The Motley FoolT3·21mo ago
AVMC Avantis U.S. Mid Cap Equity ETF
ETF 78.85 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.
AVMC
$78.85
—
Key stats
$78.85
- 52-Week Range
- $66.64 – $82.60
- YTD
- +10.22%
- IV Rank (30D)
- 3.15
- Straddle Price
- $0.00
- Open
- $79.35
- Day Range
- $78.51 – $79.35
- Volume
- 31,370
- Prev Close
- $78.47
About
Avantis U.S. Mid Cap Equity ETF (AVMC) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2023-11-07
- Has Options
- Yes
Fund profile
holdings as of Oct 19, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.18% issuer, Oct 21, 2026
- Assets
- $511M issuer-reported, Oct 19, 2026
- Trailing yield
- 0.99% paid quarterly
- Average daily volume
- $2.1M 30 sessions
- Holdings
- 619 top 10 are 6.1%
- Listed
- Nov 7, 2023 NYSE Arca
- Net asset value
- $77.47 issuer, Oct 19, 2026 · closed +0.04% to NAV
- Median bid/ask spread
- 0.09% 30 days, issuer-reported
- 30-day SEC yield
- 1.15% issuer, Sep 30, 2026
Cost74
Liquidity44
Scale63
Diversification100
Moves with. US large-cap stocks (82% of its variance, beta 1.07); Small caps over large (19% of its variance, beta 0.40); Emerging markets over US (4% of its variance, beta 0.08). These factors explain 91% of its daily moves over the last year.
Stated objective. The fund seeks long-term capital appreciation. (from the fund's prospectus)
All 619 holdingsFlow historySimilar fundsOverlap toolAll Mid Cap Blend ETFs
Fund flows
through May 2026SEC filings- May 2026
- +$26M latest reported month
- Latest 3 months
- +$79M +19.4% of assets
- Latest 12 months
- +$185M +45.5% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$26M |
| Apr 2026 | +$38M |
| Mar 2026 | +$15M |
| Feb 2026 | +$20M |
| Jan 2026 | +$20M |
| Dec 2025 | +$8.4M |
| Nov 2025 | +$14M |
| Oct 2025 | +$18M |
| Sep 2025 | +$1.4M |
| Aug 2025 | +$15M |
| Jul 2025 | +$5.4M |
| Jun 2025 | +$3.9M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 31 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| JHMMJohn Hancock Multifactor Mid Cap ETF | 69% | 0.41% | $6.0B | +14.2% | compare |
| IWSiShares Russell Mid-Cap Value ETF | 67% | 0.23% | $15.6B | +21.6% | compare |
| IWRiShares Russell Mid-Cap ETF | 66% | 0.18% | $57.0B | +15.0% | compare |
| CVMCCalvert US Mid-Cap Core Responsible Index ETF | 66% | 0.15% | $103M | +19.3% | compare |
| ONEOState Street SPDR Russell 1000 Momentum Focus ETF | 52% | 0.20% | $30M | +21.1% | 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- Holdings vs fair value
- +13.1% 49% under, 21% over · 100% covered
- Price / earnings
- 24.1 9% loss-making · 99% covered
- Price / book · sales
- 2.8 · 1.4 revenue growth +8.9%
- Above 200-day average
- 56% 51% above 50-day · by weight
- Short interest
- 5.2% of float, weighted · 3.8 days to cover
- Insider buying
- 5% of weight had net insider buying, 90 days; 62% net selling
- 13F holders
- +3.0% change in shares held by institutions, latest quarter
- Reporting earnings
- 27.7% of weight in 7 days; 65.7% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.57%
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 13, 2026 → Oct 14, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | NTNXNUTANIX INC A COMMON STOCK USD.000025 | 0.04% | 0.04% | +10.6% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.6%. Full holdings and history
ETF Profile
holdings as of 2026-10-20
Holdings
610
AUM
$518.9M
Provider
Avantis
Inception
2023-11-07
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.18%
Dividend Yield
0.98%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-08 | 2026-09-10 | $0.1864 | CD |
| 2026-06-09 | 2026-06-11 | $0.2139 | CD |
| 2026-03-10 | 2026-03-12 | $0.1455 | CD |
| 2025-12-16 | 2025-12-18 | $0.2290 | CD |
| 2025-09-23 | 2025-09-25 | $0.1676 | CD |
| 2025-06-24 | 2025-06-26 | $0.2065 | CD |
Asset Allocation
Top Holdings
top 50 of 610 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| MRNA | MODERNA INC COMMON STOCK USD.0001 | 0.94% | Equity (US) | US |
| DVN | DEVON ENERGY CORP COMMON STOCK USD.1 | 0.65% | Equity (US) | US |
| WDC | WESTERN DIGITAL CORP COMMON STOCK USD.01 | 0.64% | Equity (US) | US |
| HUM | HUMANA INC COMMON STOCK USD.1666666 | 0.60% | Equity (US) | US |
| PYPL | PAYPAL HOLDINGS INC COMMON STOCK | 0.60% | Equity (US) | US |
| EBAY | EBAY INC COMMON STOCK USD.001 | 0.57% | Equity (US) | US |
| NUE | NUCOR CORP COMMON STOCK USD.4 | 0.56% | Equity (US) | US |
| LNG | CHENIERE ENERGY INC COMMON STOCK USD.003 | 0.55% | Equity (US) | US |
| CNC | CENTENE CORP COMMON STOCK USD.001 | 0.55% | Equity (US) | US |
| VST | VISTRA CORP COMMON STOCK USD.01 | 0.54% | Equity (US) | US |
| STT | STATE STREET CORP COMMON STOCK USD1.0 | 0.52% | Equity (US) | US |
| AIG | AMERICAN INTERNATIONAL GROUP COMMON STOCK USD2.5 | 0.52% | Equity (US) | US |
| PRU | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01 | 0.51% | Equity (US) | US |
| F | FORD MOTOR CO COMMON STOCK USD.01 | 0.51% | Equity (US) | US |
| AMP | AMERIPRISE FINANCIAL INC COMMON STOCK USD.01 | 0.51% | Equity (US) | US |
| ADSK | AUTODESK INC COMMON STOCK USD.01 | 0.51% | Equity (US) | US |
| A | AGILENT TECHNOLOGIES INC COMMON STOCK USD.01 | 0.51% | Equity (US) | US |
| FITB | FIFTH THIRD BANCORP COMMON STOCK | 0.50% | Equity (US) | US |
| DAL | DELTA AIR LINES INC COMMON STOCK USD.0001 | 0.50% | Equity (US) | US |
| EW | EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 | 0.50% | Equity (US) | US |
| ROK | ROCKWELL AUTOMATION INC COMMON STOCK USD1.0 | 0.50% | Equity (US) | US |
| NTAP | NETAPP INC COMMON STOCK USD.001 | 0.50% | Equity (US) | US |
| HIG | HARTFORD INSURANCE GROUP INC COMMON STOCK USD.01 | 0.48% | Equity (US) | US |
| TRGP | TARGA RESOURCES CORP COMMON STOCK USD.001 | 0.48% | Equity (US) | US |
| BDX | BECTON DICKINSON AND CO COMMON STOCK USD1.0 | 0.48% | Equity (US) | US |
| ILMN | ILLUMINA INC COMMON STOCK USD.01 | 0.46% | Equity (US) | US |
| TER | TERADYNE INC COMMON STOCK USD.125 | 0.46% | Equity (US) | US |
| OXY | OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2 | 0.45% | Equity (US) | US |
| DXCM | DEXCOM INC COMMON STOCK USD.001 | 0.44% | Equity (US) | US |
| GRMN | GARMIN LTD COMMON STOCK CHF.1 | 0.44% | Equity (US) | US |
| CCL | CARNIVAL CORP LTD COMMON STOCK USD.01 | 0.44% | Equity (US) | US |
| ADM | ARCHER DANIELS MIDLAND CO COMMON STOCK | 0.44% | Equity (US) | US |
| IQV | IQVIA HOLDINGS INC COMMON STOCK USD.01 | 0.44% | Equity (US) | US |
| MSTR | STRATEGY INC COMMON STOCK USD.001 | 0.44% | Equity (US) | US |
| VEEV | VEEVA SYSTEMS INC CLASS A COMMON STOCK USD.00001 | 0.44% | Equity (US) | US |
| CIEN | CIENA CORP COMMON STOCK USD.01 | 0.43% | Equity (US) | US |
| XYZ | BLOCK INC COMMON STOCK USD.0000001 | 0.43% | Equity (US) | US |
| ODFL | OLD DOMINION FREIGHT LINE COMMON STOCK USD.1 | 0.43% | Equity (US) | US |
| UAL | UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01 | 0.43% | Equity (US) | US |
| URI | UNITED RENTALS INC COMMON STOCK USD.01 | 0.42% | Equity (US) | US |
| TGT | TARGET CORP COMMON STOCK USD.0833 | 0.42% | Equity (US) | US |
| FIX | COMFORT SYSTEMS USA INC COMMON STOCK USD.01 | 0.42% | Equity (US) | US |
| SYY | SYSCO CORP COMMON STOCK USD1.0 | 0.42% | Equity (US) | US |
| KEYS | KEYSIGHT TECHNOLOGIES IN COMMON STOCK USD.01 | 0.42% | Equity (US) | US |
| ACGL | ARCH CAPITAL GROUP LTD COMMON STOCK USD.01 | 0.41% | Equity (US) | US |
| WCN | WASTE CONNECTIONS INC COMMON STOCK | 0.41% | Equity (US) | US |
| FLEX | FLEX LTD COMMON STOCK | 0.41% | Equity (US) | US |
| WAT | WATERS CORP COMMON STOCK USD.01 | 0.41% | Equity (US) | US |
| DHI | DR HORTON INC COMMON STOCK USD.01 | 0.41% | Equity (US) | US |
| EQT | EQT CORP COMMON STOCK | 0.40% | Equity (US) | US |
Chart
Seasonality
| Month | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|
| Jan | -- | -0.75% | 4.76% | 2.53% | 2.18% |
| Feb | -- | 5.57% | -2.47% | 3.19% | 2.10% |
| Mar | -- | 4.75% | -3.53% | -5.57% | -1.45% |
| Apr | -- | -5.22% | -2.64% | 6.86% | -0.33% |
| May | -- | 3.66% | 5.70% | 1.50% | 3.62% |
| Jun | -- | -1.20% | 3.56% | 2.24% | 1.53% |
| Jul | -- | 5.98% | 0.21% | -0.81% | 1.79% |
| Aug | -- | 3.18% | 4.52% | -0.65% | 2.35% |
| Sep | -- | 4.60% | 0.85% | -3.60% | 0.62% |
| Oct | -- | 0.52% | -0.76% | 2.57%* | 0.78% |
| Nov | 6.90% | 9.39% | 2.35% | -- | 6.21% |
| Dec | 5.57% | -7.01% | 0.65% | -- | -0.26% |
| Total | 12.85% | 24.60% | 13.44% | 7.95% | 14.71% |
* Only 4 year(s) of data available.
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: $77.59
SMA 50: $78.86
SMA 200: $77.11
Current: $78.82
EMA 12: $77.97
EMA 26: $78.01
MACD: -0.0454 | Signal: 0.1994
BEARISH
ADX (14): 12.35
RANGE
+DI: 34.76
−DI: 20.35
Momentum Oscillators
RSI (14): 56.11
NEUTRAL
Stoch %K: 77.01
Stoch %D: 73.40
Williams %R: -20.67
Volume & Volatility
BB Upper: $78.86
BB Lower: $76.32
NEUTRAL
OBV: 62,343
Vol SMA 20: 29,511
Vol ROC: -7.31%
ATR: $0.84
True Range: $0.88
HV 20: 11.8%
HV 30: 11.3%
HV 60: 11.5%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLMC Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL (6/10)
Key Drivers:
- Technical indicators suggest a neutral to bullish trend, with recent MACD signal indicating potential upside.
- Momentum oscillators are mixed, with RSI near the midline and stochastic indicators showing some divergence.
- Bollinger Bands indicate a neutral signal.
Primary Risks:
- High IV premium compared to historical volatility may indicate overpricing of options contracts.
- Recent news headlines highlight a positive sentiment, which could be a catalyst for further upside.
Investment Thesis: AVMC is trading within a consolidation phase, with technical indicators suggesting a potential breakout. However, the high IV premium and mixed momentum signals suggest caution is warranted.
Recent News Sentiment Impact: The recent positive news headline from The Motley Fool has contributed to the neutral to bullish sentiment in AVMC.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Neutral
- Medium-term (1-3 months): Bullish
- Long-term (3-12 months): Neutral
Support/Resistance Levels:
- Upper Bollinger Band: $82.68
- Middle Line: $80.94
- Lower Bollinger Band: $79.20
Momentum Signals:
- RSI: 47.78 (neutral)
- MACD signal: Bullish (0.09 histogram above -0.20 signal line)
- Stochastic %K/D: Mixed signals, with %K near the midline and %D below
- Williams %R: -61.73 (oversold)
Volume Analysis:
- Volume SMA 20: 17581.87
- On-Balance Volume (OBV): 306111.60
- Volume Rate of Change: 14.87%
News & Sentiment Analysis
Recent Headlines Summary:
- Positive news headline from The Motley Fool predicting AVMC will outperform the S&P 500 over the next decade.
Sentiment Assessment: POSITIVE (based on recent news headlines)
Catalyst Identification: None notable in the near term, but potential for a breakout or retest of previous highs in the medium to long term.
Market Narrative: The positive news headline has contributed to the neutral to bullish sentiment in AVMC, with some potential for further upside if technical indicators continue to support this trend.
Risk & Volatility Assessment
Beta Interpretation:
- Beta: 0.85 (vs SPY), indicating moderate volatility and a relatively stable stock.
Volatility Regime:
- Historical Volatility: HV20 9.7%, HV30 11.1%, HV60 11.1%
- IV Premium vs HV30: 38.4% (positive = implied richer than realized)
Options Market Signals:
- IV Rank: Low (8.3%), indicating historically low volatility.
- Current IV: 15.4%
- Expected Move: $2.77 (42 DTE), 7-DTE: $1.98
- Volume Flow: 0 calls vs 0 puts, indicating no notable institutional interest.
Downside Protection:
- Support levels: Lower Bollinger Band ($79.20) and SMA 200 ($75.97)
- Risk management considerations: Stop-loss levels at or below the lower Bollinger Band, with potential for a retest of previous lows if support fails.
Market Context & Positioning
Sector Performance:
- AVMC is trading within its sector (Technology), with some relative strength compared to other stocks in the same sector.
Institutional Activity:
- Volume patterns suggest institutional interest is moderate, with no notable buying or selling pressure.
Correlation Analysis:
- Correlation: 0.81 (strong positive correlation with the market)
- Relative Strength: AVMC is trading near its 50-day moving average, indicating some relative strength within its sector.
Relative Valuation:
- Position within trading range: Neutral to bullish, with some potential for further upside if technical indicators continue to support this trend.
Key Levels & Action Items
Critical Price Levels:
- Upper Bollinger Band: $82.68
- Middle Line: $80.94
- Lower Bollinger Band: $79.20
Breakout/Breakdown Levels:
- Breakout level: SMA 200 ($75.97)
- Breakdown level: Lower Bollinger Band ($79.20)
Time-Sensitive Catalysts:
- Earnings dates: None available in the near term
- FDA approvals: None available in the near term
- Product launches: None notable in the near term
Risk Management:
- Stop-loss levels at or below the lower Bollinger Band, with potential for a retest of previous lows if support fails.
- Position sizing considerations: Moderate risk-taking with some caution due to high IV premium and mixed momentum signals.
Generated
News
All AVMC news →
AVMC Options Activity & IV Rank
AVMC IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 13.4%
7-DTE IV: —
Expected Move: $0.00
7-DTE Move: $0.00
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 0
Put Volume: 0
P/C Volume: —
Call OI: 0
Put OI: 0
P/C OI: —
Total OI: 0
ATM Options Pricing
ATM Call: $0.00
ATM Put: $0.00
Call %: 0.0%
Put %: 0.0%
Chain Summary
Chain Volume: 0
Chain OI: 0
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.
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 12.7% / 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)3.1LowOct 21
Straddle Price (30 DTE)$0.00Oct 21
Beta Analysis
Risk Metrics
Beta: 0.8406
Alpha: 0.54%
Correlation: 0.8015
R-Squared: 64.2%
Stock Volatility: 13.3%
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
AVMC 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 |
|---|
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
19.79K
SI % of Float
—
Days to Cover
1.00
Short Vol Ratio
73.0%
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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