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Earnings Preview: Travelers Companies Inc and Visa Inc

Travelers Companies Inc (TRV) and Visa Inc (V) have gone in different directions this month, but both will report earnings tomorrow

Jul 20, 2016 at 10:40 AM
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The Dow has been red-hot recently, and part of the reason has been a series of strong earnings reports. That could continue tomorrow, when blue chip Travelers Companies Inc (NYSE:TRV) steps up to the earnings confessional ahead of the bell, followed after the close by Visa Inc (NYSE:V). Below, we'll size up what the options market is expecting from these Dow stocks in the aftermath of their earnings reports.

TRV is up 0.3% today at $117.35, but is just one of three Dow stocks sitting lower on a month-to-date basis. In fact, the stock's 1.4% July loss makes it the worst performer among the group of 30 blue chips -- though the shares remain nearly 4% higher in 2016. Options traders seem to think TRV's recent struggles will continue, buying to open five puts for every call during the past two weeks at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). The resultant put/call volume ratio of 5.05 ranks in the bearishly skewed 90th percentile of its annual range.

After Travelers Companies Inc's last turn on the earnings stage, the insurance stock plummeted 6.1% in the ensuing session -- which, coincidentally, helped end another Dow winning streak. This time around, the options market is pricing in a more modest 3.6% single-day swing, in either direction.

On the other hand, V has been among the top Dow performers this month, advancing 7% in July at $79.39. Today, the credit card stock is benefiting from a price-target hike to $90 from $88 at J.P. Morgan Securities, up 0.8% -- business as usual from a bullish brokerage bunch. Recent options traders have also been upbeat toward the shares, buying to open twice as many calls as puts during the last 10 sessions across the ISE, CBOE, and PHLX.

Historically speaking, Visa Inc has been a mixed bag in the earnings confessional. Over the past eight quarters, the stock has advanced four times in the session subsequent to reporting, and dropped four times -- with an average one-day move of 4.2%. This time around, the options market is pricing in a similar 4.5% swing for V shares.

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