Pepsico Trade Ideas Ahead Of Earnings

Published 07/06/2016, 11:27 AM
Updated 05/14/2017, 06:45 AM

It's 90 degrees today and even though I usually prefer water, this Pepsi looks fantastic. But that bottle of soda represents the past for PepsiCo (NYSE:PEP), which sells more water than soft drinks. And it sells a wide variety of snack foods too, like Doritos and Lay’s potato chips. The company is also reporting earnings before Thursday's open.

Heading into the report, the stock is at an all-time high. The chart shows a pullback in May that found support at 100 and then a march higher, interrupted briefly by the Brexit shock. Broadly, the stock has traded between 90 and 100 for nearly 2 years. Since February it has remained above the 200-day SMA, a broad signal of bullishness.

Momentum indicators show bullish support as well. The RSI is in the bullish zone and the MACD is rising. Neither are anywhere near extremes. The Bollinger Bands® are opening to the upside. This allows the stock price to rise. But recent price action ahead of earnings give a pause. Is a possible double top in the making?

Options chains show a focus of open interest this week from 104 to 108 on the call side. The put side is heftiest at 104 and 105 with some also down to 100. The at-the-money straddle suggests options traders expect a $2.10 move by Friday. That gives a range of 103.70 to 108 as I write. July monthly options are heavily focused at the 105 Strike. These suggest little or no movement this week or next.

PepsiCo

PepsiCo Trades

  • Trade Idea 1: Sell the July monthly 105 Straddle for a $2.70 credit.
  • Trade Idea 2: Buy the July/August 105 Call Calendar for $1.05.
  • Trade Idea 3: Buy the July 103/105/107 Call Butterfly for 75 cents.

Trade 1 looks for a draw to the large open interest at 105 next week. it is profitable on a close between 102.30 and 107.70 at expiry. Trade 2 also looks for a draw to 105 next week, and then a break of the range to the upside. Trade 3 is most profitable on a pin at 105 next Friday, but makes money on a close from 103.75 to 106.25.

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