TAIL
Cambria Tail Risk ETF
Cboe USUSDETF / FUND
DELAYED
Last price
10.40
▲ 0.04 (0.39%)
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
10.37
Prev close
10.36
Day high
10.35
Day low
10.31
Volume
237.53K
Market cap
—
P/E (TTM)
26.34
52W range
10.31 – 12.19
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
100.00
Put-heavy session
Put / call open interest
7.14
Positioning, not flow
Max pain
8.00
-22.4% from spot
ATM implied vol
33.1%
Nearest strike to spot
Skew (10% OTM)
+68.7%
Puts bid over calls
Call volume
4
Contracts, this expiry
Put volume
400
Contracts, this expiry
Heaviest call OI
10.00
165 contracts
Heaviest put OI
8.00
1.30K 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
-0.24%
+1.1%
1M
-2.13%
-5.9%
3M
-3.60%
-6.7%
6M
-11.00%
-22.1%
YTD
-10.23%
-22.5%
1Y
-12.95%
-33.0%
3Y
-22.39%
-96.6%
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 | |
|---|---|---|---|
| FXFXX | First American Treasury Obligs X | 2.40% |
Sector exposure
Technology
39.05%
Financial services
11.07%
Communication services
10.64%
Consumer cyclical
9.89%
Healthcare
8.30%
Industrials
7.82%
Consumer defensive
4.50%
Energy
3.13%
Utilities
2.11%
Real estate
1.81%
Basic materials
1.67%
Fund profile
Fund familyCambria
CategoryTrading--Inverse Equity
Legal typeExchange Traded Fund
Expense ratio0.59%
Turnover134.0%
Total net assets$0
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/E26.34
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
10.35
+0.50% from price
SMA 20
10.40
-0.83% from price
SMA 50
10.54
-2.14% from price
SMA 100
10.77
-3.39% from price
SMA 200
11.21
-7.99% from price
EMA 12
10.37
+0.31% from price
EMA 26
10.43
-0.26% from price
EMA 50
10.54
-1.29% from price
RSI (14)
34.9
Neutral
MACD (12,26,9)
-0.06
Hist 0.01
ATR (14)
0.04
0.36% of price
Realised vol 30D
5.7%
Annualised
Bollinger upper
10.56
20, 2σ
Bollinger lower
10.24
20, 2σ
50 / 200 cross
Death
10.54 vs 11.21
Trend bias
Below 200
-7.99%
Risk profile
Beta vs SPY
-0.48
Less volatile than market
Correlation to SPY
-0.73
Largely independent
Realised vol 30D
5.7%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-15.0%
Peak to trough
Max drawdown 5Y
-45.8%
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.