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A Low-Profile Alternative To FAANG Stocks?

ASML could enjoy even higher highs if shorts get squeezed

Managing Editor
Sep 11, 2017 at 3:07 PM
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While Apple and its suppliers dominate headlines ahead of tomorrow's iPhone reveal, the shares of Netherlands-based chipmaker ASML Holding NV (ADR) (NASDAQ:ASML) have quietly hit record highs today. What's more, a weekend article from Barron's (subscription required) suggested ASML could be a lower-profile alternative to the more popular FAANG stocks. Below, we will break down ASML stock's performance, and see how its options stack up against the FAANG crowd.

Not Everyone Is Buying Into ASML's Rally

At last check, ASML Holding stock was up 1.8% to trade at $162.64, and earlier touched a new all-time high of $162.88. It's been a stellar run for the chip stock, which has tacked on 60% year-over-year, and has been stair-stepping higher since early 2016. Even before today, the stock had outperformed the broader S&P 500 Index (SPX) by 17 percentage points during the past three months.

While short interest decreased during the last reporting period, the 3.08 million shares sold short represent over a week's worth of potential buying power, at ASML's average daily trading volume. A short squeeze could send the stock to new heights.

Despite the stock's strong run lately, analyst sentiment also remains subdued. Over two-thirds of the analysts covering ASML rate the stock a tepid "hold." This indicates that there is plenty of room for upgrades, which could provide more tailwinds for the stock.

ASML Options Traders Pick Up Calls

In the options pits, while absolute volume runs relatively light, there has been an overwhelming preference for calls. ASML stock's Schaeffer's put/call open interest ratio (SOIR) of 0.72 is 2 percentage points from a 52-week low. This suggests that near-term option traders have rarely been more call-biased in the past year. Digging deeper, the in-the-money September and October 155 calls are home to peak open interest, with over 1,700 contracts outstanding apiece.

The preference toward calls is echoed by data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), which shows ASML with a 50-day call/put volume ratio of 5.77 that ranks in the 84th percentile of its annual range.

The good news for these buyers is that ASML's near-term options are attractively priced, relatively speaking. ASML's Schaeffer's Volatility Index (SVI) of 23% is higher than just 21% of all other readings from the past year, implying that short-term options are pricing in relatively low volatility expectations. However, it's worth noting that FAANG members Amazon, Facebook, and Netflix stock boast even lower SVIs, and the latter could also be ripe for a short squeeze.

 
 

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