The Motley FoolT3·8mo ago
AVDV Avantis International Small Cap Value ETF
ETF 107.73 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.
AVDV
$107.73
—
Key stats
$107.73
Pre-market
$106.75
-0.96%
- 52-Week Range
- $87.44 – $114.00
- YTD
- +13.63%
- IV Rank (30D)
- 24.78
- Straddle Price
- $3.42
- P/C Vol Ratio
- 0.45
- Open
- $107.84
- Day Range
- $107.23 – $107.98
- Volume
- 652,562
- Prev Close
- $107.55
About
Avantis International Small Cap Value ETF (AVDV) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2019-09-24
- Has Options
- Yes
Fund profile
holdings as of Oct 19, 2026issuer datathrough May 2026flows, SEC filings
International Equity
International Small Cap#1 of 19 by assets
Avantis
Developed ex-US
Actively managed
- Expense ratio
- 0.36% issuer, Oct 21, 2026
- Assets
- $20.0B issuer-reported, Oct 19, 2026
- Trailing yield
- 3.22% paid semi-annual
- Average daily volume
- $69M 30 sessions
- Holdings
- 1,756 top 10 are 6.4%
- Listed
- Sep 24, 2019 NYSE Arca
- Net asset value
- $107.42 issuer, Oct 19, 2026 · closed -0.08% to NAV
- Median bid/ask spread
- 0.06% 30 days, issuer-reported
- 30-day SEC yield
- 2.35% issuer, Sep 30, 2026
Cost69
Liquidity95
Scale100
Diversification100
Moves with. US large-cap stocks (43% of its variance, beta 0.82); Developed markets ex-US over US (20% of its variance, beta 0.69); Gold (17% of its variance, beta 0.16); Emerging markets over US (3% of its variance, beta 0.06). These factors explain 86% of its daily moves over the last year.
Stated objective. The fund seeks long-term capital appreciation. (from the fund's prospectus)
All 1,756 holdingsFlow historySimilar fundsOverlap toolAll International Small Cap ETFs
Fund flows
through May 2026SEC filings- May 2026
- +$222M latest reported month
- Latest 3 months
- +$970M +4.9% of assets
- Latest 12 months
- +$5.7B +28.7% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$222M |
| Apr 2026 | +$489M |
| Mar 2026 | +$259M |
| Feb 2026 | +$472M |
| Jan 2026 | +$406M |
| Dec 2025 | +$405M |
| Nov 2025 | +$622M |
| Oct 2025 | +$957M |
| Sep 2025 | +$235M |
| Aug 2025 | +$306M |
| Jul 2025 | +$939M |
| Jun 2025 | +$398M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 81 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| AVDSAvantis International Small Cap Equity ETF | 44% | 0.30% | $354M | +15.0% | compare |
| DISVDimensional International Small Cap Value ETF | 39% | 0.42% | $5.1B | +20.0% | compare |
| DFISDimensional International Small Cap ETF | 35% | 0.39% | $5.8B | +13.5% | compare |
| ISVLiShares International Developed Small Cap Value Factor ETF | 29% | 0.31% | $326M | +16.9% | compare |
| SCHCSchwab International Small-Cap Equity ETF | 28% | 0.06% | $5.5B | +7.6% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 19, 2026issuer data- Insider buying
- 0% of weight had net insider buying, 90 days; 1% net selling
- Reporting earnings
- 0.3% of weight in 7 days; 0.4% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.03%
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Oct 16, 2026 → Oct 19, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | LENZING AG COMMON STOCK | 0.06% | 0.10% | +88.1% |
| Increase | MAZDA MOTOR CORP COMMON STOCK | 0.10% | 0.12% | +21.2% |
| Increase | CREDIT SAISON CO LTD COMMON STOCK | 0.11% | 0.12% | +10.1% |
| Increase | OJI HOLDINGS CORP COMMON STOCK | 0.02% | 0.03% | +48.3% |
| Increase | DKS CO LTD COMMON STOCK | 0.04% | 0.05% | +16.9% |
| Increase | HASEKO CORP COMMON STOCK | 0.03% | 0.03% | +24.4% |
| Decrease | NIPPON THOMPSON CO LTD COMMON STOCK | 0.02% | 0.02% | −14.0% |
| Increase | SOTETSU HOLDINGS INC COMMON STOCK | 0.02% | 0.02% | +12.2% |
| Increase | MONEX GROUP INC COMMON STOCK | 0.03% | 0.03% | +11.7% |
0 new, 0 exited, 8 increased and 1 decreased between the fund's two latest holdings reports; turnover 1.0%. Full holdings and history
ETF Profile
holdings as of 2026-10-20
Holdings
1756
AUM
$20.0B
Provider
Avantis
Inception
2019-09-24
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.36%
Dividend Yield
3.22%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-08 | 2026-09-10 | $0.5363 | CD |
| 2026-06-09 | 2026-06-11 | $1.3873 | CD |
| 2026-03-10 | 2026-03-12 | $0.1210 | CD |
| 2025-12-16 | 2025-12-18 | $1.4225 | CD |
| 2025-06-24 | 2025-06-26 | $1.4450 | CD |
| 2024-12-17 | 2024-12-19 | $1.6205 | CD |
Asset Allocation
Top Holdings
top 50 of 1756 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | AUSTRIA TECHNOLOGIE + SYSTEM COMMON STOCK | 0.92% | Equity (Foreign) | AT |
| — | WHITBREAD PLC COMMON STOCK GBP.767974 | 0.69% | Equity (Foreign) | GB |
| — | PERSEUS MINING LTD COMMON STOCK | 0.65% | Equity (Foreign) | AU |
| — | CLAL INSURANCE ENTERPR HLDGS COMMON STOCK ILS1.0 | 0.64% | Equity (Foreign) | IL |
| — | B2GOLD CORP COMMON STOCK | 0.61% | Equity (Foreign) | CA |
| — | LION FINANCE GROUP PLC COMMON STOCK GBP.01 | 0.58% | Equity (Foreign) | GB |
| — | BURBERRY GROUP PLC COMMON STOCK GBP.0005 | 0.57% | Equity (Foreign) | GB |
| — | TAMARACK VALLEY ENERGY LTD COMMON STOCK | 0.57% | Equity (Foreign) | CA |
| — | JOHNSON MATTHEY PLC COMMON STOCK GBP1.478994 | 0.55% | Equity (Foreign) | GB |
| — | OCEANAGOLD CORP COMMON STOCK | 0.54% | Equity (Foreign) | CA |
| — | REGIS RESOURCES LTD COMMON STOCK | 0.52% | Equity (Foreign) | AU |
| — | CENTERRA GOLD INC COMMON STOCK | 0.52% | Equity (Foreign) | CA |
| — | TOYODA GOSEI CO LTD COMMON STOCK | 0.51% | Equity (Foreign) | JP |
| — | SAIPEM SPA COMMON STOCK | 0.47% | Equity (Foreign) | IT |
| — | HAFNIA LTD COMMON STOCK USD.01 | 0.47% | Equity (Foreign) | SG |
| — | VAULT MINERALS LTD COMMON STOCK | 0.46% | Equity (Foreign) | AU |
| — | COEUR MINING INC COMMON STOCK USD.01 | 0.45% | Equity (US) | US |
| — | GREGGS PLC COMMON STOCK GBP.02 | 0.45% | Equity (Foreign) | GB |
| — | DRAX GROUP PLC COMMON STOCK GBP.1155172 | 0.45% | Equity (Foreign) | GB |
| — | HAREL INSURANCE INVESTMENTS COMMON STOCK ILS.1 | 0.44% | Equity (Foreign) | IL |
| — | WHITEHAVEN COAL LTD COMMON STOCK | 0.44% | Equity (Foreign) | AU |
| — | VALEO COMMON STOCK EUR1.0 | 0.44% | Equity (Foreign) | FR |
| — | KELLER GROUP PLC COMMON STOCK GBP.1 | 0.43% | Equity (Foreign) | GB |
| — | BAYTEX ENERGY CORP COMMON STOCK | 0.42% | Equity (Foreign) | CA |
| — | WHITECAP RESOURCES INC COMMON STOCK | 0.42% | Equity (Foreign) | CA |
| ZIM | ZIM INTEGRATED SHIPPING SERV COMMON STOCK | 0.42% | Equity (Foreign) | IL |
| — | SSR MINING INC COMMON STOCK | 0.42% | Equity (Foreign) | CA |
| — | DIC CORP COMMON STOCK | 0.41% | Equity (Foreign) | JP |
| — | KURARAY CO LTD COMMON STOCK | 0.41% | Equity (Foreign) | JP |
| — | JTEKT CORP COMMON STOCK | 0.41% | Equity (Foreign) | JP |
| — | WEST AFRICAN RESOURCES LTD COMMON STOCK | 0.41% | Equity (Foreign) | AU |
| — | HOWDEN JOINERY GROUP PLC COMMON STOCK GBP.1 | 0.40% | Equity (Foreign) | GB |
| — | QUILTER PLC COMMON STOCK GBP.08167 | 0.40% | Equity (Foreign) | GB |
| — | ACERINOX SA COMMON STOCK EUR.25 | 0.40% | Equity (Foreign) | ES |
| — | TOREX GOLD RESOURCES INC COMMON STOCK | 0.39% | Equity (Foreign) | CA |
| — | COMPUTACENTER PLC COMMON STOCK GBP.075555 | 0.39% | Equity (Foreign) | GB |
| — | PAN AFRICAN RESOURCES PLC COMMON STOCK GBP.01 | 0.38% | Equity (Foreign) | GB |
| — | TORM PLC A COMMON STOCK USD.01 | 0.38% | Equity (Foreign) | DK |
| — | FLATEXDEGIRO SE COMMON STOCK | 0.38% | Equity (Foreign) | DE |
| — | RAMELIUS RESOURCES LTD COMMON STOCK | 0.37% | Equity (Foreign) | AU |
| — | TOKAI CARBON CO LTD COMMON STOCK | 0.37% | Equity (Foreign) | JP |
| — | VALLOUREC SA COMMON STOCK EUR.02 | 0.37% | Equity (Foreign) | FR |
| — | TOYO TIRE CORP COMMON STOCK | 0.36% | Equity (Foreign) | JP |
| — | ARKEMA COMMON STOCK EUR10.0 | 0.36% | Equity (Foreign) | FR |
| — | FORTUNA MINING CORP COMMON STOCK | 0.35% | Equity (Foreign) | CA |
| — | PEYTO EXPLORATION + DEV CORP COMMON STOCK | 0.35% | Equity (Foreign) | CA |
| — | BANK OF QUEENSLAND LTD COMMON STOCK | 0.35% | Equity (Foreign) | AU |
| — | TAIHEIYO CEMENT CORP COMMON STOCK | 0.35% | Equity (Foreign) | JP |
| — | TGS ASA COMMON STOCK NOK.25 | 0.35% | Equity (Foreign) | NO |
| — | TOBU RAILWAY CO LTD COMMON STOCK | 0.34% | Equity (Foreign) | JP |
Geographic Breakdown
Non-Equity Breakdown
Avantis International Small Cap Value ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-29)
Net assets:
$19.88B
· 1759 total positions
· equity 99.20%
· non-equity 1.00%
Non-equity holdings
— 8 positions,
1.00% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 0.99% | $197.8M | 2 |
| Derivative (equity) | 0.01% | $1.2M | 6 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.70% | -3.76% | 8.18% | -0.82% | 2.13% | 6.66% | 1.95% |
| Feb | 3.98% | -1.33% | -3.33% | 0.73% | 2.40% | 9.01% | 1.91% |
| Mar | 2.00% | 2.39% | -1.18% | 4.42% | 2.45% | -8.39% | 0.28% |
| Apr | 2.57% | -6.14% | 0.83% | -1.56% | 3.97% | 4.33% | 0.67% |
| May | 1.84% | 2.05% | -5.80% | 6.11% | 7.52% | 4.37% | 2.68% |
| Jun | -3.90% | -11.95% | 1.02% | -4.99% | 0.70% | -5.48% | -4.10% |
| Jul | 0.69% | 5.96% | 5.16% | 4.55% | 0.86% | 0.88% | 3.02% |
| Aug | 0.90% | -5.00% | -1.55% | 4.79% | 6.81% | 6.76% | 2.12% |
| Sep | -3.13% | -8.92% | -2.74% | 4.56% | 4.52% | -1.87% | -1.26% |
| Oct | 2.00% | 3.21% | -1.68% | -4.80% | 0.26% | -0.26%* | -0.21% |
| Nov | -7.36% | 11.51% | 6.22% | 0.96% | 3.95% | -- | 3.06% |
| Dec | 4.65% | -3.32% | 3.48% | -3.67% | 1.90% | -- | 0.61% |
| Total | 2.89% | -16.35% | 7.90% | 9.80% | 44.23% | 15.56% | 10.67% |
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: $108.57
SMA 50: $110.37
SMA 200: $105.97
Current: $107.78
EMA 12: $108.04
EMA 26: $108.80
MACD: -0.7649 | Signal: -0.0600
BEARISH
ADX (14): 16.69
RANGE
+DI: 24.32
−DI: 34.73
Momentum Oscillators
RSI (14): 43.05
NEUTRAL
Stoch %K: 39.04
Stoch %D: 35.43
Williams %R: -52.14
Volume & Volatility
BB Upper: $110.65
BB Lower: $106.49
NEUTRAL
OBV: 51,734,605
Vol SMA 20: 603,459
Vol ROC: 3.00%
ATR: $1.16
True Range: $0.75
HV 20: 10.6%
HV 30: 11.7%
HV 60: 13.3%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary Overall Assessment: NEUTRAL with confidence level (6/10) Key Drivers: * Bullish momentum from MACD and RSI * Strong volume flow and institutional interest * Positive news sentiment Primary Risks: * Overbought condition from RSI * Volatility contraction from Bollinger Bands
Investment Thesis: AVDV is a strong international small-cap value ETF with above-average yield, showing promising momentum. However, its overbought condition and potential volatility contraction may lead to caution.
Recent News Sentiment Impact: Positive news sentiment dominates, with articles highlighting the ETF's strong performance and significant momentum.
Technical Analysis Trend Direction: * Short-term (1-4 weeks): Bullish * Medium-term (1-3 months): Bullish * Long-term (3-12 months): Neutral
Support/Resistance Levels: * Key price levels: $106.43 (SMA 20), $100.79 (SMA 50) * Bollinger Bands: Upper: $112.33, Middle: $106.43, Lower: $100.53 Momentum Signals: * RSI (14): Overbought (>70) - potential sell signal * MACD: Bullish momentum with a strong bullish crossover
Volume Analysis: * Volume SMA 20: 797715.45 (increasing) * On-Balance Volume (OBV): 49067942.00 (increasing)
News & Sentiment Analysis Recent Headlines Summary: * Positive articles highlighting AVDV's performance and momentum Sentiment Assessment: POSITIVE Catalyst Identification: * Earnings dates and product launches
Market Narrative: * News aligns with technical signals, indicating a strong momentum
Risk & Volatility Assessment Beta Interpretation: * Beta 0.64 (vs SPY) - low volatility relative to market
Volatility Regime: * Current vs historical volatility levels: low volatility Options Market Signals: * IV Rank: 98.2% (High) - shows historically high volatility * Put/Call Volume Ratio: 0.66 (Bullish sentiment)
Downside Protection: * Support levels: $106.43, $100.79
Market Context & Positioning Sector Performance: * Relative strength vs sector/market: Strong
Institutional Activity: * Volume patterns suggesting institutional interest: Increasing volume and OBV
Correlation Analysis: * Correlation with market (R-squared interpretation): 0.71 - strong correlation
Relative Valuation: * Position within trading range: Mid-range
Key Levels & Action Items Critical Price Levels: * Support: $106.43, $100.79 * Resistance: $112.33
Breakout/Breakdown Levels: * Breakout level: $113.23 (3-sigma move above upper Bollinger Band) * Breakdown level: $98.35 (3-sigma move below lower Bollinger Band)
Time-Sensitive Catalysts: * Earnings dates and product launches
Risk Management: * Stop-loss levels: $105.69, $100.09 * Position sizing considerations: 2-3% of portfolio
Conclusion AVDV is a strong international small-cap value ETF with above-average yield, showing promising momentum. While it has reached an overbought condition from RSI and may experience volatility contraction, its bullish momentum and positive news sentiment suggest caution rather than a sell signal.
Generated
News
All AVDV news →
Zacks Investment ResearchT3·29mo ago
Seeking AlphaT3·30mo ago
MarketWatchT3·44mo ago
Seeking AlphaT3·59mo ago
AVDV Options Activity & IV Rank
AVDV IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 14.1%
7-DTE IV: —
Expected Move: $3.42
7-DTE Move: $3.42
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 22
Put Volume: 10
P/C Volume: 0.455
BULLISH
Call OI: 349
Put OI: 10
P/C OI: 0.029
Total OI: 359
ATM Options Pricing
ATM Call: $1.77
ATM Put: $1.65
Call %: 1.6%
Put %: 1.5%
Chain Summary
Chain Volume: 112
Chain OI: 460
Last Updated: 10/21/2026
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
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.
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 →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Dealer Positioning
HIGH γ vs HISTORY
Estimated net dealer gamma is at the 91st percentile of this name's own daily history, near the high end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
91%
vs own history
GEX tilt
+0.94
OI-weighted, today
Vanna tilt
+0.96
δ-sensitivity to IV
Charm tilt
-0.99
δ-decay vs time
Vanna tilt +0.96: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.99: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 5 ATM contracts, 0k 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:
Wing 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.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. 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
—
—
pts
EXTREME
as of Oct 21 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · ATM 13.8% / Wing —
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
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)24.8LowOct 21
Straddle Price (30 DTE)$3.42Oct 21
Beta Analysis
Risk Metrics
Beta: 0.9715
Alpha: 7.08%
Correlation: 0.7193
R-Squared: 51.7%
Stock Volatility: 17.2%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Moderate volatility - stock generally follows market
Beta & Alpha Over Time
AVDV Institutional Ownership (13F)
Latest filings — 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.
3 filers$4.59M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $2.79M | 60.90% | 2026-06-30 |
| 2 | Point72 Asset Management, L.P. | $1.75M | 38.20% | 2026-06-30 |
| 3 | Belvedere Trading LLC | $41.22K | 0.90% | 2026-06-30 |
2 filers$350.37K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $309.15K | 88.24% | 2026-06-30 |
| 2 | Point72 Asset Management, L.P. | $41.22K | 11.76% | 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
418.19K
SI % of Float
0.22%
Days to Cover
1.00
Short Vol Ratio
55.6%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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