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


Data as of Sep 16 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
TUR iShares MSCI Turkey ETF NA 0.27 -0.09 0.54 0.27 6.64 -1.49 12.40 3.04 0.04 -97.31 2,742.00 0.01
ASHS Deutsche X-trackers HrvstCSI500CHN A SC NA 0.21 -0.03 0.43 0.21 4.90 -0.46 9.83 2.42 0.00 -100.00 35.49 0.00
PGJ PowerShares Golden Dragon China ETF NA 0.19 -0.05 0.40 0.18 4.39 -0.84 9.27 1.59 10.00 0.06