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Major Bearish Block Trades in Uber Technologies (UBER) and Intel Corporation (INTC)

Jun 20, 2019

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Major Stock Block Trades From Wednesday

Bullish
  • CZR 37.75 Jul 10 calls trade (paid b/w $.48 and $.56 for VWAP of $.51, ref. 10.07)  
  • LEN 2,800 Jul 52.5 – 57.5 call spreads trade (opening, $1.05, ref. 50.76)
Bearish
  • INTC Buyer 13,000 Jun 47 – Jun 28th 48.5 call spreads (paid $.30 to roll write out and up, ref. 47.24) 
  • UBER Buyer 2,200 Jun 28th 44 puts (paid $.80, ref. 45.29)

Major ETFs Block Trades From Wednesday

Bullish
  • USO 15,000 Aug 2nd 11.5 calls trade tied to stock (appears bought to open, $.51, ref. 11.26) 
  • XLU 8,000 Jul 12th 60 – 62 call spreads trade ($.65, ref. 60.37)
Bearish
  • TLT Buyer 94,000 Jul 128 – 126 put spreads (paid $.26 to open, ref. 131.65) 
  • VIX Buyer 25,000 Jul 20 – 24 – 28 call flies (paid $.22, ref. 16.48 (Jul))

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 11.96 47.62% 13.73 53.17% 1.15 69.44% 29.37% 57.14%
Invesco QQQ Trust QQQ 17.23 48.81% 17.22 44.05% 1.00 46.43% 29.76% 46.43%
iShares Russell 2000 ETF IWM 15.92 51.59% 16.23 53.17% 1.02 61.9% 38.49% 41.67%
SPDR EURO STOXX 50 ETF FEZ 13.9 37.1% 13.71 9.92% 0.99 38.29% 26.19% 44.84%
iShares MSCI Emerging Markets ETF EEM 16.59 27.78% 16.9 19.05% 1.02 47.82% 79.37% 65.48%

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 35.9 34.74 97.62% 98.41% 73.02% 92.46%
iShares Edge MSCI Min Vol EAFE ETF EFAV 17.8 9.88 97.22% 24.40% 86.11% 25.00%
SPDR Gold Trust GLD 11.4 11.55 96.83% 96.83% 87.30% 98.02%
Invesco Senior Loan ETF BKLN 16.03 19.53 95.24% 100.00% 94.84% 100.00%
iShares 7-10 Year Treasury Bond ETF IEF 6.35 5.91 93.65% 92.46% 76.19% 70.24%

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
Invesco Senior Loan ETF BKLN 16.03 19.53 95.24% 100.00% 94.84% 100.00%
iShares 1-3 Year Treasury Bond ETF SHY 21.89 15.33 90.08% 98.81% 73.81% 94.84%
Teucrium Corn Fund CORN 35.9 34.74 97.62% 98.41% 73.02% 92.46%
SPDR Gold Trust GLD 11.4 11.55 96.83% 96.83% 87.30% 98.02%
ProShares UltraShort Gold GLL 22.26 22.65 88.89% 94.84% 83.33% 96.03%

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
Rollins, Inc. ROL 31.02 24.24 95.24% 83.73% 93.65% 26.19%
The Kroger Co. KR 41.99 34.02 94.44% 88.49% 92.06% 94.44%
McCormick & Company, Incorporated MKC 27.51 21.54 92.86% 69.44% 85.32% 94.44%
Allergan plc AGN 33.48 35.4 92.86% 97.62% 14.29% 67.46%
Ecolab Inc. ECL 22.22 21.1 92.46% 94.44% 35.71% 86.51%

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 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
Allergan plc AGN 33.48 35.4 92.86% 97.62% 14.29% 67.46%
Lamb Weston Holdings, Inc. LW 25.76 28.53 71.43% 96.03% 25.79% 57.14%
DISH Network Corporation DISH 50.71 53.96 82.94% 95.63% 97.22% 99.60%
Ecolab Inc. ECL 22.22 21.1 92.46% 94.44% 35.71% 86.51%
Macerich Company MAC 28.44 31.56 66.67% 94.44% 23.41% 49.21%

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
VanEck Vectors Russia ETF RSX 16.06 17.98 0.40% 0.79% 37.30% 78.57%
Invesco CurrencyShares British Pound Sterling Trust FXB 6.08 6.98 0.79% 1.59% 19.05% 21.43%
Invesco CurrencyShares Australian Dollar Trust FXA 7.02 7.57 2.78% 3.97% 94.05% 89.68%
WisdomTree Japan Hedged Equity Fund DXJ 12.14 15.42 2.78% 38.49% 5.56% 34.13%
iShares J.P. Morgan USD Emerging Markets Bond ETF EMB 4.71 5.5 5.36% 7.94% 2.78% 19.44%

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
VanEck Vectors Russia ETF RSX 16.06 17.98 0.40% 0.79% 37.30% 78.57%
Invesco CurrencyShares British Pound Sterling Trust FXB 6.08 6.98 0.79% 1.59% 19.05% 21.43%
Vanguard FTSE Europe ETF VGK 11.59 11.58 16.47% 1.59% 12.70% 21.43%
Invesco CurrencyShares Euro Trust FXE 5.14 5.25 5.95% 1.98% 26.19% 88.10%
Direxion Daily MSCI Brazil Bull 3X Shares BRZU 87.87 83.81 23.02% 3.17% 90.08% 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 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
Assurant, Inc. AIZ 19.3 20.92 0.40% 0.79% 57.54% 51.98%
Nektar Therapeutics NKTR 47.15 61.03 0.40% 32.94% 13.89% 63.10%
DENTSPLY SIRONA Inc. XRAY 19.47 22.65 0.40% 4.76% 45.63% 60.32%
Dollar General Corporation DG 16.81 18.61 0.79% 0.40% 12.70% 34.92%
The Hartford Financial Services Group, Inc. HIG 14.94 18.26 1.98% 19.05% 19.84% 70.24%

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
Red Hat, Inc. RHT 6.84 2.03 22.42% 0.40% 61.90% 24.21%
Dollar General Corporation DG 16.81 18.61 0.79% 0.40% 12.70% 34.92%
Assurant, Inc. AIZ 19.3 20.92 0.40% 0.79% 57.54% 51.98%
Campbell Soup Company CPB 23.77 24.58 6.35% 1.19% 2.38% 18.65%
AutoZone, Inc. AZO 19.61 22.98 3.57% 3.97% 31.35% 60.32%

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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