RLY
State Street Multi-Asset Real R
NYSEArcaUSDETF / FUND
DELAYED
Last price
37.83
▲ 0.27 (0.72%)
MARKET · —
Price
Too many bars for candle bodies at this width — showing high/low range per bar. Zoom in or pick a shorter range.
Open
37.56
Prev close
37.56
Day high
37.89
Day low
37.75
Volume
114.86K
Market cap
—
P/E (TTM)
20.09
52W range
30.08 – 37.89
Unusual options activity
Nothing crossed the thresholds in the expiries we scanned.
That is the normal state — most contracts trade well inside their existing open interest.
That is the normal state — most contracts trade well inside their existing open interest.
Contracts trading at or above their open interest, ranked by notional and where the print landed.
Options analytics
Put / call volume
0.00
Call-heavy session
Put / call open interest
0.00
Positioning, not flow
Max pain
44.00
+16.3% from spot
ATM implied vol
55.9%
Nearest strike to spot
Skew (10% OTM)
—
—
Call volume
100
Contracts, this expiry
Put volume
0
Contracts, this expiry
Heaviest call OI
44.00
100 contracts
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.
Put/call ratios, max pain, implied volatility skew and where open interest is concentrated.
Options chain
Calls
| Strike | Last | Bid | Ask | Vol | OI | IV |
|---|---|---|---|---|---|---|
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
Puts
| Strike | Last | Bid | Ask | Vol | OI | IV |
|---|---|---|---|---|---|---|
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
| 000.00 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0.0% |
Every listed expiry, both sides of the book, with volume, open interest and implied volatility.
Trailing performance
Returnvs SPY
1W
+2.72%
+4.1%
1M
+4.53%
+0.8%
3M
+2.97%
-0.1%
6M
+6.83%
-4.2%
YTD
+20.29%
+8.0%
1Y
+26.69%
+6.7%
3Y
+41.00%
-33.2%
5Y
—
—
Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.
Top holdings
| Symbol | Name | Weight | |
|---|---|---|---|
| GNR | State Street® SPDR® S&P® Glb Ntrl Rs ETF | 28.99% | |
| CERY | State StreetSPDRBbgEnhRlYldCmdStrNoK1ETF | 24.28% | |
| GII | State Street® SPDR® S&P® Glbl Infras ETF | 22.69% | |
| TIPX | State Street® SPDR® Blmbg 1-10 YrTIPSETF | 6.28% | |
| XLE | State Street®EngySelSectSPDR®ETF | 4.12% | |
| RWR | State Street® SPDR® Dow Jones® REIT ETF | 3.45% | |
| XME | Stt Strt®SPDR®S&P®Mtls &MngETF | 3.34% | |
| WIP | StateStreet®SPDR®FTSEIntGovInfProtdBdETF | 2.99% | |
| MOO | VanEck Agribusiness ETF | 2.93% | |
| RWX | State Street® SPDR® Dow Jones® IntlREETF | 0.76% |
Sector exposure
Energy
28.61%
Basic materials
27.79%
Industrials
14.73%
Utilities
13.95%
Real estate
6.71%
Consumer defensive
3.79%
Consumer cyclical
3.66%
Healthcare
0.74%
Financial services
0.01%
Fund profile
Fund familyState Street Investment Management
CategoryGlobal Moderate Allocation
Legal typeExchange Traded Fund
Expense ratio0.50%
Turnover56.0%
Total net assets$41.14M
Fundamentals
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
Trailing P/E20.09
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—
Fourteen ratios including P/E, PEG, EV/EBITDA, margins and return on equity.
Analyst targets & ownership
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—
Price targets, consensus spread, insider and institutional ownership.
Moving averages & technicals
SMA 10
37.07
+2.05% from price
SMA 20
36.55
+3.50% from price
SMA 50
35.80
+5.68% from price
SMA 100
36.20
+4.49% from price
SMA 200
34.80
+8.71% from price
EMA 12
37.01
+2.23% from price
EMA 26
36.53
+3.55% from price
EMA 50
36.22
+4.44% from price
RSI (14)
77.7
Overbought
MACD (12,26,9)
0.47
Hist 0.12
ATR (14)
0.28
0.73% of price
Realised vol 30D
8.7%
Annualised
Bollinger upper
37.74
20, 2σ
Bollinger lower
35.37
20, 2σ
50 / 200 cross
Golden
35.80 vs 34.80
Trend bias
Above 200
+8.71%
Risk profile
Beta vs SPY
0.31
Less volatile than market
Correlation to SPY
0.36
Loosely linked
Realised vol 30D
8.7%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-8.3%
Peak to trough
Max drawdown 5Y
-20.2%
Peak to trough
ATR 14
0.28
0.73% 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.