iShares MSCI USA Momentum... (MTUM)
214.11
-4.32 (-1.98%)
At close: Mar 03, 2025, 3:59 PM
214.35
0.11%
After-hours: Mar 03, 2025, 04:10 PM EST
Volatility Exposure
iShares MSCI USA Momentum Factor ETF has experienced an average implied
volatility of 0.21 and an average realized volatility of 0.19.
Volatility History
Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. | Vol. Spread |
---|---|---|---|---|---|---|---|
01/14/25 | +0.33% | 593.4 | 47.57K | -3.75% | 0.24 | n/a | n/a |
01/13/25 | +0.99% | 5353 | 49.42K | -13.02% | 0.21 | n/a | n/a |
01/10/25 | -0.74% | 768.53 | 56.82K | -0.48% | 0.25 | n/a | n/a |
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