NZUS - State Street SPDR MSCI USA Climate Paris Aligned ETF

NZUS seeks to provide investment results that, before fees and expenses, correspond generally to the MSCI USA Climate Paris Aligned Index (“the Index”)Seeks to track an index designed to reduce exposure to the physical and transition risks of climate change and increase target exposure to sustainable investment opportunities by incorporating the recommendations of the Taskforce on Climate Related Financial Disclosures (TCFD) and minimum requirements of the EU Paris Aligned BenchmarkMay be considered by investors seeking to implement net-zero strategies and address climate change in a holistic way

As of May 22, 2026: spot at $38.28, ATM IV 28.0%, net GEX $0.

Sector
Financial Services
Industry
Asset Management
Market Cap
$3.0M
Beta
1.10
52-Week Range
31.12-38.04
Dividend Yield
$0.32
IPO Date
Apr 18, 2022
Exchange
NASDAQ

What NZUS Looks Like to Options Traders Today

IV rank of 11.6% is subdued relative to the 1-year history, conditions that typically favor premium-buying or long-volatility structures (debit spreads, calendar spreads, long straddles); positive net gamma exposure ($0) means dealers hedge against trend, damping realized volatility and biasing price toward heavy-OI strikes; the 25-delta skew (0.003) is roughly flat across the wings.

What This Page Covers

The NZUS 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.