NVIDIA Stock Record High Draws Fresh Batch of Options Bulls

By Karee Venema / September 15, 2017 / www.schaeffersresearch.com / Article Link

Shares of NVIDIA Corporation (NASDAQ:NVDA) are surging today, after Evercore ISI raised its price target to $250 from $180 -- the highest on Wall Street, and nearly 42% above current levels. The brokerage firm waxed optimistic on potential growth in the artificial intelligence (AI) market, saying, "We are only at the cusp of AI's growth potential and NVIDIA is creating THE AI computing industry standard." At last check, NVDA stock was up 4% at $176.10 -- fresh off a record high of $176.85 -- and options traders are betting on even higher highs by tonight's close.

Taking a quick step back, nearly 101,400 calls have traded on the stock so far -- five times what's typically seen, and volume running in the 99th annual percentile. By comparison, around 40,600 puts are on the tape, though this is still three times the expected intraday amount.

Most active is the September 175 call, with 13,150 contracts exchanged. It looks as if new positions are being purchased here, indicating options traders are expecting NVDA stock to extend its rally north of the strike through the remainder of the session. Front-month options will expire at 4 p.m. ET tonight.

This bullish positioning by NVDA options traders is nothing new. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), 589,878 calls have been bought to open in the last 50 sessions, compared to 379,214 puts. The resultant call/put volume ratio of 1.56 ranks in the 78th annual percentile, meaning this rate of call buying relative to put buying has been quicker than usual, too.

Looking ahead to the October series, peak open interest of 8,515 contracts is found at the 170 call. Data from the major options exchanges confirms mostly buy-to-open activity here, suggesting options traders don't think NVDA's uptrend is going to reverse course anytime soon.

Outside of the options pits, however, short sellers have been ramping up their exposure, with short interest jumping 10.6% in the most recent reporting period to 17.39 million shares. According to Schaeffer's Quantitative Analyst Chris Prybal, this equates to a dollar-value change of roughly $337.59 million, bringing NVDA's total short interest dollar value to $2.96 billion. A capitulation from some of the weaker bearish hands could create tailwinds for NVDA.

What's more, NVIDIA stock recently pulled back to its 40-day moving average, a historically bullish signal for the shares over the past three years. Per data from Schaeffer's Senior Quantitative Analyst Rocky White, in the last 11 times the security has come within one standard deviation of this trendline after a lengthy stay above it, NVDA has gone on to average a one-month gain of 10.14%, and has been positive 70% of the time.

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