SLYV
State Street SPDR S&P 600 Small Cap Value ETF
NYSEArcaUSDETF / FUND
DELAYED
Last price
110.42
▲ 0.72 (0.66%)
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
109.70
Prev close
109.70
Day high
110.49
Day low
109.92
Volume
161.65K
Market cap
—
P/E (TTM)
17.16
52W range
83.89 – 112.40
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
0.08
Positioning, not flow
Max pain
80.00
-27.5% from spot
ATM implied vol
30.0%
Nearest strike to spot
Skew (10% OTM)
+95.0%
Puts bid over calls
Call volume
5
Contracts, this expiry
Put volume
0
Contracts, this expiry
Heaviest call OI
95.00
9 contracts
Heaviest put OI
80.00
1 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.
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
-1.60%
-0.2%
1M
+2.06%
-1.7%
3M
+7.78%
+4.7%
6M
+9.75%
-1.3%
YTD
+21.38%
+9.1%
1Y
+30.52%
+10.5%
3Y
+43.40%
-30.8%
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 | |
|---|---|---|---|
| MTCH | Match Group Inc Ordinary Shares - New | 1.00% | |
| JXN | Jackson Financial Inc | 0.93% | |
| KMX | CarMax Inc | 0.88% | |
| EMN | Eastman Chemical Co | 0.87% | |
| LNC | Lincoln National Corp | 0.84% | |
| SM | SM Energy Co | 0.81% | |
| LW | Lamb Weston Holdings Inc | 0.79% | |
| VSXY | Victoria's Secret & Co | 0.77% | |
| CAG | Conagra Brands Inc | 0.75% | |
| PAYC | Paycom Software Inc | 0.74% |
Sector exposure
Financial services
20.97%
Consumer cyclical
15.48%
Industrials
12.91%
Technology
12.13%
Real estate
8.55%
Healthcare
6.58%
Energy
6.53%
Basic materials
5.92%
Consumer defensive
5.21%
Communication services
3.68%
Utilities
2.04%
Fund profile
Fund familyState Street Investment Management
CategorySmall Value
Legal typeExchange Traded Fund
Expense ratio0.15%
Turnover45.0%
Total net assets$3.43M
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/E17.16
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
110.82
-0.36% from price
SMA 20
110.27
+0.14% from price
SMA 50
108.84
+1.45% from price
SMA 100
105.27
+4.89% from price
SMA 200
99.75
+10.70% from price
EMA 12
110.52
-0.09% from price
EMA 26
109.92
+0.46% from price
EMA 50
108.53
+1.74% from price
RSI (14)
52.8
Neutral
MACD (12,26,9)
0.61
Hist -0.18
ATR (14)
1.10
1.00% of price
Realised vol 30D
12.5%
Annualised
Bollinger upper
112.55
20, 2σ
Bollinger lower
107.98
20, 2σ
50 / 200 cross
Golden
108.84 vs 99.75
Trend bias
Above 200
+10.70%
Risk profile
Beta vs SPY
0.93
Less volatile than market
Correlation to SPY
0.69
Loosely linked
Realised vol 30D
12.5%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-9.4%
Peak to trough
Max drawdown 5Y
-29.5%
Peak to trough
ATR 14
1.10
1.00% 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.