Advanced Micro Devices (AMD) is set to release its first-quarter earnings after the market closes on Tuesday, with the options market already pricing in significant volatility. Data indicates that weekly options imply a potential stock price movement of approximately 9% following the earnings report, highlighting market apprehension regarding the uncertain outcome.
Analyzing weekly options expiring May 8th, the overall market structure shows a bias toward call options, particularly at strike prices such as $350, $360, and $400, where trading activity has been vigorous. This suggests investors are actively positioning for a potential upward move. The $350 call option recorded a volume of 18,887 contracts with open interest standing at 5,812. Meanwhile, the $400 call saw volume of 13,769 contracts and open interest reached 10,425, representing the largest concentration of positions among longer-dated strikes.
However, put options also demonstrated notable activity, indicating that market sentiment is not uniformly bullish. The $300 put option registered a volume of 13,180 contracts with open interest at 8,194. The $340 put held open interest of 9,193 contracts.
Pricing for at-the-money straddles suggests the market anticipates a post-earnings stock movement of roughly $29.5 to $30. For instance, the $340 straddle is priced around $29.45, implying a potential swing of about 8.6% to 8.7%. Based on this calculation, the stock price could fluctuate between $312 and $371 after the earnings release.
At the time of writing, AMD shares were up more than 2.9%, trading at $351.78. Analysts suggest that growth in artificial intelligence-related expenditures may provide support for the company. It was noted that the AI investment boom is expected to bolster the company's performance. Additionally, with the stock having risen significantly over the past 12 months, the importance of the upcoming earnings conference call has increased substantially. Management's commentary on future outlook is anticipated to be a key focus for the market.
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