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Earnings Preview: 3D Systems Corporation

Pessimism has been building ahead of 3D Systems Corporation's (NYSE:DDD) earnings release

Aug 2, 2016 at 3:25 PM
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3-D printing firm 3D Systems Corporation (NYSE:DDD) has succumbed to broad-market headwinds today, last seen 4.3% lower at $12.16 ahead of the company's second-quarter earnings release, due before the bell tomorrow morning. However, the shares are again finding solid support near the $12 level, which is also home to the stock's 200-day moving average. This double-barreled layer of support has been in place for months, helping DDD maintain its impressive 40% year-to-date lead. 

Despite this promising technical setup, options traders have been displaying bearish tendencies. For instance, DDD's 10-day put/call volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) has jumped from 0.79 to 1.59 over the past two weeks. This current reading arrives in the 93rd annual percentile, meaning this preference for put buying is highly unusual.

This put bias is only confirmed by DDD's Schaeffer's put/call open interest ratio (SOIR) of 1.31 -- ranking higher than 70% of the past year's readings. In other words, not only does put open interest outweigh call open interest among options expiring within three months, but this heavy of a put-skew is far from the norm. 

Peak open interest of 8,911 contracts sits at DDD's August 13 put, which is also the most popular contract over the past two weeks, judging by open interest added. The August 14 put is also home to hefty open interest, with 5,691 positions on the books. Meanwhile, shorter-term traders have been buying to open the stock's weekly 8/5 12-strike put, likely betting on a post-earnings slide, as the options expire at Friday's close. 

Judging by DDD's past post-earnings performances, it doesn't seem wise to bet against the stock. Specifically, the shares have moved higher in the session immediately after an earnings release in six of the past eight quarters. Not only that, but these gains have tended to be quite impressive, with DDD boasting post-earnings performances such as a 25.1% explosion back in March, and a 16.2% boom after its earnings release last August.

Overall, DDD has averaged a post-earnings swing of 8.9% in either direction. This time around, though, the options market is pricing in a loftier move of 18%. This certainly shouldn't deter options traders, however: DDD's Schaeffer's Volatility Scorecard (SVS) is an attractive 74, meaning the options market has tended to underprice its ability to make outsized moves in the past year. 

Not only that, but skepticism toward 3D Systems Corporation (NYSE:DDD) can be found all across Wall Street. Only one of the 13 analysts covering DDD recommends buying the stock, while four rate it a "strong sell." Plus, short interest represents more than one-quarter of the stock's float -- or almost nine times its average daily trading volume. If the 3D printing specialist can deliver a strong earnings report tomorrow morning, DDD stock has some serious upside potential, from a contrarian standpoint

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