ETV

Eaton Vance Tax-Managed Buy-Write Opportunities Fund
NYSEUSDEQUITY Financial Services DELAYED
Last price
15.08
▼ 0.08 (0.53%)
MARKET ·

Price

Open
15.16
Prev close
15.16
Day high
15.28
Day low
15.04
Volume
120.18K
Market cap
$1.76B
P/E (TTM)
7.90
52W range
13.13 – 15.33

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
+0.27% +1.6%
1M
+3.22% -0.5%
3M
+3.22% +0.1%
6M
+3.50% -7.6%
YTD
+5.01% -7.3%
1Y
+9.28% -10.7%
3Y
+16.54% -57.6%
5Y

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

Fundamentals

TTM · reported
Market cap$1.76B
Enterprise value$1.76B
Revenue (TTM)$19.94M
Gross profit$19.94M
EBITDA
Net income$221.47M
EPS (TTM)$1.91
Free cash flow
Total cash$27.48K
Total debt$0
Book value / share$15.66
Shares outstanding116.75M
Float
Short % of float
Dividend yield7.90%
Beta (5Y)0.84

Valuation & profitability ratios

Account required
Trailing P/E7.90
Forward P/E
PEG ratio
Price / sales
Price / book0.96
EV / revenue88.31
EV / EBITDA
Gross margin100.00%
Operating margin1.27%
Profit margin1110.81%
Return on equity12.40%
Return on assets0.05%
Debt / equity
Current ratio0.26
Free account required

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

Earnings

History & consensus estimates
Reported vs expected · EPS
QuarterEst.ActualSurprise
Dec 2010 0.91
Sep 2010 1.34
Jun 2010 -1.25
Mar 2010 0.18
Forward consensus
PeriodEPSAnalystsRevenueGrowth
Current quarter $0
Next quarter $0
Current year $0
Next year $0

Analyst targets & ownership

Account required
Mean target
High target
Low target
Implied upside
Analyst count
ConsensusNONE
Strong buy / Buy— / —
Hold
Sell / Strong sell— / —
Held by insiders0.00%
Held by institutions19.30%
Institutions holding205
Free account required

Price targets, consensus spread, insider and institutional ownership.

Insider net activity

6m · Form 4 rollup
Net shares
0
Net selling
Buy transactions
0
0 shares
Sell transactions
0
Net transactions
0
Buys less sells
Sell : buy shares
Not enough filings
Insider-held shares
0
Total on file

Moving averages & technicals

Computed from 2Y daily closes
SMA 10
15.14
-0.38% from price
SMA 20
14.95
+0.90% from price
SMA 50
14.91
+1.16% from price
SMA 100
14.69
+2.64% from price
SMA 200
14.52
+3.82% from price
EMA 12
15.08
-0.01% from price
EMA 26
15.00
+0.55% from price
EMA 50
14.90
+1.19% from price
RSI (14)
53.3
Neutral
MACD (12,26,9)
0.08
Hist 0.01
ATR (14)
0.18
1.18% of price
Realised vol 30D
15.4%
Annualised
Bollinger upper
15.49
20, 2σ
Bollinger lower
14.40
20, 2σ
50 / 200 cross
Golden
14.91 vs 14.52
Trend bias
Above 200
+3.82%

Risk profile

Daily returns · 1Y window
Beta vs SPY
0.81
Less volatile than market
Correlation to SPY
0.78
Moves with the index
Realised vol 30D
15.4%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-11.0%
Peak to trough
Max drawdown 5Y
-34.1%
Peak to trough
ATR 14
0.18
1.18% of price
Beta (reported)
0.84
5Y monthly, from filing

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.

Options analytics

Account required
Put / call volume
Put / call open interest
Positioning, not flow
Max pain
ATM implied vol
Nearest strike to spot
Skew (10% OTM)
Call volume
0
Contracts, this expiry
Put volume
0
Contracts, this expiry
Heaviest call OI
Heaviest put OI

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.

Options chain

Account required
ExpirySpot 15.08
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.

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.