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Pre-Earnings Options Bears Raise the Stakes on GameStop Stock

GameStop stock has historically struggled after earnings, and options traders are bracing for another loss

Mar 22, 2017 at 2:13 PM
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GameStop is scheduled to report earnings after tomorrow's close, and ahead of the event, GME stock is trading down 0.6% at $23.86. This negative price action is just more of the same for GME, with the shares currently staring at a 21% year-over-year deficit. What's more, given GameStop's history of negative earnings reactions, put volume is accelerated today, with a number of GME options traders betting on a repeat of history.

GME Options Traders Buy Puts Ahead of Earnings

By the numbers, 7,500 puts have changed hands on GME today, two times what's typically seen and well above the number of calls traded today. Most active is the weekly 3/24 24 strike, which accounts for roughly 60% of the intraday put volume. It seems safe to assume new positions are being purchased here -- a theory echoed by Trade-Alert -- meaning put buyers expect GME stock to extend today's retreat through this Friday's close, when the weekly series expires.

Widening the sentiment scope reveals GME options traders have shown a preference for puts over calls. Put open interest of roughly 95,000 contracts ranks in the 96th annual percentile, and dwarfs call open interest of 45,300 contracts -- in the low 38th percentile of its annual range.

Plus, according to data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), speculative players have bought to open 10,899 puts, compared to 2,300 calls. The resultant put/call volume ratio of 4.74 ranks just 8 percentage points from a 52-week peak. The stock's weekly 3/24 23.50-strike put has seen the biggest rise in open interest over this time frame, with 9,248 contracts added -- the bulk of which were likely bought to open.

GME Stock Has Historically Struggled Post-Earnings

As indicated, GME's post-earnings price action favors these options bears. In the last eight quarters, GME stock has moved lower in the session subsequent to the company's earnings report six times -- averaging a loss of 4.7%. For Friday's trading, the options market is pricing in a big 11.1% swing, regardless of direction. 

Short Sellers, Analysts Could Exacerbate Selling Pressure on GME Stock

In addition to GME options traders, short sellers have also been upping the bearish ante ahead of earnings. Short interest rose 2.4% in the most recent reporting period, and now accounts for roughly 24% of the equity's available float. Given GameStop's dismal technical trajectory, it appears short sellers are in the driver's seat -- and the stock could continue to struggle as short sellers pile on. The door is wide open for a round of downgrades to exacerbate selling pressure on GME stock, too, considering 64% of analysts maintain a "buy" or better rating toward the long-term laggard. Another negative post-earnings reaction could spark a wave of bearish brokerage notes.

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