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Yahoo Earnings Trade Ideas

Published 02/03/2016, 01:12 AM
Updated 05/14/2017, 06:45 AM
AABA
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BABA
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Yahoo! (O:YHOO), topped in November 2014 at 52 and has been falling since. At the time it was the source of debate about its valuation due to its ownership stake in Alibaba (N:BABA). After the Alibaba IPO the path lower started. the stock reached a low of 27.20 in late September marking its low point for 2015 and off almost 50%. It got a lift from there into the end of the year, as all tech stocks bounced. But that did not hold.

From the chart below you can see it never even came close to moving back over its 200 day SMA, remaining bearish. Going into earning Tuesday night the stock is now back at 28 and looking ugly, following the Andrews Pitchfork lower. The chart shows the RSI in the bearish zone and falling while the MACD is turning back lower towards a cross down.

There is support at 27.20 and 26.90 followed be 25.60 and 24 before 22.90. Resistance above stands at 30 and 31 followed by 32 and 33 before 34.40. the last 6 earnings reports have seen the stock move by about 3.30% on average the next day, or about 95 cents. This creates an expected range of 27.25 to 29.25. Short interest is elevated at 7.5%.

The February 5 Expiry Straddles suggest a larger $1.95 move by expiry Friday with implied Volatility at 91% above the February at 58%. Open interest is spread from 27.5 to 29 on the put side with large activity today from 26 to 28. On the call side open interest is all above the current price and from 29.5 to 33 where it is largest. Activity today has been from 29 to 32.5.

Yahoo Daily Chart

Trade Idea 1: Buy the February 5 Expiry 28/27 1×2 Put Spread for free.

Trade Idea 2: Buy the February 5 Expiry 28/27/26 Butterfly for $0.25.

Trade Idea 3: Buy the February 5 Expiry 28.5/29.5 Call Spread for 40 cents.

Trade Idea 4: Buy the February 5 Expiry 28.5/29.5 Call Spread and sell the February 5 Expiry 27 Put for free.

Trade Idea 5: Buy the February 28.5/30 Call Spread (60 cents) and sell the February 12 Expiry 27 Put for a 10 cent credit.

#1, and #2 look for a move lower but not to exceed about 26, following options projections. #1 is profitable from anywhere from 28 to 26, while #2 makes money between 27.75 and 26.25. #3 looks for the upside and is profitable above 28.90. #4 adds leverage to increase the profitability range to above 28.5. #5 gives it more time and looks for a draw to the very large open interest at 30 in February.

The information in this blog post represents my own opinions and does not contain a recommendation for any particular security or investment. I or my affiliates may hold positions or other interests in securities mentioned in the Blog, please see my Disclaimer page for my full disclaimer.

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