iShares MSCI USA Momentum Factor ETF (MTUM) ETF — Holdings, Allocation & Options Analysis | Frenzy Capital

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Snapshot
$301.80
52-Week Range
$223.47 – $307.96
YTD
+19.42%
IV Rank (30D)
2.16
Straddle Price
$18.80
P/C Vol Ratio
0.93
Info

iShares MSCI USA Momentum Factor ETF (MTUM) ETF

Exchange
BATS
Inception
2013-04-16
Has Options
No
ETF Profile
Holdings
—
AUM
—
Provider
iShares (BlackRock)
Inception
2013-04-16
Exchange
BATS
Data As Of
—
Expense Ratio
—
Dividend Yield
0.66%
Distribution
Quarterly
Recent distributions
Ex-Date Pay Date Amount Type
2026-03-17 2026-03-20 $0.2211 CD
2025-12-16 2025-12-19 $0.6708 CD
2025-09-16 2025-09-19 $0.6035 CD
2025-06-16 2025-06-20 $0.4710 CD
2025-03-18 2025-03-21 $0.5107 CD
2025-03-18 2025-03-21 $0.0166 SC
Fund Holdings
iShares MSCI USA Momentum Factor ETF · NPORT-P period 2026-07-31 (filed 2026-03-25)
Net assets: $21.25B · 128 total positions · equity 99.83% · non-equity 0.62%
# Symbol Issuer Weight Value
1 META PLATFORMS INC CLASS A META PLATFORMS, INC. 5.09% $1.08B
2 JPMORGAN CHASE CO JPMORGAN CHASE & CO. 4.69% $996.7M
3 NVIDIA CORP NVIDIA CORPORATION 4.64% $985.9M
4 BROADCOM INC BROADCOM INC. 4.58% $973.8M
5 MICRON TECHNOLOGY INC MICRON TECHNOLOGY, INC. 4.18% $889.1M
6 MICROSOFT CORP MICROSOFT CORPORATION 3.96% $841.5M
7 PALANTIR TECHNOLOGIES INC PALANTIR TECHNOLOGIES INC. 3.52% $747.9M
8 ADVANCED MICRO DEVICES INC ADVANCED MICRO DEVICES, INC. 2.99% $635.6M
9 ALPHABET INC CLASS A ALPHABET INC. 2.87% $610.1M
10 GENERAL ELECTRIC CO GENERAL ELECTRIC COMPANY 2.56% $543.8M
11 WALMART INC WALMART INC. 2.48% $526.7M
12 ALPHABET INC ALPHABET INC. 2.34% $497.2M
13 LAM RESEARCH CORP LAM RESEARCH CORPORATION 2.30% $489.5M
14 ORACLE CORP ORACLE CORPORATION 2.28% $483.9M
15 CATERPILLAR INC CATERPILLAR INC. 2.25% $477.4M
16 GE VERNOVA LLC GE VERNOVA INC. 2.23% $474.3M
17 VISA INC VISA INC. 2.15% $457.8M
18 GOLDMAN SACHS GROUP INC THE GOLDMAN SACHS GROUP, INC. 1.90% $403.8M
19 INTERNATIONAL BUSINESS MACHINES CORP INTERNATIONAL BUSINESS MACHINES CORPORATION 1.76% $375.0M
20 NETFLIX INC NETFLIX, INC. 1.69% $360.1M
21 RTX CORP RTX CORPORATION 1.69% $358.7M
22 AMPHENOL CORP CLASS A AMPHENOL CORPORATION 1.68% $357.9M
23 WELLS FARGO CO WELLS FARGO & COMPANY 1.54% $327.0M
24 MORGAN STANLEY MORGAN STANLEY 1.40% $297.9M
25 APPLOVIN CORP APPLOVIN CORPORATION 1.28% $272.0M
Showing top 25 of 125 equity holdings.
Daily issuer data also available (2026-05-19) via ETF Constituents
Price History
Seasonality
MonthAvg ReturnYears of Data
Jan +1.48% 6
Feb -1.52% 6
Mar -0.98% 6
Apr +2.73% 6
May +2.20% 6
Jun +1.67% 5
Jul +1.59% 5
Aug +0.96% 5
Sep -0.73% 5
Oct +3.24% 5
Nov +3.26% 5
Dec +0.44% 5
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • 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.
Momentum Oscillators
  • 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.

Volume & Volatility
  • 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
SMA 20: $289.68
SMA 50: $266.71
SMA 200: $255.03
Current: $294.32
EMA 12: $296.18
EMA 26: $286.04
MACD: 10.1385 | Signal: -0.4010
BULLISH
ADX (14): 33.83
TREND
+DI: 30.79
−DI: 26.86
Momentum Oscillators
RSI (14): 58.56
NEUTRAL
Stoch %K: 76.05
Stoch %D: 85.45
Williams %R: -42.11
Volume & Volatility
BB Upper: $312.70
BB Lower: $266.66
NEUTRAL
OBV: 23,376,993
Vol SMA 20: 871,496
Vol ROC: 77.36%
ATR: $6.45
True Range: $10.20
HV 20: 25.9%
HV 30: 24.1%
HV 60: 26.0%
Data Summary
Data Points: 500
Last Updated: 2026-05-18T21:15:17.766000
Date Range: 2024-05-20T00:00:00 – 2026-05-18T00:00:00
AI Analysis

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.

News
Options Activity
IV Rank (30D)
2.16
IV Rank (7D)
100
Avg IV
27.2%
Straddle (30D)
$18.80
Straddle (7D)
$7.55
P/C Volume
0.93
Spread Scanner GPU
Full Algorithm Docs ↗

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

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.

Stage 2 — Skew Adjustment (±25% cap)

RR25 and BF25 from the live options chain. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • 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.

Volatility Surface

Enter a ticker to render the implied volatility surface.

IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Beta (1Y vs SPY)
1.30
Correlation (SPY)
84.5%
R²
0.71
Ann. Volatility
18.6%
SPY Volatility
12.1%

High volatility - stock moves more than market

Beta & Alpha Over Time
Constituent Performance

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Constituents
Symbol Price 1 Day 1 Week 1 Month