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Bearish Signal For Tesla As Large Block of TSLA Puts Trades On Thursday

Apr 22, 2019

Actionable and Transparent Quantitative ResearchActionable and Transparent Quantitative Research
Actionable and Transparent Quantitative ResearchActionable and Transparent Quantitative Research

Major Stock Block Trades From Thursday

Bullish
  • LVS Buyer 13,500 Sep 67.5 calls (paid $4.70, ref. 67.98) 
  • LBTYK Buyer 20,000 Jul 30 calls (paid $.55, untied, ref. 26.25)
Bearish
  • TSLA 5,000 Jun 230 puts trade (appears bought, $8.35, ref. 273.51) 
  • TWI Seller 7,500 Jul 7.5 calls (collects $.525, opens write, ref. 7.00)

Major ETFs Block Trades From Thursday

Bullish
  • BKLN Seller 70,000 Oct 22 puts (collects $.17, opening, ref. 22.95) 
  • VXXB Buyer 25,000 Jan 14 puts (paid $.48, ref. 25.82)
Bearish
  • HYG Buyer 10,000 May 24th 86 puts to Sell 15,000 May 24th 84 puts (paid $.26, ref. 86.62) 
  • DIA Buyer 15,000 Jan 240 puts (paid $5.50, ref. 265.53) 
  • IBB 12,204 May 100 – 90 put spreads trade (Nasdaq Biotech ETF, trades $1.45, opening, ref. 103.97)

Implied Volatility Data For Liquid Macro Index ETFs

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Name Ticker 1-Month IV 1-Month IV Percentile 3-Month IV 3-Month IV Percentile 3-Month/1-Month IV 3-Month/1-Month IV
Percentile
1-Month Percentile for Implied-Realized Spread 3-Month Percentile for Implied-Realized Spread
S&P 500 ETF Trust SPY 10.33 36.11% 11.09 17.86% 1.07 37.3% 51.98% 66.27%
Invesco QQQ Trust QQQ 13.35 10.91% 14.38 4.76% 1.08 72.02% 72.62% 72.62%
iShares Russell 2000 ETF IWM 14.1 42.86% 15.21 51.98% 1.08 76.59% 13.49% 57.54%
SPDR EURO STOXX 50 ETF FEZ 9.91 0.79% 13.94 23.81% 1.41 100.0% 5.16% 94.84%
iShares MSCI Emerging Markets ETF EEM 14.03 0.79% 14.97 0.4% 1.07 75.4% 24.6% 61.11%

Note: Please see our Options FAQs to learn more about Implied Volatility and other advanced options volatility measures

ETFs with most Expensive 1-Month Volatility (Percentile)

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Name Ticker 1-Month Implied Volatility 3-Month Implied Volatility 1-Month
Percentile
3-Month
Percentile
1-Month Percentile for Implied-Realized Spread 3-Month Percentile for Implied-Realized Spread
Invesco Senior Loan ETF BKLN 11.51 4.69 89.29% 7.94% 42.46% 23.41%
iShares U.S. Medical Devices ETF IHI 21.1 19.12 85.71% 81.35% 73.02% 82.14%
ProShares Ultra Nasdaq Biotechnology BIB 50.13 46.44 78.97% 78.97% 55.16% 84.13%
iShares Nasdaq Biotechnology ETF IBB 25.34 23.33 78.97% 76.39% 55.95% 79.76%
Direxion Daily S&P Biotech Bull 3x Shares LABU 92.35 86.75 78.57% 78.97% 53.57% 65.87%

Note: Please see our Options FAQs to learn more about Implied Volatility and other advanced options volatility measures

ETFs with most Expensive 3-Month Volatility (Percentile)

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Name Ticker 1-Month Implied Volatility 3-Month Implied Volatility 1-Month
Percentile
3-Month
Percentile
1-Month Percentile for Implied-Realized Spread 3-Month Percentile for Implied-Realized Spread
iShares U.S. Medical Devices ETF IHI 21.1 19.12 85.71% 81.35% 73.02% 82.14%
ProShares Ultra Nasdaq Biotechnology BIB 50.13 46.44 78.97% 78.97% 55.16% 84.13%
Direxion Daily S&P Biotech Bull 3x Shares LABU 92.35 86.75 78.57% 78.97% 53.57% 65.87%
SPDR S&P Biotech ETF XBI 31.8 30.46 76.79% 76.98% 52.38% 65.87%
iShares Nasdaq Biotechnology ETF IBB 25.34 23.33 78.97% 76.39% 55.95% 79.76%

Note: Please see our Options FAQs to learn more about Implied Volatility and other advanced options volatility measures

S&P 500 Stocks with most Expensive 1-Month Volatility (Percentile)

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Name Ticker 1-Month Implied Volatility 3-Month Implied Volatility 1-Month
Percentile
3-Month
Percentile
1-Month Percentile for Implied-Realized Spread 3-Month Percentile for Implied-Realized Spread
Monster Beverage Corporation MNST 40.87 31.55 99.60% 85.32% 82.94% 70.63%
Centene Corporation CNC 49.16 43.13 99.60% 99.60% 46.43% 75.79%
Thermo Fisher Scientific Inc. TMO 32 23.75 99.21% 91.67% 90.48% 92.06%
Anthem, Inc. ANTM 41.42 34.3 99.21% 100.00% 42.86% 53.17%
Humana Inc. HUM 33.77 30.32 99.21% 97.42% 30.95% 46.83%

Note: Please see our Options FAQs to learn more about Implied Volatility and other advanced options volatility measures

S&P 500 Stocks with most Expensive 3-Month Volatility (Percentile)

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Name Ticker 1-Month Implied Volatility 3-Month Implied Volatility 1-Month
Percentile
3-Month
Percentile
1-Month Percentile for Implied-Realized Spread 3-Month Percentile for Implied-Realized Spread
Anthem, Inc. ANTM 41.42 34.3 99.21% 100.00% 42.86% 53.17%
Centene Corporation CNC 49.16 43.13 99.60% 99.60% 46.43% 75.79%
Humana Inc. HUM 33.77 30.32 99.21% 97.42% 30.95% 46.83%
UnitedHealth Group Incorporated UNH 28.91 26.54 94.05% 96.03% 36.51% 49.60%
HCA Healthcare, Inc. HCA 34.29 31.17 94.44% 95.63% 22.62% 50.40%

Note: Please see our Options FAQs to learn more about Implied Volatility and other advanced options volatility measures

ETFs with most Cheapest 1-Month Volatility (Percentile)

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Name Ticker 1-Month Implied Volatility 3-Month Implied Volatility 1-Month
Percentile
3-Month
Percentile
1-Month Percentile for Implied-Realized Spread 3-Month Percentile for Implied-Realized Spread
SPDR Gold Trust GLD 8.03 9.02 0.40% 4.56% 16.27% 3.17%
Invesco CurrencyShares Euro Trust FXE 4.52 5.33 0.40% 1.19% 44.84% 17.06%
Direxion Daily Financial Bull 3X Shares FAS 26.1 29.03 0.40% 0.79% 3.97% 43.65%
ProShares UltraShort Gold GLL 16.37 17.86 0.40% 0.79% 16.67% 0.79%
Direxion Daily MSCI Emerging Markets Bull 3X Shares EDC 40.36 45.82 0.40% 1.59% 18.25% 84.13%

Note: Please see our Options FAQs to learn more about Implied Volatility and other advanced options volatility measures

ETFs with most Cheapest 3-Month Volatility (Percentile)

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Name Ticker 1-Month Implied Volatility 3-Month Implied Volatility 1-Month
Percentile
3-Month
Percentile
1-Month Percentile for Implied-Realized Spread 3-Month Percentile for Implied-Realized Spread
United States Oil Fund LP USO 23.09 23.18 2.78% 0.40% 80.16% 70.24%
ProShares UltraShort 20+ Year Treasury TBT 16.01 16.07 4.37% 0.40% 6.35% 0.40%
iShares MSCI Emerging Markets ETF EEM 14.03 14.97 0.79% 0.40% 24.60% 60.71%
Invesco DB US Dollar Index Bullish Fund UUP 5.37 5.19 2.38% 0.40% 94.84% 17.86%
ProShares UltraShort Gold GLL 16.37 17.86 0.40% 0.79% 16.67% 0.79%

Note: Please see our Options FAQs to learn more about Implied Volatility and other advanced options volatility measures

S&P 500 Stocks with most Cheapest 1-Month Volatility (Percentile)

On Mobile/Tablet scroll to the right.

Name Ticker 1-Month Implied Volatility 3-Month Implied Volatility 1-Month
Percentile
3-Month
Percentile
1-Month Percentile for Implied-Realized Spread 3-Month Percentile for Implied-Realized Spread
Fastenal Company FAST 18.16 19.24 0.40% 0.40% 9.52% 62.70%
Tiffany & Co. TIF 17.91 23.81 0.40% 21.63% 54.37% 97.22%
Dollar General Corporation DG 16.86 21.93 0.40% 22.22% 62.70% 71.83%
Dollar Tree, Inc. DLTR 18.14 25.94 0.60% 30.75% 37.30% 96.43%
Best Buy Co., Inc. BBY 22.25 31.75 0.79% 26.39% 74.60% 31.75%

Note: Please see our Options FAQs to learn more about Implied Volatility and other advanced options volatility measures

S&P 500 Stocks with most Cheapest 3-Month Volatility (Percentile)

On Mobile/Tablet scroll to the right.

Name Ticker 1-Month Implied Volatility 3-Month Implied Volatility 1-Month
Percentile
3-Month
Percentile
1-Month Percentile for Implied-Realized Spread 3-Month Percentile for Implied-Realized Spread
Kimberly-Clark Corporation KMB 20.02 17.36 44.44% 0.40% 100.00% 100.00%
Fastenal Company FAST 18.16 19.24 0.40% 0.40% 9.52% 62.70%
Synchrony Financial SYF 21.41 22.71 2.38% 0.40% 53.57% 99.21%
The Charles Schwab Corporation SCHW 22.06 22.18 12.70% 0.40% 15.48% 44.44%
Philip Morris International Inc. PM 18.73 19.3 19.44% 0.40% 79.76% 47.62%

Note: Please see our Options FAQs to learn more about Implied Volatility and other advanced options volatility measures

Global Stock Indice Price Returns

 

 

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