iShares MSCI USA Momentum... (MTUM)
212.90
3.91 (1.87%)
At close: Jan 15, 2025, 3:55 PM
212.98
0.04%
After-hours Jan 15, 2025, 04:00 PM EST
Volatility Exposure
iShares MSCI USA Momentum Factor ETF has experienced an average implied volatility of 0.18 and an average realized volatility of 0.17.
Date | % Change | P/C | Total OI | % OI Change | IV (30D) | Realized Vol. | Vol. Spread |
---|---|---|---|---|---|---|---|
01/13/2025 | +0.99% | 69.23 | 52.23K | -12.13% | 0.21 | n/a | n/a |
01/10/2025 | -0.74% | 54.92 | 59.44K | -0.24% | 0.22 | n/a | n/a |
01/08/2025 | +0.48% | 16.38 | 59.58K | +17.47% | 0.2 | n/a | n/a |
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