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Options Wednesday: A Comparison of Implied Volatility in US Value Stocks

Dec 12, 2018

 

The Data Daily: Where the charts tell the story

This week's Options Wednesday focuses on a comparison of implied volatility of US Value stocks.

 

 

Vanguard Value ETF (VTV) - Implied Volatility, 3 Years

SPDR Portfolio S&P 500 Value ETF (SPYV) - Implied Volatility, 3 Years

 

Vanguard Mid-Cap Value ETF (VOE) - Implied Volatility, 3 Years

Vanguard Small-Cap Value ETF (VBR) - Implied Volatility, 3 Years