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

Apr 24, 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 Momentum ETFs.

 

For the full suite of our ETF products click here

 

iShares MSCI USA Momentum Factor ETF (MTUM) - Implied Volatility

volatility-mtum

Invesco DWA Momentum ETF (PDP) - Implied Volatility

volatility-PDP

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

 

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

volatility-DWAS

 

 

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