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Don't Sweat the Amazon Stock Pullback

An unwinding of pessimism in the options pits could boost AMZN

Deputy Editor
Dec 13, 2021 at 12:07 PM
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E-commerce giant Amazon.com, Inc. (NASDAQ:AMZN) is down 1.2% at $3,404.76 at last check. Today's drop follows a devastating Tornado that left at least six employees dead at one of the company's Illinois warehouses.

The stock has had a volatile run in 2021, skyrocketing to a July 13 all-time high of $3,773.07, before falling beneath the $3,200 level in August and October, and eventually surging within $100 of its former highs by mid-November. Keeping up with this volatile trend, the shares have once again pulled back. However, there's a promising technical indicator flashing on the charts that implies this latest dip presents a prime buying opportunity. It's also worth noting that Amazon.com stock's Relative Strength Index (RSI) of 29 is in "oversold" territory, meaning a short-term bounce could be in the cards.  

Specifically, Amazon.com stock just came within one standard deviation of its 160-day moving average. According to data from Schaeffer's Senior Quantitative Analyst Rocky White, at least six similar signals have occurred in the past three years. The equity enjoyed a positive return one month later in 83% of those cases, averaging a 4.5% gain. From the stock's current perch, a similar move would put AMZN back over the $3,555 mark.

AMZN Chart Dec 13

The options pits have been firmly bearish towards Amazon.com stock, suggesting an unwinding of pessimism could put wind at the security's back. This is per AMZN's Schaeffer's put/call open interest ratio (SOIR) of 1.13, which sits higher than 88% of readings in its annual range. In simpler terms, short-term options traders have rarely been more put-biased in the past year. Echoing this, the security's 10-day put/call volume ratio at the International Securities Exchange (ISE), Cboe Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) ranks in the 92nd percentile of readings over the last 12 months. 

Now could be the perfect opportunity to bet on Amazon.com stock's next move with options. The equity's Schaeffer's Volatility Index (SVI) of 26% stands higher than just 27% of readings from the last 12 months, indicating the options market is pricing in low volatility expectations for AMZN at the moment. What's more, the equity's Schaeffer's Volatility Scorecard (SVS) stands at 76 out of 100. This suggests the shares have exceeded options traders' volatility expectations during the past year.

 

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