Latest from the Quantamize Blog

Options Wednesday: A Comparison of Implied Volatility of US Tech Industry ETFs

Oct 17, 2018

The Data Daily: Where the charts tell the story

This week's Options Wednesday focuses on a comparison of implied volatility among US Tech Industry ETFs.


After reviewing the graphs below, we highlight:

  • SPDR S&P Semiconductor ETF (XSD) implied volatility has increased in relation to trade war and intellectual  property implications with China
  • SPDR S&P Software & Services ETF (XSW), SPDR FactSet Innovative Technology ETF (XITK), SPDR S&P Technology Hardware ETF (XTH) and SPDR S&P Internet ETF (XWEB) do not have options trading on them

SPDR S&P Semiconductor ETF (XSD) 30-day implied volatility