Schaeffer's Top Stock Picks for '25

3 Reasons to Buy Calls on This Insurance Stock

Analysts seem oblivious to PGR's quest for record highs

May 1, 2019 at 1:11 PM
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The shares of insurance issue Progressive Corp (NYSE:PGR) have been quietly creeping higher, notching an all-time high of $78.59 earlier today. What's more, PGR has seasonality on its side -- but not analysts -- and its near-term options are a bargain, even with earnings on the horizon. Below, we outline three reasons to like Progressive stock right now.

Reason 1: Bullish Signal Sounding for PGR

To start, not only is PGR flirting with uncharted territory, but its Schaeffer's Volatility Index (SVI) of 18% is in just the sixth percentile of its annual range. This indicates that near-term options are pricing in relatively low volatility expectations, despite the company's expected earnings release tomorrow.

Since 2008, there have been just five other times when Progressive stock was near a 52-week high while sporting an SVI in the bottom 20% of its annual range. After those signals, PGR was higher one month later 100% of the time, averaging a healthy gain of 5.76%, per data from Schaeffer's Senior Quantitative Analyst Rocky White.

The shares have rallied 29% so far in 2019, gapping higher in mid-April after reporting solid monthly data. As a result, PGR took out the $74 region -- a brief ceiling for the shares in November and again earlier this year -- which could now emerge as support on any pullbacks. From the equity's current level at $77.88, another 5.76% jump over the next month would put Progressive stock around $82.36, well into record-high territory.

PGR stock chart may 1

Meanwhile, not only are PGR's options virtually on sale, the stock tends to exceed volatility expectations -- a boon to would-be premium buyers. This is evidenced by PGR's Schaeffer's Volatility Scorecard (SVS) of 90 out of a possible 100, which indicates the equity has made bigger moves than the options market has priced in over the past year.

Today, in fact, speculators are scooping up PGR calls at a rapid-fire rate. So far today, more than 7,500 calls have changed hands -- 10 times the average intraday volume. That's compared to just over 200 puts. The May 80 call is most popular, with nearly 6,500 contracts exchanged. Buyers of the calls expect Progressive shares to topple $80 (and then some) by the close on Friday, May 17, when front-month options expire.

Reason 2: PGR Tends to Push Higher in May

As alluded to earlier, Progressive also has seasonality on its side. PGR recently emerged on our list of best stocks to own in May, averaging a one-month gain of 2.23% over the past 10 years. Further, the security has ended the month higher 80% of the time, per data from White.

Reason 3: There's Room in the Bulls' Camp

Despite PGR's surge, analysts remain wary. In fact, half of the analysts following the insurance stock maintain tepid "hold" ratings. Plus, the consensus 12-month price target of $81.79 is just a chip-shot from current levels. Should the stock once again rally in the short term -- perhaps on an earnings beat -- a round of analyst upgrades and price-target hikes could lure more buyers to the table.

 
 

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