VXZ
iPath Series B S&P 500 VIX Mid-Term Futures ETN
Cboe USUSDEQUITY
DELAYED
Last price
49.28
▼ 0.62 (1.24%)
MARKET · —
Price
Open
49.50
Prev close
49.90
Day high
49.63
Day low
49.28
Volume
68.75K
Market cap
—
P/E (TTM)
—
52W range
49.28 – 62.08
Trailing performance
Returnvs SPY
1W
-1.58%
-0.2%
1M
-4.31%
-8.0%
3M
-10.48%
-13.6%
6M
-9.26%
-20.3%
YTD
-7.87%
-20.2%
1Y
-15.58%
-35.6%
3Y
-30.20%
-104.4%
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
50.03
-1.50% from price
SMA 20
50.39
-2.21% from price
SMA 50
50.98
-3.34% from price
SMA 100
53.31
-7.56% from price
SMA 200
54.39
-9.39% from price
EMA 12
50.07
-1.57% from price
EMA 26
50.45
-2.32% from price
EMA 50
51.24
-3.82% from price
RSI (14)
35.0
Neutral
MACD (12,26,9)
-0.39
Hist -0.03
ATR (14)
0.41
0.84% of price
Realised vol 30D
13.1%
Annualised
Bollinger upper
51.57
20, 2σ
Bollinger lower
49.21
20, 2σ
50 / 200 cross
Death
50.98 vs 54.39
Trend bias
Below 200
-9.39%
Risk profile
Beta vs SPY
-1.01
Less volatile than market
Correlation to SPY
-0.70
Largely independent
Realised vol 30D
13.1%
Annualised
Market vol 1Y
12.9%
SPY, annualised
Max drawdown 1Y
-20.3%
Peak to trough
Max drawdown 5Y
-62.0%
Peak to trough
ATR 14
0.41
0.84% of price
Beta (reported)
—
5Y monthly, from filing
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.
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.