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NVIDIA Earnings History Bodes Well for Option Bulls

NVDA stock gained nearly 18% after its last earnings release

Managing Editor
Aug 9, 2017 at 2:58 PM
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Chip name NVIDIA Corporation (NASDAQ:NVDA) is set to report second-quarter earnings tomorrow morning, and investors are keeping an eye trained on NVDA stock, which has historically flourished post-earnings and has an excellent track record in August. What's more, Jefferies analyst Mark Lipacis thinks NVIDIA will exceed earnings expectations, reiterating a "buy" rating and $180 price target -- in uncharted territory for NVDA stock. Below, we will breakdown NVDA's post-earnings history and examine how analysts and options traders are playing the semiconductor stock.

Still Room on NVDA's Bullish Bandwagon

NVIDIA stock is up 0.4% to trade at $170.94 today. The stock has nearly tripled year-over-year, and yesterday reached a new record high of $174.56. The shares have outperformed the broader S&P 500 Index (SPX) by more than 23 percentage points during the past three months.

However, there some analysts who remain skeptical. Of the 27 brokerages covering NVDA, 11 rate it a "hold" or worse. This means there is plenty of room for upgrades that could push NVDA stock to new heights. 

NVIDIA Earnings History Bodes Well for Option Bulls

Historically speaking, NVIDIA stock has averaged a one-day move of 13.2% in either direction in the session following its last eight earnings releases. As far as direction, NVIDIA stock gapped 17.8% higher after its May earnings report, and has found itself in the red only once after the last eight releases. 

Diving into the options pits shows accelerated call buying ahead of tomorrow's report. On the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), the stock's 10-day call/put volume ratio of 1.62 is in the 69th percentile of its annual range. A good sign for options traders is NVDA's Schaeffer's Volatility Scorecard (SVS) of 84, which indicates NVIDIA stock has tended to exceed option traders' volatility expectations during the past year.

The deep in-the-money September 100 call is home to peak open interest, with over 12,400 positions in residence. In the front-month series, the at-the-money August 170 call is most popular, with nearly 8,400 contracts outstanding. Overall, call open interest ranks in the 91st percentile of its annual range, with 413,719 contracts outstanding. 
 
 

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