Investing.comT3·26mo ago
CFA VictoryShares US 500 Volatility Wtd ETF
ETF 97.88 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.
CFA
$97.88
—
Key stats
$97.88
- 52-Week Range
- $87.20 – $103.11
- YTD
- +7.08%
- IV Rank (30D)
- 27.35
- Straddle Price
- $3.25
- Open
- $97.43
- Day Range
- $97.43 – $98.07
- Volume
- 55,758
- Prev Close
- $97.52
About
VictoryShares US 500 Volatility Wtd ETF (CFA) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2014-07-01
- Has Options
- Yes
Fund profile
holdings as of Jun 30, 2026SEC filingthrough Jun 2026flows, SEC filings
- Expense ratio
- 0.35% prospectus, filed Oct 24, 2025
- Assets
- $519M shares × price, Oct 9, 2026
- Trailing yield
- 1.25% paid monthly
- Average daily volume
- $802K 30 sessions
- Holdings
- 506 top 10 are 3.9%
- Listed
- Jul 1, 2014 Nasdaq
- Tracking difference
- -0.42 pts vs index, after fees, FY 2026
Cost56
Liquidity30
Scale64
Diversification100
Moves with. US large-cap stocks (84% of its variance, beta 0.92); Small caps over large (10% of its variance, beta 0.19). These factors explain 90% of its daily moves over the last year.
Stated objective. The VictoryShares US 500 Volatility Wtd ETF (the Fund) seeks to provide investment results that track the performance of the Nasdaq Victory US Large Cap 500 Volatility Weighted Index (the Index) before fees and expenses. (from the fund's prospectus)
All 506 holdingsFlow historySimilar fundsOverlap toolAll Large Cap Blend ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- −$9.7M latest reported month
- Latest 3 months
- −$24M −4.5% of assets
- Latest 12 months
- −$56M −10.4% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$9.7M |
| May 2026 | −$4.7M |
| Apr 2026 | −$9.3M |
| Mar 2026 | $0 |
| Feb 2026 | −$4.8M |
| Jan 2026 | −$4.6M |
| Dec 2025 | $0 |
| Nov 2025 | −$4.5M |
| Oct 2025 | $0 |
| Sep 2025 | −$9.0M |
| Aug 2025 | −$4.4M |
| Jul 2025 | −$4.5M |
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 | |
|---|---|---|---|---|---|
| CFOVictoryShares US 500 Enhanced Volatility Wtd ETF | 100% | 0.35% | $405M | +7.3% | compare |
| EUSAiShares MSCI USA Equal Weighted ETF | 73% | 0.09% | $1.9B | +10.2% | compare |
| RSPInvesco S&P 500 Equal Weight ETF | 72% | 0.20% | $97.5B | +11.6% | compare |
| SIZEiShares MSCI USA Size Factor ETF | 72% | 0.15% | $428M | +10.3% | compare |
| GSEWGoldman Sachs Equal Weight U.S. Large Cap Equity ETF | 69% | 0.09% | $2.0B | +11.5% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Jun 30, 2026SEC filing- Holdings vs fair value
- +8.2% 36% under, 24% over · 100% covered
- Price / earnings
- 20.6 1% loss-making · 100% covered
- Price / book · sales
- 3.0 · 1.9 revenue growth +8.8%
- Above 200-day average
- 49% 34% above 50-day · by weight
- Short interest
- 3.9% of float, weighted · 3.6 days to cover
- Insider buying
- 8% of weight had net insider buying, 90 days; 59% net selling
- 13F holders
- +2.6% change in shares held by institutions, latest quarter
- Reporting earnings
- 6.4% of weight in 7 days; 21.7% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.29%
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
Mar 31, 2026 → Jun 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Decrease | HONHONEYWELL INTERNATIONAL INCORPORATION | 0.26% | 0.12% | −50.0% |
| New position | HONAHONEYWELL AEROSPACE INC. | — | 0.12% | — |
| Increase | APTVAPTIV PLC | 0.17% | 0.16% | +14.9% |
| Increase | FDXFEDEX CORPORATION | 0.21% | 0.22% | +26.0% |
1 new, 0 exited, 2 increased and 1 decreased between the fund's two latest holdings reports; turnover 7.5%. Full holdings and history
Under the hood
fiscal year to Jun 30, 2026SEC census- Authorized participants
- 3 active of 19 with agreements; top 3 did 100%
- Created · redeemed
- $0 · $56M over the fiscal year
- Redemptions in kind
- 100% creations 0% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 0.30% of assets on loan on average; earned 0.2 bp
- Return vs index
- -0.42 pts after fees; -0.02 before; daily s.d. 0.03
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 2026-06-30
Holdings
507
AUM
$524.6M
Provider
Nport
Inception
2014-07-01
Exchange
XNAS
Data As Of
2026-06-30
Expense Ratio
0.35%
Dividend Yield
1.25%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-08 | 2026-10-09 | $0.1015 | CD |
| 2026-09-09 | 2026-09-10 | $0.1606 | CD |
| 2026-08-07 | 2026-08-10 | $0.0516 | CD |
| 2026-07-09 | 2026-07-10 | $0.1012 | CD |
| 2026-06-09 | 2026-06-10 | $0.1586 | CD |
| 2026-05-08 | 2026-05-11 | $0.0376 | CD |
Asset Allocation
Top Holdings
top 50 of 507 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| CAH | CARDINAL HEALTH, INC. | 0.38% | Equity (common) | US |
| TJX | THE TJX COMPANIES, INC. | 0.37% | Equity (common) | US |
| CNP | CENTERPOINT ENERGY, INC. | 0.36% | Equity (common) | US |
| EVRG | Evergy, Inc. | 0.36% | Equity (common) | US |
| KO | THE COCA-COLA COMPANY | 0.35% | Equity (common) | US |
| JNJ | JOHNSON & JOHNSON | 0.35% | Equity (common) | US |
| ATO | ATMOS ENERGY CORPORATION | 0.35% | Equity (common) | US |
| WEC | WEC ENERGY GROUP INC. | 0.34% | Equity (common) | US |
| CMS | CMS ENERGY CORPORATION | 0.34% | Equity (common) | US |
| MCK | MCKESSON CORPORATION | 0.34% | Equity (common) | US |
| AEE | AMEREN CORPORATION | 0.34% | Equity (common) | US |
| CB | Chubb Limited | 0.34% | Equity (common) | CH |
| COR | CENCORA, INC. | 0.34% | Equity (common) | US |
| CME | CME GROUP INC. | 0.33% | Equity (common) | US |
| AEP | AMERICAN ELECTRIC POWER COMPANY, INC. | 0.33% | Equity (common) | US |
| DUK | DUKE ENERGY CORPORATION | 0.33% | Equity (common) | US |
| MNST | MONSTER BEVERAGE CORPORATION | 0.33% | Equity (common) | US |
| ROL | ROLLINS, INC. | 0.33% | Equity (common) | US |
| WM | WASTE MANAGEMENT, INC. | 0.33% | Equity (common) | US |
| LNT | ALLIANT ENERGY CORPORATION | 0.32% | Equity (common) | US |
| L | LOEWS CORPORATION | 0.32% | Equity (common) | US |
| DTE | DTE ENERGY COMPANY | 0.32% | Equity (common) | US |
| PPL | PPL CORPORATION | 0.32% | Equity (common) | US |
| MCD | MCDONALD'S CORPORATION | 0.32% | Equity (common) | US |
| SO | THE SOUTHERN COMPANY | 0.32% | Equity (common) | US |
| EXC | EXELON CORPORATION | 0.31% | Equity (common) | US |
| LHX | L3HARRIS TECHNOLOGIES, INC. | 0.31% | Equity (common) | US |
| XEL | Xcel Energy Inc. | 0.31% | Equity (common) | US |
| BRK.B | BERKSHIRE HATHAWAY INC. | 0.31% | Equity (common) | US |
| ICE | INTERCONTINENTAL EXCHANGE, INC. | 0.31% | Equity (common) | US |
| AME | AMETEK, INC. | 0.30% | Equity (common) | US |
| ED | CONSOLIDATED EDISON, INC. | 0.30% | Equity (common) | US |
| NI | NISOURCE INC. | 0.30% | Equity (common) | US |
| RSG | REPUBLIC SERVICES, INC. | 0.30% | Equity (common) | US |
| PG | THE PROCTER & GAMBLE COMPANY | 0.29% | Equity (common) | US |
| CBOE | CBOE GLOBAL MARKETS, INC. | 0.29% | Equity (common) | US |
| MRSH | MARSH & MCLENNAN COMPANIES, INC. | 0.29% | Equity (common) | US |
| ETR | ENTERGY CORPORATION | 0.29% | Equity (common) | US |
| HIG | THE HARTFORD INSURANCE GROUP, INC. | 0.29% | Equity (common) | US |
| ROST | ROSS STORES, INC. | 0.29% | Equity (common) | US |
| GD | GENERAL DYNAMICS CORPORATION | 0.29% | Equity (common) | US |
| AFL | AFLAC INCORPORATED | 0.29% | Equity (common) | US |
| FE | FIRSTENERGY CORP. | 0.29% | Equity (common) | US |
| CSCO | CISCO SYSTEMS, INC. | 0.29% | Equity (common) | US |
| LIN | LINDE PUBLIC LIMITED COMPANY | 0.28% | Equity (common) | IE |
| ECL | ECOLAB INC. | 0.28% | Equity (common) | US |
| TSN | TYSON FOODS, INCORPORATED | 0.28% | Equity (common) | US |
| CSX | CSX Corporation | 0.28% | Equity (common) | US |
| MDT | MEDTRONIC PUBLIC LIMITED COMPANY | 0.28% | Equity (common) | IE |
| CAT | CATERPILLAR INC. | 0.28% | Equity (common) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.32% | -5.04% | 5.43% | 0.23% | 4.10% | 2.50% | 1.26% |
| Feb | 2.00% | -2.55% | -4.07% | 3.29% | -0.40% | 2.72% | 0.17% |
| Mar | 3.14% | 4.24% | -0.13% | 3.35% | -2.38% | -5.60% | 0.44% |
| Apr | 3.97% | -6.75% | 0.12% | -4.26% | -2.70% | 4.47% | -0.86% |
| May | 0.44% | 1.07% | -3.84% | 3.01% | 4.16% | 0.81% | 0.94% |
| Jun | 0.31% | -7.47% | 6.15% | 0.04% | 2.70% | 2.37% | 0.68% |
| Jul | 1.84% | 6.37% | 2.46% | 4.66% | -0.40% | 0.41% | 2.56% |
| Aug | 2.30% | -2.92% | -2.22% | 3.66% | 3.16% | 0.19% | 0.69% |
| Sep | -4.78% | -9.19% | -5.03% | 3.34% | 1.19% | -4.17% | -3.11% |
| Oct | 4.61% | 6.68% | -2.29% | -0.68% | -1.10% | 1.81%* | 1.50% |
| Nov | -2.72% | 5.85% | 7.49% | 7.19% | 2.06% | -- | 3.97% |
| Dec | 6.95% | -4.88% | 3.67% | -6.39% | 0.40% | -- | -0.05% |
| Total | 19.36% | -15.27% | 6.94% | 17.95% | 11.00% | 5.17% | 7.53% |
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: $97.18
SMA 50: $99.57
SMA 200: $96.37
Current: $97.88
EMA 12: $97.23
EMA 26: $97.81
MACD: -0.5872 | Signal: 0.2433
BEARISH
ADX (14): 34.55
TREND
+DI: 27.37
−DI: 28.28
Momentum Oscillators
RSI (14): 50.17
NEUTRAL
Stoch %K: 78.78
Stoch %D: 75.20
Williams %R: -7.01
Volume & Volatility
BB Upper: $98.64
BB Lower: $95.72
NEUTRAL
OBV: 135,294
Vol SMA 20: 7,597
Vol ROC: 258.50%
ATR: $0.73
True Range: $0.64
HV 20: 8.1%
HV 30: 9.2%
HV 60: 9.1%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-11T00:00:00 – 2026-10-09T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL with a confidence level of 7 (out of 10)
Key Drivers:
- Technical indicators suggest a consolidation phase, with the stock hovering around its long-term trend line.
- Momentum oscillators are neutral, indicating no strong buying or selling pressure.
- Volatility remains low, with a beta of 0.65 compared to SPY.
Primary Risks:
- Potential for a breakout above the upper Bollinger Band ($100.18) or breakdown below the lower band ($96.82), which could trigger significant price movements.
- Earnings season and market sentiment may impact stock performance.
Recent News Sentiment Impact: Neutral, with no strong news themes emerging to influence the stock's direction.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Consolidation; Medium-term (1-3 months): Uptrend; Long-term (3-12 months): Uptrend
Support/Resistance Levels: Key price levels from moving averages and technical patterns:
- SMA 20: $98.50
- SMA 50: $96.89
- SMA 200: $93.47
- Upper Bollinger Band: $100.18
- Lower Bollinger Band: $96.82
Momentum Signals:
- RSI interpretation: Neutral (61.95), indicating no strong buying or selling pressure.
- MACD signal: Bullish, with the histogram crossing above the zero line (0.76).
- Bollinger Bands position: Neutral, with the price hovering near the middle band.
News & Sentiment Analysis
Recent Headlines Summary: Recent news headlines are neutral, with no strong themes emerging to influence the stock's direction.
Sentiment Assessment: Aggregate sentiment is neutral, reflecting the mixed signals from recent news articles.
Catalyst Identification: No immediate catalysts are identified that could significantly impact the stock's price.
Risk & Volatility Assessment
Beta Interpretation: Low risk relative to market (beta = 0.65), indicating lower volatility than SPY.
Volatility Regime: Current volatility is low, with a historical volatility of HV20 at 8.0%.
Options Market Signals:
- IV Rank: 14.1% (Low) - shows if volatility is historically high or low.
- Put/Call Volume Ratio: Neutral sentiment (0.00).
Market Context & Positioning
Sector Performance: Relative strength vs sector/market: Neutral.
Institutional Activity: No unusual institutional activity signals are present, suggesting no strong buying or selling pressure.
Correlation Analysis: Stock moves relatively closely with market (R-squared interpretation): 0.75.
Relative Valuation: Position within trading range: Neutral.
Key Levels & Action Items
- Critical Price Levels:
- Support: SMA 20 ($98.50), Lower Bollinger Band ($96.82)
- Resistance: Upper Bollinger Band ($100.18)
- Breakout/Breakdown Levels: Technical levels that could trigger significant price movements: SMA 200 ($93.47) and SMA 50 ($96.89)
- Time-Sensitive Catalysts: No immediate catalysts are identified.
- Risk Management:
- Stop-loss levels: $98.50 (SMA 20 support) and $96.82 (Lower Bollinger Band support)
- Position sizing considerations: Monitor volatility and market sentiment to adjust position sizes.
Please note that this report is based on the provided data and should not be taken as buy/sell advice. The analysis focuses on risk/reward assessment and identifying potential trading opportunities.
Generated
News
All CFA news →
Investing.comT3·26mo ago
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CFA Options Activity & IV Rank
CFA IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 18.3%
7-DTE IV: 46.6%
Expected Move: $3.25
7-DTE Move: $2.83
Days to Exp: 42 (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: $1.70
ATM Put: $1.55
Call %: 1.7%
Put %: 1.6%
Chain Summary
Chain Volume: 5
Chain OI: 3
Last Updated: 10/9/2026
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
as of Oct 9 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 9 · No data
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)17.9LowOct 9
IV Rank (30 DTE)27.4MediumOct 9
Straddle Price (30 DTE)$3.25Oct 9
Beta Analysis
Risk Metrics
Beta: 0.6144
Alpha: -1.10%
Correlation: 0.7493
R-Squared: 56.2%
Stock Volatility: 10.7%
Market Volatility: 13.0%
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
CFA 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
7.99K
SI % of Float
0.15%
Days to Cover
1.36
Short Vol Ratio
96.9%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-09
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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