Virtus AlphaSimplex Managed Futures ETF(ASMF · ETF)
ETF quote, holdings, sector allocation, technicals, and options analytics.
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Virtus AlphaSimplex Managed Futures ETF (ASMF) ETF
- Exchange
- ARCX
- Inception
- 2024-05-15
- Has Options
- No
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2025-12-22 | 2025-12-29 | $0.0517 | CD |
| 2024-12-20 | 2024-12-27 | $0.3948 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | FEDERAL HOME LOAN MORTGAGE CORP | 4.46% | Mortgage-backed | US |
| — | MMP CAPITAL 2025-A LLC | 2.70% | Other | US |
| — | TACO BELL FUNDING LLC | 2.65% | Other | US |
| — | OBX 2024-HYB1 TRUST | 2.61% | Other | US |
| — | PRESTIGE AUTO RECEIVABLES TRUST 2025-1 | 2.56% | Other | US |
| — | LENDBUZZ SECURITIZATION TRUST 2024-3 | 2.41% | Other | US |
| — | STAR 2025-SFR5 | 2.10% | Other | US |
| — | VEROS AUTO RECEIVABLES TRUST 2025-1 | 1.92% | Other | US |
| — | ALA TRUST 2025-OANA | 1.78% | Other | US |
| — | METRONET INFRASTRUCTURE ISSUER LLC | 1.77% | Other | US |
| — | FEDERAL HOME LOAN MORTGAGE CORP | 1.71% | Other | US |
| — | AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC | 1.68% | Other | US |
| — | FEDERAL HOME LOAN MORTGAGE CORP | 1.67% | Other | US |
| — | CPS AUTO RECEIVABLES TRUST 2025-A | 1.60% | Other | US |
| — | RCKT MORTGAGE TRUST 2023-CES3 | 1.60% | Other | US |
| — | DB MASTER FINANCE LLC | 1.57% | Other | US |
| — | JERSEY MIKE'S FUNDING LLC | 1.56% | Other | US |
| — | J.P. MORGAN MORTGAGE TRUST 2025-CES2 | 1.54% | Other | US |
| — | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-3 | 1.54% | Other | US |
| — | APPLEBEE'S FUNDING LLC | 1.52% | Other | US |
| — | RCKT MORTGAGE TRUST 2024-CES8 | 1.49% | Other | US |
| — | GLS AUTO RECEIVABLES ISSUER TRUST 2026-1 | 1.49% | Other | US |
| — | HARDEE'S FUNDING LLC | 1.43% | Other | US |
| — | OBX 2024-NQM9 TRUST | 1.36% | Other | US |
| — | CITIGROUP MORTGAGE LOAN TRUST 2025-INV1 | 1.32% | Other | US |
| — | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC | 1.29% | Other | US |
| — | EFMT 2025-NQM2 | 1.29% | Other | US |
| — | WSTN TR 2023-MAUI | 1.29% | Other | US |
| — | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC | 1.29% | Other | US |
| — | LAD AUTO RECEIVABLES TRUST 2025-1 | 1.28% | Other | US |
| — | RIDE TRUST 2025-SHRE | 1.28% | Other | US |
| — | SWITCH ABS ISSUER LLC | 1.26% | Other | US |
| — | SUBWAY FUNDING LLC | 1.26% | Other | US |
| — | SWITCH ABS ISSUER LLC | 1.24% | Other | US |
| — | FLAGSHIP CREDIT AUTO TRUST 2023-2 | 1.16% | Other | US |
| — | FIVE GUYS FUNDING LLC | 1.16% | Other | US |
| — | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2021-1 | 1.16% | Other | US |
| — | Databank Issuer LLC / Databank Co-Issuer LLC | 1.05% | Other | US |
| — | SOTHEBY'S | 1.05% | Other | US |
| — | MFA 2024-NQM2 TRUST | 1.04% | Other | US |
| — | FHF ISSUER TRUST 2024-2 | 1.03% | Other | US |
| — | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2014/1 | 1.00% | Other | US |
| — | FIRSTKEY HOMES 2021-SFR1 TRUST | 1.00% | Other | US |
| — | Finbe USA Trust 2025-1 | 1.00% | Other | US |
| — | POST ROAD EQUIPMENT FINANCE 2024-1 LLC | 1.00% | Other | US |
| — | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3 | 1.00% | Other | US |
| — | US BANK NA | 0.96% | Other | US |
| — | CSMC TRUST 2017-RPL1 | 0.95% | Other | US |
| — | FLAGSHIP CREDIT AUTO TRUST 2021-4 | 0.93% | Other | US |
| — | POWERPAY ISSUANCE TRUST 2024-1 | 0.78% | Other | US |
| Category | Weight | Value | Positions |
|---|---|---|---|
| ABS-O | 93.77% | $73.7M | 127 |
| Mortgage-backed (US Govt-Sponsored Entity) | 4.46% | $3.5M | 1 |
| Mortgage-backed (Corporate) | 0.73% | $570893 | 1 |
| Corporate | 0.69% | $544969 | 1 |
| Month | Avg Return | Years of Data |
|---|---|---|
| Jan | +2.31% | 2 |
| Feb | +1.89% | 2 |
| Mar | -2.17% | 2 |
| Apr | +0.55% | 2 |
| May | +0.33% | 3 |
| Jun | +0.68% | 3 |
| Jul | -1.12% | 3 |
| Aug | -0.16% | 3 |
| Sep | +2.58% | 2 |
| Oct | -0.30% | 2 |
| Nov | +1.11% | 2 |
| Dec | +0.90% | 2 |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
Choose Frenzy-Fast™ for quick analysis or Frenzy-Pro™ for comprehensive analysis.
Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
- Beta (1Y vs SPY)
- 0.44
- Correlation (SPY)
- 48.8%
- R²
- 0.24
- Ann. Volatility
- 11.7%
- SPY Volatility
- 12.9%
Low volatility - stock moves less than market
Click any bar to view the full quote for that stock.
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|