AGF U.S. Market Neutral Anti-Beta Fund

BTALAMEX · USD
12.02USD0.00 (0.00%)

AGF U.S. Market Neutral Anti-Beta Fund (BTAL) Implied Volatility Current

BTAL implied volatility is 23%. IV Rank is 3%, placing current premiums in the bottom of their 52-week range.

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Tracking BTAL implied volatility helps you identify when options premiums on AGF U.S. Market Neutral Anti-Beta Fund are historically cheap or expensive, and where the best trades are hiding. AGF U.S. Market Neutral Anti-Beta Fund implied volatility reflects the market's expectation of future price movement: when BTAL IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor AGF U.S. Market Neutral Anti-Beta Fund's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For BTAL, tracking metrics like BTAL IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on BTAL signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

The fund will invest primarily in long positions in low beta U.S. equities and short positions in high beta U.S. equities on a dollar neutral basis, within sectors. It will construct a dollar neutral portfolio of long and short positions of U.S. equities by investing primarily in the constituent securities of the Dow Jones U.S. Thematic Market Neutral Low Beta Index in approximately the same weight as they appear in the index. The universe for the index is comprised of the top 1,000 eligible securities by market capitalization, including REITs.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where BTAL implied volatility sits today versus where it has been. Our scanner ranks AGF U.S. Market Neutral Anti-Beta Fund implied volatility against its historical range, surfaces extremes in BTAL IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether AGF U.S. Market Neutral Anti-Beta Fund IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
2.78%IV Rank
Low

IV is compressed vs the past year - options are relatively cheap, favoring buyers.

Implied Volatility (30d)22.69%

IV Rank2.78%

Historical Volatility (30d)21.12%

IV - HV+1.57%

As of September 24, 2026

Trade options with IV on your side

Track BTAL IV rank across every expiration, spot where volatility is elevated, and identify high-probability setups before the window closes.

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