ASMF - Virtus AlphaSimplex Managed Futures ETF
The ETF seeks to provide capital appreciation consistent with the risk/return characteristics of a basket of the largest Managed Futures funds in the world. The ETF takes a diversified approach to identifying price trends by combining index replication techniques with insights from AlphaSimplex's own trend-following models. It takes positions in highly liquid futures contracts in 20 different assets across global equity, bond, currency, and commodity markets.
- Sector
- Financial Services
- Industry
- Asset Management
- Market Cap
- $30.8M
- Beta
- 0.27
- 52-Week Range
- 22.145-26.61
- Dividend Yield
- $0.05
- IPO Date
- May 1, 2024
- Exchange
- AMEX
ASMF Options Snapshot
Options pricing data for ASMF is refreshed daily after the close. When listed contracts exist, this page surfaces the latest at-the-money implied volatility, max pain strike, dealer gamma exposure (GEX), and 25-delta skew. Listed contracts and live snapshots appear once the options chain has been published by the exchange for the most recent session.
What This Page Covers
The ASMF overview links into per-metric analysis views: max pain, gamma exposure, volatility skew, expected move, options chain, open interest history, and aggregate Greeks. Microstructure data is available on short interest, short volume, fail-to-deliver, and market structure.
Frequently asked ASMF overview questions
- What is ASMF?
- ASMF is the ticker symbol for Virtus AlphaSimplex Managed Futures ETF, an listed exchange-traded fund. The ETF seeks to provide capital appreciation consistent with the risk/return characteristics of a basket of the largest Managed Futures funds in the world. The ETF takes a diversified approach to identifying price trends by combining index replication techniques with insights from AlphaSimplex's own trend-following models. Listed on AMEX. ASMF is the ETF ticker shown on this page; ETF traders use the fund for diversified exposure to its underlying basket, for sector and factor rotation, and for hedging or replication strategies via the listed options chain.
- What are ASMF's key statistics?
- Virtus AlphaSimplex Managed Futures ETF (ASMF) carries a market capitalization of $30.8M, 52-week range of 22.145-26.61. Full holdings disclosure, expense ratio, and tracking-error history live on the per-ticker fundamentals page or the sponsor's site; daily NAV and premium/discount-to-NAV are accessible from the same view. These structural inputs frame how the ETF options market prices implied volatility relative to its constituents.
- What sector or industry does ASMF belong to?
- Virtus AlphaSimplex Managed Futures ETF operates in the Financial Services sector, in the Asset Management industry. Sector classification affects how the ticker correlates with sector ETFs, how it reacts to macro factors like rate moves and commodity prices, and how its options pricing compares to sector peers. Compare ASMF's implied volatility and skew against sector benchmarks to gauge whether the options market is pricing single-name or systemic risk relative to the broader peer group.
- How current is the ASMF data on this page?
- Options snapshots refresh after each trading session; if no snapshot is currently posted for ASMF, it usually reflects low options liquidity or a recently listed name. Fund-level fields (sponsor, expense ratio, holdings concentration where available) refresh from the vendor feed nightly. ETF-specific filings (N-CSR, N-PX, N-CEN) update on the SEC EDGAR cadence. FINRA microstructure data refreshes on the source's cadence; for ETFs the off-exchange volume signal is dominated by authorized-participant creation and redemption rather than directional flow.