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

Feb 20, 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 Energy Sector ETFs.

 

 

 

Vanguard Energy ETF (VDE) Implied Volatility - 5 Years

vanguard energy sector

Source: Quandl

SPDR S&P Oil & Gas Exploration & Production ETF (XOP) Implied Volatility - 5 Years

SPDR S&P oil & gas 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

 

SPDR Energy Select Sector ETF (XLE) Implied Volatility - 5 Years

spdr energy sector etf

Source: Quandl

iShares U.S. Oil & Gas Exploration & Production ETF (IEO) Implied Volatility - 5 Years

ishares oil & gas etf

Source: Quandl

 

OptionsQuantitatively derived options trades TRANSPARENT AND EASILY EXECUTABLE
OptionsQuantitatively derived options trades TRANSPARENT AND EASILY EXECUTABLE