Schaeffer's 43rd Anniversary Stock Picks in 2024

History Says This e-Commerce Stock is Set to Bounce

Shopify options are inexpensive right now

Managing Editor
Apr 2, 2019 at 1:21 PM
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E-commerce name Shopify Inc (NYSE:SHOP) is trading down 1.9% at $202.32 this afternoon, lower on reports that Microsoft (MSFT) is considering creating a competitor. However, SHOP stock may be worth betting on, if history is any indicator.

On the charts, SHOP has added 65% since this time last year, and just yesterday touched a fresh record high of $210.10. The 20-day moving average has been supportive for the shares since the end of February, and the round-number $200 level -- where the equity landed after a mid-March bull gap -- could also serve as a floor. 

Daily SHOP with 20MA Since April 2018

Despite its quest for record highs, data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) shows Shopify stock with a 10-day put/call volume ratio of 1.13, ranking in the 71st percentile of its annual range. This suggests that puts have been purchased over calls at a faster-than-usual clip during the past two weeks of trading. An exodus of option bears could be a tailwind for SHOP.

Digging deeper, Shopify's short-term option premiums look relatively inexpensive at the moment. This is per the security's Schaeffer's Volatility Index (SVI) of 39%, which stands in the low 7th percentile of its annual range. In other words, near-term options are pricing in relatively low volatility expectations.

Since 2008, there have been six other times SHOP shares were within 2% of a 52-week high and simultaneously sported an SVI in the bottom 20% of its annual range. After those signals, the stock was higher one month later 83% of the time, averaging an impressive gain of 9.84%, according to data from Schaeffer's Senior Quantitative Analyst Rocky White. Another surge of this kind would put the shares near $222 -- another record high.

 

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