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Options Wednesday: A Comparison of Implied Volatility of US Consumer Sector ETFs

Feb 06, 2019

 

Diverse Option Strategies for All Risk LevelsDiverse Option Strategies for All Risk Levels
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 Consumer Sector ETFs.

 

 

SPDR S&P Retail ETF (XRT)   

Quantamize AI Smart Beta Rating: Good

 

SPDR us retail etf

Source: Quandl

 

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

 

Vanguard Consumer Discretionary ETF (VCR) 

Quantamize AI Smart Beta Rating: Caution

 

vanguard consumer discretionary etf

Source: Quandl

Vanguard Consumer Staples ETF (VDC) 

Quantamize AI Smart Beta Rating: Poor

 

Source: Quandl