Schaeffer's Top Stock Picks for '25

History Says Bet on This Auto Stock's Next Leg Higher

Short-term options traders have been put-heavy, however

Managing Editor
Sep 6, 2018 at 12:40 PM
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CarMax, Inc (NYSE:KMX) is down 0.7% at $78.30 in afternoon trading, the used car retailer falling from yesterday's notable peak just under $80. Below, we will see how CarMax stock has been faring on the charts long term, and per data from Schaeffer's Senior Quantitative Analyst Rocky White, why now may be an ideal time to bet on KMX's next leg higher. 

CarMax stock has had a volatile year, plunging to an annual low of $57.05 in early April, only to rebound and surge over 40% to an all-time high of $81.67 in late June. Even more recently, the $72 mark has been a floor of support, despite acting as a ceiling of resistance for the shares as recently as February. KMX is up 22% year-to-date.

Daily Chart of KMX with Highlight

Digging deeper, CarMax's short-term options are attractively priced right now. KMX's Schaeffer's Volatility Index (SVI) of 21% is in the 12th percentile of its annual range, suggesting near-term options are pricing in relatively low volatility expectations.

Per White, there have been two other times since 2008 the security was trading near new highs when its SVI was simultaneously perched in the lower 20th percentile of its 12-month range. After these signals, the shares were higher 100% of the time one month later, and up an average of 10.08%.

Looking toward options, data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) shows a 10-day put/call volume ratio of 1.23, ranking in the 73rd percentile of its annual range. This means that puts have been bought to open over calls at a quicker-than-usual clip during the past two weeks.

Echoing this, the equity's Schaeffer's put/call open interest ratio (SOIR) of 1.45 ranks in the 82nd percentile of its annual range. This shows that short-term traders have rarely been more put-heavy toward the security in the past year.

 
 

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