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


Data as of Jan 23 2020 | 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 Call Bid-Ask Spread % Put Bid-Ask Spread % Call Bid-Ask Spread % of Option Premium Put Bid-Ask Spread % of Option Premium
SOXL Direxion Daily Semicondct Bull 3X ETF NA 0.63 1.22 0.58 14.08 18.24 9.34 0.34 4.00 0.01 8.23 8.97 8.58 9.39
USD ProShares Ultra Semiconductors NA 0.41 0.82 0.38 9.50 12.26 4.66 0.00 17.00 0.09 17.86 11.90 19.61 12.66
UMDD ProShares UltraPro MidCap400 NA 0.36 0.68 0.37 8.04 13.22 2.68 64.29 53.33 94.74 72.73