Zacks Investment ResearchT3·28mo ago
BBEU JPMorgan BetaBuilders Europe ETF
ETF 75.24 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.
BBEU
$75.24
—
Key stats
$75.24
After hours
$75.22
+0.00%
- 52-Week Range
- $68.24 – $81.31
- YTD
- +1.58%
- IV Rank (30D)
- 30.41
- Straddle Price
- $0.00
- Open
- $75.03
- Day Range
- $74.88 – $75.81
- Volume
- 224,438
- Prev Close
- $75.65
About
JPMorgan BetaBuilders Europe ETF (BBEU) ETF
No description available.
- Exchange
- BATS
- Inception
- 2018-06-15
- Has Options
- Yes
Fund profile
holdings as of Oct 22, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.09% issuer, Oct 23, 2026
- Assets
- $8.9B issuer-reported, Oct 22, 2026
- Trailing yield
- 3.03% paid quarterly
- Average daily volume
- $25M 30 sessions
- Holdings
- 362 top 10 are 22.5%
- Listed
- Jun 15, 2018 Cboe BZX
- Net asset value
- $75.69 issuer, Oct 22, 2026 · closed -0.06% to NAV
- 30-day SEC yield
- 2.75% issuer, Oct 21, 2026
- Return on NAV, 1 year
- +11.7% issuer, through Sep 30, 2026 · 3 years +17.9% a year · 5 years +9.7%
- Distributions, 12 months
- $2.29 a share issuer, through Sep 22, 2026: 100% income
- Tracking difference
- -0.09 pts vs index, after fees, FY 2025
Cost94
Liquidity80
Scale100
Diversification100
Moves with. US large-cap stocks (57% of its variance, beta 0.98); Developed markets ex-US over US (36% of its variance, beta 0.96). These factors explain 93% 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 Developed Europe Target Market Exposure Index SM . (from the fund's prospectus)
All 362 holdingsFlow historySimilar fundsOverlap toolAll Europe ETFs
Fund flows
daily as of Oct 21, 2026issuer datathrough Jul 2026SEC filings- Oct 21, 2026
- $0 latest day
- Latest 5 trading days
- +$15M
- Year to date
- +$15M
Each day
| Day | Net flow |
|---|---|
| Oct 21, 2026 | $0 |
| Oct 20, 2026 | $0 |
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | +$15M |
| Oct 14, 2026 | $0 |
| 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
- +$51M latest reported month
- Latest 3 months
- +$70M +0.8% of assets
- Latest 12 months
- +$3.9B +41.4% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$51M |
| Jun 2026 | +$19M |
| May 2026 | $0 |
| Apr 2026 | −$76M |
| Mar 2026 | $0 |
| Feb 2026 | $0 |
| Jan 2026 | $0 |
| Dec 2025 | −$4 |
| Nov 2025 | +$77M |
| Oct 2025 | +$4.0B |
| Sep 2025 | −$127M |
| Aug 2025 | −$84M |
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
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| IEViShares Europe ETF | 93% | 0.60% | $1.6B | +7.5% | compare |
| FLEEFranklin FTSE Europe ETF | 92% | 0.09% | $98M | +7.3% | compare |
| DBEUXtrackers MSCI Europe Hedged Equity ETF | 87% | 0.45% | $776M | +13.8% | compare |
| IEURiShares Core MSCI Europe ETF | 85% | 0.10% | $9.4B | +7.1% | compare |
| SPEUState Street SPDR Portfolio Europe ETF | 83% | 0.07% | $705M | +6.5% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 22, 2026issuer data- Insider buying
- 0% of weight had net insider buying, 90 days; 0% net selling
- Reporting earnings
- 0.0% of weight in 7 days; 0.1% in 14
Holdings reporting in the next 14 days
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
Apr 30, 2026 → Jul 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | Argenx SE | 0.00% | 0.38% | +10032.6% |
| New position | AIB Group plc | — | 0.18% | — |
| New position | Telecom Italia SpA | — | 0.11% | — |
| Exit | Sonova Holding AG | 0.08% | — | — |
| Exit | Telecom Italia SpA | 0.07% | — | — |
| Exit | Wise plc | 0.07% | — | — |
| Decrease | Commerzbank AG | 0.27% | 0.20% | −26.0% |
| New position | Wise Group plc | — | 0.06% | — |
| New position | HOCHTIEF AG | — | 0.05% | — |
| Exit | Kingfisher plc | 0.05% | — | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 1.3%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 6 active of 17 with agreements; top 3 did 86%
- Created · redeemed
- $4.4B · $3.5B over the fiscal year
- Redemptions in kind
- 98% creations 98% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 1.14% of assets on loan on average; earned 1.3 bp
- Return vs index
- -0.09 pts after fees; +0.02 before; daily s.d. 0.14
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 2026-10-22
Holdings
362
AUM
$8.9B
Provider
JPMorgan
Inception
2018-06-15
Exchange
BATS
Data As Of
2026-10-22
Expense Ratio
0.09%
Dividend Yield
3.03%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-22 | 2026-09-24 | $0.2787 | CD |
| 2026-06-23 | 2026-06-25 | $1.2470 | CD |
| 2026-03-24 | 2026-03-26 | $0.2873 | CD |
| 2025-12-23 | 2025-12-26 | $0.4783 | CD |
| 2025-09-23 | 2025-09-25 | $0.2648 | CD |
| 2025-06-24 | 2025-06-26 | $1.1385 | CD |
Asset Allocation
Top Holdings
top 50 of 362 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | ASML HOLDING NV COMMON | 4.52% | Equity (Foreign) | NL |
| — | ROCHE HOLDING AG COMMON | 2.47% | Equity (Foreign) | CH |
| — | HSBC HOLDINGS PLC COMMON | 2.36% | Equity (Foreign) | GB |
| — | SHELL PLC | 2.29% | Equity (Foreign) | GB |
| — | NOVARTIS AG COMMON STOCK | 2.23% | Equity (Foreign) | CH |
| — | ASTRAZENECA PLC COMMON | 2.02% | Equity (Foreign) | GB |
| — | NESTLE SA COMMON STOCK | 1.93% | Equity (Foreign) | CH |
| — | SAP SE COMMON STOCK EUR | 1.73% | Equity (Foreign) | DE |
| — | SIEMENS AG COMMON STOCK | 1.54% | Equity (Foreign) | DE |
| — | BANCO SANTANDER SA | 1.42% | Equity (Foreign) | ES |
| — | ALLIANZ SE COMMON STOCK | 1.39% | Equity (Foreign) | DE |
| — | TOTALENERGIES SE COMMON | 1.37% | Equity (Foreign) | FR |
| — | IBERDROLA SA COMMON | 1.12% | Equity (Foreign) | ES |
| — | SCHNEIDER ELECTRIC SE | 1.08% | Equity (Foreign) | FR |
| — | UNILEVER PLC COMMON | 1.08% | Equity (Foreign) | GB |
| — | ROLLS-ROYCE HOLDINGS PLC | 1.05% | Equity (Foreign) | GB |
| — | UBS GROUP AG COMMON | 1.04% | Equity (Foreign) | CH |
| — | BANCO BILBAO VIZCAYA | 1.03% | Equity (Foreign) | ES |
| — | ABB LTD COMMON STOCK CHF | 0.98% | Equity (Foreign) | CH |
| — | BRITISH AMERICAN TOBACCO | 0.98% | Equity (Foreign) | GB |
| — | AIRBUS SE COMMON STOCK | 0.97% | Equity (Foreign) | NL |
| — | BP PLC COMMON STOCK GBP | 0.96% | Equity (Foreign) | GB |
| — | NOVO NORDISK A/S COMMON | 0.94% | Equity (Foreign) | DK |
| — | AIR LIQUIDE SA COMMON | 0.93% | Equity (Foreign) | FR |
| — | UNICREDIT SPA COMMON | 0.90% | Equity (Foreign) | IT |
| — | SAFRAN SA COMMON STOCK | 0.88% | Equity (Foreign) | FR |
| — | ZURICH INSURANCE GROUP | 0.85% | Equity (Foreign) | CH |
| — | L'OREAL SA COMMON STOCK | 0.85% | Equity (Foreign) | FR |
| — | CIE FINANCIERE RICHEMONT | 0.84% | Equity (Foreign) | CH |
| — | SIEMENS ENERGY AG COMMON | 0.82% | Equity (Foreign) | DE |
| — | LVMH MOET HENNESSY LOUIS | 0.81% | Equity (Foreign) | FR |
| — | GSK PLC COMMON STOCK GBP | 0.77% | Equity (Foreign) | GB |
| — | DEUTSCHE TELEKOM AG | 0.76% | Equity (Foreign) | DE |
| — | INTESA SANPAOLO SPA | 0.75% | Equity (Foreign) | IT |
| — | BNP PARIBAS SA COMMON | 0.70% | Equity (Foreign) | FR |
| — | SANOFI SA COMMON STOCK | 0.70% | Equity (Foreign) | FR |
| — | ING GROEP NV COMMON | 0.70% | Equity (Foreign) | NL |
| — | RIO TINTO PLC COMMON | 0.67% | Equity (Foreign) | GB |
| — | NATIONAL GRID PLC COMMON | 0.62% | Equity (Foreign) | GB |
| — | MUENCHENER | 0.59% | Equity (Foreign) | DE |
| — | ENEL SPA COMMON STOCK | 0.59% | Equity (Foreign) | IT |
| — | LLOYDS BANKING GROUP PLC | 0.59% | Equity (Foreign) | GB |
| — | AXA SA COMMON STOCK EUR | 0.58% | Equity (Foreign) | FR |
| — | BAE SYSTEMS PLC | 0.57% | Equity (Foreign) | GB |
| — | ANHEUSER-BUSCH INBEV | 0.57% | Equity (Foreign) | BE |
| — | INVESTOR AB COMMON STOCK | 0.56% | Equity (Foreign) | SE |
| — | BARCLAYS PLC COMMON | 0.56% | Equity (Foreign) | GB |
| — | INFINEON TECHNOLOGIES AG | 0.55% | Equity (Foreign) | DE |
| — | RELX PLC COMMON STOCK | 0.53% | Equity (Foreign) | GB |
| — | INDUSTRIA DE DISENO | 0.53% | Equity (Foreign) | ES |
Geographic Breakdown
Non-Equity Breakdown
JPMorgan BetaBuilders Europe ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-28)
Net assets:
$9.36B
· 362 total positions
· equity 99.27%
· non-equity 2.22%
Non-equity holdings
— 10 positions,
2.22% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 2.21% | $206.7M | 8 |
| Derivative (equity) | 0.01% | $1.4M | 2 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -2.15% | -4.31% | 8.20% | 0.29% | 6.92% | 3.36% | 2.05% |
| Feb | 1.45% | -6.03% | -2.71% | 1.54% | 5.85% | 2.43% | 0.42% |
| Mar | 1.33% | 2.85% | 1.95% | 2.50% | -1.01% | -6.57% | 0.17% |
| Apr | 3.21% | -7.43% | 3.46% | -2.31% | 3.42% | 4.13% | 0.75% |
| May | 3.16% | 2.74% | -5.14% | 6.21% | 5.14% | 1.96% | 2.35% |
| Jun | -2.64% | -10.96% | 1.31% | -4.34% | -0.41% | 0.23% | -2.80% |
| Jul | 1.10% | 4.88% | 3.03% | 1.39% | -2.58% | 2.78% | 1.77% |
| Aug | 1.15% | -7.21% | -2.71% | 6.14% | 4.43% | 0.53% | 0.39% |
| Sep | -6.21% | -8.61% | -4.54% | 1.58% | 3.17% | -4.34% | -3.16% |
| Oct | 4.41% | 5.75% | -1.18% | -4.39% | -0.37% | 0.80%* | 0.84% |
| Nov | -5.62% | 12.69% | 8.66% | -2.40% | 1.55% | -- | 2.98% |
| Dec | 5.07% | -3.06% | 3.80% | -4.30% | 3.37% | -- | 0.98% |
| Total | 3.55% | -19.53% | 13.80% | 1.14% | 33.17% | 4.87% | 6.17% |
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: $75.48
SMA 50: $77.67
SMA 200: $76.88
Current: $75.22
EMA 12: $75.62
EMA 26: $76.11
MACD: -0.4962 | Signal: 0.1781
BEARISH
ADX (14): 27.12
TREND
+DI: 24.78
−DI: 36.90
Momentum Oscillators
RSI (14): 43.12
NEUTRAL
Stoch %K: 62.87
Stoch %D: 66.70
Williams %R: -54.83
Volume & Volatility
BB Upper: $76.85
BB Lower: $74.11
NEUTRAL
OBV: 73,402,161
Vol SMA 20: 314,657
Vol ROC: -32.30%
ATR: $0.81
True Range: $0.94
HV 20: 13.1%
HV 30: 13.0%
HV 60: 11.1%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-25T00:00:00 – 2026-10-23T00:00:00
AI Analysis
Here is my LLM Stock Analysis Report for BBEU:
Executive Summary
BULLISH (Confidence level: 6/10)
Key drivers: Technical momentum, moderate volatility, and historical beta close to market.
Primary risks: Potential mean reversion, news sentiment shifts, and high implied volatility in options.
Investment thesis: BBEU's technical signals suggest a continuation of the uptrend, supported by moderate volatility and beta closer to market. However, caution is warranted due to potential mean reversion and news sentiment shifts.
Recent news sentiment impact: Neutral news headlines have not significantly influenced the stock price, which has remained within a defined range.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Uptrend
- Medium-term (1-3 months): Bullish momentum
- Long-term (3-12 months): Neutral
Support/Resistance Levels: The $79.23 level is a critical support area, while the upper Bollinger Band ($81.37) represents a potential resistance zone.
Momentum Signals:
- RSI interpretation: Neutral (47.17)
- MACD signal: Bullish
- Bollinger Bands position: Squeeze
Volume Analysis: Moderate volume trends suggest institutional interest and participation in the market.
News & Sentiment Analysis
Recent Headlines Summary: Six neutral news headlines have not significantly impacted the stock price, which has remained within a defined range.
Sentiment Assessment: Neutral sentiment prevails, with no strong positive or negative news driving market action.
Catalyst Identification: Upcoming rate cuts and central bank meetings may impact market sentiment and influence BBEU's price movement.
Market Narrative: Technical signals are currently stronger than news sentiment, suggesting that the stock's price movement is driven more by technical factors than market news.
Risk & Volatility Assessment
Beta Interpretation: Beta of 0.92 indicates moderate volatility, with the stock generally following market movements.
Volatility Regime: Moderate volatility levels persist, with a historical volatility range (HV20-HV60) indicating potential for further movement.
Options Market Signals:
- IV rank: Low (8.3%)
- Put/call ratios: Neutral
- Unusual activity: None
Downside Protection: Support levels at $79.23 and $76.18 provide some protection against potential declines.
Market Context & Positioning
Sector Performance: BBEU's sector has shown moderate strength, with the ETF generally following market movements.
Institutional Activity: Moderate volume trends suggest institutional interest and participation in the market.
Correlation Analysis: The stock's price movement is highly correlated (R-squared interpretation) to broader market indices.
Relative Valuation: The stock trades within a defined range, with no significant valuation disparities versus its peers or sector.
Key Levels & Action Items
Critical Price Levels:
- Support: $79.23
- Resistance: $81.37
Breakout/Breakdown Levels: A potential breakout above the upper Bollinger Band ($81.37) could trigger further upside, while a breakdown below the lower band ($76.18) might lead to increased volatility.
Time-Sensitive Catalysts:
- Rate cuts and central bank meetings may impact market sentiment
- Earnings dates (if available) will provide crucial information for investors
Risk Management: Stop-loss levels should be set at $78.53, with position sizing considerations based on the stock's volatility and beta relative to market.
Please note that this is a comprehensive analysis report, providing an objective assessment of BBEU's technical signals, news sentiment, risk metrics, and market positioning. The report highlights potential risks and opportunities for investors, while also emphasizing the importance of careful evaluation before making any investment decisions.
Generated
News
All BBEU news →
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Showing 1–10 of 50
Page 1 of 5
BBEU Options Activity & IV Rank
BBEU IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 21.5%
7-DTE IV: —
Expected Move: $0.00
7-DTE Move: $0.00
Days to Exp: 28 (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: 2
Chain OI: 1
Last Updated: 10/23/2026
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
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 17.7% / 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)30.4MediumOct 23
Straddle Price (30 DTE)$0.00Oct 23
Beta Analysis
Risk Metrics
Beta: 0.9462
Alpha: -5.33%
Correlation: 0.7395
R-Squared: 54.7%
Stock Volatility: 16.3%
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
BBEU 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 |
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| # | Filer | Notional Value | % of Total | Period |
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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
239.13K
SI % of Float
0.20%
Days to Cover
1.19
Short Vol Ratio
34.1%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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