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Options Optimism Builds as NVIDIA Corporation (NVDA) Nabs Newest High

NVIDIA Corporation (NVDA) hit its newest record high earlier, and the stock's call options are again popular

Jul 27, 2016 at 1:36 PM
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NVIDIA Corporation (NASDAQ:NVDA) is fresh off yet another all-time high, trekking as far north as $57.22 earlier. This is more of the same for the stock, which has been an absolute beast on the charts. Amid this technical tenacity, the options crowd has been growing more bullish toward the visual computing specialist.

For starters, traders have bought to open double the amount of calls as puts during the last 10 days at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) -- yielding a call/put volume ratio of 2.05. Two weeks ago, this ratio came in at a significantly less top-heavy 1.43, suggesting options traders have been growing hungrier for bullish bets.

This call bias is underscored when looking at open interest levels on short-term, near-the-money options. Specifically, NVDA's gamma-weighted Schaeffer's put/call open interest ratio (SOIR) checks in at 0.27, with calls nearly quadrupling puts. In today's trading, it's more of the same. Roughly 9,500 calls have been exchanged, compared to fewer than 2,600 puts.

Now appears to be an opportune time to buy NVDA calls, too, based on the stock's historical performance. Looking back a decade, NVDA has been one of the best stocks to own in August, sporting positive returns 90% of the time, in addition to an average single-month gain of 9.3%. Plus, short-term options are relatively inexpensive at the moment, based on the equity's Schaeffer's Volatility Index (SVI) of 51%, which ranks in the low 37th annual percentile.

As explained earlier, NVIDIA Corporation (NASDAQ:NVDA) has been a technical stalwart. In the last 60 sessions alone, the stock has outperformed the broader S&P 500 Index (SPX) by more than 50 percentage points -- perhaps explaining why it remains in overbought territory. That said, at last check, the shares were off 1.1% at $55.99.

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