UTEN - US Treasury 10 Year Note ETF

Under normal market conditions, the Adviser seeks to achieve the investment objective by investing at least 80% of the net assets (plus any borrowings for investment purposes) in the component securities of the index. The index is a one-security index comprised of the most recently issued 10-year US Treasury note.

As of May 15, 2026: spot at $42.73, ATM IV 87.1%, net GEX $0.

Sector
Financial Services
Industry
Asset Management
Market Cap
$290.7M
Beta
1.26
52-Week Range
42.54-44.889
Dividend Yield
$1.75
IPO Date
Aug 9, 2022
Exchange
NASDAQ

What UTEN Looks Like to Options Traders Today

IV rank of 100.0% signals elevated pricing relative to the 1-year history, conditions that typically favor premium-selling structures (credit spreads, iron condors, covered calls); positive net gamma exposure ($0) means dealers hedge against trend, damping realized volatility and biasing price toward heavy-OI strikes; the 25-delta skew (0.097) prices calls richer than puts, often reflecting upside speculation or squeeze risk.

What This Page Covers

The UTEN 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 UTEN overview questions

What is UTEN?
UTEN is the ticker symbol for US Treasury 10 Year Note ETF, an listed exchange-traded fund. Under normal market conditions, the Adviser seeks to achieve the investment objective by investing at least 80% of the net assets (plus any borrowings for investment purposes) in the component securities of the index. The index is a one-security index comprised of the most recently issued 10-year US Treasury note. Listed on NASDAQ. UTEN 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 does the UTEN options snapshot look like today?
As of May 15, 2026, the UTEN options snapshot shows spot at $42.73, ATM IV 87.1%, IV rank 100.0%, net GEX $0, expected move 24.97%. The full options chain, Greeks by strike and expiration, per-strike open-interest distribution, dealer gamma and delta exposure, and the volatility skew surface are linked from this overview page. Each per-metric route refreshes once per trading session and reflects the most recent close-of-business listed-options state.
What are UTEN's key statistics?
US Treasury 10 Year Note ETF (UTEN) carries a market capitalization of $290.7M, 52-week range of 42.54-44.889. 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 UTEN belong to?
US Treasury 10 Year Note 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 UTEN'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 UTEN data on this page?
The options snapshot above is dated May 15, 2026 and refreshes once per session, with all per-strike Greeks and exposure aggregates recomputed at the daily close. 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.