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Nike Calls All the Rage Ahead of Earnings

Nike will report earnings after the close on Thursday

Managing Editor
Dec 16, 2019 at 2:56 PM
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Blue chip Nike Inc (NYSE:NKE) steps into the earnings confessional this week, its quarterly report set for after the close Thursday, Dec. 19. Ahead of the event, NKE options are flying off the shelves today, with an emphasis on calls.

At last check, already over 37,000 calls have changed hands, four times the expected intraday amount and double the average daily volume. Most of this action is occurring at the December 102 call, where new positions are being opened, and looks tied to stock. There are also new positions being opened at the weekly 12/27 99-strike call. 

This preference for calls is nothing new. According to data from the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), Nike has a 10-day call/put volume ratio of 2.19. Not only does this mean long calls have more than doubled puts in the past two weeks, but the ratio ranks in the 87th percentile of its annual range, indicating this rate of call buying relative to put buying is unusual.

Looking at Nike's earnings history, the stock has finished higher the day after earnings in five of the last eight quarters, including a 7.2% burst a year ago. In these last eight quarters, retail icon has moved an average of 4.2% regardless of direction. This time around, the options market is pricing in an almost double, post-earnings swing of 7%.

At last check, Nike stock was up 1.4% to trade at $99.14, earlier nabbed a record high of $99.34, and is cruising toward a fifth straight win. The shares are fresh off their sixth straight week in the black, and are up 36.5% in the last 12 months. Despite the solid price action, seven analysts still rate NKE a "hold" or "strong sell," and the consensus 12-month price target of $103.73 is a slim 4.8% premium from its current perch. 

 
 

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