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Buy Advanced Micro Devices, Inc. (AMD) Options as Window-Dressing Season Begins?

Advanced Micro Devices, Inc. (AMD) has been one of this year's top performing stocks

Dec 2, 2016 at 11:42 AM
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Semiconductor stock Advanced Micro Devices, Inc. (NASDAQ:AMD) has been one of the standout performers of 2016, nearly tripling in value so far this year. In fact, the shares hit a five-year high just north of $9 earlier this week -- and are up 1.2% at $8.38 today -- after recently barreling past resistance in the $7-$7.50 region. Despite this technical prowess, however, plenty of skepticism surrounds the stock, leaving the door open for a sentiment shift that could send the shares to higher highs. Plus, with the year drawing to a close, AMD is among the stocks that could stand to benefit from the window-dressing effect.

AMD Daily Chart December 2

AMD could easily get a boost on the charts, should analysts begin to raise their outlooks. At present, 12 out of 19 brokerage firms rate the stock a "hold" or worse. What's more, the average 12-month price target of $7.03 sits at a substantial discount to current trading levels. Meanwhile, short interest on AMD is also elevated, representing 11.7% of the equity's available float -- meaning there's still buying power left on the sidelines that could push the shares higher.

Turning to the options pits, speculators have been unusually focused on puts of late. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 10-day put/call volume ratio of 0.34 -- though call-skewed on an absolute basis -- sits higher than 64% of readings from the past year's readings.

This proclivity for puts is even more pronounced among near-term options traders. AMD holds a Schaeffer's put/call open interest ratio (SOIR) of 0.93 -- a reading in the 78th percentile of its 12-month range. What's more, the security's front-month gamma-weighted SOIR of 1.50 shows put open interest far outweighing call open interest among near-the-money options in the December series.

Finally, now appears to be a prime time for short-term options buyers to strike on AMD. The stock's Schaeffer's Volatility Index (SVI) of 67% ranks in the low 24th percentile of its annual range, indicating muted volatility expectations being priced into the equity's near-term options. At the same time, a Schaeffer's Volatility Scorecard (SVS) of 95 suggests the options market has significantly underpriced Advanced Micro Devices, Inc.'s (NASDAQ:AMD) ability to make big moves on the charts over the last 52 weeks.

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