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Major Bullish and Bearish Trades in Tesla (TSLA)

Jun 14, 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
  • WDC Buyer 16,000 Jan 55 – 65 call spreads (paid $.63 to open, ref. 36.44)  
  • TSLA 5,000 Jul 250 calls trade tied to stock (appears bought, $3.95, ref. 212.68)
Bearish
  • MAT 5,000 Aug 12 puts trade (appears bought to open, $1.30, ref. 11.62) 
  • TSLA 4,995 Jun 187.5 puts trade (appears bought, $.84, ref. 212.26)

Major ETFs Block Trades From Thursday

Bullish
  • ASHR Buyer 18,000 Jul 5th – Jul 12th 27.5 call spreads (paid $.10 to roll calls out, ref. 26.75) 
  • JNK 10,000 Sep 108 – 109 1x2 call spreads trade (even, opening, ref. 107.92)
Bearish
  • SPY Seller 5,500 Jun 295 calls to Buy 11,000 Jun 284 – 275 1x2 put spreads (ref. 289.13) 
  • TLT Buyer 20,000 Jun - Jul 5th 129 put spreads (paid $.49 to roll out, ref. 131.11)

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 13.62 60.32% 14.72 66.67% 1.08 45.04% 42.86% 57.14%
Invesco QQQ Trust QQQ 18.48 57.54% 18.27 59.13% 0.99 41.07% 30.95% 51.19%
iShares Russell 2000 ETF IWM 17.69 62.5% 17.42 62.3% 0.98 37.3% 46.03% 33.33%
SPDR EURO STOXX 50 ETF FEZ 15.24 54.76% 14.24 25.99% 0.93 15.87% 48.81% 37.7%
iShares MSCI Emerging Markets ETF EEM 17.78 46.63% 17.63 32.94% 0.99 32.34% 92.86% 82.94%

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
iShares MSCI Eurozone ETF EZU 25.11 13.75 99.60% 25.79% 99.60% 33.33%
Direxion Daily 20+ Year Treasury Bull 3X Shares TMF 35.43 32.07 97.62% 90.08% 59.13% 62.30%
iShares 7-10 Year Treasury Bond ETF IEF 6.55 6.01 95.63% 95.83% 71.83% 61.11%
Teucrium Corn Fund CORN 32.96 33.54 94.44% 98.41% 65.08% 91.27%
Direxion Daily 20+ Year Treasury Bear 3X Shares TMV 33.9 32.04 92.86% 88.89% 46.83% 59.13%

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
Teucrium Corn Fund CORN 32.96 33.54 94.44% 98.41% 65.08% 91.27%
iShares 7-10 Year Treasury Bond ETF IEF 6.55 6.01 95.63% 95.83% 71.83% 61.11%
iPath Series B Bloomberg Coffee Subindex Total Return ETN JO 31.3 30.74 92.46% 94.44% 8.33% 38.89%
Direxion Daily Junior Gold Miners Index Bull 3X Shares JNUG 89.74 91.46 86.90% 93.65% 55.95% 73.81%
Direxion Daily Junior Gold Miners Index Bear 3X Shares JDST 88.21 89.29 87.30% 93.25% 53.97% 73.41%

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
Broadcom Inc. AVGO 39.39 35.06 92.46% 86.51% 52.38% 99.21%
The Kroger Co. KR 40.2 33.99 91.67% 89.68% 87.70% 94.84%
FedEx Corporation FDX 34.4 30.46 91.67% 89.09% 61.51% 68.65%
Morgan Stanley DWDP 35.7 32.56 91.67% 92.46% 66.27% 13.49%
Constellation Brands, Inc. STZ 34.18 28.56 91.47% 88.49% 44.44% 50.40%

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
Fluor Corporation FLR 34.82 43.99 49.60% 97.62% 59.13% 40.08%
CenturyLink, Inc. CTL 38.02 45.19 59.92% 96.03% 41.27% 97.62%
Western Digital Corporation WDC 48.79 51.42 70.44% 96.03% 41.27% 70.24%
The Walt Disney Company DIS 22.94 23.85 73.81% 95.04% 58.33% 20.24%
Allergan plc AGN 28.53 31.81 58.13% 94.84% 23.81% 79.76%

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
Invesco CurrencyShares Australian Dollar Trust FXA 7.06 7.66 2.78% 4.56% 86.90% 90.87%
Invesco CurrencyShares British Pound Sterling Trust FXB 6.66 7.13 3.97% 1.59% 88.49% 22.62%
VanEck Vectors Russia ETF RSX 17.54 18.77 5.75% 4.76% 63.49% 75.00%
Invesco DB US Dollar Index Bullish Fund UUP 5.6 5.86 5.95% 6.15% 51.59% 77.78%
ProShares UltraShort Euro EUO 10.52 10.7 11.11% 5.56% 67.46% 92.86%

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 British Pound Sterling Trust FXB 6.66 7.13 3.97% 1.59% 88.49% 22.62%
Invesco CurrencyShares Australian Dollar Trust FXA 7.06 7.66 2.78% 4.56% 86.90% 90.87%
VanEck Vectors Russia ETF RSX 17.54 18.77 5.75% 4.76% 63.49% 75.00%
ProShares UltraShort Euro EUO 10.52 10.7 11.11% 5.56% 67.46% 92.86%
Invesco DB US Dollar Index Bullish Fund UUP 5.6 5.86 5.95% 6.15% 51.59% 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 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
Assurant, Inc. AIZ 20.09 21.43 1.19% 5.56% 24.21% 46.43%
PulteGroup, Inc. PHM 23.81 27.29 1.39% 25.40% 46.83% 95.24%
Under Armour, Inc. UAA 33.54 44.01 3.97% 38.89% 17.46% 59.52%
Extra Space Storage Inc. EXR 16.46 18.31 3.97% 21.23% 41.27% 55.56%
Celgene Corporation CELG 13.19 15.13 3.97% 13.49% 57.94% 41.67%

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
Campbell Soup Company CPB 25.52 24.91 13.89% 1.19% 7.14% 15.87%
Dollar General Corporation DG 17.74 19.53 7.94% 1.98% 17.06% 45.24%
The J. M. Smucker Company SJM 20.36 21 9.13% 3.97% 37.30% 90.48%
Discovery, Inc. DISCA 30.28 31.23 4.96% 5.16% 34.13% 15.08%
Assurant, Inc. AIZ 20.09 21.43 1.19% 5.56% 24.21% 46.43%

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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