Schaeffer's 43rd Anniversary Stock Picks in 2024

This Burger Stock Is Flashing A Big Bullish Signal

Short-term SHAK options are attractively priced

Managing Editor
Jun 22, 2018 at 3:08 PM
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Shake Shack Inc (NYSE:SHAK) stock has been on a tear all year, but like fellow restaurant stock Chipotle (CMG), has kicked it into high gear recently. Earlier today, SHAK came within a chip-shot of its June 20 two-year high of $69.96. And although the restaurant stock is down 0.4% to trade at $68.67, at last check, it just offered up a historical "buy" signal heading into the dog days of summer. 

Looking closer, Shake Shack stock is on track for its fourth straight weekly win, and has more than doubled in the last nine months. The shares have been guided higher by their ascending 20-day moving average since mid-March, and have rallied nearly 23% just since an early May post-earnings bull gap. 

Daily Stock Chart SHAK

What's more, the stock's Schaeffer's Volatility Index (SVI) is docked at 33% -- in the 17th percentile of its annual range, meaning short-term options are extremely cheap at the moment, from a volatility perspective. According to Schaeffer's Senior Quantitative Analyst Rocky White, the two other times SHAK had been trading near 52-week highs with its SVI ranked in the 20th annual percentile or lower, the stock was up an average of 11.6% one month later. A move of similar magnitude would have the security trading around the $76.63 level for the first time since June 2015.

Should Shake Shack stock keep climbing, a short squeeze could provide more tailwinds. Short interest fell by 2% in the most recent reporting period, yet the 8.16 million shares still sold short represents a whopping 40% of the security's total available float. At the equity's average trading volume, it would take nearly nine days for shorts to cover their positions.

Near-term options traders are unusually put-skewed toward SHAK. This is according to its Schaeffer's put/call open interest ratio (SOIR) of 1.29, which stands in the 100th percentile of its annual range. Shifting gears to today, over 6,600 puts have changed hands, four times the average intraday volume and pacing for the 98th percentile of its annual range. Leading the charge is the August 60 put, where according to Trade-Alert, it appears a shareholder bought to open a block of 5,000 puts as downside protection. 

 

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