About a month ago, using data supplied by Schaeffer's Quantitative Analyst Chris Prybal, I examined four stocks to watch in June. As we approach July, I decided to repeat this exercise to determine a few names with the potential to make big upside moves next month. This time around, we'll take a look at Amazon.com, Inc. (NASDAQ:AMZN), Goldman Sachs Group Inc (NYSE:GS), and VASCO Data Security International, Inc. (NASDAQ:VDSI).

Below, you'll find a list of 40 stocks with positive returns at least 80% of the time in the last 10 years, during the month of July. This data comes courtesy of Schaeffer's Senior Quantitative Analyst Rocky White. Under the list, you'll also find some commentary on the three aforementioned names -- AMZN, GS, and VDSI -- and why they could be poised for another outsized move in July.

Amazon.com, Inc. (NASDAQ:AMZN)

AMZN has been a beast in 2015, powering 40% higher to $433.57. In fact, the stock hit a record peak of $452.65 in late April following a well-received earnings report. Today, the shares are getting a lift from news of the company's expansion of its Mexican storefront and its small business loan program. If past is prologue, additional gains could be on the way. In eight of the past 10 Julys, the shares have advanced -- with an average one-month return of 5.1%.

This technical tenacity hasn't convinced everyone. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), AMZN has racked up a 50-day put/call volume ratio of 0.87 -- in the 70th annual percentile. Should the weaker bearish hands begin to hit the exits, it could add fuel to the stock's fire.

Goldman Sachs Group Inc (NYSE:GS)

GS is consolidating atop its 40-day moving average, after jumping to a post-recession high of $218.77 last week. At $209.76, the stock has advanced 26% year-over-year. Clear skies could be ahead, too. The shares have rallied nine times over the previous 10 Julys, and sport an average single-month gain of 4.3%.

Analysts have been slow to recognize this upward trend. Twelve of 14 brokerage firms still rate GS a "hold" or "strong sell." Plus, the stock's average 12-month price target of $212.35 stands at a slim 1.2% premium to its current perch. A round of upgrades and/or price-target boosts could add fuel to the equity's fire.

In separate news, GS settled charges today with the Securities and Exchange Commission (SEC) for sending incorrect options trades, agreeing to pay a $7 million fine. Looking ahead, the investment bank will hold its investor relations forum this Friday.

VASCO Data Security International, Inc. (NASDAQ:VDSI)

​VDSI has been a technical titan. Today, the stock has added 3.3% at $30.47, bringing its year-over-year lead to more than 150%. July looks bright, too, with the shares positive 80% of the time in the past decade, and averaging a one-month gain of 8.3%.

All things considered, VDSI is likely putting the pressure on short sellers. A brow-raising 45.8% of the stock's float is sold short, equating to nearly seven sessions' worth of pent-up buying demand, at average daily volumes. To put matters plainly, the shares are set to run on short-covering activity.

Despite news that the company intends to buy security firm OpenDNS, Cisco Systems, Inc. (NASDAQ:CSCO) is up just 0.2% today at $27.58. Meanwhile, it looks like traders are betting on downside in the short term, as puts are crossing at 1.5 times the typical afternoon pace. The July 26.50 strike appears to be seeing buy-to-open activity, as traders bet on the shares breaching $26.50 by the close on Friday, July 17, when front-month options expire.

This focus on puts is part of an ongoing trend in the stock's option pits. CSCO's 50-day International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) put/call volume ratio of 0.45 ranks higher than 68% of all similar readings from the past year. In other words, put buying has been more popular than normal of late on the stock.

Even though the stock hasn't been particularly strong today, it remains a long-term outperformer, gaining 10% year-over-year. What's more, CSCO could see support from its rising 200-day moving average, a trendline that contained the shares losses earlier today. 

Another indicator to look at is Cisco Systems, Inc.'s (NASDAQ:CSCO) 14-day Relative Strength Index (RSI), which comes in at 30. This means the stock has reached oversold territory, and could be on the verge of a technical comeback. If this does happen, an unwinding of the pessimism surrounding CSCO could act as a tailwind. 

Rumors are swirling as to what could be the catalyst behind today's Twitter Inc (NYSE:TWTR) rally, which has the stock up 5.1% at $35.96 -- and on track for its biggest one-day percentage gain since late March. Some are speculating the company could be a potential takeover target, while others are tossing around the idea that a new CEO could be announced -- just weeks after Dick Costolo resigned from the position. Regardless, the move has prompted a rush of call activity in the equity's options pits, with the contracts crossing the tape at two times the average intraday rate -- and outpacing puts by a 4-to-1 margin.

It appears a number of traders are betting on TWTR to close out the holiday-shortened week on a high note, and are buying to open the equity's weekly 7/2 35-, 35.50-, 36-, and 36.50-strike calls. Other speculators are giving the security a little more time to extend today's rally, and appear to be purchasing new positions at the July 37, 37.50, and 40 calls. These front-month options will expire at the close on Friday, July 17.

Widening the sentiment scope reveals call buyers have been active in recent months. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), TWTR's 50-day call/put volume ratio of 2.66 ranks in the 73rd annual percentile. In other words, calls have been bought to open over puts at a faster-than-usual clip.

Elsewhere on the Street, though, sentiment is more mixed toward Twitter Inc (NYSE:TWTR). Of the 25 brokerage firms covering the shares, 14 maintain a lukewarm "hold" recommendation. Meanwhile, the average 12-month price target of $46.07 stands at a 28% premium to the stock's current perch.

Celgene Corporation (NASDAQ:CELG) is sitting out the rally among biopharmaceutical stocks, despite the company inking a 10-year deal with Juno Therapeutics Inc (NASDAQ:JUNO) to develop immunotherapy treatments. Specifically, while JUNO has surged over 16%, CELG is up a mere 0.6% at $115.57 -- disappointing news for option bulls.

During the last four weeks at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open 2.44 CELG calls for every put. To put that in perspective, the ratio was a more modest 1.45 at the end of May. In other words, bullish betting has picked up in recent weeks.

The brokerage bunch is also exceedingly optimistic. Thirteen analysts currently rate CELG a "buy" or better, compared to three "holds" and not a single "sell." Plus, the stock's consensus 12-month price target of $137.15 stands in never-before-seen territory.

On the charts, Celgene Corporation (NASDAQ:CELG) has struggled to break out of the $120-$122 neighborhood in recent months. Along similar lines, the stock has given back 10.5% since touching a record high of $129.06 in late March -- though it's currently found a foothold atop its 40-day moving average, located at $114.24.

Just one day after the Supreme Court shot down President Barack Obama's domestic environmental initiative, the White House announced a bold renewable energy strategy with Brazil. Specifically, Obama and Brazil President Dilma Rousseff agreed to create 20% of domestic electricity from non-hydropower renewable sources over the next 15 years. The news appears to be having a negative effect on Brazil-based oil-and-gas issue Vale SA (ADR) (NYSE:VALE) -- which is off 4.3% at $5.85, and on track to notch its lowest daily close since early April.

Today's negative price action is nothing new for the stock, though. Since hitting an annual high of $14.93 last July, shares of VALE have surrendered nearly 61% of their value. Pressuring the security lower has been a number of moving averages, including its 80- and 160-day moving averages, and more recently, its 10-day trendline.

In the options pits, speculators are showing a distinct preference for puts over calls, with the former outpacing the latter by a 3-to-1 ratio in today's trading. This is just par for the course, however, per VALE's 10-day International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) put/call volume ratio of 1.30, which ranks in the 69th annual percentile. In other words, puts have been bought to open over calls at an accelerated clip in recent weeks.

Even more telling is VALE's Schaeffer's put/call open interest ratio (SOIR) of 2.30. Not only does this suggest put open interest more than doubles call open interest among options expiring in three months or less, but it ranks just 4 percentage points from a 52-week peak. In other words, speculative players have rarely been as put-skewed as they are now.

This skepticism has spilled outside of the options pits, as well. Although short interest declined 6.8% in the most recent reporting period to 195.2 million shorted shares, it would still take nearly seven sessions to cover, at VALE's average daily pace of trading.

Additionally, of the 13 analysts covering Vale SA (ADR) (NYSE:VALE), 11 maintain a "hold" or worse recommendation. However, VALE's consensus 12-month price target of $7.22 stands at a 23% premium to current trading levels, leaving the door open for a round of price-target hikes, should the stock continue to struggle.

Futures are signaling a big bounce this morning, as Wall Street takes a breather from the Greece debt drama. Meanwhile, among specific equities in focus are packaged food specialist ConAgra Foods Inc (NYSE:CAG), blue chip General Electric Company (NYSE:GE), and insurance broker Willis Group Holdings PLC (NYSE:WSH).

• CAG this morning reported fiscal fourth-quarter earnings that arrived in line with estimates, and announced it is considering unloading its private-label business. Specifically, CEO Sean Connolly said "it has become clear that the time and energy the company is devoting to the private brands turnaround represent a suboptimal use of our resources." Technically speaking, CAG has added nearly 20% in 2015 -- thanks in part to a recent stakeholder-induced bull gap -- and settled last night at $41.33. What's more, the stock topped out at its highest perch on record -- $44.15 -- last Wednesday. Option traders, however, have been quick to initiate long puts over calls in recent months. At the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), ConAgra Foods Inc's 50-day put/call volume ratio of 0.47 ranks in the 78th annual percentile.


• GE is up modestly ahead of the bell on news the company will sell its European private equity financing division to Japan's Sumitomo Mitsui Banking Corp for about $2.2 billion. This follows Monday's reports that General Electric Company will bank roughly $6.9 billion on the sale of its fleet business. On the charts, the stock is up 8.4% from its April 1 low of $24.57, and found a foothold atop its 80-day moving average during yesterday's broad-market bloodbath. Analysts, meanwhile, have been slow to applaud GE's technical tenacity. In fact, five out of 12 still maintain a lukewarm "hold" recommendation, leaving the door open for a round of upgrades to help the stock extend its recent momentum.


• WSH is up 8.3% in electronic trading -- and poised to come within striking distance of its April 15 record high of $49.96 -- after the firm said it is merging with Towers Watson & Co (NASDAQ:TW) in an all-stock deal worth roughly $18 billion. While short-term option traders have shown a preference for puts over calls -- WSH's Schaeffer's put/call open interest ratio (SOIR) of 3.71 sits just 1 percentage point from a 52-week peak -- short sellers have been exiting their bearish positions. Short interest declined 4.2% in the most recent reporting period, and now accounts for just 1.4% of Willis Group Holdings PLC's available float. The stock closed last night at $45.40 -- up 1.3% on the year, and just north of its rising 200-day moving average.

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Analysts are weighing in today on electric automaker Tesla Motors Inc (NASDAQ:TSLA), biotech stock Juno Therapeutics Inc (NASDAQ:JUNO), and Wall Street newcomer Fitbit Inc (NYSE:FIT). Here's a quick roundup of today's bullish brokerage notes on TSLA, JUNO, and FIT.

• TSLA has added 1.5% in electronic trading, after Credit Suisse raised its price target on the stock to $325 from $290 -- well into record-high territory. TSLA closed at $262.02 yesterday, and since touching an annual low of $181.40 on March 27, the shares have been surging higher, now boasting a 17.8% year-to-date lead. Recent option activity at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) has been of the bullish variety. Across these exchanges, 1.36 Tesla Motors Inc calls have been bought to open for every put during the past two weeks. Moreover, this ratio is higher than 78% of all others from the past year.


• JUNO is looking at a cool 32% jump out of the gate, after the company announced it reached a 10-year agreement to develop immunotherapies with Celgene Corporation (NASDAQ:CELG). It's a boost the shares needed, as they closed Monday at $46.30 -- down 11.3% year to date, and off by more than a third from their June 5 all-time high of $69.28. J.P. Morgan Securities apparently approves of the deal, as the brokerage firm raised its price target on JUNO by $17 to $83 -- territory the stock has never before seen. Most analysts are already behind Juno Therapeutics Inc, as 75% of brokerage firms say it's a "strong buy." 


• FIT is getting a lift this morning courtesy of RBC, which initiated coverage on the wearable tech stock with an "outperform" assessment. In a note to clients, the brokerage firm said it expects FIT to "grow revenues rapidly in the next few years." Fitbit Inc opened for trading on June 18 at $30.40 -- well above its initial public offering (IPO) price of $20 -- and closed yesterday at $33.28. So far, the limited option activity on FIT has been rather bullish. In the two sessions that FIT options have been available, traders have bought to open 1.20 calls for every put at the ISE, CBOE, and PHLX. In the front-month option series, peak call open interest consists of 197 contracts at the July 40 strike. 

Analysts are weighing in today on for-profit college operator Apollo Education Group Inc (NASDAQ:APOL), food firm SYSCO Corporation (NYSE:SYY), and semiconductor manufacturer Micron Technology, Inc. (NASDAQ:MU). Here's a quick roundup of today's bearish brokerage notes on APOL, SYY, and MU.

• APOL is bracing for an 9.9% drop out of the gate, after the company's disappointing turn in the earnings confessional and downwardly revised full-year outlook prompted Deutsche Bank and BMO Capital to each reduce their price targets to $20. The stock's had it rough enough, as is, losing more than half of its value in 2015 to settle yesterday at $15.54. Not surprisingly, short-term options traders are put-skewed toward Apollo Education Group Inc. The equity's Schaeffer's put/call open interest ratio (SOIR) of 1.26 sits just 3 percentage points from the top of its annual range.


• SYY received a pair of bearish brokerage notes, with Barclays lowering its price target to $30 from $32, and Deutsche Bank downgrading the stock to a "hold." (On the flip side, Jefferies boosted its price target to $39 from $35.) These analysts are throwing salt on SYSCO Corporation's wounds, as the company's planned merger with US Foods was blocked by a district court judge yesterday. While the shares lost nearly 3% on the news Monday, they're little changed ahead of the bell -- and sitting on a 5.4% year-to-date deficit at $37.24. Taking a step back, brokerage firms are already in the bears' camp when it comes to SYY, with seven of nine doling out "hold" or worse ratings.


• Finally, Jefferies removed MU from its "U.S. Franchise Picks" list. The stock has collapsed since hitting a 12-year high of $36.59 in early December, losing nearly half its value to sit at $18.73, and touching an annual low of $18.60 yesterday. Micron Technology, Inc. is vulnerable to additional bearish brokerage attention, too. Twenty-one analysts currently consider the underperforming shares worthy of a "buy" or better rating, versus just four "holds" and a pair of "strong sells." Plus, the stock's consensus 12-month price target of $30.18 stands at a 61% premium to Monday's close. In other words, MU could run into headwinds on a future round of downgrades and/or price-target cuts.

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The market took a beating on Monday, with the S&P 500 Index (SPX) shedding 2.1%. According to Schaeffer's Senior Quantitative Analyst Rocky White, the SPX has notched a single-day deficit of 2% or more only nine other times going back to 2012. While the next-day returns were mixed -- ranging from a loss of 1.2% in November 2012 and October 2014 to a gain of 1.4% in April 2013, the one-month returns were actually quite bullish. In fact, looking out one month past this rare occurrence, the S&P 500 was positive each of the previous nine times.

Widening the scope to compare this to anytime returns for the S&P 500 Index echoes the idea that Monday's massive sell-off could be positive for the benchmark down the road. While the SPX averages a next-day anytime return of 0.1% versus a next-day loss of 0.1% following a 2% plunge, the rest of the time frames favor the latter. In fact, the SPX averages a one-month return of 4.8% following a 2% drop, and is positive 100% of the time. The one-month anytime returns for the SPX are a slimmer 1.2%, and the index is positive just 69% of the time. Today, the S&P 500 is paring a portion of yesterday's big losses in early trading, on speculation of a last-minute Greek debt deal.

The 20 stocks listed in the table below have attracted the highest total weekly options volume during the past 10 trading days. Names highlighted are new to the list since the last time the study was run, and data is courtesy of Schaeffer's Senior Quantitative Analyst Rocky White. Two names of notable interest are iPad parent Apple Inc. (NASDAQ:AAPL) and e-tailer Alibaba Group Holding Ltd (NYSE:BABA).

AAPL is up 0.9% at $125.67 today, amid the launch of Apple Music. In other news, a federal court of appeals upheld a lower court decision that the company violated federal antitrust laws by conspiring to fix e-book prices. Longer term on the charts, the stock has been stair-stepping its way lower since its late-May high of $132.97.

Amid these losses, options traders have been buying to open AAPL puts over calls at an accelerated clip, per data from the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX). Specifically, the equity's 10-day put/call volume ratio of 0.61 registers in the bearishly skewed 98th annual percentile. Today, however, AAPL is seeing buy-to-open activity at its weekly 7/2 126-strike call -- the equity's most active option -- as speculators wager on upside through this Thursday's close, when the series expires.

Elsewhere on the Street, brokerage firms are bullish toward AAPL. Of the 34 analysts tracking the shares, 22 have doled out "buy" or better assessments; plus, the stock's consensus 12-month price target of $148.75 stands in uncharted territory. Should AAPL continue to churn lower, a round of bearish analyst notes could result in headwinds.

​Shifting gears, BABA is attempting to come back from yesterday's sell-off in Chinese stocks, up 1.7% at $82.46. Helping the shares are reports the company may be trying to acquire India-based online payment platform Paytm. Longer term, however, the security remains a dud, down nearly 21% year-to-date.

In today's options pits, the weekly 7/2 and 7/10 series are popular, accounting for six of the 10 most active strikes -- with potential buy-to-open activity at the weekly 7/2 81.50-strike call, and sell-to-open activity transpiring at the weekly 7/10 85-strike call, according to the ISE. Option bulls have been active in recent weeks, based on BABA's 10-day ISE/CBOE/PHLX call/put volume ratio of 3.86 -- indicating long calls have outpaced puts by a nearly 4-to-1 margin.

As with Apple Inc. (NASDAQ:AAPL), optimism runs high toward Alibaba Group Holding Ltd (NYSE:BABA) within the brokerage bunch. All but one analyst covering the latter stock rates it a "buy" or better, and its consensus 12-month price target of $107.26 sits in waters not charted since late December. This could leave BABA vulnerable to a round of bearish attention.

By now, traders are accustomed to seeing big moves from biotech stocks, in either direction. Today, many biotechs are moving to the upside, which is apparent when looking at the top of the Nasdaq Composite's (COMP) leaderboard. According to Schaeffer's Senior Quantitative Analyst Rocky White, biotech stocks account for 10.8% of the COMP by market cap, making it the second-largest sector in the index (just behind Internet software and services stocks). Leading the charge at midday is Juno Therapeutics Inc (NASDAQ:JUNO), which we looked at earlier this morning. Other biotechs boasting big gains on the COMP are Advaxis, Inc. (NASDAQ:ADXS), Sarepta Therapeutics Inc (NASDAQ:SRPT), Alder Biopharmaceuticals Inc (NASDAQ:ALDR), and BioCryst Pharmaceuticals, Inc. (NASDAQ:BCRX).

• ADXS isn't too far behind JUNO, as the stock's 13% gain has it as the second-leading stock on the COMP, and trading at $19.50. It's been a wild year for the shares, as they have more than doubled in value. However, Advaxis, Inc. has dropped more than 35% since touching a four-year high of $30.13 earlier this month. On the sentiment front, analysts have recognized the equity's longer-term upward trajectory, with 100% of firms rating it a "strong buy."


• SRPT slipped 9.9% yesterday, after fellow biotech BioMarin Pharmaceutical Inc. (NASDAQ:BMRN) announced its muscle disorder drug, drisapersen, was granted priority review status by the FDA. At the same time, however, Sarepta Therapeutics Inc yesterday finished submitting its marketing application for rival drug eteplirsen to the FDA. Today, the shares are fighting back, adding 8.1% to hit $30.47 -- bringing the stock's year-to-date gains back above 100%.


• ALDR was last seen 7.6% higher at $50.50. At this time last year, the shares were only trading at $19.84, so it's been quite the upward ride. As such, options traders have boarded the bullish bandwagon. During the past 10 sessions at the International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX), traders have bought to open 7.2 Alder Biopharmaceuticals Inc calls for each put. However, not everyone's so convinced -- 12.2% of the stock's float is sold short. 


• Even though BCRX hasn't seen the same monster gains as the three stocks above, it's by no means a slouch. The stock was up 18.6% in 2015 before today, and has since added 6.1% to trade at $15.30. BioCryst Pharmaceuticals, Inc. is a favorite among analysts, with 71% saying it's a "strong buy." In fact, just this morning, BofA-Merrill Lynch upgraded the security's rating to a "buy."

A number of Greek stocks listed on U.S. exchanges are getting punished today on escalating default fears. For instance, with Greece's banks shuttered for the week and capital controls in place, the National Bank of Greece (ADR) (NYSE:NBG) is having a nightmare session, down 23.4% at $0.98, and fresh off a record low of $0.88. But NBG's far from the only one -- a number of Greece-based shipping stocks are also getting rocked, including DryShips Inc. (NASDAQ:DRYS), FreeSeas Inc (NASDAQ:FREE), and Safe Bulkers, Inc. (NYSE:SB). Let's take a look at this trio of struggling Greek stocks.

DRYS plunged to an all-time low of $0.63 earlier, and was last seen a shade higher at $0.64. All told, the stock has lost nearly 40% of its value in 2015. Analysts have taken a decisively bearish path toward the underperformer, as well, with 75% labeling it a "hold" or worse. On the flip side, short sellers have been hitting the exits in droves, with short interest on DryShips Inc. (NASDAQ:DRYS) dropping 19.5% over the last two reporting periods.

Shorts have also been fleeing from FREE, with short interest cratering by 77% during the most recent reporting period. These bears missed a golden opportunity. The shares are down 12.7% today at at $2.61. Amazingly, one year ago, FreeSeas Inc (NASDAQ:FREE) was was trading at $255.

On the flip side, short sellers have been upping the ante on SB. During the last two reporting periods, short interest rose 13.7%, and now makes up one-fifth of the equity's float -- or more than 11 sessions' worth of trading, at the stock's typical volume. These speculators are in luck -- the stock has stumbled 5.3% this afternoon to $3.20. At the same time, however, analysts may be re-examining their positions on Safe Bulkers, Inc. (NYSE:SB), as two-thirds have doled out "buy" or better endorsements.

Finally, it's worth noting that not every Greek shipping stock is getting hammered. Athens-based TOP SHIPS Inc (NASDAQ:TOPS) is actually up close to 1% at $1.04. Longer term, the shares have been consolidating in the $1-$1.20 range for most of 2015.