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Options Skeptics Hit Fitbit Inc (FIT) Ahead of Earnings

If Fitbit Inc (FIT) reports an earnings beat, short sellers and bearish options traders could get burned

May 3, 2016 at 1:38 PM
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Fitbit Inc (NYSE:FIT) is scheduled to report earnings tomorrow night, and ahead of the event, the stock is taking a breather after a rapid run up the charts. At last check, the shares have surrendered 6.2% to trade at $17.24, while options volume runs at 1.4 times the expected intraday rate.

Short-term options traders are especially eager to bet on FIT ahead of earnings. Seven of the 10 most active strikes belong to the weekly 5/6 series, which expires at this Friday's close. Most active by far is the weekly 5/6 19-strike call, and it appears most of the action is of the sell-to-open sort. If so, the call writers anticipate $19 will hold as a layer of resistance through week's end, containing any potential post-earnings gains.

More broadly speaking, call buyers have been active in recent weeks at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Specifically, during the past 20 sessions, options traders have bought to open 6.17 FIT calls for every put. Of course, as recently as March 24, this 20-day call/put volume ratio was docked at a record high of 18.54, suggesting bullish enthusiasm has actually died down, relatively speaking.

These long calls aren't necessarily bullish bets, though. With short interest representing 17.4% of FIT's total float and approaching record highs, a portion of the call buyers may be short sellers seeking protection against a sharp upside move. That said, if the wearables firm can top expectations in the earnings confessional, the ensuing gains could spark a wave of short-covering activity among unhedged shorts.

As alluded to, FIT is set to report earnings in the not-too-distant future. Historically speaking, the stock has made major moves in the immediate aftermath of these events, sporting an average single-session swing of 14.3% over the last three quarters. Heading into tomorrow's earnings report, the options market is pricing in an even larger one-day move of 22.5%.

Returning to the charts, while Fitbit Inc (NYSE:FIT) is down today, it's found a layer of support at its 20-day moving average. Moreover, the intraday losses may have been expected, considering the stock's 14-day Relative Strength Index (RSI) settled Monday at 67 -- a stone's throw from overbought territory. The elevated RSI is the byproduct of FIT's months-long hot streak, as the stock has rocketed 45% higher since panning a record low of $11.91 in late February.

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