Options traders disagree on where Macy's earnings could take the stock

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Macy's has completely sat out the retail renaissance, and options traders are divided on where the stock will end up after Wednesday's earnings report.

Interestingly, Monday's largest trade in the name was made by a trader who seems to be calling the market's bluff, betting that Macy's will stay within the range of the implied move.

"The biggest trade we saw was a sale of the [Sep. 4] weekly 6-strike puts," said Khouw. "That sale took place for around 20 cents [per contract]. The seller of those puts is obviously willing to get long the stock at that $6-strike price. That's considerably lower than the $7, or so, where the stock currently closed, so it would actually have to move that 16% or more before the put seller saw any losses.

Conversely, the buyers of the contracts sold by this trader are betting that the opposite will happen. Their thesis is that the stock will drop below the $5.80 break-even level by Friday, allowing them to get out of their equity position at a higher price.

 

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