IVOL

Quadratic Interest Rate Volatility and Inflation Hedge ETF New
NYSEArcaUSDEQUITY DELAYED
Last price
17.48
▼ 0.04 (0.23%)
MARKET ·

Price

Open
17.49
Prev close
17.52
Day high
17.59
Day low
17.47
Volume
90.62K
Market cap
P/E (TTM)
52W range
17.14 – 20.26

Options chain

Account required
ExpirySpot 17.48
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.

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
-0.23% +1.1%
1M
+1.69% -2.0%
3M
-2.94% -6.0%
6M
-8.02% -19.1%
YTD
-8.77% -21.1%
1Y
-10.77% -30.8%
3Y
-15.19% -89.4%
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
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/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.

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
17.51
-0.18% from price
SMA 20
17.44
+0.21% from price
SMA 50
17.39
+0.50% from price
SMA 100
17.80
-1.79% from price
SMA 200
18.42
-5.09% from price
EMA 12
17.50
-0.09% from price
EMA 26
17.46
+0.14% from price
EMA 50
17.51
-0.19% from price
RSI (14)
51.9
Neutral
MACD (12,26,9)
0.04
Hist 0.01
ATR (14)
0.09
0.50% of price
Realised vol 30D
5.4%
Annualised
Bollinger upper
17.66
20, 2σ
Bollinger lower
17.23
20, 2σ
50 / 200 cross
Death
17.39 vs 18.42
Trend bias
Below 200
-5.09%

Risk profile

Daily returns · 1Y window
Beta vs SPY
-0.01
Less volatile than market
Correlation to SPY
-0.01
Largely independent
Realised vol 30D
5.4%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-15.0%
Peak to trough
Max drawdown 5Y
-38.9%
Peak to trough
ATR 14
0.09
0.50% 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.