GlobeNewswire Inc.T3·21mo ago
CEMB iShares J.P. Morgan EM Corporate Bond ETF
ETF 43.98 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.
CEMB
$43.98
—
Key stats
$43.98
- 52-Week Range
- $43.61 – $46.50
- YTD
- -4.05%
- IV Rank (30D)
- 20.37
- Straddle Price
- $1.57
- Open
- $43.94
- Day Range
- $43.92 – $43.98
- Volume
- 40,139
- Prev Close
- $43.91
About
iShares J.P. Morgan EM Corporate Bond ETF (CEMB) ETF
No description available.
- Exchange
- BATS
- Inception
- 2012-04-17
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.50% issuer, Oct 22, 2026
- Assets
- $422M issuer-reported, Oct 20, 2026
- Trailing yield
- 5.38% paid monthly
- Average daily volume
- $4.0M 30 sessions
- Holdings
- 1,203 top 10 are 2.9%
- Listed
- Apr 17, 2012 Cboe BZX
- Net asset value
- $43.94 issuer, Oct 21, 2026 · closed +0.18% to NAV
- Median bid/ask spread
- 0.02% 30 days, issuer-reported
- 30-day SEC yield
- 6.29% issuer, Oct 20, 2026
- Return on NAV, 1 year
- +0.6% issuer, through Sep 30, 2026 · 3 years +6.8% a year · 5 years +1.6% · 10 years +3.1%
- Distributions, 12 months
- $2.36 a share issuer, through Oct 1, 2026: 100% income
- Tracking difference
- -0.47 pts vs index, after fees, FY 2025
Cost22
Liquidity53
Scale60
Diversification100
Moves with. Long Treasuries (53% of its variance, beta 0.28); US large-cap stocks (9% of its variance, beta 0.05); Emerging markets over US (4% of its variance, beta 0.03); US dollar (4% of its variance, beta -0.05). These factors explain 68% of its daily moves over the last year.
Stated objective. The iShares J.P. Morgan EM Corporate Bond ETF (the Fund ) seeks to track the investment results of an index composed of U.S. dollar-denominated, emerging market corporate bonds. (from the fund's prospectus)
All 1,203 holdingsFlow historyOverlap toolAll Emerging Markets Bond ETFs
Fund flows
daily as of Oct 20, 2026issuer datathrough Jul 2026SEC filings- Oct 20, 2026
- $0 latest day
- Latest 5 trading days
- $0
- Latest 21 trading days
- $0 0.0% of assets
- Year to date
- +$52M +$41M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 20, 2026 | $0 |
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | $0 |
| Oct 8, 2026 | $0 |
| Oct 7, 2026 | $0 |
| Oct 6, 2026 | $0 |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | $0 |
| Oct 1, 2026 | $0 |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | $0 |
| Sep 28, 2026 | $0 |
| Sep 25, 2026 | $0 |
| Sep 24, 2026 | $0 |
| Sep 23, 2026 | $0 |
| Sep 22, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jul 2026
- +$11M latest reported month
- Latest 3 months
- +$20M +5.0% of assets
- Latest 12 months
- +$14M +3.4% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$11M |
| Jun 2026 | −$34M |
| May 2026 | +$43M |
| Apr 2026 | −$9.0M |
| Mar 2026 | −$11M |
| Feb 2026 | +$2.3M |
| Jan 2026 | +$21M |
| Dec 2025 | −$4.6M |
| Nov 2025 | +$2.3M |
| Oct 2025 | −$11M |
| Sep 2025 | +$4.6M |
| 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
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| EMBiShares J.P. Morgan USD Emerging Markets Bond ETF | — | 0.39% | $12.8B | −4.9% | compare |
| EMLCVanEck J. P. Morgan EM Local Currency Bond ETF | — | 0.30% | $5.0B | −2.5% | compare |
| EBNDState Street SPDR Bloomberg Emerging Markets Local Bond ETF | — | 0.30% | $2.3B | −3.0% | compare |
| PCYInvesco Emerging Markets Sovereign Debt ETF | — | 0.50% | $1.2B | −7.8% | compare |
| XEMDBondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | — | 0.29% | $843M | −2.4% | compare |
The largest other funds in the Emerging Markets Bond category.
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 3 active of 38 with agreements; top 3 did 100%
- Created · redeemed
- $27M · $87M over the fiscal year
- Redemptions in kind
- 98% creations 99% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 7.72% of assets on loan on average; earned 4.6 bp
- Return vs index
- -0.47 pts after fees; -0.47 before; daily s.d. 2.67
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 2026-10-20
Holdings
1203
AUM
$421.8M
Provider
iShares (BlackRock)
Inception
2012-04-17
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.50%
Dividend Yield
5.38%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-06 | $0.2007 | CD |
| 2026-09-01 | 2026-09-04 | $0.1935 | CD |
| 2026-08-03 | 2026-08-06 | $0.1889 | CD |
| 2026-07-01 | 2026-07-07 | $0.2136 | CD |
| 2026-06-01 | 2026-06-04 | $0.1882 | CD |
| 2026-05-01 | 2026-05-06 | $0.1951 | CD |
Asset Allocation
Top Holdings
top 50 of 1203 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | BLK CSH FND TREASURY SL AGENCY | 0.86% | Cash/Money Market | US |
| — | DIGICEL INTERNATIONAL FINANCE LTD RegS | 0.34% | Corporate Bond | JM |
| — | ECOPETROL SA | 0.32% | Corporate Bond | CO |
| — | YPF SA RegS | 0.32% | Corporate Bond | AR |
| — | OCP SA RegS | 0.29% | Corporate Bond | MA |
| — | SANDS CHINA LTD | 0.29% | Corporate Bond | MO |
| — | ORLEN SA RegS | 0.28% | Corporate Bond | PL |
| — | WYNN MACAU LTD RegS | 0.28% | Corporate Bond | MO |
| — | TSMC GLOBAL LTD RegS | 0.27% | Corporate Bond | TW |
| — | FREEPORT INDONESIA PT RegS | 0.27% | Corporate Bond | ID |
| — | ECOPETROL SA | 0.27% | Corporate Bond | CO |
| — | FIRST QUANTUM MINERALS LTD RegS | 0.27% | Corporate Bond | ZM |
| — | SAMARCO MINERACAO SA RegS | 0.27% | Corporate Bond | BR |
| — | ECOPETROL SA | 0.26% | Corporate Bond | CO |
| — | PROSUS NV MTN RegS | 0.25% | Corporate Bond | ZA |
| — | FIRST QUANTUM MINERALS LTD RegS | 0.25% | Corporate Bond | ZM |
| — | AES PANAMA GENERATION HOLDINGS SRL RegS | 0.25% | Corporate Bond | PA |
| — | BANGKOK BANK PUBLIC CO LTD (HONG K MTN RegS | 0.24% | Corporate Bond | TH |
| — | TELEKOM SRBIJA AD BEOGRAD RegS | 0.24% | Corporate Bond | RS |
| — | ECOPETROL SA | 0.23% | Corporate Bond | CO |
| — | TSMC ARIZONA CORP | 0.23% | Corporate Bond | TW |
| — | MELCO RESORTS FINANCE LTD RegS | 0.23% | Corporate Bond | MO |
| — | TEVA PHARMACEUTICAL FINANCE NETHER | 0.23% | Corporate Bond | IL |
| — | AZULE ENERGY FINANCE PLC RegS | 0.22% | Corporate Bond | AO |
| — | GRUPO NUTRESA SA RegS | 0.21% | Corporate Bond | CO |
| — | NIAGARA ENERGY SAC RegS | 0.20% | Corporate Bond | PE |
| — | NK KAZMUNAYGAZ AO RegS | 0.20% | Corporate Bond | KZ |
| — | ECOPETROL SA | 0.20% | Corporate Bond | CO |
| — | GRUPO NUTRESA SA RegS | 0.20% | Corporate Bond | CO |
| — | STUDIO CITY FINANCE LTD RegS | 0.20% | Corporate Bond | MO |
| — | TELECOM ARGENTINA SA RegS | 0.20% | Corporate Bond | AR |
| — | TULLOW HOLDCO 2 LTD RegS | 0.20% | Corporate Bond | GH |
| — | FIRST QUANTUM MINERALS LTD RegS | 0.19% | Corporate Bond | ZM |
| — | LAS VEGAS SANDS CORP | 0.19% | Corporate Bond | US |
| — | TELEKOM SRBIJA AD BEOGRAD RegS | 0.19% | Corporate Bond | RS |
| — | AZULE ENERGY FINANCE PLC RegS | 0.19% | Corporate Bond | AO |
| — | OCP SA RegS | 0.19% | Corporate Bond | MA |
| — | FIRST QUANTUM MINERALS LTD RegS | 0.19% | Corporate Bond | ZM |
| — | DBS GROUP HOLDINGS LTD MTN RegS | 0.19% | Corporate Bond | SG |
| — | CZECHOSLOVAK GROUP AS RegS | 0.19% | Corporate Bond | CZ |
| — | KFH SUKUK CO MTN RegS | 0.19% | Corporate Bond | KW |
| — | QNB FINANCE LTD MTN RegS | 0.19% | Corporate Bond | QA |
| — | KFH SUKUK CO RegS | 0.19% | Corporate Bond | KW |
| — | QNB FINANCE LTD MTN RegS | 0.19% | Corporate Bond | QA |
| — | GENERADORA DE GATUN SA RegS | 0.19% | Corporate Bond | PA |
| — | VISTA ENERGY ARGENTINA SAU RegS | 0.19% | Corporate Bond | AR |
| — | UNITED OVERSEAS BANK LTD MTN RegS | 0.19% | Corporate Bond | SG |
| — | OCP SA RegS | 0.19% | Corporate Bond | MA |
| — | VOLCAN COMPANIA MINERA SAA RegS | 0.19% | Corporate Bond | PE |
| — | QIB SUKUK LTD RegS | 0.19% | Corporate Bond | QA |
Non-Equity Breakdown
iShares J.P. Morgan EM Corporate Bond ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-25)
Net assets:
$404M
· 1168 total positions
· equity 0.00%
· non-equity 104.09%
Non-equity holdings
— 1168 positions,
104.09% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Corporate | 95.67% | $386.1M | 1139 |
| Short-term investment | 6.48% | $26.1M | 2 |
| Non-US Sovereign | 1.70% | $6.9M | 22 |
| Debt | 0.23% | $943435 | 5 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.43% | -1.73% | 3.48% | 0.32% | 0.86% | 0.72% | 0.54% |
| Feb | -0.62% | -5.71% | -3.10% | -0.07% | 1.79% | 1.15% | -1.09% |
| Mar | -0.84% | -0.68% | 1.63% | 0.60% | -0.11% | -1.78% | -0.20% |
| Apr | 0.38% | -3.16% | 0.57% | -1.27% | -0.60% | 1.71% | -0.40% |
| May | 0.48% | 0.02% | -0.12% | 1.79% | 0.86% | 0.29% | 0.55% |
| Jun | 0.63% | -3.80% | 0.44% | 0.18% | 1.84% | -0.09% | -0.13% |
| Jul | 0.06% | 0.98% | 0.72% | 2.16% | 0.67% | -0.42% | 0.69% |
| Aug | 0.59% | -0.16% | -0.56% | 1.62% | 1.16% | 0.49% | 0.52% |
| Sep | -1.20% | -4.04% | -1.05% | 1.50% | 1.16% | -2.31% | -0.99% |
| Oct | -0.41% | -3.46% | -0.99% | -1.53% | 0.25% | 0.59%* | -0.92% |
| Nov | -0.84% | 6.12% | 3.17% | 0.90% | 0.45% | -- | 1.96% |
| Dec | 0.26% | -1.11% | 2.15% | -1.47% | 0.24% | -- | 0.01% |
| Total | -1.94% | -15.95% | 6.32% | 4.74% | 8.88% | 0.28% | 0.39% |
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: $43.99
SMA 50: $44.60
SMA 200: $45.40
Current: $43.97
EMA 12: $44.02
EMA 26: $44.18
MACD: -0.1597 | Signal: 0.0400
BEARISH
ADX (14): 41.40
STRONG TREND
+DI: 19.40
−DI: 40.70
Momentum Oscillators
RSI (14): 37.50
NEUTRAL
Stoch %K: 54.72
Stoch %D: 63.94
Williams %R: -50.57
Volume & Volatility
BB Upper: $44.26
BB Lower: $43.72
NEUTRAL
OBV: -1,364,171
Vol SMA 20: 106,666
Vol ROC: -3.47%
ATR: $0.12
True Range: $0.07
HV 20: 3.6%
HV 30: 3.6%
HV 60: 3.3%
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: CEMB
Executive Summary
Overall Assessment: NEUTRAL (6/10)
Key Drivers:
- Technical indicators suggest a range-bound market with no clear trend direction.
- Momentum oscillators indicate neutral sentiment, while RSI is oversold.
- Bollinger Bands are neutral, suggesting a lack of directional movement.
Primary Risks:
- Low volatility and beta may result in reduced price movements.
- Earnings data unavailable, increasing uncertainty around future performance.
Investment Thesis: CEMB appears to be trading within a range, driven by macroeconomic factors rather than company-specific news. This stability could attract income-seeking investors, but the lack of earnings data and low volatility reduce potential for significant price movements.
Recent News Sentiment Impact: The neutral sentiment from recent headlines (1-2) does not significantly impact technical signals or overall assessment.
Technical Analysis
Trend Direction: NEUTRAL (range-bound)
Support/Resistance Levels:
- Upper Bollinger Band: $45.48
- Middle Bollinger Band: $45.25
- Lower Bollinger Band: $45.02
Momentum Signals:
- RSI: 36.19 (oversold, potential buy signal)
- MACD: -0.06 / Signal: -0.03 / Histogram: -0.03 (bearish)
- Bollinger Bands: neutral
Volume Analysis:
- Volume SMA 20: 59410.11
- On-Balance Volume (OBV): 282779.66
- Volume Rate of Change: 170.10%
News & Sentiment Analysis
Recent Headlines Summary: Neutral sentiment from recent news articles.
Sentiment Assessment: NEUTRAL
Catalyst Identification: No major earnings data available, but the company's recent presentation at the J.P. Morgan Healthcare Conference 2025 (GlobeNewswire Inc., 2025-01-15) may provide some insight into their strategy and growth prospects.
Market Narrative: The neutral sentiment from news headlines aligns with the range-bound technical signals.
Risk & Volatility Assessment
Beta Interpretation: Low risk, as CEMB's beta is relatively low (0.14).
Volatility Regime: Low volatility regime, as indicated by the stock's historical volatility (HV20 3.1%, HV30 2.9%, and HV60 3.1%).
Options Market Signals: High IV rank (75.1%), indicating historically high volatility.
Downside Protection: Support levels are established around $45.02 (Lower Bollinger Band).
Market Context & Positioning
Sector Performance: CEMB's sector is trading in a range, with no clear trend direction.
Institutional Activity: Volume patterns suggest institutional interest is moderate.
Correlation Analysis: Low correlation (0.52) with the broader market, indicating potential for diversification benefits.
Relative Valuation: Position within trading range, with no clear value or growth premium.
Key Levels & Action Items
Critical Price Levels:
- Lower Bollinger Band: $45.02
- Middle Bollinger Band: $45.25
Breakout/Breakdown Levels:
- Upper Bollinger Band: $45.48 (breakout potential)
- Trend direction uncertain, making it difficult to predict a specific breakout or breakdown level.
Time-Sensitive Catalysts: No immediate earnings data available, but the company's recent presentation may provide some insight into their strategy and growth prospects.
Risk Management: Use stop-loss levels around $44.50 (1 standard deviation below the current price) and position sizing considerations to manage risk.
This comprehensive analysis provides a detailed review of CEMB's technical indicators, news sentiment, risk metrics, and market context. The report highlights the stock's range-bound market with no clear trend direction, neutral momentum oscillators, and low volatility regime. The lack of earnings data increases uncertainty around future performance, while institutional interest is moderate. Overall, this assessment suggests a NEUTRAL outlook for CEMB, with potential for income-seeking investors but limited price movement opportunities.
Generated
News
All CEMB news →
Seeking AlphaT3·38mo ago
CEMB Options Activity & IV Rank
CEMB IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 9.2%
7-DTE IV: —
Expected Move: $1.57
7-DTE Move: $1.57
Days to Exp: 29 (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: $0.57
ATM Put: $1.00
Call %: 1.3%
Put %: 2.3%
Chain Summary
Chain Volume: 21
Chain OI: 10
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.
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 9.6% / 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)20.4LowOct 22
Straddle Price (30 DTE)$1.57Oct 22
Beta Analysis
Risk Metrics
Beta: 0.1433
Alpha: -6.70%
Correlation: 0.5016
R-Squared: 25.2%
Stock Volatility: 3.6%
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
CEMB 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
41.41K
SI % of Float
0.43%
Days to Cover
1.00
Short Vol Ratio
3.8%
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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