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Options Wednesday: A Comparison of Implied Volatility in US Low Volatility ETFs

Jan 09, 2019

 

Diverse Option Strategies for All Risk LevelsDiverse Option Strategies for All Risk Levels

The Data Daily: Where the charts tell the story

This week's Options Wednesday focuses on a comparison of implied volatility of US Low Volatility ETFs.

 

 

US Large-Cap Low Volatility - Invesco S&P 500 Low Volatility ETF (SPLV) Implied Volatility - 3 years

US Large-Cap Low Volatility - Invesco S&P 500 Low Volatility ETF (SPLV) Implied Volatility - 3 years

US Mid-Cap Low Volatility - Invesco S&P MidCap Low Volatility ETF (XMLV) Implied Volatility - 1 Month

US Mid-Cap Low Volatility - Invesco S&P MidCap Low Volatility ETF (XMLV) Implied Volatility - 3 years

 

Quantitatively-Derived Options Trades: Transparent and Easily ExecutableQuantitatively-Derived Options Trades: Transparent and Easily Executable

 

US Large-Cap Low Volatility - iShares Edge MSCI Min Vol USA ETF (USMV) - 3 years

 

 

Options
Quantitatively derived options trades TRANSPARENT AND EASILY EXECUTABLE