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Micron Calls Are Cheap as Bullish Signal Sounds

Micron nabbed an annual high two weeks ago

Managing Editor
Jan 6, 2020 at 12:37 PM
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Although the shares of Micron Technology, Inc. (NASDAQ:MU) have stumbled out of the gate in the new year, they're still only two weeks removed from a Dec. 23 annual high of $56.11. Investors shouldn't fret much over the MU's slow start to 2020 either, with the chip stock flashing a historically reliable bullish signal. 

More specifically, MU's recent high comes amid historically low implied volatility (IV) -- a combination that has been bullish for the stock in the past. According to data from Schaeffer's Senior Quantitative Analyst Rocky White, there have been four other instances in the past five years when Micron stock was trading within 2% of its 52-week high, while its Schaeffer's Volatility Index (SVI) sat in the 20th annual percentile or lower -- as is the case with MU's current SVI of 34%, in the 9th percentile of its 12-month range.

The data shows that one month after those two previous signals, Micron stock was up 6.2%. From its current perch at $53.93, another move of that magnitude would put the stock above the $57 level for the first time since July 2018. And although the shares are in the red to start the new year, the pullback has found support at the 20-day moving average.

Daily Stock Chart MU

In the options pits, calls have nearly doubled puts in recent weeks. On the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), MU has a 10-day call/put volume ratio of 1.95. This ratio ranks two percentage points from an annual high, indicating this rate of call buying relative to put buying is unusual.

Lastly, Micron stock's Schaeffer's Volatility Scorecard (SVS) comes in at 93 out of 100. In other words, the security has consistently made bigger moves on the charts than its options premiums have priced in over the past year.

 

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