SLYV

State Street SPDR S&P 600 Small Cap Value ETF
NYSEArcaUSDETF / FUND DELAYED
Last price
104.13
▼ 0.23 (0.22%)
MARKET · —

Price

1D — H — L — Range — Vol —
Drag pan · Pinch zoom · Hold crosshair · pick a tool then drag to draw
Open
104.13
Prev close
104.36
Day high
104.81
Day low
103.94
Volume
251.65K
Market cap
—
P/E (TTM)
15.79
52W range
83.89 – 112.40

Day trading desk

Current session · delayed
Gap from prior close
-0.22%
Prior close 104.36
VWAP
—
—
Relative volume
0.00×
Quiet session
Session range
—
104.13 – 104.13
Position in range
—
—
ATR (14D)
1.24
1.19% of price
Prior day high
104.82
PDH
Prior day low
103.07
PDL
Bid / ask spread
—
Quote not published
Session volume
—
Avg 182.83K

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
+1.34% -0.6%
1M
-5.09% -6.2%
3M
-1.55% -6.1%
6M
+8.83% -9.4%
YTD
+14.47% +0.2%
1Y
+15.49% -0.9%
3Y
+43.89% -38.4%
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
MTCH Match Group Inc Ordinary Shares - New 1.03%
PAYC Paycom Software Inc 0.94%
JXN Jackson Financial Inc 0.90%
SM SM Energy Co 0.90%
KMX CarMax Inc 0.88%
EMN Eastman Chemical Co 0.83%
VSXY Victoria's Secret & Co 0.78%
LNC Lincoln National Corp 0.78%
MATX Matson Inc 0.74%
CAG Conagra Brands Inc 0.72%

Sector exposure

Fund weightings
Financial services
19.62%
Consumer cyclical
14.34%
Technology
13.67%
Industrials
13.16%
Real estate
7.60%
Energy
7.40%
Healthcare
6.71%
Basic materials
5.84%
Consumer defensive
5.55%
Communication services
4.24%
Utilities
1.87%

Fund profile

As reported
Fund familyState Street Investment Management
CategorySmall Value
Legal typeExchange Traded Fund
Expense ratio0.15%
Turnover59.0%
Total net assets$3.36M

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 SLYV 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/E15.79
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
102.00
-2.0% from spot
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
102.00
2 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
103.49
+0.61% from price
SMA 20
104.88
-0.71% from price
SMA 50
107.94
-3.53% from price
SMA 100
107.11
-2.78% from price
SMA 200
102.31
+1.78% from price
EMA 12
104.14
-0.01% from price
EMA 26
105.44
-1.24% from price
EMA 50
106.47
-2.20% from price
RSI (14)
41.0
Neutral
MACD (12,26,9)
-1.31
Hist 0.10
ATR (14)
1.24
1.19% of price
Realised vol 30D
9.6%
Annualised
Bollinger upper
108.12
20, 2σ
Bollinger lower
101.63
20, 2σ
50 / 200 cross
Golden
107.94 vs 102.31
Trend bias
Above 200
+1.78%

Options chain

Account required
Expiry
Spot 104.13
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
0.87
Less volatile than market
Correlation to SPY
0.69
Loosely linked
Realised vol 30D
9.6%
Annualised
Market vol 1Y
13.0%
SPY, annualised
Max drawdown 1Y
-9.4%
Peak to trough
Max drawdown 5Y
-29.5%
Peak to trough
ATR 14
1.24
1.19% 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.