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KeyCorp Options Pricing In Nearly Double the Usual Earnings Move

Call buying has been at an extreme for KEY of late

Managing Editor
Apr 18, 2018 at 1:00 PM
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Financial concern KeyCorp (NYSE:KEY) will continue the recent string of bank earnings, set to release its first-quarter report before the open tomorrow. Looking into its earnings history, KeyCorp stock has finished lower the day after reporting in four of the past five quarters, but did see an almost 5% jump this time last year. The stock's average post-earnings daily price move is 2.3%, looking back eight quarters. This time around, the options market is pricing in a 4.1% next-day move in either direction -- almost twice the norm -- per Trade-Alert.

As far as direction, options traders have been extremely bullish of late, with data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) showing KEY with a 10-day call/put volume ratio of 26.45, ranking in the 98th percentile of its annual range. This suggests that calls have been purchased over puts at a much faster-than-usual clip during the past two weeks. 

The financial concern also sports a Schaeffer's put/call open interest ratio (SOIR) of 0.61, which ranks in the low 34th percentile of its annual range. This indicates that near-term traders have rarely shown a greater preference for calls over puts in the last year.

After spending most of 2017 in a sideways trend, shares of KEY broke higher in December, eventually leading to a nearly 10-year peak of $22.40 on March 12. Since then, however, the stock has backpedaled to a foothold near $19 -- a former area of resistance. Shares of KeyCorp were flat at $18.96, at last glance, defying sector tailwinds from Morgan Stanley (MS).

KEY stock chart

 

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