Major Bullish Block Trades in TJX Companies (TJX) and Canada Goose (GOOS)
May 30, 2019
Major Stock Block Trades From Wednesday
Bullish
- GOOS Seller 8,000 Jun 30 puts (collects $.225 to open write, more than 13,000 trade total, ref. 35.64)
- TJX Buyer 6,700 Jun 50 calls trade (paid $.50, more than 11,000 trade total, ref. 49.15)
Bearish
- DVA 10,212 Jun 42.5 puts trade (appears bought to open, $.96, ref. 44.83)
- YPF Seller 30,000 Jan 18 – 23 call spreads tied to stock (appears closing on both legs, collects $.81, ref. 14.93)
Major ETFs Block Trades From Wednesday
Bullish
- VIXW Seller 16,000 Jun 26th 24 calls (collects $.65, ref. 17.96 (Jun 26th))
- TLT 15,048 May 31st 130 calls trade ($.40, appears sold to close, ref. 129.68)
Bearish
- XLF Seller 88,478 Jun 27 – 24 put spreads to Buy 167,970 Jul 26 – 23 put spreads (rolls out and down, ref. 26.41)
- HYG Buyer 100,000 Jun 83.5 - 82.5 put spreads (paid $.14, ref. 85.42)
Implied Volatility Data For Liquid Macro Index ETFs
On Mobile/Tablet scroll to the right.
| 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 |
16.49 |
78.57% |
15.88 |
75.79% |
0.96 |
11.9% |
61.51% |
78.17% |
| Invesco QQQ Trust |
QQQ |
21.81 |
75.4% |
20.54 |
75.0% |
0.94 |
18.65% |
66.27% |
92.86% |
| iShares Russell 2000 ETF |
IWM |
20.22 |
78.57% |
18.77 |
76.19% |
0.93 |
14.29% |
41.27% |
54.37% |
| SPDR EURO STOXX 50 ETF |
FEZ |
19.46 |
88.1% |
16.13 |
64.09% |
0.83 |
3.57% |
74.21% |
72.22% |
| iShares MSCI Emerging Markets ETF |
EEM |
18.81 |
61.51% |
18.09 |
42.66% |
0.96 |
19.64% |
35.32% |
75.4% |
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)
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 |
| Teucrium Corn Fund |
CORN |
36.77 |
34.81 |
100.00% |
100.00% |
87.30% |
100.00% |
| iPath Series B Bloomberg Coffee Subindex Total Return ETN |
JO |
34.35 |
33.03 |
100.00% |
100.00% |
82.54% |
99.60% |
| iShares 7-10 Year Treasury Bond ETF |
IEF |
6.06 |
5.47 |
96.43% |
92.06% |
74.60% |
61.90% |
| iShares MSCI Europe Financials ETF |
EUFN |
26.73 |
21.34 |
92.46% |
86.51% |
90.08% |
88.10% |
| iShares MSCI Germany ETF |
EWG |
20.49 |
17.96 |
88.49% |
71.03% |
70.24% |
92.46% |
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)
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 |
| Teucrium Corn Fund |
JO |
34.35 |
33.03 |
100.00% |
100.00% |
82.54% |
99.60% |
| iPath Series B Bloomberg Coffee Subindex Total Return ETN |
CORN |
36.77 |
34.81 |
100.00% |
100.00% |
87.30% |
100.00% |
| iShares 7-10 Year Treasury Bond ETF |
IEF |
6.06 |
5.47 |
96.43% |
92.06% |
74.60% |
61.90% |
| VanEck Vectors Semiconductor ETF |
SMH |
30.6 |
28.77 |
85.71% |
88.10% |
53.17% |
72.22% |
| VanEck Vectors Oil Services ETF |
OIH |
37.8 |
35.04 |
85.71% |
87.70% |
66.67% |
65.48% |
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)
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 |
| The Gap, Inc. |
GPS |
59.76 |
47.05 |
100.00% |
100.00% |
94.05% |
100.00% |
| Ulta Beauty, Inc. |
ULTA |
47.2 |
38.98 |
100.00% |
98.41% |
74.60% |
92.86% |
| The Kroger Co. |
KR |
44.9 |
35.83 |
100.00% |
100.00% |
99.21% |
87.70% |
| Keysight Technologies, Inc. |
KEYS |
40.14 |
34.72 |
98.81% |
96.83% |
36.51% |
63.49% |
| Mylan N.V. |
MYL |
49.23 |
51.51 |
98.81% |
99.21% |
14.29% |
44.84% |
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)
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 |
| The Gap, Inc. |
GPS |
59.76 |
47.05 |
100.00% |
100.00% |
94.05% |
100.00% |
| The Kroger Co. |
KR |
44.9 |
35.83 |
100.00% |
100.00% |
99.21% |
87.70% |
| The Kraft Heinz Company |
KHC |
38.85 |
34.93 |
98.81% |
99.60% |
55.16% |
99.21% |
| QUALCOMM Incorporated |
QCOM |
36 |
36.7 |
85.71% |
99.60% |
13.89% |
11.11% |
| Mylan N.V. |
MYL |
49.23 |
51.51 |
98.81% |
99.21% |
14.29% |
44.84% |
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)
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 |
| ProShares UltraShort Gold |
GLL |
16.39 |
17.08 |
2.18% |
0.79% |
52.38% |
37.30% |
| iShares Silver Trust |
SLV |
14.13 |
15.15 |
3.77% |
13.10% |
32.54% |
70.63% |
| Invesco CurrencyShares Euro Trust |
FXE |
5.23 |
5.32 |
6.94% |
2.38% |
98.81% |
53.57% |
| Invesco CurrencyShares British Pound Sterling Trust |
FXB |
7.38 |
8.21 |
8.73% |
23.61% |
56.75% |
19.84% |
| SPDR Gold Trust |
GLD |
8.6 |
8.72 |
9.13% |
1.98% |
66.27% |
54.37% |
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)
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 |
| ProShares UltraShort Gold |
GLL |
16.39 |
17.08 |
2.18% |
0.79% |
52.38% |
37.30% |
| SPDR Gold Trust |
GLD |
8.6 |
8.72 |
9.13% |
1.98% |
66.27% |
54.37% |
| Invesco CurrencyShares Euro Trust |
FXE |
5.23 |
5.32 |
6.94% |
2.38% |
98.81% |
53.57% |
| Invesco CurrencyShares Canadian Dollar Trust |
FXC |
5.36 |
5.58 |
11.11% |
5.95% |
82.14% |
92.86% |
| Invesco CurrencyShares Australian Dollar Trust |
FXA |
7.76 |
7.79 |
12.30% |
6.35% |
98.41% |
94.84% |
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 |
| Anadarko Petroleum Corporation |
APC |
14.37 |
16.77 |
5.56% |
6.75% |
16.27% |
6.75% |
| Evergy, Inc. |
EVRG |
14.15 |
15.55 |
9.69% |
16.33% |
40.31% |
59.18% |
| Celgene Corporation |
CELG |
15.41 |
17.01 |
10.32% |
16.27% |
62.30% |
40.08% |
| Charter Communications, Inc. |
CHTR |
21.99 |
23.79 |
10.32% |
7.54% |
55.16% |
94.44% |
| Cboe Global Markets, Inc. |
CBOE |
19.8 |
20.04 |
10.91% |
4.76% |
34.52% |
77.78% |
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 |
| AutoZone, Inc. |
AZO |
23.47 |
22.9 |
38.89% |
2.98% |
29.76% |
76.19% |
| Cboe Global Markets, Inc. |
CBOE |
19.8 |
20.04 |
10.91% |
4.76% |
34.52% |
77.78% |
| Capri Holdings Limited |
CPRI |
38.86 |
43.28 |
33.33% |
5.56% |
2.78% |
58.33% |
| Anadarko Petroleum Corporation |
APC |
14.37 |
16.77 |
5.56% |
6.75% |
16.27% |
6.75% |
| Charter Communications, Inc. |
CHTR |
21.99 |
23.79 |
10.32% |
7.54% |
55.16% |
94.44% |
Note: Please see our Options FAQs to learn more about Implied Volatility and other advanced options volatility measures
Global Stock Indice Price Returns