Full analysis reports (IV, HV, skew, butterfly density, vol surface, regimes) for the bam-allowed ETF universe.
| Symbol | Price | 52w DD | HV(21d) | ATM IV | IV−HV | HV Z | DTE |
|---|---|---|---|---|---|---|---|
| QQQ | $684.23 | -8.2% | 26.9% | 28.1% | +1.3pp | +2.15 | 3d |
| SPY | $738.93 | -2.5% | 12.2% | 15.8% | +3.6pp | +0.55 | 3d |
| VOO | $679.14 | -2.5% | 12.0% | 17.6% | +5.6pp | +0.53 | 6d |
| VTI | $364.80 | -2.3% | 11.3% | 16.2% | +4.9pp | +0.56 | 20d |
| IWM | $291.17 | -3.1% | 11.1% | 22.1% | +11.1pp | +0.41 | 3d |
| GLD | $371.90 | -25.0% | 24.4% | 22.6% | -1.8pp | +0.12 | 4d |
| SLV | $52.59 | -50.2% | 47.8% | 43.3% | -4.5pp | -1.29 | 4d |
| IBIT | $36.35 | -49.0% | 38.4% | 36.1% | -2.3pp | +1.23 | 6d |
| TLT | $83.25 | -6.6% | 8.9% | 10.5% | +1.6pp | -1.18 | 4d |
| BND | $72.31 | -2.2% | 3.8% | 6.1% | +2.3pp | -1.07 | 20d |
| IVV | $742.36 | -2.5% | 12.6% | 18.7% | +6.1pp | +0.59 | 6d |
| SGOV | $100.64 | 0.0% | 0.2% | 2.4% | +2.2pp | +0.56 | 20d |
| SCHD | $33.29 | 0.0% | 12.8% | 22.7% | +9.9pp | +1.70 | 6d |
| VT | $154.20 | -2.9% | 13.7% | 18.7% | +5.0pp | +0.27 | 20d |
| VXUS | $83.40 | -4.2% | 18.8% | 48.9% | +30.1pp | -0.37 | 6d |