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Is Now the Time to Bet On a Shake Shack Inc (SHAK) Short-Squeeze?

A short-squeeze situation could help Shake Shack Inc (SHAK) overcome resistance on the charts

Jan 4, 2017 at 2:19 PM
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At tonight's close, burger joint Shake Shack Inc (NYSE:SHAK) will join the S&P SmallCap 600 Index (SP600), replacing chemical company Chemours Co (NYSE:CC) -- which will move up to the S&P MidCap 400 Index (MID). This seems to have traders excited, as SHAK stock is up 7.3% today at $38.76. Should these gains continue, an unwinding of bearish sentiment could help SHAK break out above resistance.

The past year has not been kind to SHAK, with the shares chopping back and forth between the $30 and $44 levels. More recently, the stock gained a foothold above its 50-day moving average after a mid-November bull gap -- with the trendline containing a recent pullback from the pesky $38.50-$39 region. This neighborhood has served as a ceiling for the shares in recent months, with the security topping out at an intraday peak of $39.12 earlier. In fact, SHAK hasn't closed above the $39 mark since August. Moreover, this area currently corresponds with the stock's year-over-year breakeven level.

Nevertheless, shorts appear to be in covering mode, with short interest on SHAK down nearly 22% since topping out at a record high in mid-November. Still, these bearish bets account for more than one-third of the equity's available float. At SHAK's average pace of trading, it would take roughly eight sessions to buy back all the remaining shorted shares -- meaning a short-squeeze situation could easily add fuel to the stock's current rally.

Turning to the options pits, absolute volumes on SHAK tend to run low, but there has been a marked preference for long calls in recent weeks. Specifically, the stock's 10-day call/put volume ratio at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) sits at a top-heavy 2.45, and is ranked higher than 67% of the past year's readings. Of course, given the heavy short interest levels, it's likely some of this activity is a result of short sellers hedging against a surprise upside move.

In any case, it appears to be a prime time to purchase premium on Shake Shack Inc (NYSE:SHAK). The stock's short-term options are currently pricing in historically low volatility expectations, based on its 30-day at-the-money implied volatility of 36.6% -- in the 14th percentile of its annual range -- as well as its Schaeffer's Volatility Index (SVI) of 34%, which is docked just 5 percentage points from a 12-month low.

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