Impact of ASML's Drop on $Nvidia (NVDA)$

OptionsDelta
10-16

The short answer: ASML's decline doesn't seem to be impacting Nvidia, at least based on current options positioning.

$Nvidia (NVDA)$

In theory, ASML's sell-off should spark further pullback in Nvidia, but options flows suggest otherwise.

On Tuesday, both call and put openings were fairly normal - no aggressive lower strikes on the upside, nor any gapping put openings from outright bears.

Key institutional flows included:

The "Billion Dollar Man" rolling his $NVDA 20241220 125.0 CALL$  position higher
An unknown institution rolling their $NVDA 20241220 130.0 CALL$  up
Another spread trade in $NVDA 20241115 110.0 CALL$  and $NVDA 20241115 110.0 PUT$ 

Overall, no signs of heightened put buying.

While ASML's decline was sharp, it was likely the final washout. Management had already warned in 2023 that 2024 would mark the cycle trough, with a recovery expected in 2025 driven by High-NA EUV demand.

Moreover, semiconductor equipment group SEMI forecasts the 2024 equipment market will grow 3% year-over-year to $98.3 billion, with 2025 seeing a further 15% increase to $112.8 billion.

For those looking to buy ASML, the November 14th Investor Day event with formal guidance could represent a floor for the stock.

With this Friday's monthly option expiration, Nvidia price action should remain contained between $125-$135 this week given the open interest landscape.

$Tesla (TSLA)$

Tesla options volumes have cooled substantially of late, so looking at 5-day new open interest highlights any meaningful changes.

Similar to Nvidia, normal two-way flows without any aggressive downside put buying nor lower call strikes being targeted by buyers.

While some may draw parallels to the July lows near $180, that was a broad market capitulation event rather than a premeditated single-stock bearish onslaught.

With no major earnings-event flows yet, Tesla should continue rangebound between $200-$220 for now.

$China Internet ETF - KraneShares (KWEB)$

On Tuesday, we saw a bullish call spread looking for $KWEB$ to rally above $36 but stay below $40 into year-end:

Buy $KWEB 20241220 36.0 CALL$ 
Sell $KWEB 20241220 40.0 CALL$ 

While directionally sensible, this may be too aggressive given the recent chop. For stock owners, a more defensive collar could be explored:

Stock
Buy $KWEB 20250117 28.0 PUT$ 
Sell $KWEB 20250117 40.0 CALL$ 

$20+ Year US Treasury Bond ETF - iShares (TLT)$

We also saw a 100,000 contract bullish call spread trade in bonds on Tuesday:

Buy $TLT 20241101 96.0 CALL$ 
Sell $TLT 20241101 99.0 CALL$ 

Looking at the chart, TLT appears to have found a floor. My preference would be to sell the $TLT 20241101 96.0 PUT$  for some extra yield against long positioning.

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