VONV

Vanguard Russell 1000 Value Index Fund ETF Shares
NasdaqGMUSDETF / FUND DELAYED
Last price
112.52
▲ 0.19 (0.17%)
MARKET ·

Price

Drag pan · Pinch zoom · Hold crosshair · pick a tool then drag to draw
Open
112.34
Prev close
112.33
Day high
113.09
Day low
112.62
Volume
939.41K
Market cap
P/E (TTM)
22.01
52W range
87.38 – 114.08

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
-0.53% +0.8%
1M
+4.50% +0.8%
3M
+9.59% +6.5%
6M
+14.11% +3.0%
YTD
+22.23% +9.9%
1Y
+29.10% +9.1%
3Y
+63.34% -10.8%
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
AMZN Amazon.com Inc 6.52%
AAPL Apple Inc 5.53%
MSFT Microsoft Corp 4.66%
BRK-B Berkshire Hathaway Inc Class B 2.57%
JPM JPMorgan Chase & Co 2.54%
XOM ExxonMobil Holdings Corp 1.75%
JNJ Johnson & Johnson 1.67%
CSCO Cisco Systems Inc 1.24%
WMT Walmart Inc 1.20%
ABBV AbbVie Inc 1.10%

Sector exposure

Fund weightings
Technology
19.77%
Financial services
18.99%
Healthcare
12.64%
Consumer cyclical
11.26%
Industrials
10.05%
Consumer defensive
7.37%
Energy
5.99%
Real estate
3.71%
Utilities
3.70%
Communication services
3.30%
Basic materials
3.23%

Fund profile

As reported
Fund familyVanguard
CategoryLarge Value
Legal typeExchange Traded Fund
Expense ratio0.06%
Turnover17.0%
Total net assets$191.32M

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 VONV 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/E22.01
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
0.00
Call-heavy session
Put / call open interest
2.00
Positioning, not flow
Max pain
103.00
-8.7% from spot
ATM implied vol
0.0%
Nearest strike to spot
Skew (10% OTM)
+68.2%
Puts bid over calls
Call volume
5
Contracts, this expiry
Put volume
0
Contracts, this expiry
Heaviest call OI
86.00
1 contracts
Heaviest put OI
103.00
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.

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
113.01
-0.43% from price
SMA 20
112.08
+0.66% from price
SMA 50
109.30
+3.22% from price
SMA 100
105.13
+7.03% from price
SMA 200
99.68
+13.18% from price
EMA 12
112.57
-0.05% from price
EMA 26
111.41
+0.99% from price
EMA 50
109.41
+2.84% from price
RSI (14)
60.5
Neutral
MACD (12,26,9)
1.16
Hist -0.16
ATR (14)
0.85
0.76% of price
Realised vol 30D
9.0%
Annualised
Bollinger upper
114.73
20, 2σ
Bollinger lower
109.42
20, 2σ
50 / 200 cross
Golden
109.30 vs 99.68
Trend bias
Above 200
+13.18%

Options chain

Account required
ExpirySpot 112.52
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
0.71
Less volatile than market
Correlation to SPY
0.81
Moves with the index
Realised vol 30D
9.0%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-7.2%
Peak to trough
Max drawdown 5Y
-20.2%
Peak to trough
ATR 14
0.85
0.76% 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.