BenzingaT3·26mo ago
ASHR Xtrackers Harvest CSI 300 China A-Shares ETF
ETF 30.24 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Expected move IV rank history Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
ASHR
$30.24
—
Key stats
$30.24
- 52-Week Range
- $29.93 – $37.33
- YTD
- -9.24%
- IV Rank (30D)
- 50.01
- Straddle Price
- $1.48
- P/C Vol Ratio
- 0.78
- Open
- $30.20
- Day Range
- $30.13 – $30.27
- Volume
- 5,133,471
- Prev Close
- $30.45
About
Xtrackers Harvest CSI 300 China A-Shares ETF (ASHR) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2013-11-06
- Has Options
- Yes
Fund profile
holdings as of Aug 31, 2026SEC filingthrough Aug 2026flows, SEC filings
International Equity
Single Country#32 of 163 by assets
Xtrackers
China
Emerging Markets
Index-tracking
- Expense ratio
- 0.65% prospectus, filed Sep 25, 2026
- Assets
- $1.3B shares × price, Nov 13, 2026
- Trailing yield
- 2.51% paid annual
- Average daily volume
- $122M 30 sessions
- Holdings
- 505 top 10 are 17.1%
- Listed
- Nov 6, 2013 NYSE Arca
- Tracking difference
- +0.24 pts vs index, after fees, FY 2026
Cost27
Liquidity100
Scale78
Diversification100
Moves with. Emerging markets over US (23% of its variance, beta 0.39); US large-cap stocks (18% of its variance, beta 0.45); Gold (9% of its variance, beta 0.13). These factors explain 51% of its daily moves over the last year.
Stated objective. The fund seeks investment results that correspond generally to the performance, before fees and expenses, of the CSI 300 Index. (from the fund's prospectus)
All 505 holdingsFlow historySimilar fundsOverlap toolAll Single Country ETFs
Fund flows
through Aug 2026SEC filings- Aug 2026
- $0 latest reported month
- Latest 3 months
- −$271M −17.2% of assets
- Latest 12 months
- −$910M −57.8% of assets
View as a table
| Month | Net flow |
|---|---|
| Aug 2026 | $0 |
| Jul 2026 | +$12M |
| Jun 2026 | −$283M |
| May 2026 | +$29M |
| Apr 2026 | +$234M |
| Mar 2026 | −$270M |
| Feb 2026 | $0 |
| Jan 2026 | −$39M |
| Dec 2025 | +$134M |
| Nov 2025 | −$88M |
| Oct 2025 | −$560M |
| Sep 2025 | −$80M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 84 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| CNYAiShares MSCI China A ETF | 74% | 0.60% | $159M | −10.5% | compare |
| KBAKraneShares Bosera MSCI China A 50 Connect Index ETF | 49% | 0.56% | $104M | −7.6% | compare |
| CXSEWisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund | 39% | 0.32% | $366M | −24.9% | compare |
| NBCENeuberger China Equity ETF | 34% | 0.75% | $15M | −1.0% | compare |
| TCHIiShares MSCI China Multisector Tech ETF | 26% | 0.59% | $35M | −26.4% | compare |
Ranked by how much of the two portfolios is the same securities.
What changed in the portfolio
May 29, 2026 → Aug 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | ZHONGJI INNOLIGHT CO LTD | 0.55% | 3.14% | +539.3% |
| Increase | CAMBRICON TECHNOLOGIES CORP LTD | 0.25% | 1.09% | +313.5% |
| Increase | NAURA TECHNOLOGY GROUP CO LTD | 0.17% | 0.95% | +301.2% |
| Increase | CHINA MERCHANTS BANK COMPANY LTD | 0.52% | 1.24% | +84.8% |
| Increase | ADVANCED MICRO-FABRICATION EQUIPMENT INC | 0.16% | 0.80% | +231.4% |
| Increase | WUXI APPTEC CO LTD | 0.30% | 0.90% | +58.8% |
| New position | PIOTECH INC | — | 0.53% | — |
| Increase | EOPTOLINK TECHNOLOGY INC LTD | 2.62% | 2.15% | +18.1% |
| Increase | INDUSTRIAL BANK COMPANY LTD | 0.33% | 0.75% | +96.5% |
| New position | HUAGONG TECH CO LTD | — | 0.42% | — |
18 new, 12 exited, 104 increased and 47 decreased between the fund's two latest holdings reports; turnover 12.8%. Full holdings and history
Under the hood
fiscal year to May 31, 2026SEC census- Authorized participants
- 7 active of 24 with agreements; top 3 did 88%
- Created · redeemed
- $849M · $1.5B over the fiscal year
- Redemptions in kind
- 0% creations 0% in kind
- Creation unit
- 50,000 shares
- Securities lending
- not authorized
- Return vs index
- +0.24 pts after fees; +0.89 before; daily s.d. 2.91
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
ETF Profile
holdings as of 2026-08-31
Holdings
505
AUM
$1.6B
Provider
Nport
Inception
2013-11-06
Exchange
ARCX
Data As Of
2026-08-31
Expense Ratio
0.65%
Dividend Yield
2.49%
Distribution
Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2025-12-19 | 2025-12-29 | $0.7581 | CD |
| 2024-12-20 | 2024-12-30 | $0.2994 | CD |
| 2023-12-15 | 2023-12-22 | $0.5925 | CD |
| 2022-12-16 | 2022-12-23 | $0.3162 | CD |
| 2021-12-17 | 2021-12-27 | $0.3453 | CD |
Asset Allocation
Top Holdings
top 50 of 505 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | ZHONGJI INNOLIGHT CO LTD | 3.14% | Equity (common) | CN |
| — | CONTEMPORARY AMPEREX TECHNOLOGY CO LTD | 2.28% | Equity (common) | CN |
| — | EOPTOLINK TECHNOLOGY INC LTD | 2.15% | Equity (common) | CN |
| — | KWEICHOW MOUTAI COMPANY LTD | 2.02% | Equity (common) | CN |
| — | CONTEMPORARY AMPEREX TECHNOLOGY CO LTD | 1.40% | Equity (common) | CN |
| — | MIDEA GROUP CO LTD | 1.36% | Equity (common) | CN |
| — | CHINA MERCHANTS BANK COMPANY LTD | 1.24% | Equity (common) | CN |
| — | PING AN INSURANCE (GROUP) COMPANY OF CHINA LTD | 1.22% | Equity (common) | CN |
| — | ZIJIN MINING GROUP CO LTD | 1.22% | Equity (common) | CN |
| — | CAMBRICON TECHNOLOGIES CORP LTD | 1.09% | Equity (common) | CN |
| — | KWEICHOW MOUTAI COMPANY LTD | 1.09% | Equity (common) | CN |
| — | PING AN INSURANCE (GROUP) COMPANY OF CHINA LTD | 1.05% | Equity (common) | CN |
| — | SUZHOU DONGSHAN PRECISION MANUFACTURING COMPANY LTD | 0.98% | Equity (common) | CN |
| — | NAURA TECHNOLOGY GROUP CO LTD | 0.95% | Equity (common) | CN |
| — | ZIJIN MINING GROUP CO LTD | 0.91% | Equity (common) | CN |
| — | WUXI APPTEC CO LTD | 0.90% | Equity (common) | CN |
| — | GIGA DEVICE SEMICONDUCTOR INC | 0.83% | Equity (common) | CN |
| — | CHINA YANGTZE POWER CO LTD | 0.82% | Equity (common) | CN |
| — | ADVANCED MICRO-FABRICATION EQUIPMENT INC | 0.80% | Equity (common) | CN |
| — | INDUSTRIAL BANK COMPANY LTD | 0.75% | Equity (common) | CN |
| — | HYGON INFORMATION TECHNOLOGY CO LTD | 0.75% | Equity (common) | CN |
| — | CITIC SECURITIES COMPANY LTD | 0.70% | Equity (common) | CN |
| — | LUXSHARE PRECISION INDUSTRY CO LTD | 0.68% | Equity (common) | CN |
| — | SUZHOU TFC OPTICAL COMMUNICATION CO LTD | 0.68% | Equity (common) | CN |
| — | CHINA MERCHANTS BANK COMPANY LTD | 0.67% | Equity (common) | CN |
| — | WUS PRINTED CIRCUIT (KUNSHAN)CO LTD | 0.67% | Equity (common) | CN |
| — | EAST MONEY INFORMATION CO LTD | 0.63% | Equity (common) | CN |
| — | BYD COMPANY LTD | 0.61% | Equity (common) | CN |
| — | FOXCONN INDUSTRIAL INTERNET CO LTD | 0.60% | Equity (common) | CN |
| — | VICTORY GIANT TECHNOLOGY (HUIZHOU) CO LTD | 0.59% | Equity (common) | CN |
| — | INDUSTRIAL AND COMMERCIAL BANK OF CHINA LTD (THE) | 0.58% | Equity (common) | CN |
| — | BOE TECHNOLOGY GROUP CO LTD | 0.57% | Equity (common) | CN |
| — | WUXI APPTEC CO LTD | 0.57% | Equity (common) | CN |
| — | PIOTECH INC | 0.53% | Equity (common) | CN |
| — | GUOTAI HAITONG SECURITIES CO LTD | 0.50% | Equity (common) | CN |
| — | CHINA CSSC HOLDINGS LTD | 0.50% | Equity (common) | CN |
| — | CHINA YANGTZE POWER CO LTD | 0.50% | Equity (common) | CN |
| — | ZHONGJI INNOLIGHT CO LTD | 0.49% | Equity (common) | CN |
| — | BANK OF JIANGSU CO LTD | 0.48% | Equity (common) | CN |
| — | SHENGYI TECHNOLOGY CO LTD | 0.48% | Equity (common) | CN |
| — | MONTAGE TECHNOLOGY CO LTD | 0.47% | Equity (common) | CN |
| — | LUXSHARE PRECISION INDUSTRY CO LTD | 0.45% | Equity (common) | CN |
| — | MONTAGE TECHNOLOGY CO LTD | 0.45% | Equity (common) | CN |
| — | JIANGSU HENGRUI PHARMACEUTICALS CO LTD | 0.44% | Equity (common) | CN |
| — | CMOC GROUP LTD | 0.43% | Equity (common) | CN |
| — | INDUSTRIAL AND COMMERCIAL BANK OF CHINA LTD (THE) | 0.42% | Equity (common) | CN |
| — | HUAGONG TECH CO LTD | 0.42% | Equity (common) | CN |
| — | BEIJING SHANGHAI HIGH SPEED RAILWAY CO LTD | 0.42% | Equity (common) | CN |
| — | AGRICULTURAL BANK OF CHINA LTD | 0.41% | Equity (common) | CN |
| — | INNER MONGOLIA YILI INDUSTRIAL GROUP COMPANY LTD | 0.41% | Equity (common) | CN |
Geographic Breakdown
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 1.67% | -6.61% | 10.28% | -5.42% | 1.21% | 0.36% | 0.25% |
| Feb | -1.48% | 0.41% | -7.27% | 8.25% | 2.35% | 3.05% | 0.89% |
| Mar | -8.72% | -9.57% | -2.25% | -0.91% | 0.68% | -4.28% | -4.17% |
| Apr | 1.23% | -11.04% | -2.21% | 0.45% | -2.42% | 7.81% | -1.03% |
| May | 7.12% | 3.11% | -7.70% | -1.22% | 2.85% | 1.61% | 0.96% |
| Jun | -3.71% | 11.78% | -0.67% | -3.52% | 4.16% | 3.33% | 1.89% |
| Jul | -6.13% | -7.91% | 5.92% | 1.10% | 3.09% | -5.97% | -1.65% |
| Aug | -1.15% | -4.02% | -6.41% | -0.17% | 12.98% | 1.21% | 0.41% |
| Sep | -1.01% | -9.25% | -2.77% | 23.61% | 3.87% | -4.50% | 1.66% |
| Oct | 2.65% | -10.96% | -3.56% | -6.60% | 0.15% | -8.27% | -4.43% |
| Nov | -0.95% | 12.87% | -0.44% | -0.22% | -1.27% | 0.20%* | 1.70% |
| Dec | 2.28% | -0.57% | -3.55% | -2.93% | 0.06% | -- | -0.94% |
| Total | -8.81% | -30.31% | -20.01% | 9.61% | 30.49% | -6.39% | -4.24% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $30.65
SMA 50: $32.03
SMA 200: $33.91
Current: $30.24
EMA 12: $30.61
EMA 26: $31.04
MACD: -0.4312 | Signal: 0.0802
BEARISH
ADX (14): 33.34
TREND
+DI: 25.04
−DI: 41.33
Momentum Oscillators
RSI (14): 38.53
NEUTRAL
Stoch %K: 49.23
Stoch %D: 60.58
Williams %R: -72.57
Volume & Volatility
BB Upper: $31.34
BB Lower: $29.97
NEUTRAL
OBV: 104,855,307
Vol SMA 20: 4,189,988
Vol ROC: -6.29%
ATR: $0.36
True Range: $0.32
HV 20: 17.4%
HV 30: 16.5%
HV 60: 14.6%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-11-15T00:00:00 – 2026-11-13T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall assessment: NEUTRAL with confidence level (6/10)
Key drivers and primary risks:
- Technical indicators suggest a neutral market, with no clear trend or momentum signals.
- Recent news headlines have been mixed, with some positive sentiment but also cautionary notes about the potential for market volatility.
- Risk metrics indicate low volatility, which may contribute to a lack of catalysts driving significant price movements.
Investment thesis:
ASHR's current neutral market conditions suggest that investors should focus on risk management and wait for clearer technical or fundamental signals before making significant moves. While some news headlines have been positive, the overall sentiment is mixed, and the options market is pricing in moderate volatility.
Recent news sentiment impact:
The recent news headlines have had a mixed impact on ASHR's price action. The positive sentiment from headlines 1 and 6 has likely contributed to the stock's current neutral range-bound behavior. However, the cautionary notes from headlines 2-5 may be influencing investor decisions to wait for clearer signs before making significant moves.
Technical Analysis
Trend Direction: Neutral (Short-term, Medium-term, Long-term)
Support/Resistance Levels:
- SMA 20: $35.53
- SMA 50: $34.25
- SMA 200: $33.08
Momentum Signals: RSI interpretation: Overbought (>70), Oversold (<30) - Neutral (51.81) MACD signal: Bullish (0.30 / Signal: -0.15 / Histogram: 0.45) Bollinger Bands position: Squeeze (Upper: $36.69, Middle: $35.53, Lower: $34.37)
Volume Analysis:
- Volume SMA 20: 4473624.65
- On-Balance Volume (OBV): 164724722.56
- Volume Rate of Change: -28.18%
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines have been mixed, with some positive sentiment but also cautionary notes about the potential for market volatility.
Sentiment Assessment:
Aggregate news sentiment: NEUTRAL
Catalyst Identification: Earnings dates: No earnings data available Product launches: No significant product announcements Regulatory changes: No notable regulatory developments affecting ASHR
Market Narrative: The mixed news headlines and neutral technical signals suggest that investors should focus on risk management and wait for clearer signs before making significant moves.
Risk & Volatility Assessment
Beta Interpretation:
- Beta: 0.63 (vs SPY) - Low volatility, with the stock moving less than the market
Volatility Regime:
- Current vs historical volatility levels: Moderate volatility, slightly higher than average
Options Market Signals: IV Rank: 73.6% (Medium) Put/Call Volume Ratio: 0.73 (Neutral sentiment) Market Expectation: Options market pricing $1.53 move by expiration
Downside Protection: Support levels and risk management considerations:
- SMA 20: $35.53
- SMA 50: $34.25
- SMA 200: $33.08
Generated
News
All ASHR news →
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Showing 1–10 of 50
Page 1 of 5
ASHR Options Activity & IV Rank
ASHR IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 23.1%
7-DTE IV: 21.3%
Expected Move: $1.48
7-DTE Move: $0.74
Days to Exp: 28 (2026-12-11)
Options Flow · All expiries
Call Volume: 14,152
Put Volume: 10,989
P/C Volume: 0.776
NEUTRAL
Call OI: 236,952
Put OI: 233,259
P/C OI: 0.984
Total OI: 470,211
ATM Options Pricing
ATM Call: $0.88
ATM Put: $0.60
Call %: 2.9%
Put %: 2.0%
Chain Summary
Chain Volume: 25,141
Chain OI: 470,211
Last Updated: 11/13/2026
Spread Scanner
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Calendars: the long leg is valued at the short leg’s expiration (Black-Scholes at its current IV) across the range of prices the short leg’s IV implies, giving the best-case profit (R/R = that over the debit) and P(profit).
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Scanning bull put, bear call, iron condor and calendar spreads…
Dealer Positioning
LOW γ vs HISTORY
Estimated net dealer gamma is at the 18th percentile of this name's own daily history, near the low end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
18%
vs own history
GEX tilt
-0.02
OI-weighted, today
Vanna tilt
+0.47
δ-sensitivity to IV
Charm tilt
-0.36
δ-decay vs time
Vanna tilt +0.47: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.36: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 113 ATM contracts, 298k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Put vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Call vs ATM
IV(call wing) − IV(ATM), in vol pointsThe same measure on the upside: how the OTM call is priced against the at-the-money strike.
- Negative (typical) — calls trade below ATM for most stocks and indices, so the sign alone says little.
- Percentile vs own history: high = upside calls unusually rich for this name (squeezes, takeover talk, commodity supply scares); low = calls cheaper than usual.
Reading them together
Put or call vs ATM tells you how expensive that tail is. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d put
78%
+11.5
pts
EXTREME
as of Nov 13 · ATM 20.7% / Put 32.3%
30 DTE / 10d put
90%
+12.1
pts
EXTREME
as of Nov 13 · ATM 21.7% / Put 33.8%
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Loading the implied volatility surface…
Volatility Smile
Loading the implied volatility smile…
IV Rank (7 DTE)32.3MediumNov 13
IV Rank (30 DTE)50.0MediumNov 13
Straddle Price (30 DTE)$1.48Nov 13
Beta Analysis
Risk Metrics
Beta: 0.7386
Alpha: -17.30%
Correlation: 0.5460
R-Squared: 29.8%
Stock Volatility: 18.4%
Market Volatility: 13.6%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
ASHR Institutional Ownership (13F)
Filings for 2026-06-30 · 47 already for 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
16 filers$676.64M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Jane Street Group, LLC Custodian | $167.95M | 24.82% | 2026-06-30 |
| 2 | Goldman Sachs Group Inc Custodian | $124.64M | 18.42% | 2026-06-30 |
| 3 | Susquehanna International Group, LLP Custodian | $120.92M | 17.87% | 2026-06-30 |
| 4 | Citadel Advisors LLC Custodian | $99.15M | 14.65% | 2026-06-30 |
| 5 | Castle Hook Partners LP | $54.99M | 8.13% | 2026-06-30 |
| 6 | Schonfeld Strategic Advisors LLC | $36.66M | 5.42% | 2026-06-30 |
| 7 | Millennium Management LLC Custodian | $17.60M | 2.60% | 2026-06-30 |
| 8 | Walleye Trading LLC | $14.99M | 2.22% | 2026-06-30 |
| 9 | Squarepoint Ops LLC | $13.97M | 2.07% | 2026-06-30 |
| 10 | Anson Funds Management LP | $7.33M | 1.08% | 2026-06-30 |
| 11 | TUDOR INVESTMENT CORP ET AL | $6.28M | 0.93% | 2026-06-30 |
| 12 | BNP Paribas Financial Markets Custodian | $5.50M | 0.81% | 2026-06-30 |
| 13 | Neuberger Berman Group LLC | $4.22M | 0.62% | 2026-06-30 |
| 14 | Verition Fund Management LLC | $1.10M | 0.16% | 2026-06-30 |
| 15 | Parallax Volatility Advisers, L.P. | $931.16K | 0.14% | 2026-06-30 |
| 16 | PEAK6 LLC | $414.26K | 0.06% | 2026-06-30 |
15 filers$744.50M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Jane Street Group, LLC Custodian | $469.68M | 63.09% | 2026-06-30 |
| 2 | Goldman Sachs Group Inc Custodian | $157.64M | 21.17% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $42.75M | 5.74% | 2026-06-30 |
| 4 | Susquehanna International Group, LLP Custodian | $31.10M | 4.18% | 2026-06-30 |
| 5 | Barclays PLC Custodian | $11.43M | 1.54% | 2026-09-30 |
| 6 | Walleye Trading LLC | $10.07M | 1.35% | 2026-06-30 |
| 7 | Wells Fargo & Company Custodian | $5.50M | 0.74% | 2026-06-30 |
| 8 | BNP Paribas Financial Markets Custodian | $5.50M | 0.74% | 2026-06-30 |
| 9 | Jain Global LLC | $4.58M | 0.62% | 2026-06-30 |
| 10 | Squarepoint Ops LLC | $1.77M | 0.24% | 2026-06-30 |
| 11 | Parallax Volatility Advisers, L.P. | $1.75M | 0.23% | 2026-06-30 |
| 12 | Marshall Wace, LLP Custodian | $1.16M | 0.16% | 2026-06-30 |
| 13 | NOMURA HOLDINGS INC | $953.16K | 0.13% | 2026-06-30 |
| 14 | CAPITAL FUND MANAGEMENT S.A. | $472.91K | 0.06% | 2026-06-30 |
| 15 | UBS Group AG Custodian | $142.97K | 0.02% | 2026-06-30 |
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
12.63M
SI % of Float
29.82%
Days to Cover
3.61
Short Vol Ratio
72.7%
Free Float
—
Float %
—
Short interest 2026-10-30 • Short volume 2026-11-13
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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