ACWV

iShares MSCI Global Min Vol Factor ETF
Cboe USUSDETF / FUND DELAYED
Last price
122.50
▼ 1.72 (1.38%)
MARKET · —

Price

1D — H — L — Range — Vol —
Drag pan · Pinch zoom · Hold crosshair · pick a tool then drag to draw
Open
122.50
Prev close
124.22
Day high
124.85
Day low
124.42
Volume
72.25K
Market cap
—
P/E (TTM)
19.04
52W range
116.96 – 128.45

Day trading desk

Current session · delayed
Gap from prior close
-1.38%
Prior close 124.22
VWAP
—
—
Relative volume
0.00×
Quiet session
Session range
—
122.50 – 122.50
Position in range
—
—
ATR (14D)
0.71
0.58% of price
Prior day high
124.31
PDH
Prior day low
123.33
PDL
Bid / ask spread
—
Quote not published
Session volume
—
Avg 81.47K

VWAP and the session figures are computed from the delayed intraday series on this page, so they lag the live tape and will not match a broker's real-time VWAP exactly. Turn on Prior day H/L/C, Opening range and Volume profile in the chart's Studies menu to see these levels drawn on price.

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
+1.17% -0.8%
1M
-2.21% -3.4%
3M
+2.11% -2.4%
6M
+4.05% -14.1%
YTD
+5.00% -9.2%
1Y
+3.85% -12.6%
3Y
+30.67% -51.6%
5Y
— —

Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.

Top holdings

10 shown · by weight
SymbolNameWeight
JNJ Johnson & Johnson 1.49%
CSCO Cisco Systems Inc 1.39%
MSFT Microsoft Corp 1.37%
2330.TW Taiwan Semiconductor Manufacturing Co Ltd 1.29%
MSI Motorola Solutions Inc 1.28%
DUK Duke Energy Corp 1.12%
BRK-B Berkshire Hathaway Inc Class B 1.08%
9433.T KDDI Corp 1.08%
NVDA NVIDIA Corp 1.06%
XOM ExxonMobil Holdings Corp 0.98%

Sector exposure

Fund weightings
Technology
25.35%
Financial services
14.31%
Healthcare
13.64%
Communication services
10.94%
Consumer defensive
9.51%
Industrials
7.97%
Utilities
7.04%
Consumer cyclical
4.81%
Energy
4.58%
Basic materials
1.09%
Real estate
0.76%

Fund profile

As reported
Fund familyiShares
CategoryGlobal Large-Stock Blend
Legal typeExchange Traded Fund
Expense ratio0.20%
Turnover27.0%
Total net assets$88.02M

Unusual options activity

Account required
Nothing crossed the thresholds in the expiries we scanned.
That is the normal state — most contracts trade well inside their existing open interest.
Free account required

Contracts trading at or above their open interest, ranked by notional and where the print landed.

Free account

5 more panels on ACWV open with an account.

Options chains and analytics, valuation ratios, insider filings, analyst targets and ownership. No card, no trial, nothing to cancel.

Fundamentals

TTM · reported
Market cap—
Enterprise value—
Revenue (TTM)—
Gross profit—
EBITDA—
Net income—
EPS (TTM)—
Free cash flow—
Total cash—
Total debt—
Book value / share—
Shares outstanding—
Float—
Short % of float—
Dividend yield—
Beta (5Y)—

Valuation & profitability ratios

Account required
Trailing P/E19.04
Forward P/E—
PEG ratio—
Price / sales—
Price / book—
EV / revenue—
EV / EBITDA—
Gross margin—
Operating margin—
Profit margin—
Return on equity—
Return on assets—
Debt / equity—
Current ratio—
Free account required

Fourteen ratios including P/E, PEG, EV/EBITDA, margins and return on equity.

Options analytics

Account required
Put / call volume
1.00
Call-heavy session
Put / call open interest
5.00
Positioning, not flow
Max pain
118.00
-5.4% from spot
ATM implied vol
12.5%
Nearest strike to spot
Skew (10% OTM)
+85.7%
Puts bid over calls
Call volume
1
Contracts, this expiry
Put volume
1
Contracts, this expiry
Heaviest call OI
95.00
1 contracts
Heaviest put OI
110.00
2 contracts

Max pain is the strike at which the largest dollar value of open contracts expires worthless. It describes current positioning; it is not a forecast and it moves as open interest changes.

Free account required

Put/call ratios, max pain, implied volatility skew and where open interest is concentrated.

Analyst targets & ownership

Account required
Mean target—
High target—
Low target—
Implied upside—
Analyst count—
Consensus—
Strong buy / Buy— / —
Hold—
Sell / Strong sell— / —
Held by insiders—
Held by institutions—
Institutions holding—
Free account required

Price targets, consensus spread, insider and institutional ownership.

Moving averages & technicals

Computed from 2Y daily closes
SMA 10
123.74
-1.00% from price
SMA 20
124.65
+0.03% from price
SMA 50
125.73
-0.83% from price
SMA 100
123.55
-0.85% from price
SMA 200
122.18
+2.06% from price
EMA 12
124.15
-1.33% from price
EMA 26
124.75
-1.81% from price
EMA 50
124.75
-1.80% from price
RSI (14)
49.3
Neutral
MACD (12,26,9)
-0.60
Hist -0.04
ATR (14)
0.71
0.57% of price
Realised vol 30D
6.9%
Annualised
Bollinger upper
126.80
20, 2σ
Bollinger lower
122.51
20, 2σ
50 / 200 cross
Golden
125.73 vs 122.18
Trend bias
Above 200
+2.06%

Options chain

Account required
Expiry
Spot 122.50
Calls
StrikeLastBidAskVolOIIV
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
Puts
StrikeLastBidAskVolOIIV
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
Free account required

Every listed expiry, both sides of the book, with volume, open interest and implied volatility.

Risk profile

Daily returns · 1Y window
Beta vs SPY
0.34
Less volatile than market
Correlation to SPY
0.54
Loosely linked
Realised vol 30D
6.9%
Annualised
Market vol 1Y
13.0%
SPY, annualised
Max drawdown 1Y
-6.4%
Peak to trough
Max drawdown 5Y
-18.9%
Peak to trough
ATR 14
0.71
0.57% of price
Beta (reported)
—
5Y monthly, from filing

PRIVATE STRATEGY · BY QUALIFICATION

The same data. A different seat.

The research you are reading is the input layer for a discretionary options program we run for a small number of qualified investors. Minimum $1,000,000.