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GameStop Stock Options Point to Volatile Post-Earnings Move

The gaming retailer has struggled to break above its 30-day moving average

Managing Editor
Mar 27, 2018 at 12:23 PM
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    Video game retailer GameStop Corp. (NYSE:GME) is slated to report fourth-quarter earnings after tomorrow's close. GME has been on a steady decline over the past 12 months, shedding 33%, and staring up at stiff resistance from its 30-day moving average since a mid-January bear gap. GameStop stock more recently touched a 12-year low of $13.50 just last week, and was last seen trading down 0.6% at $13.96.

    Digging into GME's earnings history shows the retail stock has closed lower the next day in six of the past quarters -- including a 13.6% plunge at this time last year -- though it jumped 3.8% in November. On average, the shares have swung 7.2% in either direction in the session after the company reported, looking back two years. For Thursday's trading, the options market is pricing in a much larger-than-usual 17.8% one-day move, per Trade-Alert.

    Short-term options traders are more put-skewed than usual heading into tomorrow's quarterly event. The security's Schaeffer's put/call open interest ratio (SOIR) of 2.59 ranks in the 84th annual percentile. This top-heavy configuration is due to a massive amount of open interest at the in-the-money April 19 put, where 18,498 contracts reside, and data points to mostly buy-to-open activity here.

    This skepticism is seen outside of the options pits, too. Although short interest fell 12.4% during the past two reporting periods, there are still 31.57 million GME shares sold short. This represents a lofty 32% of the stock's total available float, or 10 times its average daily pace of trading.

     
     

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