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History says to buy the Nvidia dip

May 3, 2019 at 1:19 PM
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Nvidia Corporation (NASDAQ:NVDA) stock has had an impressive start to 2019, up nearly 37% so far. The shares recently pulled back after running into familiar resistance in the $190 region, but history suggests NVDA stock could make another run higher over the next few weeks.

Specifically, the equity is trading within one standard deviation of its 40-day moving average, after a lengthy stretch above it. According to Schaeffer's Senior Quantitative Analyst Rocky White, there have been 10 other times in the last three years NVDA stock has tested support at this trendline, resulting in an average one-week gain of 3%, with 90% of those returns positive. At the one-month mark, that average return swells to 4.5%, though the win rate drops to 60%.

nvidia stock daily price chart on may 3

Based on its current perch at $182.40 -- down 0.4% on the day -- moves of this magnitude would put NVDA stock headed back near $190 over the next several weeks, a time frame that includes the company's first-quarter earnings report, slated for release after the market closes on Thursday, May 16. It's been a mixed bag on how the stock has reacted after earnings in the past two years, with Nvidia averaging a next-day move of 7.8%, regardless of direction.

Options traders appear to be positioning for an upside move. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), NVDA's 10-day call/put volume ratio of 2.70 ranks in the 94th annual percentile, meaning calls have been bought to open over puts at a quicker-than-usual clip.

It's a trend that's continuing today. Amid relatively average Nvidia options volume -- roughly 52,000 calls and 26,000 puts have traded -- speculators appear to be buying to open the weekly 5/10 180-strike call for a volume-weighted average price of $5.20. If this is the case, breakeven for the call buyers at the close next Friday, May 10, is $185.20 (strike plus premium paid).

 

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