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Snap Put Options Cheap Even as Facebook Rival Earns Fresh Downgrade

Raymond James and Morgan Stanley are the latest analysts to chime in on Snap stock

Jan 12, 2018 at 11:35 AM
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Social media stocks are in the spotlight today, after Facebook (FB) said it is adjusting its News Feed strategy -- earning the FAANG stock a rare downgrade. FB rival Snap Inc (NYSE:SNAP) was also downgraded today, with Raymond James lowering its rating to "underperform" from "market perform," saying Snapchat user growth remains challenging, and that that the platform's young audience isn't as attractive to advertisers, given their low income levels.

Morgan Stanley also weighed in on SNAP stock, cutting its price target by $1 to $10 -- well below the security's Aug. 14 record low of $11.28. While the brokerage firm chimed in on a number of internet stocks, for Snap specifically, it cited monetization and engagement challenges, as well as increasing execution risks.

This morning's bearish brokerage notes follow a string of downbeat analyst attention levied toward Snap this year. As such, the shares have remained stuck in a channel of lower highs and lows since mid-December, last seen trading down 4.2% at $13.99. And while the security is on track for its fourth straight weekly loss, the downside is being contained near $14.05 -- a 50% Fibonacci retracement of SNAP's two-month rally off its August lows.

Despite these technical troubles, Snap put options are remarkably cheap compared to their call counterparts. In fact, the stock's 30-day implied volatility skew of negative 1.3% ranks in the 9th annual percentile.

Regardless of whether options traders are targeting puts or calls, though, it's an attractive time to buy premium on short-term options, too. The security's Schaeffer's Volatility Index (SVI) of 43% is ranked lower than 96% of all comparable readings taken in the past year, meaning low volatility expectations are being priced into near-term contracts.

 

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