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Bigger Tailwinds May Be in Store for SeaWorld Stock

SEAS short-term options are attractively priced right now

Managing Editor
Sep 11, 2018 at 2:19 PM
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SeaWorld Entertainment Inc (NYSE:SEAS) is down 0.5% at $30.93 in afternoon trading, slightly lower after hitting yesterday's four-year peak of $31.70. Below we will take a look at how the security has been faring on the charts, and why data from Schaeffer's Senior Quantitative Analyst Rocky White suggests that now may be an ideal time to bet on SEAS' next leg higher. 

SeaWorld stock has been surging higher since late 2017, with the 50-day moving average helping during pullbacks. The entertainment concern has more than doubled its value since January, and more recently enjoyed an impressive post-earnings bull gap on Aug. 6.

Daily Chart of SEAS with 50MA

Switching gears, SeaWorld's short-term options are attractively priced right now. This is per the security's Schaeffer's Volatility Index (SVI) of 39% is in the 8th 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 23.01%.

Currently, near-term traders are more call-skewed than usual, with the stock's Schaeffer's put/call open interest ratio (SOIR) of 0.48 ranking in the low 2nd annual percentile. In other words, call open interest for options expiring within three months outweighs put open interest by a wider-than-usual margin.

Lastly, short interest fell over 9.6% in the two most recent reporting periods, yet the 12.6 million shares still sold short account for a healthy 24% of the available float, or 2.3 times the average daily pace of trading. In other words, continued covering could create bigger tailwinds for SeaWorld stock.

 

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