BBCA JPMorgan BetaBuilders Canada ETF

ETF 105.51 Delayed

ETF 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.

BBCA $105.51 —
Key stats
$105.51
Pre-market $105.01 -0.47%
52-Week Range
$84.87 – $108.06
YTD
+12.94%
IV Rank (30D)
93.51
Straddle Price
$0.00
Open
$105.05
Day Range
$105.03 – $105.81
Volume
329,271
Prev Close
$104.70
About

JPMorgan BetaBuilders Canada ETF (BBCA) ETF

No description available.

Exchange
BATS
Inception
2018-08-07
Has Options
Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
International Equity Single Country#6 of 163 by assets JPMorgan Canada Developed ex-US Index-tracking
Expense ratio
0.19%
issuer, Oct 21, 2026
Assets
$11.8B
issuer-reported, Oct 20, 2026
Trailing yield
1.68%
paid quarterly
Average daily volume
$49M
30 sessions
Holdings
81
top 10 are 45.7%
Listed
Aug 7, 2018
Cboe BZX
Net asset value
$104.74
issuer, Oct 20, 2026 · closed -0.03% to NAV
30-day SEC yield
1.91%
issuer, Oct 19, 2026
Return on NAV, 1 year
+17.0%
issuer, through Sep 30, 2026 · 3 years +22.5% a year · 5 years +12.3%
Distributions, 12 months
$1.75 a share
issuer, through Sep 22, 2026: 100% income
Closure risk, 12 months
0.2%
low · model
Tracking difference
-0.13 pts
vs index, after fees, FY 2025
FrenzyCap ETF score
85
how it is built
Cost87
Liquidity90
Scale100
Diversification61

Moves with. US large-cap stocks (40% of its variance, beta 0.69); Gold (24% of its variance, beta 0.18); Small caps over large (8% of its variance, beta 0.25); Developed markets ex-US over US (7% of its variance, beta 0.30). These factors explain 74% of its daily moves over the last year.

Stated objective. The Fund seeks investment results that closely correspond, before fees and expenses, to the performance of the Morningstar Canada Target Market Exposure Index SM . (from the fund's prospectus)

All 81 holdingsFlow historySimilar fundsOverlap toolAll Single Country ETFs

Fund flows
daily as of Oct 19, 2026issuer datathrough Jul 2026SEC filings
Oct 19, 2026
$0
latest day
Latest 5 trading days
+$195M
Year to date
+$195M
Each day
Net creations of BBCA by day, Oct 12, 2026 to Oct 19, 2026
DayNet flow
Oct 19, 2026$0
Oct 16, 2026+$47M
Oct 15, 2026+$26M
Oct 14, 2026+$122M
Oct 13, 2026$0
Oct 12, 2026$0

Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.

Jul 2026
+$47M
latest reported month
Latest 3 months
−$42M
−0.4% of assets
Latest 12 months
+$383M
+3.5% of assets
Aug 2025: $0Sep 2025: −$18MSepOct 2025: +$193KNov 2025: +$1.7MNovDec 2025: +$28MJan 2026: +$72MJanFeb 2026: +$308M+$308MMar 2026: +$19MMarApr 2026: +$15MMay 2026: −$195M−$195MMayJun 2026: +$105MJul 2026: +$47MJul
View as a table
Net flows of BBCA by month, Aug 2025 to Jul 2026
MonthNet flow
Jul 2026+$47M
Jun 2026+$105M
May 2026−$195M
Apr 2026+$15M
Mar 2026+$19M
Feb 2026+$308M
Jan 2026+$72M
Dec 2025+$28M
Nov 2025+$1.7M
Oct 2025+$193K
Sep 2025−$18M
Aug 2025$0

Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 84 months ago

Similar funds
FundOverlapFeeAssets1Y
EWCiShares MSCI Canada ETF97%0.50%$7.4B+21.1%compare
FLCAFranklin FTSE Canada ETF95%0.09%$865M+20.5%compare
IDMOInvesco S&P International Developed Momentum ETF24%0.25%$4.2B+11.5%compare
IGEiShares North American Natural Resources ETF21%0.37%$828M+38.3%compare
VIGIVanguard International Dividend Appreciation ETF20%0.07%$9.1B+7.4%compare

Ranked by how much of the two portfolios is the same securities.

What changed in the portfolio
Apr 30, 2026 → Jul 31, 2026
ActionHoldingWeight beforeWeight afterShares vs flows
New positionAGIAlamos Gold, Inc.—0.38%—
ExitOTEXOpen Text Corp.0.20%——
ExitFSVFirstService Corp.0.19%——

0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.4%. Full holdings and history

Under the hood
fiscal year to Oct 31, 2025SEC census
Authorized participants
9 active
of 17 with agreements; top 3 did 62%
Created · redeemed
$742M · $732M
over the fiscal year
Redemptions in kind
99%
creations 99% in kind
Creation unit
50,000
shares
Securities lending
3.75%
of assets on loan on average; earned 0.6 bp
Return vs index
-0.13 pts
after fees; +0.10 before; daily s.d. 0.04

From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.

ETF Profile
holdings as of 2026-10-21
Holdings
81
AUM
$11.9B
Provider
JPMorgan
Inception
2018-08-07
Exchange
BATS
Data As Of
2026-10-21
Expense Ratio
0.19%
Dividend Yield
1.66%
Distribution
Quarterly
Recent distributions
Ex-Date Pay Date Amount Type
2026-09-22 2026-09-24 $0.4177 CD
2026-06-23 2026-06-25 $0.4495 CD
2026-03-24 2026-03-26 $0.2653 CD
2025-12-23 2025-12-26 $0.6213 CD
2025-09-23 2025-09-25 $0.4370 CD
2025-06-24 2025-06-26 $0.4297 CD
Asset Allocation
Top Holdings
top 50 of 81 holdings
Symbol Name Weight % Asset Class Country
— ROYAL BANK OF CANADA 8.95% Equity (Foreign) CA
— SHOPIFY INC COMMON STOCK 6.72% Equity (Foreign) CA
— TORONTO-DOMINION 6.54% Equity (Foreign) CA
— BANK OF MONTREAL COMMON 3.80% Equity (Foreign) CA
— BANK OF NOVA SCOTIA/THE 3.66% Equity (Foreign) CA
— CANADIAN NATURAL 3.51% Equity (Foreign) CA
— ENBRIDGE INC COMMON 3.42% Equity (Foreign) CA
— CANADIAN IMPERIAL BANK 3.34% Equity (Foreign) CA
— AGNICO EAGLE MINES LTD 3.03% Equity (Foreign) CA
— SUNCOR ENERGY INC COMMON 2.96% Equity (Foreign) CA
— CANADIAN PACIFIC KANSAS 2.48% Equity (Foreign) CA
— MANULIFE FINANCIAL CORP 2.40% Equity (Foreign) CA
— BROOKFIELD CORP COMMON 2.20% Equity (Foreign) CA
— CANADIAN NATIONAL 2.16% Equity (Foreign) CA
— BARRICK MINING CORP 2.14% Equity (Foreign) CA
— TC ENERGY CORP COMMON 2.06% Equity (Foreign) CA
— WHEATON PRECIOUS METALS 1.92% Equity (Foreign) CA
— NATIONAL BANK OF CANADA 1.81% Equity (Foreign) CA
— CONSTELLATION SOFTWARE 1.53% Equity (Foreign) CA
— FRANCO-NEVADA CORP 1.49% Equity (Foreign) CA
— SUN LIFE FINANCIAL INC 1.43% Equity (Foreign) CA
— ALIMENTATION COUCHE-TARD 1.41% Equity (Foreign) CA
— CENOVUS ENERGY INC 1.39% Equity (Foreign) CA
— WASTE CONNECTIONS INC 1.37% Equity (Foreign) CA
— DOLLARAMA INC COMMON 1.27% Equity (Foreign) CA
— CELESTICA INC COMMON 1.23% Equity (Foreign) CA
— POWER CORP OF CANADA 1.14% Equity (Foreign) CA
— CAMECO CORP COMMON STOCK 1.09% Equity (Foreign) CA
— INTACT FINANCIAL CORP 1.07% Equity (Foreign) CA
— NUTRIEN LTD 1.05% Equity (Foreign) CA
— FAIRFAX FINANCIAL 1.04% Equity (Foreign) CA
— PEMBINA PIPELINE CORP 0.94% Equity (Foreign) CA
— TECK RESOURCES LTD 0.93% Equity (Foreign) CA
— FORTIS INC/CANADA COMMON 0.91% Equity (Foreign) CA
— KINROSS GOLD CORP COMMON 0.91% Equity (Foreign) CA
— LOBLAW COS LTD COMMON 0.86% Equity (Foreign) CA
— RESTAURANT BRANDS 0.77% Equity (Foreign) CA
— BOMBARDIER INC COMMON 0.65% Equity (Foreign) CA
— IMPERIAL OIL LTD COMMON 0.64% Equity (Foreign) CA
— PAN AMERICAN SILVER CORP 0.57% Equity (Foreign) CA
— FIRST QUANTUM MINERALS 0.56% Equity (Foreign) CA
— TOURMALINE OIL CORP 0.55% Equity (Foreign) CA
— GREAT-WEST LIFECO INC 0.55% Equity (Foreign) CA
— CANADIAN DOLLAR 0.54% Cash/Money Market CA
— WSP GLOBAL INC COMMON 0.53% Equity (Foreign) CA
— MAGNA INTERNATIONAL INC 0.52% Equity (Foreign) CA
— LUNDIN MINING CORP 0.49% Equity (Foreign) CA
— BROOKFIELD ASSET 0.48% Equity (Foreign) CA
— GFL ENVIRONMENTAL INC 0.48% Equity (Foreign) CA
— THOMSON REUTERS CORP 0.48% Equity (Foreign) CA
Geographic Breakdown
Non-Equity Breakdown
JPMorgan BetaBuilders Canada ETF · NPORT-P period 2026-07-31 (filed 2026-09-28)
Net assets: $10.86B · 80 total positions · equity 99.20% · non-equity 4.73%
Non-equity holdings — 4 positions, 4.73% of NAV
Category Weight Value Positions
Short-term investment 4.72% $512.7M 2
Derivative (equity) 0.01% $1.0M 1
DO 0.00% $0 1
Chart
Seasonality
'21'22'23'24'25'26Avg
Jan-1.19%-1.20%10.05%0.16%2.15%0.01%1.66%
Feb4.13%-1.23%-4.78%0.52%1.81%6.00%1.07%
Mar3.36%6.66%-0.35%2.78%0.38%-5.95%1.15%
Apr2.90%-7.76%1.30%-3.45%3.06%6.21%0.38%
May5.77%2.09%-5.32%3.63%6.02%0.73%2.15%
Jun-2.16%-10.61%4.11%-1.83%1.59%-1.44%-1.72%
Jul-0.75%3.73%2.65%5.26%-0.35%2.66%2.20%
Aug0.23%-3.38%-2.71%6.49%6.26%2.88%1.63%
Sep-3.50%-8.49%-4.87%3.66%2.95%-3.92%-2.36%
Oct7.17%3.46%-2.89%-2.37%-0.10%5.33%*1.77%
Nov-5.34%6.43%8.96%6.31%3.90%--4.05%
Dec4.82%-7.01%4.11%-6.11%3.69%---0.10%
Total15.60%-17.72%9.12%15.09%35.96%12.37%11.74%
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: $102.11
SMA 50: $104.28
SMA 200: $99.96
Current: $105.51
EMA 12: $103.32
EMA 26: $103.09
MACD: 0.2304 | Signal: 0.5761
BEARISH
ADX (14): 23.22
WEAK TREND
+DI: 37.40
−DI: 23.07

Momentum Oscillators

RSI (14): 61.22
NEUTRAL
Stoch %K: 88.46
Stoch %D: 87.28
Williams %R: -4.61

Volume & Volatility

BB Upper: $105.26
BB Lower: $98.95
OVERBOUGHT
OBV: 19,606,632
Vol SMA 20: 560,126
Vol ROC: -21.39%
ATR: $1.23
True Range: $1.11
HV 20: 14.9%
HV 30: 14.4%
HV 60: 13.6%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis

BBCA Stock Analysis Report

Executive Summary

Overall Assessment: BEARISH | Confidence Level: 7/10

BBCA presents a bearish technical setup despite defensive characteristics. The stock is trading below its 20, 50-day moving averages while momentum indicators flash weakness, particularly the Stochastic oscillators near oversold extremes. However, the stock's low beta (0.74) and defensive positioning provide downside protection. The primary risk is continued directional weakness; the primary opportunity is a potential oversold bounce if support holds.

Investment Thesis: BBCA is in a confirmed downtrend with deteriorating momentum and price action below key moving averages. While the low beta suggests limited downside acceleration and the Stochastic oversold condition may precede a tactical bounce, the bearish MACD histogram (-0.75) and strongly negative directional indicator (-DI: 41.32) indicate sellers remain in control. Current price weakness is not yet supported by major negative news catalysts, suggesting the move may be technically driven.

Technical Analysis

Trend Direction

| Timeframe | Assessment | Rationale | |-----------|-----------|-----------| | Short-term (1-4 weeks) | DOWNTREND | Price at $100.17 trades below SMA20 ($103.65), SMA50 ($104.62), and EMA12/26. Clear negative slope. | | Medium-term (1-3 months) | DOWNTREND | Price approaching but still above SMA200 ($99.32). Lower highs pattern emerging. | | Long-term (3-12 months) | NEUTRAL-TO-POSITIVE | Price remains above 200-day MA, suggesting no major structural breakdown yet. |

Support & Resistance Levels

| Level | Type | Strength | Notes | |-------|------|----------|-------| | $99.32 | Support | CRITICAL | 200-day SMA; major structural support. Loss breaches risks $97-98. | | $99.77 | Support | MODERATE | Lower Bollinger Band; mean reversion target if oversold bounce occurs. | | $103.65 | Resistance | MODERATE | 20-day SMA; must reclaim to confirm trend reversal. | | $104.62 | Resistance | STRONG | 50-day SMA; psychological and technical barrier. | | $107.53 | Resistance | MODERATE | Upper Bollinger Band; rally target if breakout confirmed. |

Current Position Analysis: Price is sandwiched between the lower Bollinger Band ($99.77) and the 20-day MA ($103.65)—a relatively narrow range suggesting consolidation or potential breakout.

Momentum Signals

RSI (14): 30.27

  • Interpretation: Neutral with bearish bias. At 30.27, RSI is approaching oversold territory (<30) but not yet there. This indicates weakness but not yet an extreme reversal signal. Suggests further downside is possible before reversal triggers.

MACD: -1.17 / Signal: -0.43 / Histogram: -0.75

  • Interpretation: STRONGLY BEARISH. MACD is trading below its signal line with a negative histogram of -0.75, indicating bearish momentum acceleration. The MACD has not yet shown a bullish crossover signal. This is one of the most concerning technical indicators.

Stochastic %K (10.68) / %D (10.04):

  • Interpretation: CRITICALLY OVERSOLD. Both Stochastic lines are at extreme lows, well below 20. This is an extreme oversold condition that historically precedes sharp reversals or bounces. High probability of near-term relief rally, but does NOT confirm uptrend initiation.

Williams %R: -83.45

  • Interpretation: EXTREME OVERSOLD. Confirms Stochastic reading. Indicates strong selling pressure and potential for mean reversion bounce. Traders often use -80 as reversal threshold.

Bollinger Bands: Width 7.49 (Neutral)

  • Interpretation: Moderate band width suggests normal volatility environment—not a squeeze (potential breakout) nor an extreme expansion. Price near lower band suggests oversold positioning with potential for mean reversion toward middle band ($103.65).

Volume Analysis

Volume Metrics:

  • Current Volume vs. SMA20: 120.67% above average (Volume Rate of Change)
  • On-Balance Volume: 16,617,754.85
  • Assessment: ELEVATED VOLUME CONFIRMS SELLING PRESSURE

Interpretation: The 120.67% volume surge above the 20-day average indicates institutional or significant retail participation in the recent decline. This is not weak hands fleeing—this is coordinated selling on elevated volume, making the downtrend more credible and concerning. Volume expansion on declines is a bearish technical signal suggesting conviction.

News & Sentiment Analysis

Recent Headlines Summary

The news headlines provided are severely outdated and irrelevant to current analysis:

| Date | Headline | Relevance | |------|----------|-----------| | 2025-03-03 | Oil falls as traders weigh Trump's tariff plans | RELEVANT - Geopolitical uncertainty; tariff concerns | | 2024-05-31 | Central Banks Meet In June, Rate Cuts | OUTDATED - Historical reference | | 2024-01-27 | Can Stock Market Rally Continue | OUTDATED - 14+ months old | | 2023-10-13 | Cyclical Outlook October 2023 | OUTDATED - 18+ months old | | 2023-07-07 | Insolvency Bull Market | OUTDATED - Not actionable | | 2023-06-09 | Tough Time Ahead of Canada ETFs | OUTDATED - 21 months old |

Sentiment Assessment

Aggregate News Sentiment: NEUTRAL/SLIGHTLY NEGATIVE

The only recent (2025-03-03) headline addresses oil weakness and geopolitical uncertainty (Trump tariffs, Ukraine-Russia). BBCA as a Canada-focused ETF would be exposed to commodity price weakness and tariff impacts on Canadian exports. However, this single negative headline does NOT explain the recent technical deterioration, suggesting the price decline is technically driven rather than news-driven.

⚠️ Data Quality Issue: News data is predominantly from 2023-2024. Missing current Q1 2025 headlines limits sentiment analysis reliability.

Catalyst Identification

Identified Catalysts:

  1. Trump Tariff Announcement Impact (Immediate, 1-7 days) - Could affect Canadian exports and commodity prices
  2. Earnings Calendar - No earnings data provided; DATA GAP
  3. Central Bank Policy - Next rate decisions (timing unclear from old headlines)
  4. Geopolitical Developments - Ukraine-Russia situation (ongoing uncertainty)

Missing Critical Data:

  • No upcoming earnings dates for BBCA's holdings
  • No specific product/fund announcements
  • No regulatory/policy changes for Canadian markets

Market Narrative Alignment

CONFLICT IDENTIFIED:

  • Technical Signals: Bearish (downtrend, MACD bearish, volume confirms selling)
  • News Signals: Neutral with minor negative (tariff concerns, but limited specific to BBCA)
  • Assessment: The technical decline appears to be momentum/technical-driven rather than fundamental-driven. This suggests either:
    • Anticipatory decline ahead of negative catalyst
    • Portfolio rebalancing or ETF outflows
    • Sector rotation away from Canadian/commodity exposure

This creates asymmetric risk: If negative news doesn't materialize, technical oversold bounce could be sharp.

Risk & Volatility Assessment

Beta Interpretation: 0.74 (Defensive Positioning)

Beta Analysis:

  • Metric: 0.74 vs. SPY (market)
  • Interpretation: BBCA is LOW-VOLATILITY, DEFENSIVE. Moves 26% less than the overall market.
  • Implication:
    • In down markets, BBCA typically declines less
    • In up markets, BBCA captures less upside
    • Current decline of ~$4 from $104.62 (recent high) represents 4% decline—lower than typical market moves
    • Downside protection is stronger than upside potential

Alpha (0.04): Minimal alpha suggests BBCA tracks its benchmark closely with neutral outperformance.

Correlation (0.67): Moderate correlation to SPY (market) suggests BBCA has **some idiosyncratic

Generated
News
All BBCA news →
Showing 1–10 of 14
Page 1 of 2

BBCA Options Activity & IV Rank

BBCA IV rank history, 52-week IV rank and IV percentile →

Volatility Metrics

Current IV: 24.5%
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: 6
Chain OI: 6
Last Updated: 10/21/2026
Spread Scanner GPU
Full Algorithm Docs ↗

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:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How 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 side

Which 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 15.8% / Wing —

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)93.5HighOct 21
Straddle Price (30 DTE)$0.00Oct 21
Beta Analysis

Risk Metrics

Beta: 0.7426
Alpha: 10.27%
Correlation: 0.6589
R-Squared: 43.4%
Stock Volatility: 14.3%
Market Volatility: 12.7%

Analysis Details

Benchmark: SPY
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Beta & Alpha Over Time

BBCA Institutional Ownership (13F)

Latest filings — 2026-09-30

Institutional 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.

270 filers79,706,404 shares$7.91B value
# Filer Shares Value % of Total % of Float Period
1 JPMorgan Chase & Co Custodian 71,652,516 $7.11B 89.87% — 2026-06-30
2 Envestnet Asset Management, Inc. 495,287 $49.23M 0.62% — 2026-06-30
3 Municipal Employees' Retirement System of Michigan 478,673 $47.58M 0.60% — 2026-06-30
4 RiverFront Investment Group, LLC 472,724 $46.99M 0.59% — 2026-06-30
5 ASSETMARK, INC 455,811 $45.31M 0.57% — 2026-06-30
6 Victory Capital Management Inc. 436,699 $43.41M 0.55% — 2026-06-30
7 Tradewinds Capital Management, LLC 387,374 $38.50M 0.49% — 2026-06-30
8 HighTower Advisors, LLC 374,064 $37.18M 0.47% — 2026-06-30
9 Mirae Asset Global Investments Co., Ltd. 345,680 $34.36M 0.43% — 2026-06-30
10 STRATEGIC INVESTMENT MANAGEMENT, LLC 333,320 $33.13M 0.42% — 2026-06-30
11 Elm Partners Management LLC 317,028 $31.51M 0.40% — 2026-06-30
12 Ameriprise Financial, Inc. Custodian 298,513 $29.67M 0.38% — 2026-06-30
13 Willis Johnson & Associates, Inc. 249,450 $24.80M 0.31% — 2026-06-30
14 Two Sigma Investments, LP Custodian 225,500 $22.41M 0.28% — 2026-06-30
15 UBS Group AG Custodian 189,191 $18.81M 0.24% — 2026-06-30
16 LPL Financial LLC Custodian 176,688 $17.56M 0.22% — 2026-06-30
17 Raymond James Financial, Inc. Custodian 166,501 $16.55M 0.21% — 2026-06-30
18 Rice Partnership, LLC 146,330 $14.55M 0.18% — 2026-06-30
19 ATLAS CAPITAL ADVISORS INC. 112,493 $11.18M 0.14% — 2026-06-30
20 SPINNAKER TRUST 110,732 $11.01M 0.14% — 2026-06-30
21 BOCHK Asset Management Ltd 110,670 $11.00M 0.14% — 2026-06-30
22 Morgan Stanley Custodian 109,604 $10.89M 0.14% — 2026-06-30
23 Bank of America Corp Custodian 107,884 $10.72M 0.14% — 2026-06-30
24 Royal Bank of Canada Custodian 107,632 $10.70M 0.14% — 2026-06-30
25 Wells Fargo & Company Custodian 93,081 $9.25M 0.12% — 2026-06-30
# 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
202.97K
SI % of Float
0.18%
Days to Cover
1.00
Short Vol Ratio
73.2%
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