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Options Traders Blast MS After Muted Earnings Reaction

Options volume is running at double the intraday average

Deputy Editor
Jul 15, 2021 at 10:39 AM
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The shares of Morgan Stanley (NYSE: MS) are muted this morning, last seen up 0.8% at $93.19 following the company's second-quarter earnings report. The financial firm posted earnings of $1.85 per share on $14.8 billion in revenue, easily beating Wall Street's estimated profits of $1.65 on $13.98 billion in revenue. The company's results were chalked up to strong growth in investment banking activity, though it did report a slight quarterly drop in equity trading, as well as an almost 14% dip in net revenue for its institutional securities unit.

The options pits are exploding with activity following the event.  At last check, 15,000 calls and 12,000 puts have crossed the tape, which is double the amount typically seen at this point. Most popular is the July 93 call, followed by the 90 call from the same series.

And options look like the way to go, as Morgan Stanley stock sports affordably priced premiums at the moment. The security's Schaeffer's Volatility Index (SVI) of 26% stands in the relatively low 15th percentile of readings in its annual range. This means options players are now pricing in low volatility expectations for MS. Plus, the equity's Schaeffer's Volatility Scorecard (SVS) sits at an elevated 86 out of 100. This means the equity has exceeded option traders' volatility expectations during the past year -- a boon for buyers.

On the charts, the security's climb since its pandemic lows culminated in a June 7, all-time high of $94.27. The 10-day moving average is acting as a level of support today, while the 80-day trendline managed to save at least two significant dips in the last four months. Year-over-year, MS is up 81%.

 

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