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Five Below Options Stay Hot After Earnings

The discount retailer reported strong earnings and revenue

Jun 7, 2018 at 12:43 PM
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Options traders blitzed Five Below Inc (NASDAQ:FIVE) ahead of the discount retailer's earnings report. Calls were in particular favor in recent sessions, and today's big bull gap could put bullish speculators in a winning position.

Taking a quick step back, FIVE stock landed on Schaeffer's Senior Quantitative Analyst Rocky White's list of the 20 S&P MidCap 400 Index (MID) stocks that saw the heaviest option volume over the past 10 days. Names in yellow, such as Five Below, are new to the list since the last time the study was run. As you can see, the security saw call volume roughly double put volume.

most active midcap stock options june 7

Diving deeper, the weekly 6/8 82-strike call saw the biggest increase in open interest over this two-week time frame, with nearly 4,200 contracts added. Yesterday, it looks like one trader may have used this strike to initiate a long call spread alongside the weekly 6/8 87 strike, and funded the purchase with the sale of weekly 6/8 75-strike puts.

Meanwhile, on Tuesday, it appears as if one options bull may have sold to close her weekly 6/8 77-strike calls, and rolled them up to the 82 strike. Whatever the reason, with FIVE stock last seen trading up 21.6% at $98.85 -- pacing for its best day ever, and handily exceeding volatility expectations -- these short-term calls now have an intrinsic value of 16.85 points.

Today's options traders are betting on even bigger gains through week's end, too. At last check, 17,610 calls and 10,466 puts have changed hands on FIVE -- eight times what's typically seen, and volume pacing in the 100th annual percentile. Buy-to-open activity has been detected at the weekly 6/8 100-strike call, meaning speculators are eyeing a breakout above the century mark by expiration at tomorrow's close.

Earlier today, FIVE topped out at a record high of $99.91 after the discount retailer reported better-than-expected first-quarter profit and revenue, and upwardly revised its current-quarter sales forecast. A subsequent round of bullish brokerage notes is only fueling the flames -- including a price-target hike to $115 from $78 at Buckingham Research -- and the stock is now boasting a year-to-date gain of nearly 50%. Regardless of where the retail shares settle the week, though, the most call buyers stand to lose is the initial premium paid.

 

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