Summary
ODTE
Prices · period metrics · 1M
NAV as of 20/07/2026
02/04/2026 → 04/05/2026
Return -2.77% Volatility 11.50% Sharpe 14.02
Official loaded data — not a live quote.

VegaShares SPX NDX RTY Premium Income ETF

Symbol: ODTE

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 01/04/2026

Latest date: 20/07/2026

Current price: $26.21

Expense ratio: 0.76%

Assets under management
$2.7M
-1.02% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-2.77%

Ann. 164.90% (Sharpe / Sortino numerator)

Volatility

11.50%

Sharpe ratio

14.019

VaR 95%

-0.64%

CVaR 95%: -0.77%
Max drawdown: -0.89%
Sortino ratio: 30.162
Calmar ratio: 184.43

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.68%

Ann. 70.17% (Sharpe / Sortino numerator)

Volatility

15.02%

Sharpe ratio

4.431

VaR 95%

-1.35%

CVaR 95%: -2.20%
Max drawdown: -4.66%
Sortino ratio: 4.765
Calmar ratio: 15.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 1M

Daily simple returns from the same adjusted closes used by the performance chart: 22/06/2026 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.144%

Best day

2.282%

29/06/2026
Worst day

-1.725%

23/06/2026
Days with data

19

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $26.48 $26.48 $26.19 $26.21 7,300
17/07/2026 $26.21 $26.41 $26.15 $26.27 2,500
16/07/2026 $26.64 $26.68 $26.46 $26.48 6,300
15/07/2026 $26.83 $26.83 $26.68 $26.76 4,800
14/07/2026 $26.65 $26.76 $26.65 $26.73 5,200
13/07/2026 $26.62 $26.71 $26.50 $26.54 7,100
10/07/2026 $26.76 $26.85 $26.64 $26.84 7,200
09/07/2026 $26.64 $26.83 $26.64 $26.79 5,400
08/07/2026 $26.60 $26.64 $26.42 $26.64 8,500
07/07/2026 $26.92 $26.92 $26.63 $26.70 9,000