iShares MSCI USA Momentum... (MTUM)
180.87
-14.12 (-7.24%)
At close: Apr 04, 2025, 3:59 PM
181.16
0.16%
After-hours: Apr 04, 2025, 05:53 PM EDT
Volatility Exposure
iShares MSCI USA Momentum Factor ETF has experienced an average implied
volatility of 0.23 and an average realized volatility of 0.22.
Volatility History
Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. | Vol. Spread |
---|---|---|---|---|---|---|---|
04/04/25 | -3.80% | 6.89 | 15.23K | +3.22% | 0.48 | n/a | n/a |
04/03/25 | -0.90% | 358 | 14.75K | -19.24% | 0.31 | n/a | n/a |
04/02/25 | +2.62% | 0.03 | 18.27K | -0.02% | 0.24 | n/a | n/a |
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