SMLV
State Street SPDR US Small Cap Low Volatility Index ETF
NYSEArcaUSDEQUITY
DELAYED
Last price
159.67
▲ 0.59 (0.37%)
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
159.27
Prev close
159.09
Day high
159.67
Day low
159.08
Volume
3.36K
Market cap
—
P/E (TTM)
—
52W range
124.22 – 163.75
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
-1.50%
-0.1%
1M
+1.62%
-2.1%
3M
+8.52%
+5.4%
6M
+11.10%
+0.0%
YTD
+21.76%
+9.5%
1Y
+24.06%
+4.1%
3Y
+52.47%
-21.7%
5Y
—
—
Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.
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/E—
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
160.38
-0.44% from price
SMA 20
160.66
-0.62% from price
SMA 50
158.04
+1.03% from price
SMA 100
151.92
+5.10% from price
SMA 200
143.73
+11.09% from price
EMA 12
160.25
-0.36% from price
EMA 26
159.66
+0.00% from price
EMA 50
157.47
+1.40% from price
RSI (14)
50.3
Neutral
MACD (12,26,9)
0.58
Hist -0.42
ATR (14)
1.19
0.74% of price
Realised vol 30D
11.7%
Annualised
Bollinger upper
162.82
20, 2σ
Bollinger lower
158.50
20, 2σ
50 / 200 cross
Golden
158.04 vs 143.73
Trend bias
Above 200
+11.09%
Risk profile
Beta vs SPY
0.59
Less volatile than market
Correlation to SPY
0.53
Loosely linked
Realised vol 30D
11.7%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-7.4%
Peak to trough
Max drawdown 5Y
-22.9%
Peak to trough
ATR 14
1.19
0.74% 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.