Options Traders Set A Ceiling For Cisco Systems Ahead Of Earnings

Published 08/15/2018, 02:39 AM
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Cisco Systems, Inc. (NASDAQ:CSCO) stock is up 0.4% at $43.92 in afternoon trading, as traders prepare for the second of three blue-chip earnings reports this week. Cisco Systems is set to follow Home Depot (NYSE:HD) into the earnings confessional, with the tech company scheduled to report fiscal fourth-quarter earnings after the market closes tomorrow, Aug. 15. Below, we will take look at how CSCO has been faring on the charts, and what the options market is pricing in for the stock's post-earnings moves.

Cisco Systems stock notched a 17-year high of $46.37 on May 10. However, the shares gapped lower after the company's mid-May earnings release, and subsequently embarked on a journey of lower lows. CSCO found support in the $41 region, which contained an April pullback and is home to the equity's 200-day moving average. The Dow name is up 14.7% year-to-date.

Daily Chart Of CSCO With 200MA And Highlight

Looking at Cisco Systems' earnings history, the stock has closed lower the day after the company reported in five of the last eight quarters, including the aforementioned 3.8% drop in May. Looking back eight quarters, the shares have moved 4.1% the day after earnings, on average, regardless of direction. This time around, however, the options market is pricing in a larger-than-usual 6.8% move for Thursday's trading.

In the options pits, CSCO's Schaeffer's put/call open interest ratio (SOIR) of 0.74 ranks in the 37th annual percentile. This relatively low SOIR reveals that calls outnumber puts by a slightly wider-than-usual margin among options set to expire within three months.

Looking closer, the overhead August 45 call is home to peak open interest in the front-month series, with more than 20,000 contracts outstanding. However, it appears a healthy portion of the August 45 calls were actually sold to open. This indicates options traders expect the $45 level -- which coincides with where CSCO was trading prior to the May bear gap -- will hold as a short-term ceiling for the shares.

Analyst sentiment is extremely bullish toward Cisco Systems stock. Of the 18 brokerage firms following the blue-chip concern, 16 sport "buy" or "strong buy" ratings. Plus, CSCO's average 12-month price target of $49.56 represents 12.7% upside to current levels, and is in territory not charted since 2000.

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