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TSEM Calls Hot as Stock Hits New Lows Before Earnings

TSEM stock bottomed at a nearly two-year low earlier

Oct 26, 2018 at 2:09 PM
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The shares of Tower Semiconductor Ltd. (NASDAQ:TSEM) are getting hit by broad-market headwinds today, as chip stocks sell off on a rare revenue miss for Western Digital Corp (NASDAQ:WDC). After bottoming at a 22-month low of $17.45 earlier, TSEM stock was last seen down 0.3% at $18.06.

Despite this technical weakness, TSEM options traders are targeting calls at an accelerated clip today, with 1,149 contracts on the tape -- six times what's typically seen at this point. Almost all of the action has centered at the November 17 call, where it looks like new positions are being purchased for a volume-weighted average price of $1.40. If this is the case, breakeven for the call buyers at the close on Friday, Nov. 16, when the options expire, is $18.40 (strike plus premium paid).

The lifetime of these calls encompasses Tower Semiconductor's own turn in the earnings confessional, slated for this Monday, Oct. 29. The stock tends to struggle in the wake of earnings, closing lower the session after earnings in each of the past five quarters. Currently, Trade-Alert puts the implied earnings deviation at 10.6% for TSEM, larger than the 7.8% next-day move the equity has averaged over the last two years.

Even with the stock down 47.4% year-to-date and pacing for its fifth straight weekly loss, optimism is seen outside of the options pits, too. While all three analysts in coverage maintain a "buy" or better rating on TSEM shares, the average 12-month price target of $29.75 is a 65.8% premium to current trading levels. This puts the chip stock at risk for downgrades and/or price-target cuts, should Tower Semiconductor turn in another disappointing quarter.

 
 

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