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Options Wednesday: A Comparison of Implied Volatility of US Momentum ETFs

Jan 16, 2019

 

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The Data Daily: Where the charts tell the story

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

 

 

US Mid-Cap / Large-Cap Momentum - iShares Edge MSCI USA Momentum Factor ETF (MTUM) Implied Volatility

MTUM implied volatility

source: Quandl 

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US Small-Cap Momentum - Invesco DWA SmallCap Momentum ETF (DWAS) Implied Volatility

DWAS implied volatility

source: Quandl

Options
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