Schaeffer's Top Stock Picks for '25

2 FAANG Stocks With Cheap Options

AMZN and NFLX are flashing a rare options signal

May 10, 2018 at 2:20 PM
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While Apple (AAPL) has been getting most of the attention lately, due to its red-hot winning streak, two other FAANG stocks appeared on our radar today: Amazon.com, Inc. (NASDAQ:AMZN) and Netflix, Inc. (NASDAQ:NFLX). Both AMZN and NFLX are flirting with new highs, yet sport attractively priced near-term options -- a relatively rare occurrence, historically. What's more, it seems the options market isn't pricing in additional volatility for Amazon stock ahead of a key Supreme Court decision next month.

Amazon Options Attractively Priced as Stock Eyes Highest Close Ever

In late March, President Donald Trump took aim at Amazon and other e-tailers concerning their sales tax practices. The negative attention weighed heavily on AMZN shares, though they ultimately found support atop their 80-day moving average. A solid earnings showing last month also helped Amazon stock bounce back in a big way, with the equity last seen 0.1% higher at $1,609.64 -- on pace for their highest close ever.

amzn stock chart may 10

Next month, e-commerce could once again be front-and-center, with the highest court in the U.S. expected to rule on whether internet retailers should pay sales taxes everywhere, despite having no physical presence in the state. While Amazon already pays sales taxes in most states, the decision could impact smaller sites like Wayfair (W) and eBay (EBAY).

As alluded to earlier, options traders certainly aren't pricing in a big move for AMZN stock in the near term. The equity's Schaeffer's Volatility Index (SVI) of 21% sits in only the 15th percentile of its annual range. Since 2008, there have been just four other times where Amazon stock was flirting with an annual high while simultaneously sporting an SVI in the bottom 20% of its annual range. The stock was higher one month later 75% of the time, per data from Schaeffer's Senior Quantitative Analyst Rocky White.

 It's also worth noting that AMZN sports a Schaeffer's Volatility Scorecard (SVS) of 92 (out of 100). This tells us that Amazon shares have handily exceeded options traders' volatility expectations in the past year -- a selling point for would-be premium buyers who think the stock might make a big move soon.

Netflix Could Explore All-Time Highs

Netflix stock also recently benefited from a well-received earnings report, and ultimately touched an all-time high of $338.82 on April 18. The shares subsequently pulled back to test the support of their 60-day moving average, and bounced from this trendline, which also contained NFLX's dip in early April. At last check, the shares were fractionally lower at $329.83.

nflx stock chart may 10

Just like AMZN, fellow FAANG stock Netflix also sports attractively priced short-term options. The equity's SVI of 31% is in the 14th percentile of its annual range. Since 2008, there have been six other times in which NFLX was trading within striking distance of a new high and had an SVI in the bottom 20% of its annual range. After these instances, NFLX was higher one month later 67% of the time, averaging a healthy gain of 5.26%. A similar bump from current levels would put the security around $347.18 -- in uncharted territory.

Meanwhile, the equity's SVS stands at a whopping 94. This suggests Netflix stock has exceeded options traders' volatility expectations by a wide margin over the past year. Should today's options signal once again point to higher highs for NFLX shares, now could be an opportune time for premium buyers to strike.
 
 

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