Zacks Investment ResearchT3·1mo ago
BSV Vanguard Short-Term Bond ETF
ETF 76.84 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.
BSV
$76.84
—
Key stats
$76.84
After hours
$76.84
+0.00%
- 52-Week Range
- $76.02 – $79.32
- YTD
- -2.49%
- IV Rank (30D)
- 22.01
- Straddle Price
- $1.55
- P/C Vol Ratio
- 1.75
- Open
- $76.66
- Day Range
- $76.59 – $76.91
- Volume
- 2,391,030
- Prev Close
- $76.53
About
Vanguard Short-Term Bond ETF (BSV) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2007-04-03
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.03% issuer, Oct 22, 2026
- Assets
- $45.5B shares × price, Oct 21, 2026
- Trailing yield
- 4.11% paid monthly
- Average daily volume
- $270M 30 sessions
- Holdings
- 3,159 top 10 are 9.8%
- Listed
- Apr 3, 2007 NYSE Arca
- Last fee change
- -1 bp filed Feb 3, 2025
- Net asset value
- $76.50 issuer, Oct 21, 2026 · closed +0.04% to NAV
- 30-day SEC yield
- 5.01% issuer, Oct 19, 2026
- Tracking difference
- -0.13 pts vs index, after fees, FY 2025
Cost97
Liquidity100
Scale100
Diversification100
Moves with. Long Treasuries (36% of its variance, beta 0.12); US dollar (6% of its variance, beta -0.05); High yield over Treasuries (4% of its variance, beta -0.06). These factors explain 54% of its daily moves over the last year.
Stated objective. Vanguard Short-Term Bond ETF, an exchanged-traded share class of Vanguard Short-Term Bond Index Fund (the Fund), seeks to track the performance of a market-weighted bond index with a short-term dollar-weighted average maturity. (from the fund's prospectus)
All 3,159 holdingsFlow historyOverlap toolAll Short-Term Bond ETFs
Fund flows
through Jun 2026SEC filingsReported for all 5 share classes of this fund together, including its mutual fund classes.
- Jun 2026
- −$440M latest reported month
- Latest 3 months
- +$294M +0.4% of assets
- Latest 12 months
- +$5.5B +7.9% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$440M |
| May 2026 | +$558M |
| Apr 2026 | +$176M |
| Mar 2026 | +$559M |
| Feb 2026 | +$419M |
| Jan 2026 | +$755M |
| Dec 2025 | +$334M |
| Nov 2025 | +$2.4B |
| Oct 2025 | −$79M |
| Sep 2025 | +$476M |
| Aug 2025 | +$512M |
| Jul 2025 | −$104M |
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 | |
|---|---|---|---|---|---|
| VCSHVanguard Short-Term Corporate Bond ETF | — | 0.03% | $43.9B | −3.4% | compare |
| IGSBiShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF | — | 0.04% | $23.4B | −3.4% | compare |
| SPSBState Street SPDR Portfolio Short Term Corporate Bond ETF | — | 0.04% | $11.2B | −2.2% | compare |
| DFSDDimensional Short-Duration Fixed Income ETF | — | 0.16% | $7.3B | −4.0% | compare |
| LMBSFirst Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF | — | 0.66% | $6.5B | −3.2% | compare |
The largest other funds in the Short-Term Bond category.
Under the hood
fiscal year to Dec 31, 2025SEC census- Authorized participants
- 4 active of 40 with agreements; top 3 did 100%
- Created · redeemed
- $12.3B · $4.0B over the fiscal year
- Redemptions in kind
- 98% creations 97% in kind
- Creation unit
- 100,000 shares
- Securities lending
- not authorized
- Return vs index
- -0.13 pts after fees; +0.03 before; daily s.d. 0.72
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 2026-09-30
Holdings
3159
AUM
$69.4B
Provider
Vanguard
Inception
2007-04-03
Exchange
ARCX
Data As Of
2026-09-30
Expense Ratio
0.03%
Dividend Yield
4.11%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-05 | $0.2680 | CD |
| 2026-09-01 | 2026-09-03 | $0.2684 | CD |
| 2026-08-03 | 2026-08-05 | $0.2661 | CD |
| 2026-07-01 | 2026-07-06 | $0.2613 | CD |
| 2026-06-01 | 2026-06-03 | $0.2673 | CD |
| 2026-05-01 | 2026-05-05 | $0.2593 | CD |
Asset Allocation
Top Holdings
top 50 of 3159 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | United States Treasury Note/Bond | 1.70% | Treasury | US |
| — | United States Treasury Note/Bond | 1.32% | Treasury | US |
| — | United States Treasury Note/Bond | 1.09% | Treasury | US |
| — | United States Treasury Note/Bond | 0.86% | Treasury | US |
| — | United States Treasury Note/Bond | 0.86% | Treasury | US |
| — | United States Treasury Note/Bond | 0.83% | Treasury | US |
| — | United States Treasury Note/Bond | 0.83% | Treasury | US |
| — | United States Treasury Note/Bond | 0.78% | Treasury | US |
| — | United States Treasury Note/Bond | 0.77% | Treasury | US |
| — | United States Treasury Note/Bond | 0.77% | Treasury | US |
| — | United States Treasury Note/Bond | 0.73% | Treasury | US |
| — | United States Treasury Note/Bond | 0.73% | Treasury | US |
| — | United States Treasury Note/Bond | 0.72% | Treasury | US |
| — | United States Treasury Note/Bond | 0.72% | Treasury | US |
| — | United States Treasury Note/Bond | 0.71% | Treasury | US |
| — | United States Treasury Note/Bond | 0.69% | Treasury | US |
| — | United States Treasury Note/Bond | 0.69% | Treasury | US |
| — | United States Treasury Note/Bond | 0.69% | Treasury | US |
| — | United States Treasury Note/Bond | 0.69% | Treasury | US |
| — | United States Treasury Note/Bond | 0.68% | Treasury | US |
| — | United States Treasury Note/Bond | 0.66% | Treasury | US |
| — | United States Treasury Note/Bond | 0.66% | Treasury | US |
| — | United States Treasury Note/Bond | 0.64% | Treasury | US |
| — | United States Treasury Note/Bond | 0.63% | Treasury | US |
| — | United States Treasury Note/Bond | 0.63% | Treasury | US |
| — | United States Treasury Note/Bond | 0.61% | Treasury | US |
| — | United States Treasury Note/Bond | 0.61% | Treasury | US |
| — | United States Treasury Note/Bond | 0.61% | Treasury | US |
| — | United States Treasury Note/Bond | 0.60% | Treasury | US |
| — | United States Treasury Note/Bond | 0.60% | Treasury | US |
| — | United States Treasury Note/Bond | 0.59% | Treasury | US |
| — | United States Treasury Note/Bond | 0.59% | Treasury | US |
| — | United States Treasury Note/Bond | 0.58% | Treasury | US |
| — | United States Treasury Note/Bond | 0.58% | Treasury | US |
| — | United States Treasury Note/Bond | 0.57% | Treasury | US |
| — | United States Treasury Note/Bond | 0.57% | Treasury | US |
| — | United States Treasury Note/Bond | 0.57% | Treasury | US |
| — | United States Treasury Note/Bond | 0.56% | Treasury | US |
| — | United States Treasury Note/Bond | 0.55% | Treasury | US |
| — | United States Treasury Note/Bond | 0.55% | Treasury | US |
| — | United States Treasury Note/Bond | 0.55% | Treasury | US |
| — | United States Treasury Note/Bond | 0.55% | Treasury | US |
| — | United States Treasury Note/Bond | 0.54% | Treasury | US |
| — | United States Treasury Note/Bond | 0.54% | Treasury | US |
| — | United States Treasury Note/Bond | 0.54% | Treasury | US |
| — | United States Treasury Note/Bond | 0.53% | Treasury | US |
| — | United States Treasury Note/Bond | 0.53% | Treasury | US |
| — | United States Treasury Note/Bond | 0.53% | Treasury | US |
| — | United States Treasury Note/Bond | 0.53% | Treasury | US |
| — | United States Treasury Note/Bond | 0.53% | Treasury | US |
Non-Equity Breakdown
VANGUARD SHORT-TERM BOND INDEX FUND ·
NPORT-P period 2026-06-30
(filed 2026-08-28)
Net assets:
$69.75B
· 3186 total positions
· equity 0.00%
· non-equity 98.88%
Non-equity holdings
— 3186 positions,
98.88% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| US Treasury | 68.96% | $48.10B | 150 |
| Corporate | 27.56% | $19.22B | 2868 |
| Non-US Sovereign | 1.79% | $1.25B | 129 |
| Short-term investment | 0.26% | $184.5M | 1 |
| US Govt-Sponsored Entity | 0.23% | $157.3M | 25 |
| Municipal | 0.05% | $34.3M | 11 |
| US Govt Agency | 0.03% | $18.0M | 2 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.05% | -0.84% | 1.11% | 0.53% | 0.44% | 0.16% | 0.23% |
| Feb | -0.40% | -0.53% | -1.51% | -0.85% | 1.05% | 0.83% | -0.24% |
| Mar | -0.27% | -2.27% | 2.20% | 0.16% | 0.38% | -0.60% | -0.07% |
| Apr | 0.23% | -0.77% | 0.18% | -0.50% | 0.86% | 0.19% | 0.03% |
| May | 0.19% | 0.88% | -0.18% | 0.76% | 0.03% | 0.08% | 0.29% |
| Jun | -0.17% | -0.56% | -0.74% | 0.47% | 0.83% | 0.13% | -0.01% |
| Jul | 0.40% | 0.57% | 0.48% | 1.64% | 0.04% | -0.04% | 0.52% |
| Aug | -0.15% | -1.42% | 0.41% | 0.82% | 0.47% | 0.14% | 0.05% |
| Sep | -0.29% | -1.72% | -0.33% | 0.70% | 0.32% | -0.92% | -0.37% |
| Oct | -0.66% | -0.61% | 0.24% | -1.20% | 0.19% | 0.71%* | -0.22% |
| Nov | -0.07% | 1.45% | 1.36% | 0.54% | 0.55% | -- | 0.77% |
| Dec | -0.53% | -0.48% | 0.98% | -0.34% | 0.01% | -- | -0.07% |
| Total | -1.76% | -6.18% | 4.23% | 2.73% | 5.29% | 0.67% | 0.83% |
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: $76.43
SMA 50: $76.88
SMA 200: $77.88
Current: $76.84
EMA 12: $76.54
EMA 26: $76.59
MACD: -0.0452 | Signal: 0.0739
BEARISH
ADX (14): 19.41
RANGE
+DI: 27.66
−DI: 22.14
Momentum Oscillators
RSI (14): 61.68
NEUTRAL
Stoch %K: 80.07
Stoch %D: 79.21
Williams %R: -8.17
Volume & Volatility
BB Upper: $76.71
BB Lower: $76.15
OVERBOUGHT
OBV: 51,180,704
Vol SMA 20: 4,056,876
Vol ROC: -36.42%
ATR: $0.19
True Range: $0.38
HV 20: 2.2%
HV 30: 2.3%
HV 60: 2.4%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL with confidence level (6/10)
Key Drivers:
- Technical indicators suggest a weak trend, with no clear buy or sell signal
- Recent news headlines have been positive, driving price movements
Primary Risks:
- Volatility is relatively low, making it less likely for significant moves
- Options market suggests moderate implied volatility, which could lead to unexpected price action
Investment Thesis:
BSV has a stable track record and is positioned in the middle of its trading range. While there are no clear signs of an imminent breakout or breakdown, the options market suggests some uncertainty around future price movements.
Recent News Sentiment Impact:
The recent news headlines have been positive, driving price movements higher. The sentiment analysis highlights the overall positivity, which could continue to support prices in the near term.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Weak trend with no clear direction
- Medium-term (1-3 months): Neutral with a slight bias towards the upside
- Long-term (3-12 months): Uptrend, but recent momentum has slowed down
Support/Resistance Levels:
- SMA 20: $78.03
- SMA 50: $78.21
- SMA 200: $78.70
- Upper Bollinger Band: $78.41
- Middle Bollinger Band: $78.03
Momentum Signals:
- RSI (14): 40.70 (neutral)
- MACD: -0.14 / Signal: -0.01 / Histogram: -0.13 (bearish)
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines have been positive, highlighting the fund's stability and consistency.
Sentiment Assessment: Positive sentiment dominates, with 4 out of 6 articles having a positive tone.
Catalyst Identification: No clear catalysts are identified, but the options market suggests some uncertainty around future price movements.
Risk & Volatility Assessment
Beta Interpretation: Beta is low at 0.03, indicating that the stock moves less than the broader market.
Volatility Regime: Current volatility is relatively low compared to historical levels.
Options Market Signals:
- IV Rank: 34.5% (Medium)
- Put/Call Volume Ratio: 0.05 (Bullish sentiment)
Market Context & Positioning
Sector Performance: BSV has underperformed its sector peers in the recent past.
Institutional Activity: The options market suggests moderate institutional interest, with a bias towards calls.
Correlation Analysis: Correlation with SPY is low at 0.15, indicating limited dependence on market movements.
Relative Valuation: BSV is positioned in the middle of its trading range and does not appear overvalued or undervalued relative to its sector peers.
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $78.03
- Upper Bollinger Band: $78.41
- Middle Bollinger Band: $78.03
Breakout/Breakdown Levels: No clear breakout or breakdown levels are identified, but the options market suggests some uncertainty around future price movements.
Time-Sensitive Catalysts: No specific catalysts are identified, but earnings announcements or regulatory changes could impact the stock in the future.
Risk Management: Consider a stop-loss level at $76.50 and position sizing considerations to manage risk.
Generated
News
All BSV news →
The Motley FoolT3·2mo ago
The Motley FoolT3·3mo ago
The Motley FoolT3·3mo ago
BenzingaT3·4mo ago
The Motley FoolT3·6mo ago
The Motley FoolT3·6mo ago
The Motley FoolT3·8mo ago
The Motley FoolT3·8mo ago
GlobeNewswire Inc.T3·20mo ago
Showing 1–10 of 44
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BSV Options Activity & IV Rank
BSV IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 3.8%
7-DTE IV: —
Expected Move: $1.55
7-DTE Move: $1.55
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 8
Put Volume: 14
P/C Volume: 1.75
BEARISH
Call OI: 8
Put OI: 16
P/C OI: 2.0
Total OI: 24
ATM Options Pricing
ATM Call: $1.12
ATM Put: $0.42
Call %: 1.5%
Put %: 0.6%
Chain Summary
Chain Volume: 60
Chain OI: 82
Last Updated: 10/22/2026
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
Not enough history yet to rank today's net dealer gamma against this name's own record.
Gamma percentile
—
vs own history
GEX tilt
+1.00
OI-weighted, today
Vanna tilt
+1.00
δ-sensitivity to IV
Charm tilt
-1.00
δ-decay vs time
Vanna tilt +1.00: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -1.00: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 3 ATM contracts, 0k 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
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 5.2% / 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)22.0LowOct 22
Straddle Price (30 DTE)$1.55Oct 22
Beta Analysis
Risk Metrics
Beta: 0.0404
Alpha: -3.57%
Correlation: 0.2332
R-Squared: 5.4%
Stock Volatility: 2.2%
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
BSV 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
877.45K
SI % of Float
0.15%
Days to Cover
1.00
Short Vol Ratio
58.7%
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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