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History Says SNAP Could Come Closer to All-Time High

A short squeeze could create additional tailwinds for the security

Digital Content Manager
Mar 23, 2021 at 3:37 PM
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The shares of Snap Inc (NYSE:SNAP) are falling this afternoon, last seen down 4.1% at $55.79. The tech giant recently pulled back from a Feb. 24, all-time high of $73.59, but it still carries an astounding 424% year-over-year lead. Another reason why traders shouldn't look away just yet is that the equity's recent dip has placed shares near a historically bullish trendline, which could help SNAP move back toward its record in the near future.

Digging deeper, Snap stock just came within one standard deviation of its 80-day moving average, after a lengthy period above this trendline. According to data from Schaeffer's Senior Quantitative Analyst Rocky White, at least six similar signals have occurred in the past three years. The security enjoyed a positive return one month later in 60% of those cases, averaging a 6.8% gain for that period. From its current perch, a move of similar magnitude would put SNAP over the $59 mark, closer to its February high.

SNAP 80 Day

 A shift in the options pits could keep the wind at the equity's back, too. This is per SNAP's Schaeffer's put/call open interest ratio (SOIR), which sits in the 98th percentile of its annual range. In simpler terms, short-term traders have rarely been more put-biased.  

Plus, SNAP options can be had at a bargain at the moment. The equity's Schaeffer's Volatility Index (SVI) of 55% sits higher than only 16% of all other readings from the past year. This means options players are pricing in lower-than-usual volatility expectations right now.

Finally, Snap stock's Schaeffer's Volatility Scorecard (SVS) sits at an elevated 91 out of 100, indicating the security has exceeded volatility expectations during the past year -- a good thing for options buyers.

 

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