally north of the strike by week's end. Conversely, those writing to open the calls are betting AAPL will settle the week south of the strike price -- or that volatility will slide after tonight's scheduled event, and they can buy back the calls at a lower price.

At last check, shares of Apple Inc. (NASDAQ:AAPL) are trading down 0.5% at $121.06. Aside from today's broad-market headwinds, a bearish note from Maxim is weighing on the stock, with the brokerage firm lowering its price target on the iPhone parent to $164 from $173 -- still in record-high territory.

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