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Traders Brace for Another Big Move from NVDA Stock

NVDA stock has a history of making huge moves after earnings

Aug 4, 2017 at 1:32 PM
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NVIDIA Corporation (NASDAQ:NVDA) just touched a record high of $170.07, bringing its 12-month advance to an astonishing 194%. With the chipmaker ready to report earnings after the close next Thursday, data suggests options traders are expecting another major move from NVDA shares. Specifically, the options market is currently pricing in a 9.6% swing for the semiconductor stock for Friday, regardless of direction. 

This isn't exactly surprising, though, given Nvidia's history of making big moves in the session after earnings. In fact, the stock has made a single-day, double-digit percentage move in five of the past eight quarters, including a gain of 17.8% last quarter, and nearly 30% last November. 

As might be expected, NVDA's Schaeffer's Volatility Scorecard (SVS) stands at an elevated 88, pointing toward its tendency to make bigger-than-expected moves on the charts, compared to what options traders have priced in. This tendency has made Nvidia one of the most profitable targets for straddle players

Meanwhile, options data also points to bullish expectations from options traders. For instance, call buying has continued to outpace put buying at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) over the past two weeks. Plus, call open interest outweighs put open interest among at-the-money options in the August series, based on Nvidia's front-month gamma-weighted Schaeffer's put/call open interest ratio (SOIR) of 0.60. 

Looking elsewhere, 16 of 27 brokerage firms say to buy Nvidia stock. However, there's still skepticism in this group. Eleven analysts maintain "hold" or "strong sell" ratings on the semiconductor concern, and its average 12-month price target sits down at $141.56. As such, we could still see bullish analyst attention come NVDA's way, should earnings impress next week. 
 

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