One options trader predicted Macy's earnings meltdown

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Macy's is on pace for its worst day in two years, and one options trader nailed the stock's post-earnings plunge.

" trader Michael Khouw, president of Optimize Advisors, offered some insight as to why that prediction turned out to be wrong.

"[That] might seem like it's bigger than average," said Khouw, "but it's worth considering that this stock has fallen sharply, and as it has done so, the equity is going to become more volatile because the rest of the balance sheet hasn't been shrinking. You've basically got a lot of debt, here." As Khouw would point out, there was one trader who recognized that potential for increased volatility and bet on an 18% drop in the stock over the next month.weekly expiration 18.5/16-strike put spreads for 70 cents in premium. That trade would break even about 8% down from where the stock was trading Tuesday, and the lower strike of the put spread would represent an 18% drop from Tuesday's close.

While it looks like this trader pegged the move in the stock perfectly, the stakes were higher than usual, given elevated options premiums heading into a major catalyst like earnings. That's doubly true, since the options market was pricing in an above-average implied move. "When you have stocks like this, that have declined considerably, you're actually adding leverage to the equity, and you have to price that into the options," Khouw said. "Given that fact, I think options are still cheap going into earnings right now."

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I should have bought puts, based on my last terrible shopping experience where there were clothes all over the floor, no sales people to help. Cost cutting measures have their consequences. Online prices were cheaper than in the store. Do you hear Macy's?

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