ETFs with 52 Week Lows of Implied Volatility (IV) for 30 Day ATM strikes


Data as of Jul 17 2019 | Download this table in excel

Ticker Ticker Name Market Cap IV Mean 30 Day ATM IV Mean Change from 4 Weeks 30 Day ATM IV Mean - 52 Week High 30 Day ATM IV Mean - 52 Week Low Straddle Premium Straddle Premium Change from 4 Weeks Straddle Premium - 52 Week High Straddle Premium - 52 Week Low Put Call Ratio (OI) Put Call Ratio (OI) Change from 4 Weeks Put Call Ratio (OI) - 52 Week High Put Call Ratio (OI) - 52 Week Low
BRZU Direxion Daily Brazil Bull 3X ETF NA 0.74 -0.16 1.69 0.74 16.98 -3.16 43.35 13.26 0.52 -57.19 178.50 0.00
LBJ Direxion Daily Latin America Bull 3X ETF NA 0.62 1.31 0.62 14.25 14.25 33.30 6.67 0.00 1.00 0.05
BZQ ProShares UltraShort MSCI Brazil Capped NA 0.49 -0.15 1.18 0.47 12.12 -2.10 31.84 4.97 3.32 211.00 0.01