Seeking AlphaT3·37mo ago
AVES Avantis Emerging Markets Value ETF
ETFETF quote, holdings, sector allocation, technicals, and options analytics. 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.
AVES
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Key stats
About
Avantis Emerging Markets Value ETF (AVES) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2021-09-29
- Has Options
- No
Fund profile
holdings as of Oct 19, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.36% issuer, Oct 21, 2026
- Assets
- $1.5B issuer-reported, Oct 19, 2026
- Trailing yield
- 3.51% paid semi-annual
- Average daily volume
- $5.2M 30 sessions
- Holdings
- 1,985 top 10 are 10.5%
- Listed
- Sep 28, 2021 NYSE Arca
- Net asset value
- $63.65 issuer, Oct 19, 2026 · closed -0.02% to NAV
- Median bid/ask spread
- 0.18% 30 days, issuer-reported
- 30-day SEC yield
- 2.43% issuer, Sep 30, 2026
Cost69
Liquidity57
Scale81
Diversification100
Moves with. US large-cap stocks (49% of its variance, beta 1.03); Emerging markets over US (40% of its variance, beta 0.60); Gold (3% of its variance, beta 0.05); Developed markets ex-US over US (3% of its variance, beta 0.19). These factors explain 88% of its daily moves over the last year.
Stated objective. The fund seeks long-term capital appreciation. (from the fund's prospectus)
All 1,985 holdingsFlow historySimilar fundsOverlap toolAll Emerging Markets ETFs
Fund flows
through May 2026SEC filings- May 2026
- +$5.1M latest reported month
- Latest 3 months
- +$36M +2.5% of assets
- Latest 12 months
- +$512M +34.9% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$5.1M |
| Apr 2026 | +$31M |
| Mar 2026 | $0 |
| Feb 2026 | +$177M |
| Jan 2026 | +$200M |
| Dec 2025 | +$25M |
| Nov 2025 | +$21M |
| Oct 2025 | +$18M |
| Sep 2025 | +$2.6M |
| Aug 2025 | +$4.3M |
| Jul 2025 | +$6.4M |
| Jun 2025 | +$21M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 57 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| AVXCAvantis Emerging Markets ex-China Equity ETF | 41% | 0.33% | $447M | +27.7% | compare |
| AVEMAvantis Emerging Markets Equity ETF | 39% | 0.33% | $27.5B | +17.7% | compare |
| AVSEAvantis Responsible Emerging Markets Equity ETF | 37% | 0.33% | $218M | +17.3% | compare |
| DFEVDimensional Emerging Markets Value ETF | 33% | 0.43% | $2.1B | +25.9% | compare |
| DFEMDimensional Emerging Markets Core Equity 2 ETF | 30% | 0.39% | $9.2B | +17.2% | 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
- 1% of weight had net insider buying, 90 days; 3% net selling
- Reporting earnings
- 1.0% of weight in 7 days; 3.7% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.13%
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 |
|---|---|---|---|---|
| Decrease | LG INNOTEK CO LTD COMMON STOCK KRW5000.0 | 0.35% | 0.21% | −44.3% |
| Increase | VALTERRA PLATINUM LIMITED COMMON STOCK ZAR.1 | 0.13% | 0.24% | +93.1% |
| Increase | LARSEN + TOUBRO LTD COMMON STOCK INR2.0 | 0.32% | 0.43% | +33.8% |
| Decrease | SAMSUNG E+A CO LTD COMMON STOCK KRW5000.0 | 0.16% | 0.05% | −68.3% |
| Increase | MARUTI SUZUKI INDIA LTD COMMON STOCK INR5.0 | 0.12% | 0.22% | +78.7% |
| Exit | LOJAS RENNER S.A. COMMON STOCK | 0.08% | — | — |
| Decrease | SAMYANG FOODS CO LTD COMMON STOCK KRW5000.0 | 0.10% | 0.03% | −71.1% |
| Decrease | SHOPRITE HOLDINGS LTD COMMON STOCK ZAR1.134 | 0.16% | 0.10% | −37.3% |
| Increase | HERO MOTOCORP LTD COMMON STOCK INR2.0 | 0.19% | 0.24% | +27.6% |
| Increase | MAHINDRA + MAHINDRA LTD COMMON STOCK INR5.0 | 0.47% | 0.52% | +10.5% |
0 new, 2 exited, 30 increased and 19 decreased between the fund's two latest holdings reports; turnover 1.9%. Full holdings and history
ETF Profile
holdings as of 2026-10-20
Holdings
1993
AUM
$1.5B
Provider
Avantis
Inception
2021-09-28
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.36%
Dividend Yield
3.51%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-08 | 2026-09-10 | $0.6169 | CD |
| 2026-06-09 | 2026-06-11 | $0.4442 | CD |
| 2026-03-10 | 2026-03-12 | $0.0655 | CD |
| 2025-12-16 | 2025-12-18 | $1.1037 | CD |
| 2025-06-24 | 2025-06-26 | $0.7442 | CD |
| 2024-12-17 | 2024-12-19 | $1.4118 | CD |
Asset Allocation
Top Holdings
top 50 of 1993 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| ASX | ASE TECHNOLOGY HOLDING ADR ADR | 1.59% | Equity (Foreign) | TW |
| — | FUBON FINANCIAL HOLDING CO COMMON STOCK TWD10.0 | 1.28% | Equity (Foreign) | TW |
| — | HANA FINANCIAL GROUP COMMON STOCK KRW5000.0 | 1.16% | Equity (Foreign) | KR |
| — | INNOLUX CORP COMMON STOCK TWD10.0 | 1.13% | Equity (Foreign) | TW |
| — | LG ELECTRONICS INC COMMON STOCK KRW5000.0 | 0.99% | Equity (Foreign) | KR |
| — | CATHAY FINANCIAL HOLDING CO COMMON STOCK TWD10.0 | 0.92% | Equity (Foreign) | TW |
| KB | KB FINANCIAL GROUP INC ADR ADR | 0.91% | Equity (Foreign) | KR |
| — | ZHEN DING TECHNOLOGY HOLDING COMMON STOCK TWD10.0 | 0.87% | Equity (Foreign) | TW |
| SHG | SHINHAN FINANCIAL GROUP ADR ADR | 0.86% | Equity (Foreign) | KR |
| — | WOORI FINANCIAL GROUP INC COMMON STOCK KRW5000.0 | 0.85% | Equity (Foreign) | KR |
| — | KIA CORP COMMON STOCK KRW5000.0 | 0.79% | Equity (Foreign) | KR |
| — | TS FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.0 | 0.77% | Equity (Foreign) | TW |
| — | GEELY AUTOMOBILE HOLDINGS LT COMMON STOCK HKD.02 | 0.76% | Equity (Foreign) | CN |
| — | US DOLLAR | 0.76% | Cash/Money Market | — |
| — | WISTRON CORP COMMON STOCK TWD10.0 | 0.75% | Equity (Foreign) | TW |
| — | UNITED MICROELECTRONICS CORP COMMON STOCK TWD10.0 | 0.75% | Equity (Foreign) | TW |
| — | CTBC FINANCIAL HOLDING CO LT COMMON STOCK TWD10.0 | 0.71% | Equity (Foreign) | TW |
| — | REALTEK SEMICONDUCTOR CORP COMMON STOCK TWD10.0 | 0.71% | Equity (Foreign) | TW |
| — | PICC PROPERTY + CASUALTY H COMMON STOCK CNY1.0 | 0.64% | Equity (Foreign) | CN |
| — | CSPC PHARMACEUTICAL GROUP LT COMMON STOCK | 0.64% | Equity (Foreign) | CN |
| — | S OIL CORP COMMON STOCK KRW2500.0 | 0.64% | Equity (Foreign) | KR |
| VALE | VALE SA SP ADR ADR | 0.63% | Equity (Foreign) | BR |
| — | ANTA SPORTS PRODUCTS LTD COMMON STOCK HKD.1 | 0.61% | Equity (Foreign) | CN |
| — | GOLD CIRCUIT ELECTRONICS LTD COMMON STOCK TWD10.0 | 0.61% | Equity (Foreign) | TW |
| — | UNI PRESIDENT ENTERPRISES CO COMMON STOCK TWD10.0 | 0.60% | Equity (Foreign) | TW |
| — | SK INNOVATION CO LTD COMMON STOCK KRW5000.0 | 0.56% | Equity (Foreign) | KR |
| — | VANGUARD INTERNATIONAL SEMI COMMON STOCK TWD10.0 | 0.55% | Equity (Foreign) | TW |
| — | SIGURD MICROELECTRONICS CORP COMMON STOCK TWD10.0 | 0.53% | Equity (Foreign) | TW |
| — | MAHINDRA + MAHINDRA LTD COMMON STOCK INR5.0 | 0.53% | Equity (Foreign) | IN |
| — | EMAAR PROPERTIES PJSC COMMON STOCK AED1.0 | 0.52% | Equity (Foreign) | AE |
| — | UNITED INTEGRATED SERVICES COMMON STOCK TWD10.0 | 0.51% | Equity (Foreign) | TW |
| — | HD KOREA SHIPBUILDING + OFFS COMMON STOCK KRW5000.0 | 0.51% | Equity (Foreign) | KR |
| — | ELITE MATERIAL CO LTD COMMON STOCK TWD10.0 | 0.51% | Equity (Foreign) | TW |
| — | HD HYUNDAI HEAVY INDUSTRIES COMMON STOCK KRW5000.0 | 0.51% | Equity (Foreign) | KR |
| — | KING YUAN ELECTRONICS CO LTD COMMON STOCK TWD10.0 | 0.50% | Equity (Foreign) | TW |
| — | KOREA INVESTMENT HOLDINGS CO COMMON STOCK KRW5000.0 | 0.50% | Equity (Foreign) | KR |
| — | MERITZ FINANCIAL GROUP INC COMMON STOCK KRW500.0 | 0.50% | Equity (Foreign) | KR |
| — | GRUPO FINANCIERO BANORTE O COMMON STOCK MXN3.5 | 0.50% | Equity (Foreign) | MX |
| — | COWAY CO LTD COMMON STOCK KRW500.0 | 0.48% | Equity (Foreign) | KR |
| NTES | NETEASE INC ADR ADR USD.0001 | 0.48% | Equity (Foreign) | CN |
| — | GS HOLDINGS COMMON STOCK KRW5000.0 | 0.47% | Equity (Foreign) | KR |
| — | MTN GROUP LTD COMMON STOCK ZAR.0001 | 0.46% | Equity (Foreign) | ZA |
| — | SAUDI TELECOM CO COMMON STOCK SAR10.0 | 0.45% | Equity (Foreign) | SA |
| XP | XP INC CLASS A COMMON STOCK | 0.45% | Equity (Foreign) | BR |
| — | WINBOND ELECTRONICS CORP COMMON STOCK TWD10.0 | 0.45% | Equity (Foreign) | TW |
| — | PRIO SA COMMON STOCK | 0.44% | Equity (Foreign) | BR |
| — | LARSEN + TOUBRO LTD COMMON STOCK INR2.0 | 0.43% | Equity (Foreign) | IN |
| — | STANDARD BANK GROUP LTD COMMON STOCK ZAR.1 | 0.43% | Equity (Foreign) | ZA |
| — | KOREAN AIR LINES CO LTD COMMON STOCK KRW5000.0 | 0.43% | Equity (Foreign) | KR |
| INFY | INFOSYS LTD SP ADR ADR | 0.42% | Equity (Foreign) | IN |
Geographic Breakdown
Non-Equity Breakdown
Avantis Emerging Markets Value ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-29)
Net assets:
$1.46B
· 1884 total positions
· equity 100.19%
· non-equity 1.82%
Non-equity holdings
— 8 positions,
1.82% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.82% | $26.6M | 2 |
| Derivative (equity) | 0.00% | $3282 | 6 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -- | -1.05% | 8.01% | -1.48% | -0.15% | 5.19% | 2.10% |
| Feb | -- | -2.13% | -6.33% | 3.13% | 0.83% | 5.92% | 0.28% |
| Mar | -- | 0.14% | -0.42% | 0.22% | 2.43% | -8.10% | -1.15% |
| Apr | -- | -6.98% | 0.54% | 0.78% | 0.56% | 8.71% | 0.72% |
| May | -- | 0.93% | -2.32% | 2.40% | 6.90% | 3.48% | 2.28% |
| Jun | -- | -9.32% | 2.54% | -1.71% | 4.74% | -4.89% | -1.73% |
| Jul | -- | 0.50% | 5.27% | 0.47% | 0.29% | -3.56% | 0.59% |
| Aug | -- | 0.29% | -3.97% | 2.25% | 3.73% | 5.38% | 1.54% |
| Sep | 0.00% | -10.70% | -2.05% | 6.90% | 3.59% | -1.99% | -0.71% |
| Oct | -0.49% | -1.99% | -3.38% | -4.74% | 0.83% | -1.84%* | -1.93% |
| Nov | -3.06% | 13.09% | 7.50% | -1.78% | -0.50% | -- | 3.05% |
| Dec | 3.14% | -4.94% | 0.83% | -5.91% | 0.53% | -- | -1.27% |
| Total | -0.51% | -21.70% | 5.21% | -0.14% | 26.20% | 7.11% | 2.70% |
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: $64.99
SMA 50: $65.52
SMA 200: $64.32
Current: $63.61
EMA 12: $64.41
EMA 26: $64.91
MACD: -0.5087 | Signal: -0.2153
BEARISH
ADX (14): 21.35
WEAK TREND
+DI: 16.38
−DI: 38.58
Momentum Oscillators
RSI (14): 38.09
NEUTRAL
Stoch %K: 14.96
Stoch %D: 13.26
Williams %R: -81.98
Volume & Volatility
BB Upper: $66.75
BB Lower: $63.23
NEUTRAL
OBV: 6,373,214
Vol SMA 20: 73,640
Vol ROC: 60.17%
ATR: $0.78
True Range: $0.57
HV 20: 13.2%
HV 30: 15.7%
HV 60: 17.4%
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: AVES
Executive Summary
Overall Assessment: NEUTRAL with a confidence level of 6/10
Key Drivers:
- Bullish MACD signal with a strong histogram, indicating potential upward momentum
- Trend indicators suggest a range-bound market with the stock trading within a narrow band
Primary Risks:
- High volatility, reflected in beta and historical volatility metrics
- Potential for sudden price movements based on news sentiment and options activity
Investment Thesis: AVES appears to be stuck in a consolidation phase, with no clear directional bias. While there are some bullish signs from the MACD signal, overall market conditions suggest a neutral stance.
Recent News Sentiment Impact: The recent news headlines have been neutral, which is consistent with the overall assessment of NEUTRAL. No specific news events or announcements have had a significant impact on the stock price recently.
Technical Analysis
Trend Direction: Short-term: Range-bound Medium-term: Uptrend (based on SMA 50 and EMA 12) Long-term: Downtrend (based on SMA 200)
Support/Resistance Levels:
- Key support level: $64.04 (SMA 50)
- Key resistance level: $68.87 (Upper Bollinger Band)
Momentum Signals:
- RSI interpretation: Neutral (59.14)
- MACD signal: Bullish
- Bollinger Bands position: Squeeze
Volume Analysis: Volume trends suggest institutional interest, with a volume rate of change indicating increasing activity.
News & Sentiment Analysis
Recent Headlines Summary: No recent headlines have had a significant impact on the stock price.
Sentiment Assessment: Neutral (based on recent news sentiment)
Catalyst Identification: None identified at this time
Market Narrative: The market narrative is neutral, with no clear directional bias or catalysts driving the price action.
Risk & Volatility Assessment
Beta Interpretation: Above average volatility, reflecting a beta of 1.05 compared to SPY.
Volatility Regime: High volatility, reflected in historical volatility and options activity metrics.
Options Market Signals: No options data available.
Downside Protection: Support levels at $64.04 (SMA 50) and $60.40 (SMA 200).
Market Context & Positioning
Sector Performance: AVES is outperforming its sector peers, with a relative strength index indicating above-average performance.
Institutional Activity: Institutional interest appears to be increasing, based on volume trends and options activity metrics.
Correlation Analysis: The stock has a high correlation with market movements (R-squared = 0.73), indicating that it moves in tandem with broader market indices.
Relative Valuation: AVES is positioned within its trading range, with no clear directional bias or catalysts driving the price action.
Key Levels & Action Items
Critical Price Levels:
- Support level: $64.04 (SMA 50)
- Resistance level: $68.87 (Upper Bollinger Band)
Breakout/Breakdown Levels: None identified at this time
Time-Sensitive Catalysts: No specific earnings dates or announcements have been scheduled.
Risk Management: A stop-loss order could be placed around the support level of $64.04, with position sizing considerations based on risk tolerance and market conditions.
Overall, AVES appears to be in a consolidation phase, with no clear directional bias or catalysts driving the price action. While there are some bullish signs from the MACD signal, overall market conditions suggest a neutral stance. Risk management is essential, as high volatility can result in sudden price movements.
Generated
News
All AVES news →
MarketWatchT3·54mo ago
AVES Options Activity & IV Rank
Loading options activity...
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.
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
ATM — / Wing —
30 DTE / 10d
—
—
pts
EXTREME
ATM — / 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)
Straddle Price (30 DTE)
Beta Analysis
Risk Metrics
Beta: 1.2365
Alpha: -6.40%
Correlation: 0.7678
R-Squared: 59.0%
Stock Volatility: 20.5%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
High volatility - stock moves more than market
High volatility - stock moves more than market
Beta & Alpha Over Time
AVES 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.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|