CWB

State Street SPDR Bloomberg Convertible Securities ETF
NYSEArcaUSDETF / FUND DELAYED
Last price
101.67
▼ 0.77 (0.75%)
MARKET · —

Price

1D — H — L — Range — Vol —
Drag pan · Pinch zoom · Hold crosshair · pick a tool then drag to draw
Open
102.09
Prev close
102.44
Day high
102.00
Day low
101.29
Volume
532.71K
Market cap
—
P/E (TTM)
—
52W range
85.37 – 112.02

Day trading desk

Current session · delayed
Gap from prior close
+0.13%
Prior close 101.96
VWAP
101.47
+0.20% from price
Relative volume
0.85×
Normal
Session range
0.81%
101.29 – 102.11
Position in range
46%
Mid range
ATR (14D)
1.33
1.31% of price
Prior day high
102.29
PDH
Prior day low
101.65
PDL
Bid / ask spread
—
Quote not published
Session volume
506.48K
Avg 596.04K

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
+1.08% -0.9%
1M
-0.50% -1.7%
3M
-2.11% -6.6%
6M
+9.16% -9.0%
YTD
+14.84% +0.6%
1Y
+11.20% -5.2%
3Y
+51.09% -31.2%
5Y
— —

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

Top holdings

7 shown · by weight
SymbolNameWeight
GOOGM Alphabet Inc PRF PERPETUAL USD 1000 - 1/20th Int Ser A 2.34%
GOOGN Alphabet Inc PRF PERPETUAL USD 1000 - 1/20th Int Ser B 2.28%
BAPA Boeing Co 6% PRF CONVERT 15/10/2027 USD 50 - Dep Rep 1/20th Sr A 1.68%
SMCIP Super Micro Computer Inc PRF PERPETUAL USD - 1/20th Int Ser A 1.26%
HPEPC Hewlett Packard Enterprise Co 7.625% PRF CONVERT 01/09/2027 USD 50 - Ser C 1.20%
ORCLPD Oracle Corp FR PRF PERPETUAL USD - DpSh 1/2000 Prf Sr D 1.09%
WFCPL Wells Fargo & Co 7 1/2 % Non Cum Perp Conv Pfd Shs -A- Series -L- 1.03%

Sector exposure

Fund weightings
Utilities
82.74%
Technology
13.13%
Industrials
4.04%
Communication services
0.09%

Fund profile

As reported
Fund familyState Street Investment Management
CategoryConvertibles
Legal typeExchange Traded Fund
Expense ratio0.40%
Turnover51.0%
Total net assets$0

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 CWB 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/E—
Forward P/E53.94
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
8.62
Put-heavy session
Put / call open interest
71.45
Positioning, not flow
Max pain
109.00
+7.5% from spot
ATM implied vol
120.8%
Nearest strike to spot
Skew (10% OTM)
-56.4%
Calls bid over puts
Call volume
45
Contracts, this expiry
Put volume
388
Contracts, this expiry
Heaviest call OI
110.00
27 contracts
Heaviest put OI
90.00
2.76K 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
101.81
-0.14% from price
SMA 20
101.89
+0.54% from price
SMA 50
102.76
-0.32% from price
SMA 100
104.27
-2.49% from price
SMA 200
99.68
+2.77% from price
EMA 12
101.91
-0.23% from price
EMA 26
102.18
-0.50% from price
EMA 50
102.64
-0.94% from price
RSI (14)
51.5
Neutral
MACD (12,26,9)
-0.27
Hist 0.09
ATR (14)
1.33
1.30% of price
Realised vol 30D
13.0%
Annualised
Bollinger upper
103.59
20, 2σ
Bollinger lower
100.18
20, 2σ
50 / 200 cross
Golden
102.76 vs 99.68
Trend bias
Above 200
+2.77%

Options chain

Account required
Expiry
Spot 101.67
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
1.07
More volatile than market
Correlation to SPY
0.80
Moves with the index
Realised vol 30D
13.0%
Annualised
Market vol 1Y
13.0%
SPY, annualised
Max drawdown 1Y
-11.2%
Peak to trough
Max drawdown 5Y
-29.7%
Peak to trough
ATR 14
1.33
1.30% 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.