IVES - Latest News

Dan Ives Wedbush AI Revolution ETF (IVES), operates in Financial Services / Asset Management, trades on AMEX.

Market capitalization stands near $943.0M, a proxy for assets under management on listed ETFs.

The article list below shows the most recent IVES headlines from major financial news vendors. For options traders, the most actionable items are earnings releases, analyst rating changes, M&A activity, and regulatory filings - each can drive a meaningful repricing of implied volatility and shift dealer hedging flow. Pair the news context with the implied-volatility skew and gamma exposure views to see whether the options market has already priced in the headline.

Recent IVES Headlines

IVES: Dan Left Wedbush, What Now?

seekingalpha.com - Aug 10, 2026

I'm rating the Dan IVES Wedbush AI Revolution ETF (IVES) a hold. The fund lost its namesake, stopped publishing its reports, and still charges 0.

Cetera Investment Advisers Has $2.83 Million Position in Dan IVES Wedbush AI Revolution ETF $IVES

defenseworld.net - Aug 8, 2026

Cetera Investment Advisers lowered its position in shares of Dan IVES Wedbush AI Revolution ETF (NYSEARCA:IVES) by 36. 8% in the first quarter, accord

Avior Wealth Management LLC Takes Position in Dan IVES Wedbush AI Revolution ETF $IVES

defenseworld.net - Aug 6, 2026

Avior Wealth Management LLC bought a new stake in Dan IVES Wedbush AI Revolution ETF (NYSEARCA:IVES) in the undefined quarter, according to its most r

Dan Ives Exits Wedbush: The New AI ETF Power Vacuum

etftrends.com - Jul 2, 2026

Things are certainly changing over at Wedbush headquarters. On Wednesday, July 1, Wedbush announced that Dan Ives — the firm's Global Head of Technol

Dan Ives' Own ETF Is Up 27% YTD. The AI Revolution Trade Is Real.

247wallst.com - Jun 12, 2026

The pitch behind the Dan Ives Wedbush AI Revolution ETF (NASDAQ:IVES) was simple when it launched.

How News Affects IVES Options Pricing

Headlines and scheduled events drive implied volatility in two distinct ways. Pre-event, IV typically inflates as uncertainty about the outcome rises; this is the implied-volatility expansion that creates the long-vol setup. Post-event, IV typically contracts sharply as uncertainty resolves; this is IV crush, which makes premium-selling structures profitable when they survive the underlying move. The size of the crush depends on how stretched pre-event IV is relative to the realized move. Track IVES's implied vs realized volatility over the news cycle to size pre-event vs post-event positioning. For ticker-level dealer positioning context, the gamma exposure view shows whether dealers are positioned to amplify or dampen post-news moves.

Frequently asked IVES news questions

What is the latest IVES news headline?

The most recent IVES headline (Aug 10, 2026) is "IVES: Dan Left Wedbush, What Now?". The five most recent stories with summaries and publication times are listed above, sourced from major financial news vendors.

How fresh is the IVES news on this page?

News rows refresh roughly every 30 minutes during the trading day. The five most recent headlines are listed in publication-time order. Press releases from the company itself typically appear within minutes of the wire release; third-party reporting may lag by 30-60 minutes depending on the source.

What IVES news moves options pricing?

Three categories move single-name IV most aggressively: scheduled earnings releases (priced into pre-event IV, crushed post-event), unscheduled M&A or strategic announcements (rapid IV expansion, slower decay), and regulatory or legal events (drug-trial readouts, antitrust filings, FDA approvals). Routine news flow (analyst commentary, sector rotation) typically does not move IV meaningfully unless it triggers a cluster of rating changes.

How can I track unusual IVES options activity related to news?

Unusual options activity often precedes news by hours to days; the canonical signals are volume substantially above the trailing average concentrated in a small number of strikes, atypical put/call skew, and aggressive execution (at-the-ask sweeps or block prints). Cross-reference the per-ticker gamma-exposure and volume-history pages with the news flow above to triangulate informed vs uninformed flow.