Schaeffer's 43rd Anniversary Stock Picks in 2024

More Record Highs On The Horizon For This Tech Stock

Arista Networks near-term options could be a bargain

Managing Editor
Aug 27, 2018 at 11:46 AM
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Arista Networks Inc (NYSE:ANET) is fresh off an excellent week following news the cloud concern was joining the S&P 500 Index (SPX). However, evidence suggests Friday's bull gap isn't just a flash in the pan, with the tech name recently flashing a potential "buy" signal.

At last check, Arista Networks stock is up 0.5% at $309.71, a chip-shot off Friday's record high of $313.36. Last week was ANET's best week since February 2017, gapping higher on Friday after news of the SPX inclusion. Prior to that burst, the shares had been trading in a tight range, with their 200-day moving average acting as support.

Daily Stock Chart ANET

In addition, ANET's Schaeffer's Volatility Index (SVI) -- a measure of front-month, at-the-money implied volatility (ATM IV) -- currently stands at 30%. This SVI arrives in the 6th percentile of its annual range, indicating that speculative players have priced in lower volatility expectations just 6% of the time in the past year.

This combination of a high stock price and low IV has had bullish implications for the equity in the past, according to Schaeffer's Senior Quantitative Analyst Rocky White. Since 2008, there have been three other occasions where ANET has been trading within 2% of its annual high while at the same time its SVI was in the 20th annual percentile or lower. Following those signals, the security was up 6.2% one month later, on average, indicating fresh record highs could be on the horizon.

Digging into options, near-term traders have been more call-heavy than usual toward Arista Networks stock. This is per the equity's Schaeffer's put/call open interest ratio (SOIR) of 0.76, which ranks in the 1st percentile of its annual range. Analyst attention, meanwhile, has been mixed, with 10 of the 21 brokerage firms following the security handing out tepid "hold" ratings.

 

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