SMLF
iShares U.S. Small-Cap Equity Factor ETF
NYSEArcaUSDETF / FUND
DELAYED
Last price
89.29
▲ 0.71 (0.80%)
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
88.58
Prev close
88.58
Day high
89.34
Day low
88.88
Volume
86.50K
Market cap
—
P/E (TTM)
19.65
52W range
70.00 – 90.74
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
2.00
Put-heavy session
Put / call open interest
0.03
Positioning, not flow
Max pain
80.00
-10.4% from spot
ATM implied vol
23.2%
Nearest strike to spot
Skew (10% OTM)
+45.4%
Puts bid over calls
Call volume
1
Contracts, this expiry
Put volume
2
Contracts, this expiry
Heaviest call OI
84.00
57 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
-1.48%
-0.1%
1M
+3.86%
+0.1%
3M
+7.32%
+4.2%
6M
+11.86%
+0.8%
YTD
+19.24%
+7.0%
1Y
+26.83%
+6.8%
3Y
+66.68%
-7.5%
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 | |
|---|---|---|---|
| EME | EMCOR Group Inc | 0.95% | |
| XTSLA | BlackRock Cash Funds Treasury SL Agency | 0.86% | |
| IBKR | Interactive Brokers Group Inc Class A | 0.83% | |
| NVT | nVent Electric PLC | 0.80% | |
| FLEX | Flex Ltd | 0.78% | |
| JBL | Jabil Inc | 0.75% | |
| ALAB | Astera Labs Inc | 0.70% | |
| TPR | Tapestry Inc | 0.66% | |
| NTRA | Natera Inc | 0.62% | |
| WSM | Williams-Sonoma Inc | 0.61% |
Sector exposure
Industrials
18.36%
Technology
17.85%
Financial services
14.94%
Healthcare
14.37%
Consumer cyclical
12.09%
Real estate
5.96%
Energy
4.39%
Basic materials
4.11%
Consumer defensive
3.03%
Communication services
2.95%
Utilities
1.96%
Fund profile
Fund familyiShares
CategorySmall Blend
Legal typeExchange Traded Fund
Expense ratio0.15%
Turnover24.0%
Total net assets$7.60M
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/E19.65
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
89.79
-0.56% from price
SMA 20
88.72
+0.64% from price
SMA 50
87.80
+1.70% from price
SMA 100
85.01
+5.03% from price
SMA 200
80.74
+10.59% from price
EMA 12
89.31
-0.02% from price
EMA 26
88.62
+0.76% from price
EMA 50
87.50
+2.04% from price
RSI (14)
54.0
Neutral
MACD (12,26,9)
0.69
Hist -0.08
ATR (14)
0.94
1.05% of price
Realised vol 30D
14.7%
Annualised
Bollinger upper
91.86
20, 2σ
Bollinger lower
85.58
20, 2σ
50 / 200 cross
Golden
87.80 vs 80.74
Trend bias
Above 200
+10.59%
Risk profile
Beta vs SPY
1.15
More volatile than market
Correlation to SPY
0.84
Moves with the index
Realised vol 30D
14.7%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-8.9%
Peak to trough
Max drawdown 5Y
-26.8%
Peak to trough
ATR 14
0.94
1.05% of price
Beta (reported)
—
5Y monthly, from filing
Headlines
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.