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Call Buying Has Surged on Square Stock

Options data shows extreme interest in Square calls

Mar 27, 2019 at 9:31 AM
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Square Inc (NYSE:SQ) is trading 1.1% higher this morning at $74.75, after Macquarie began coverage on the stock with an "outperform" rating and $94 price target. The brokerage firm said that the company makes accepting payments as simple as signing up for Netflix, making it easier for people to run their businesses. Despite a year-over-year lead of 38% from SQ, the majority of covering analysts have "hold" or worse ratings on the shares.

Looking closer at the charts, the security has struggled to move past the $75-$80 area since gapping below the level back in October. However, the rising 50-day moving average has caught up with the equity, and the 200-day moving average has been providing impressive support since January. For reference, Macquarie's $94 price target is below the stock's record high of $101.15 from Oct. 1.

square stock price

Meanwhile, data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) suggests that speculators have been betting on more upside for the shares. SQ's 10-day call/put volume ratio across the exchanges is 3.30, standing as an annual high. In other words, call buying has never been more popular relative to put buying in the past year.

Interestingly, the May 90 call saw the largest increase in open interest during the past two weeks, but data shows most of these contracts were sold to open. This tells us that some options traders see the $90 level as a technical ceiling for the stock in the weeks ahead.

As it stands now, the equity's Schaeffer's Volatility Index (SVI) of 41% ranks in the low 12th annual percentile, showing volatility expectations are muted at the moment, and it's seemingly better to be buying premium at the moment. Moreover, SQ's Schaeffer's Volatility Scorecard (SVS) is an elevated 94 out of a possible 100, revealing it's consistently made bigger moves over the past year compared to what the options market has priced in.

 

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