MMR

Buy Calls on This Amazon Rival

Short-term STMP options are pricing in low volatility expectations

Apr 2, 2018 at 11:56 AM
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It's been a rough stretch for Amazon (AMZN), which has dropped 14% from its mid-March record high, amid pressure from broader tech headwinds and scathing tweets from President Donald Trump. Online shipping concern Stamps.com Inc. (NASDAQ:STMP) has been sinking alongside its rival, but if history is any guide, it could be time to buy short-term call options on the stock.

Looking closer at the charts, STMP has been in a trend of lower highs since topping out at its year-to-date peak of $215.76 in late February -- a level that coincides with the stock's early November pre-bear gap low. While the shares are currently holding near their Nov. 3 intraday high at $197.13 -- hit the day they tumbled 22.6% on Amazon risk -- they are also trading within one standard deviation of their rising 200-day moving average.

stmp stock daily chart april 2

According to Schaeffer's Senior Quantitative Analyst Rocky White, in the seven other times STMP stock has pulled back to this moving average after spending a significant amount of time above it, looking back three years, it's averaged a 21-day gain of 11.53%, and has been higher one month later two-thirds of the time. Another move of this magnitude would put the shares back above $218 for the first time since Nov. 2, based on their current perch at $195.70.

There's plenty of fuel for a short-covering rally, too, should these bearish bettors continue to cover. Short interest fell 10.6% in the two most recent reporting periods, but there are still more than two million shares sold short. This accounts for a healthy 12.2% of STMP's available float, or 6.4 times the equity's average daily pace of trading.

And while the shipping stock has flown under the radar of options traders, lower-than-usual volatility expectations are currently being priced into short-term contracts -- a potential boon to those purchasing premium. This is seen by the stock's Schaeffer's Volatility Index (SVI) of 44% is ranked in the 27th annual percentile.

 

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