Participants in the U.S. equity options market are anticipating that Nvidia's forthcoming earnings report will trigger a fluctuation exceeding $300 billion in the stock of the leading artificial intelligence chip manufacturer.
Data from analytics firm ORATS indicates that options
pricing reflects an expected movement of approximately 9.8% in Nvidia's shares
on Thursday, following the earnings announcement. This projection surpasses the
anticipated fluctuations prior to any Nvidia earnings report over the past
three years and is significantly higher than the stock's average post-earnings
movement of 8.1% during the same timeframe, as reported by ORATS.
With Nvidia's market capitalization estimated at around
$3.11 trillion, a 9.8% change in share value would equate to roughly $305
billion, potentially marking the largest expected earnings shift for any
company in history, according to analysts.
Such a significant movement would exceed the market
capitalization of 95% of S&P 500 companies, including major players like
Netflix and Merck, based on data from LSEG.
Nvidia's recent performance, recognized for its chips that
are considered the benchmark in artificial intelligence, carries significant
ramifications for the overall market. The company's stock has surged
approximately 150% this year, contributing to about 25% of the S&P 500's
18% increase year-to-date.
"By itself, it has played a major role in enhancing the
overall profitability of the S&P 500," stated Steve Sosnick, chief
strategist at Interactive Brokers. "It’s like Atlas supporting the
market."
Current options pricing indicates that traders are more
focused on the potential for a substantial upward movement in Nvidia's stock
rather than the risk of a significant decline.
According to an analysis of options data by Susquehanna
Financial, traders are estimating a 7% likelihood that the stock will increase
by over 20% by Friday, while the probability of a decline exceeding 20% is only
4%.
"Typically, ahead of earnings, investors seek to
purchase hedges or insurance, but in Nvidia's situation, much of that insurance
is driven by FOMO," Sosnick noted, referencing the common term for
"fear of missing out."
"They are eager not to miss a potential rally."
One of the factors contributing to the significant price
movement anticipated by options traders for Nvidia is the historical volatility
of the company's shares.
According to a Reuters analysis of Trade Alert data,
Nvidia's average 30-day historical volatility this year—indicating the extent
of stock price fluctuations over a rolling 30-day period—is approximately
double that of other companies with market capitalizations exceeding $1
trillion.
"The options are simply mirroring the actual movements
of the stock," stated Christopher Jacobson, a strategist at Susquehanna
Financial Group, which actively trades Nvidia's securities.
"This reflects ongoing uncertainty and optimism
regarding AI and the potential market size, along with Nvidia's status as a
highly monitored stock among both institutional and retail investors," he
added.