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Major Bearish Block Trades in Micron (MU) and Uber Technologies (UBER)

May 29, 2019

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Major Stock Block Trades From Tuesday

Bullish
  • HAL Seller 10,000 Jul 20 puts to Buy 10,000 Jul 25 calls (paid roughly $.10 avg., opening, ref. 22.87) 
  • AVP Buyer 15,000 Jan 3 – 5 call spreads (opening, paid $.93, ref. 3.87)
Bearish
  • MU Buyer 10,000 Oct 30 – 25 put spreads (untied, paid $1.40, ref. 33.09) 
  • UBER Buyer 5,000 May 31st 40 puts (paid $.95, Earnings 5/30 after the close, ref. 40.89)

Major ETFs Block Trades From Tuesday

Bullish
  • TLT 6,000 Jun 14th 130.5 calls trade (appears bought, $.47, ref. 128.72) 
  • GLD Buyer 10,100 Aug 127 calls (paid $.53, ref. 120.80)
Bearish
  • VNQ Buyer 7,500 Sep 83 puts (paid $1.05 to open, ref. 88.04) 
  • VIX Buyer 12,000 Jun 20 calls (paid $.775, ref. 16.85 (Jun))

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 16.06 76.59% 15.62 74.01% 0.97 14.48% 58.73% 77.78%
Invesco QQQ Trust QQQ 21.37 74.6% 20.28 73.41% 0.95 20.44% 63.1% 92.86%
iShares Russell 2000 ETF IWM 19.79 75.79% 18.1 71.03% 0.91 8.33% 38.49% 46.43%
SPDR EURO STOXX 50 ETF FEZ 18.79 85.71% 15.1 44.44% 0.80 1.19% 59.92% 59.52%
iShares MSCI Emerging Markets ETF EEM 19.29 65.08% 18.28 46.43% 0.95 16.87% 51.59% 79.37%

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
Teucrium Corn Fund CORN 36.04 33.05 100.00% 100.00% 85.71% 99.21%
iPath Series B Bloomberg Coffee Subindex Total Return ETN JO 33.51 31.66 99.60% 100.00% 90.08% 97.62%
iShares MSCI Europe Financials ETF EUFN 27.97 20.77 95.63% 81.35% 94.05% 78.57%
iShares 7-10 Year Treasury Bond ETF IEF 5.65 5.53 93.25% 92.86% 63.89% 62.70%
iShares MSCI Germany ETF EWG 20.97 17.22 90.48% 61.11% 76.59% 88.10%

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
iPath Series B Bloomberg Coffee Subindex Total Return ETN JO 33.51 31.66 99.60% 100.00% 90.08% 97.62%
Teucrium Corn Fund CORN 36.04 33.05 100.00% 100.00% 85.71% 99.21%
iShares 7-10 Year Treasury Bond ETF IEF 5.65 5.53 93.25% 92.86% 63.89% 62.70%
VanEck Vectors Semiconductor ETF SMH 30.01 28.38 83.13% 87.50% 50.00% 67.86%
iShares PHLX Semiconductor ETF SOXX 30.04 28.47 80.95% 87.30% 46.83% 61.51%

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
Mylan N.V. MYL 51.67 51.55 100.00% 99.60% 17.46% 44.05%
The Gap, Inc. GPS 58.42 45.91 100.00% 99.60% 94.05% 100.00%
The Kroger Co. KR 42.12 35.55 99.60% 99.21% 98.81% 86.11%
Keysight Technologies, Inc. KEYS 39.57 34.43 98.02% 96.03% 35.71% 64.29%
Ulta Beauty, Inc. ULTA 43.09 36.6 98.02% 91.67% 73.81% 82.94%

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
QUALCOMM Incorporated QCOM 36.16 36.35 88.10% 99.60% 15.08% 10.71%
The Gap, Inc. GPS 58.42 45.91 100.00% 99.60% 94.05% 100.00%
Mylan N.V. MYL 51.67 51.55 100.00% 99.60% 17.46% 44.05%
The Kraft Heinz Company KHC 36.2 34.1 96.43% 99.60% 50.79% 98.81%
The Kroger Co. KR 42.12 35.55 99.60% 99.21% 98.81% 86.11%

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 8.26 8.84 1.98% 4.17% 55.95% 56.75%
Invesco CurrencyShares Euro Trust FXE 5.06 5.22 4.37% 0.99% 98.81% 48.02%
Invesco CurrencyShares Australian Dollar Trust FXA 7.28 7.83 4.96% 7.94% 96.03% 96.03%
ProShares UltraShort Euro EUO 10.37 10.55 7.74% 3.97% 98.81% 61.51%
KraneShares CSI China Internet ETF KWEB 22.68 30.21 7.94% 56.75% 2.38% 88.49%

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
Invesco CurrencyShares Euro Trust FXE 5.06 5.22 4.37% 0.99% 98.81% 48.02%
iShares Silver Trust SLV 14.51 14.56 9.13% 1.59% 39.29% 60.71%
ProShares UltraShort Euro EUO 10.37 10.55 7.74% 3.97% 98.81% 61.51%
SPDR Gold Trust GLD 8.26 8.84 1.98% 4.17% 55.95% 56.75%
ProShares UltraShort Gold GLL 17.34 17.73 12.30% 5.95% 61.51% 51.19%

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)

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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
Anadarko Petroleum Corporation APC 11.35 15.45 2.78% 6.35% 11.90% 6.35%
Evergy, Inc. EVRG 13.34 14.86 5.13% 6.15% 19.49% 52.82%
Eversource Energy ES 12.92 13.7 8.73% 16.67% 15.87% 80.56%
Celgene Corporation CELG 14.88 14.57 8.73% 10.32% 59.52% 36.90%
Public Storage PSA 14.91 16.81 10.32% 16.47% 36.11% 85.71%

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
Macy's, Inc. M 34.33 37.21 32.94% 1.19% 87.70% 92.86%
AutoZone, Inc. AZO 21.34 21.78 21.43% 1.98% 25.79% 73.02%
The Western Union Company WU 20.66 20.53 39.29% 4.76% 78.17% 71.03%
Everest Re Group, Ltd. RE 18.06 18.1 14.68% 5.95% 13.49% 50.79%
Evergy, Inc. EVRG 13.34 14.86 5.13% 6.15% 19.49% 52.82%

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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