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Earnings Preview: Activision Blizzard, Inc. and Priceline Group Inc

Ahead of earnings, options traders are bullish toward Activision Blizzard, Inc. (ATVI) and bearish toward Priceline Group Inc (PCLN)

Aug 4, 2016 at 11:30 AM
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In case there were any doubt, earnings season is in full swing. The rush of quarterly results will continue tonight, with video game maker Activision Blizzard, Inc. (NASDAQ:ATVI) and travel stock Priceline Group Inc (NASDAQ:PCLN) set to report. Let's take a closer look at pre-earnings expectations for ATVI and PCLN, especially in the options pits.

ATVI is probably hoping it can duplicate the post-earnings success of this sector peer. And while no one has explicitly called the shares "attractive" (as with another game maker), expectations are clearly bullish in options land. Specifically, across the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open 4.74 calls for every put during the last two weeks.

The optimism is warranted, too. Up 1.6% today at $41.03, ATVI has advanced 55% since its year-to-date low in February, at $26.49. Plus, the stock recently touched its 40-day moving average, and looking back three years, this has been a historically bullish signal. Following 10 previous tests of this trendline, the shares have been higher 70% of the time 21 days out, with an average gain of 2.1%. Couple that with support in the $40 neighborhood, and  ATVI's chart looks downright attractive.

Plus, Activision Blizzard, Inc. is historically an earnings outperformer. In the session following its last eight reports, the stock has advanced seven times -- gaining 5.3%, on average.

Expectations aren't nearly so high for PCLN. The stock's 10-day ISE/CBOE/PHLX put/call volume ratio checks in at 0.99, outstripping three-quarters of all readings from the past year. In other words, on a relative basis, options traders have preferred bearish bets over bullish of late -- perhaps hoping PCLN will sink like this sector peer. History suggests this is certainly possible. In the immediate aftermath of the company's last eight earnings reports, the stock has sunk half the time.

Technically, though, Priceline Group Inc hasn't been too shabby. While the shares are off 1.3% at $1,353.31, they're up a healthy 6.2% on a year-to-date basis. Plus, PCLN also just touched its historically supportive 40-day moving average. Out of the eight previous instances in which this has happened over the last three years, the shares have been higher five times going 21 days out -- with an average return of 1.4%.

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