Schaeffer's Top Stock Picks for '25

The Case For Buying GoPro Call Options

Short-term stock options on GoPro Inc (GPRO) can currently be purchased on the cheap

Feb 16, 2017 at 10:31 AM
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Per a recent study by Schaeffer's Senior Quantitative Analyst Rocky White, stocks that have crossed over their 50-day moving average in the last year have outperformed. One somewhat unexpected stock flashing that "buy" signal is GoPro Inc (NASDAQ:GPRO). Despite struggling over the long haul, GPRO shares have shown strength recently in muscling atop the key trendline -- not unlike this drug stock.

Digging deeper into the technicals, the camera stock has shed more than 28% year-over-year at $9.30. However, since hitting a near-term bottom last week at $8.62, GPRO shares have advanced about 8%. If yesterday's toppling of the 50-day trendline is a sign of good things to come, there is a ton of pent-up pessimism that could unwind -- potentially contributing to tailwinds.

Options traders, for example, have preferred puts over calls in recent weeks. The stock's 10-day put/call volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) is 1.04 -- higher than three-quarters of all readings taken in the past year.

There's plenty of potential for upgrades and short covering, too. Twelve of 13 analysts tracking GPRO consider it a "hold" or worse. Plus, 31% of the stock's float is sold short. At the shares' typical trading volumes, it would take 7.5 sessions for these bears to cover their positions.

Options traders considering short-term bets on GoPro Inc (NASDAQ:GPRO) are in luck, too. Earlier, the stock's 30-day at-the-money implied volatility hit an annual low of 49.1%. Not to mention, GPRO's Schaeffer's Volatility Index (SVI) of 52% rests 1 percentage point from a 12-month bottom, suggesting near-term stock options can be purchased on the cheap.

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