SGLYX

SEI Global Managed Volatility Y (SIMT)
NasdaqUSDETF / FUND DELAYED
Last price
11.40
▼ 0.00 (0.00%)
MARKET · —

Price

1D — H — L — Range — Vol —
Drag pan · Pinch zoom · Hold crosshair · pick a tool then drag to draw
Open
11.40
Prev close
11.40
Day high
—
Day low
—
Volume
—
Market cap
—
P/E (TTM)
19.33
52W range
10.53 – 11.60

Day trading desk

Current session · delayed
Gap from prior close
0.00%
Prior close 11.40
VWAP
—
—
Relative volume
—
—
Session range
—
11.40 – 11.40
Position in range
—
—
ATR (14D)
0.04
0.36% of price
Prior day high
11.40
PDH
Prior day low
11.40
PDL
Bid / ask spread
—
Quote not published
Session volume
—
Shares traded

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
+1.33% -0.6%
1M
+0.18% -1.3%
3M
+3.73% +0.3%
6M
+4.20% -10.8%
YTD
+8.16% -5.8%
1Y
+0.44% -15.3%
3Y
+17.89% -64.0%
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 2.25%
CSCO Cisco Systems Inc 1.98%
AAPL Apple Inc 1.94%
NOVN.SW Novartis AG Registered Shares 1.73%
MCK McKesson Corp 1.71%
GILD Gilead Sciences Inc 1.67%
MSI Motorola Solutions Inc 1.62%
MSFT Microsoft Corp 1.61%
CL Colgate-Palmolive Co 1.52%
FFIV F5 Inc 1.29%

Sector exposure

Fund weightings
Technology
25.41%
Healthcare
20.70%
Consumer defensive
15.82%
Communication services
8.83%
Industrials
7.86%
Energy
6.04%
Financial services
5.85%
Consumer cyclical
4.92%
Utilities
4.05%
Basic materials
0.50%
Real estate
0.02%

Fund profile

As reported
Fund familySEI
CategoryWorld Large-Stock Value
Legal type—
Expense ratio0.83%
Turnover—
Total net assets—

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 SGLYX 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/E19.33
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
—
—
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.

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
11.33
+0.65% from price
SMA 20
11.37
+0.28% from price
SMA 50
11.43
-0.25% from price
SMA 100
11.19
+1.91% from price
SMA 200
11.00
+3.65% from price
EMA 12
11.35
+0.41% from price
EMA 26
11.37
+0.23% from price
EMA 50
11.35
+0.48% from price
RSI (14)
52.4
Neutral
MACD (12,26,9)
-0.02
Hist 0.00
ATR (14)
0.04
0.36% of price
Realised vol 30D
7.1%
Annualised
Bollinger upper
11.50
20, 2σ
Bollinger lower
11.24
20, 2σ
50 / 200 cross
Golden
11.43 vs 11.00
Trend bias
Above 200
+3.65%

Options chain

Account required
Expiry
Spot 11.40
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
0.32
Less volatile than market
Correlation to SPY
0.39
Loosely linked
Realised vol 30D
7.1%
Annualised
Market vol 1Y
13.0%
SPY, annualised
Max drawdown 1Y
-8.3%
Peak to trough
Max drawdown 5Y
-24.9%
Peak to trough
ATR 14
0.04
0.36% 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.