The Motley FoolT3·2d ago
AVUV Avantis U.S. Small Cap Value ETF
ETF 120.92 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.
AVUV
$120.92
—
Key stats
$120.92
Pre-market
$120.60
-0.26%
- 52-Week Range
- $93.87 – $129.05
- YTD
- +17.26%
- IV Rank (30D)
- 39.58
- Straddle Price
- $4.40
- P/C Vol Ratio
- 0.48
- Open
- $121.33
- Day Range
- $120.42 – $121.35
- Volume
- 926,452
- Prev Close
- $120.95
About
Avantis U.S. Small Cap Value ETF (AVUV) 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
- Expense ratio
- 0.25% issuer, Oct 21, 2026
- Assets
- $31.1B issuer-reported, Oct 19, 2026
- Trailing yield
- 1.25% paid quarterly
- Average daily volume
- $170M 30 sessions
- Holdings
- 788 top 10 are 8.2%
- Listed
- Sep 24, 2019 NYSE Arca
- Net asset value
- $119.63 issuer, Oct 19, 2026 · closed +0.04% to NAV
- Median bid/ask spread
- 0.02% 30 days, issuer-reported
- 30-day SEC yield
- 1.38% issuer, Sep 30, 2026
Cost64
Liquidity100
Scale100
Diversification100
Moves with. US large-cap stocks (56% of its variance, beta 1.06); Small caps over large (34% of its variance, beta 0.69). These factors explain 83% of its daily moves over the last year.
Stated objective. The fund seeks long-term capital appreciation. (from the fund's prospectus)
All 788 holdingsFlow historySimilar fundsOverlap toolAll Small Cap Value ETFs
Fund flows
through May 2026SEC filings- May 2026
- +$927M latest reported month
- Latest 3 months
- +$2.0B +7.4% of assets
- Latest 12 months
- +$5.6B +20.5% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$927M |
| Apr 2026 | +$649M |
| Mar 2026 | +$429M |
| Feb 2026 | +$598M |
| Jan 2026 | +$743M |
| Dec 2025 | +$393M |
| Nov 2025 | +$225M |
| Oct 2025 | +$298M |
| Sep 2025 | +$400M |
| Aug 2025 | +$277M |
| Jul 2025 | +$358M |
| Jun 2025 | +$263M |
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 | |
|---|---|---|---|---|---|
| DFSVU.S. Small Cap Value Portfolio ETF Class Shares | 43% | 0.31% | $7.5B | +23.3% | compare |
| AVSCAvantis U.S. Small Cap Equity ETF | 42% | 0.25% | $3.1B | +24.0% | compare |
| DFATU.S. Targeted Value Portfolio ETF Class Shares | 38% | 0.29% | $13.7B | +20.5% | compare |
| DFMCU.S. Micro Cap Portfolio ETF Class Shares | 38% | 0.41% | — | — | compare |
| BSVOEA Bridgeway Omni Small-Cap Value ETF | 37% | 0.45% | $2.4B | +29.4% | 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
- +20.0% 58% under, 17% over · 97% covered
- Price / earnings
- 18.2 12% loss-making · 94% covered
- Price / book · sales
- 1.4 · 0.7 revenue growth +6.3%
- Above 200-day average
- 59% 40% above 50-day · by weight
- Short interest
- 9.2% of float, weighted · 5.5 days to cover
- Insider buying
- 7% of weight had net insider buying, 90 days; 51% net selling
- 13F holders
- +4.1% change in shares held by institutions, latest quarter
- Reporting earnings
- 28.5% of weight in 7 days; 64.9% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.89%
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 15, 2026 → Oct 16, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | ATKRATKORE INC COMMON STOCK USD.01 | 0.57% | — | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.7%. Full holdings and history
ETF Profile
holdings as of 2026-10-20
Holdings
788
AUM
$31.4B
Provider
Avantis
Inception
2019-09-24
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.25%
Dividend Yield
1.26%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-08 | 2026-09-10 | $0.4142 | CD |
| 2026-06-09 | 2026-06-11 | $0.4429 | CD |
| 2026-03-10 | 2026-03-12 | $0.2800 | CD |
| 2025-12-16 | 2025-12-18 | $0.3813 | CD |
| 2025-09-23 | 2025-09-25 | $0.4570 | CD |
| 2025-06-24 | 2025-06-26 | $0.4351 | CD |
Asset Allocation
Top Holdings
top 50 of 788 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| MATX | MATSON INC COMMON STOCK | 1.09% | Equity (US) | US |
| ANF | ABERCROMBIE + FITCH CO CL A COMMON STOCK USD.01 | 0.93% | Equity (US) | US |
| GATX | GATX CORP COMMON STOCK USD.625 | 0.85% | Equity (US) | US |
| SM | SM ENERGY CO COMMON STOCK USD.01 | 0.84% | Equity (US) | US |
| M | MACY S INC COMMON STOCK USD.01 | 0.76% | Equity (US) | US |
| LYFT | LYFT INC A COMMON STOCK USD.00001 | 0.75% | Equity (US) | US |
| MUR | MURPHY OIL CORP COMMON STOCK USD1.0 | 0.74% | Equity (US) | US |
| LEA | LEAR CORP COMMON STOCK USD.01 | 0.72% | Equity (US) | US |
| LNTH | LANTHEUS HOLDINGS INC COMMON STOCK USD.01 | 0.71% | Equity (US) | US |
| CAKE | CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01 | 0.71% | Equity (US) | US |
| SKYW | SKYWEST INC COMMON STOCK | 0.70% | Equity (US) | US |
| RUSHA | RUSH ENTERPRISES INC CL A COMMON STOCK USD.01 | 0.69% | Equity (US) | US |
| URBN | URBAN OUTFITTERS INC COMMON STOCK USD.0001 | 0.69% | Equity (US) | US |
| INSW | INTERNATIONAL SEAWAYS INC COMMON STOCK | 0.68% | Equity (US) | US |
| CBT | CABOT CORP COMMON STOCK USD1.0 | 0.67% | Equity (US) | US |
| OSCR | OSCAR HEALTH INC CLASS A COMMON STOCK USD.00001 | 0.63% | Equity (US) | US |
| CROX | CROCS INC COMMON STOCK USD.001 | 0.63% | Equity (US) | US |
| VSAT | VIASAT INC COMMON STOCK USD.0001 | 0.63% | Equity (US) | US |
| SIG | SIGNET JEWELERS LTD COMMON STOCK USD.18 | 0.63% | Equity (US) | US |
| MGY | MAGNOLIA OIL + GAS CORP A COMMON STOCK USD.0001 | 0.61% | Equity (US) | US |
| TPC | TUTOR PERINI CORP COMMON STOCK USD1.0 | 0.58% | Equity (US) | US |
| UNFI | UNITED NATURAL FOODS INC COMMON STOCK USD.01 | 0.56% | Equity (US) | US |
| ESNT | ESSENT GROUP LTD COMMON STOCK USD.015 | 0.55% | Equity (US) | US |
| PARR | PAR PACIFIC HOLDINGS INC COMMON STOCK USD.01 | 0.55% | Equity (US) | US |
| CNX | CNX RESOURCES CORP COMMON STOCK USD.01 | 0.55% | Equity (US) | US |
| TREX | TREX COMPANY INC COMMON STOCK USD.01 | 0.54% | Equity (US) | US |
| TDS | TELEPHONE AND DATA SYSTEMS COMMON STOCK USD.01 | 0.54% | Equity (US) | US |
| IRDM | IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001 | 0.54% | Equity (US) | US |
| CNO | CNO FINANCIAL GROUP INC COMMON STOCK USD.01 | 0.53% | Equity (US) | US |
| NE | NOBLE CORP PLC COMMON STOCK USD.00001 | 0.53% | Equity (US) | US |
| AROC | ARCHROCK INC COMMON STOCK USD.01 | 0.53% | Equity (US) | US |
| OII | OCEANEERING INTL INC COMMON STOCK USD.25 | 0.53% | Equity (US) | US |
| THG | HANOVER INSURANCE GROUP INC/ COMMON STOCK USD.01 | 0.53% | Equity (US) | US |
| PTEN | PATTERSON UTI ENERGY INC COMMON STOCK USD.01 | 0.52% | Equity (US) | US |
| GNTX | GENTEX CORP COMMON STOCK USD.06 | 0.52% | Equity (US) | US |
| MTDR | MATADOR RESOURCES CO COMMON STOCK USD.01 | 0.52% | Equity (US) | US |
| PVH | PVH CORP COMMON STOCK USD1.0 | 0.52% | Equity (US) | US |
| — | US DOLLAR | 0.52% | Cash/Money Market | — |
| INGR | INGREDION INC COMMON STOCK USD.01 | 0.50% | Equity (US) | US |
| SIGI | SELECTIVE INSURANCE GROUP COMMON STOCK USD2.0 | 0.50% | Equity (US) | US |
| OZK | BANK OZK COMMON STOCK | 0.50% | Equity (US) | US |
| RIG | TRANSOCEAN LTD COMMON STOCK CHF.1 | 0.50% | Equity (US) | US |
| DXC | DXC TECHNOLOGY CO COMMON STOCK USD.01 | 0.50% | Equity (US) | US |
| WFRD | WEATHERFORD INTERNATIONAL PL COMMON STOCK USD.001 | 0.49% | Equity (US) | US |
| PSMT | PRICESMART INC COMMON STOCK USD.0001 | 0.49% | Equity (US) | US |
| CHRD | CHORD ENERGY CORP COMMON STOCK | 0.49% | Equity (US) | US |
| NOV | NOV INC COMMON STOCK USD.01 | 0.49% | Equity (US) | US |
| AX | AXOS FINANCIAL INC COMMON STOCK USD.01 | 0.49% | Equity (US) | US |
| MTG | MGIC INVESTMENT CORP COMMON STOCK USD1.0 | 0.48% | Equity (US) | US |
| ARCB | ARCBEST CORP COMMON STOCK USD.01 | 0.48% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 6.14% | -4.43% | 10.98% | -2.53% | 2.00% | 5.96% | 3.02% |
| Feb | 10.57% | 0.14% | -2.52% | 1.72% | -3.82% | 2.02% | 1.35% |
| Mar | 3.32% | 3.30% | -8.95% | 4.55% | -3.60% | -2.79% | -0.69% |
| Apr | 0.96% | -6.45% | -2.32% | -4.96% | -5.60% | 8.56% | -1.63% |
| May | 2.66% | 3.66% | -3.24% | 5.27% | 5.70% | 0.08% | 2.35% |
| Jun | -3.72% | -13.01% | 9.11% | -2.81% | 3.55% | 3.91% | -0.50% |
| Jul | -4.53% | 9.82% | 7.67% | 11.76% | -0.62% | 0.51% | 4.10% |
| Aug | 3.64% | -2.23% | -3.33% | -0.14% | 10.49% | -1.63% | 1.13% |
| Sep | -0.11% | -9.46% | -5.73% | 2.94% | 0.05% | -5.10% | -2.90% |
| Oct | 2.00% | 11.72% | -3.44% | -0.16% | -2.12% | 1.53%* | 1.59% |
| Nov | -4.77% | 4.92% | 7.65% | 11.41% | 3.38% | -- | 4.52% |
| Dec | 5.42% | -6.83% | 8.38% | -8.70% | 0.85% | -- | -0.18% |
| Total | 22.46% | -11.46% | 12.29% | 17.60% | 9.55% | 13.02% | 10.58% |
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: $119.89
SMA 50: $122.98
SMA 200: $118.43
Current: $120.92
EMA 12: $120.29
EMA 26: $120.88
MACD: -0.5956 | Signal: 0.3182
BEARISH
ADX (14): 24.28
WEAK TREND
+DI: 23.18
−DI: 23.83
Momentum Oscillators
RSI (14): 49.91
NEUTRAL
Stoch %K: 71.19
Stoch %D: 68.85
Williams %R: -25.68
Volume & Volatility
BB Upper: $121.45
BB Lower: $118.33
NEUTRAL
OBV: -8,027,967
Vol SMA 20: 1,487,497
Vol ROC: -45.24%
ATR: $1.35
True Range: $0.93
HV 20: 11.7%
HV 30: 10.7%
HV 60: 11.1%
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:
- Recent news sentiment is positive, driven by articles highlighting the ETF's performance and potential growth.
- Technical indicators suggest a moderate volatility regime, with the stock generally following market trends.
Primary risks:
- Earnings data not available, which may impact short-term price movements.
- Options market shows a low IV rank, indicating historically low volatility.
Investment thesis: AVUV presents a neutral opportunity for investors seeking to participate in the broader market's growth. While recent news sentiment is positive, the ETF's performance is closely tied to market trends.
Recent news sentiment impact: The recent news headlines suggest that the market is viewing AVUV positively, which may lead to further price appreciation.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Neutral
- Medium-term (1-3 months): Bullish
- Long-term (3-12 months): Bearish
Support/Resistance Levels:
- SMA 20: $125.26 (support)
- SMA 50: $125.65 (resistance)
Momentum Signals: RSI interpretation: The RSI is at a neutral level of 42.64, indicating no clear buy or sell signal. MACD signal: The MACD is bearish, with a histogram value of -0.29, suggesting potential downward pressure. Bollinger Bands position: The stock price is currently trading near the middle band, indicating a range-bound environment.
News & Sentiment Analysis
Recent Headlines Summary:
- Articles highlighting AVUV's performance and potential growth have contributed to positive news sentiment.
Sentiment Assessment: Positive
Catalyst Identification:
- Earnings data not available
- No upcoming events or product launches that could impact the stock price in the near term
Market Narrative: The market is viewing AVUV positively, with recent news headlines highlighting its growth potential.
Risk & Volatility Assessment
Beta Interpretation: Beta 0.80 indicates a moderate volatility regime, where the ETF generally follows market trends.
Volatility Regime:
- Current vs historical volatility levels: Low (historical volatility: 10.4%)
Options Market Signals: IV rank: 5.8% (Low) Put/call ratios: Neutral
Downside Protection:
- Support levels: SMA 20 ($125.26) and SMA 50 ($125.65)
- Risk management considerations: A stop-loss level could be set around $123.34, the lower Bollinger Band.
Market Context & Positioning
Sector Performance:
- Relative strength vs sector/market: Neutral
Institutional Activity:
- Volume patterns suggesting institutional interest: Moderate (24 calls vs 18 puts)
Correlation Analysis: R-squared interpretation: The ETF is strongly correlated with the market, indicating that its performance is closely tied to broader market trends.
Relative Valuation:
- Position within trading range: Near the middle band of the Bollinger Bands
Key Levels & Action Items
Critical Price Levels:
- Support levels: SMA 20 ($125.26) and SMA 50 ($125.65)
- Resistance level: SMA 200 ($116.33)
Breakout/Breakdown Levels:
- Technical levels that could trigger significant moves:
- SMA 20 (support)
- SMA 50 (resistance)
Time-Sensitive Catalysts:
- Earnings data not available
- No upcoming events or product launches that could impact the stock price in the near term
Risk Management:
- Stop-loss level: $123.34 (lower Bollinger Band)
- Position sizing considerations: A position size of 2-3% could be suitable for investors seeking to participate in AVUV's growth.
Please let me know if you'd like me to make any adjustments or clarifications!
Generated
News
All AVUV news →
The Motley FoolT3·3d ago
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Showing 1–10 of 50
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AVUV Options Activity & IV Rank
AVUV IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 15.8%
7-DTE IV: —
Expected Move: $4.40
7-DTE Move: $4.40
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 33
Put Volume: 16
P/C Volume: 0.485
BULLISH
Call OI: 162
Put OI: 60
P/C OI: 0.37
Total OI: 222
ATM Options Pricing
ATM Call: $2.30
ATM Put: $2.10
Call %: 1.9%
Put %: 1.7%
Chain Summary
Chain Volume: 543
Chain OI: 2,208
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
TYPICAL γ
Estimated net dealer gamma is at the 46th percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
46%
vs own history
GEX tilt
+0.25
OI-weighted, today
Vanna tilt
-0.04
δ-sensitivity to IV
Charm tilt
-0.32
δ-decay vs time
Charm tilt -0.32: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 26 ATM contracts, 1k 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 15.9% / 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)39.6MediumOct 21
Straddle Price (30 DTE)$4.40Oct 21
Beta Analysis
Risk Metrics
Beta: 0.7353
Alpha: 10.40%
Correlation: 0.6254
R-Squared: 39.1%
Stock Volatility: 14.9%
Market Volatility: 12.7%
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
AVUV 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.
4 filers$8.25M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $4.05M | 49.17% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $2.86M | 34.65% | 2026-06-30 |
| 3 | Cubist Systematic Strategies, LLC | $1.04M | 12.55% | 2025-09-30 |
| 4 | Point72 Asset Management, L.P. | $299.42K | 3.63% | 2026-06-30 |
3 filers$7.98M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $7.05M | 88.35% | 2026-06-30 |
| 2 | Cubist Systematic Strategies, LLC | $567.32K | 7.11% | 2025-09-30 |
| 3 | Jane Street Group, LLC Custodian | $361.80K | 4.54% | 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
496.89K
SI % of Float
0.19%
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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