BenzingaT3·21mo ago
CSB VictoryShares US Small Cap High Div Volatility Wtd ETF
ETF 64.72 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.
CSB
$64.72
—
Key stats
$64.72
- 52-Week Range
- $56.14 – $68.26
- YTD
- +9.61%
- IV Rank (30D)
- 87.9
- Straddle Price
- $2.80
- Open
- $63.60
- Day Range
- $63.60 – $64.72
- Volume
- 3,631
- Prev Close
- $63.65
About
VictoryShares US Small Cap High Div Volatility Wtd ETF (CSB) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2015-07-07
- Has Options
- Yes
Fund profile
holdings as of Oct 9, 2026third-party datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.35% prospectus, filed Oct 24, 2025
- Assets
- $235M shares × price, Oct 21, 2026
- Trailing yield
- 3.25% paid monthly
- Average daily volume
- $782K 30 sessions
- Holdings
- 101 top 10 are 16.0%
- Listed
- Jul 7, 2015 Nasdaq
- Tracking difference
- -0.51 pts vs index, after fees, FY 2026
Cost56
Liquidity30
Scale51
Diversification97
Moves with. US large-cap stocks (35% of its variance, beta 0.84); Small caps over large (23% of its variance, beta 0.45); Value over growth (15% of its variance, beta 0.53). These factors explain 72% of its daily moves over the last year.
Stated objective. The VictoryShares US Small Cap High Div Volatility Wtd ETF (the Fund) seeks to provide investment results that track the performance of the Nasdaq Victory US Small Cap High Dividend 100 Volatility Weighted Index (the Index) before fees and expenses. (from the fund's prospectus)
All 101 holdingsFlow historySimilar fundsOverlap toolAll Small Cap Blend ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- −$6.4M latest reported month
- Latest 3 months
- −$9.6M −3.7% of assets
- Latest 12 months
- −$57M −21.9% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$6.4M |
| May 2026 | $0 |
| Apr 2026 | −$3.2M |
| Mar 2026 | $0 |
| Feb 2026 | −$6.4M |
| Jan 2026 | +$3.0M |
| Dec 2025 | −$5.9M |
| Nov 2025 | −$12M |
| Oct 2025 | −$5.9M |
| Sep 2025 | −$3.0M |
| Aug 2025 | −$8.9M |
| Jul 2025 | −$8.6M |
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 | |
|---|---|---|---|---|---|
| FNKFirst Trust Mid Cap Value AlphaDEX Fund | 22% | 0.74% | $233M | +13.6% | compare |
| TPSCTimothy Plan US Small Cap Core ETF | 21% | 0.52% | $355M | +11.1% | compare |
| HSMVFirst Trust Horizon Managed Volatility Small/Mid ETF | 20% | 0.80% | $5.4M | −0.3% | compare |
| REGLProShares S&P MidCap 400 Dividend Aristocrats ETF | 20% | 0.40% | $1.7B | +6.6% | compare |
| USVMVictoryShares US Small Mid Cap Value Momentum ETF | 19% | 0.29% | $1.8B | +16.1% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 9, 2026third-party data- Holdings vs fair value
- +9.4% 46% under, 32% over · 100% covered
- Price / earnings
- 13.8 0% loss-making · 98% covered
- Price / book · sales
- 1.5 · 1.2 revenue growth +4.6%
- Above 200-day average
- 43% 39% above 50-day · by weight
- Short interest
- 8.7% of float, weighted · 6.0 days to cover
- Insider buying
- 6% of weight had net insider buying, 90 days; 42% net selling
- 13F holders
- +2.0% change in shares held by institutions, latest quarter
- Reporting earnings
- 31.6% of weight in 7 days; 75.4% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.80%
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
Dec 31, 2025 → Mar 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | UGIUGI CORPORATION | 1.76% | — | — |
| New position | NWNNORTHWEST NATURAL HOLDING COMPANY | — | 1.62% | — |
| New position | MGEEMGE ENERGY, INC. | — | 1.56% | — |
| Exit | NFGNATIONAL FUEL GAS COMPANY | 1.54% | — | — |
| Exit | HTOH2O AMERICA | 1.24% | — | — |
| Exit | SEESEALED AIR CORPORATION | 1.23% | — | — |
| New position | DLBDOLBY LABORATORIES, INC. | — | 1.16% | — |
| New position | FBPFirst BanCorp. | — | 1.16% | — |
| Exit | SFNCSIMMONS FIRST NATIONAL CORPORATION | 1.13% | — | — |
| Exit | VLYVALLEY NATIONAL BANCORP | 1.13% | — | — |
Under the hood
fiscal year to Jun 30, 2026SEC census- Authorized participants
- 2 active of 19 with agreements; top 3 did 100%
- Created · redeemed
- $3.0M · $60M over the fiscal year
- Redemptions in kind
- 99% creations 100% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 2.74% of assets on loan on average; earned 0.7 bp
- Return vs index
- -0.51 pts after fees; -0.08 before; daily s.d. 0.10
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
105
AUM
$270.8M
Provider
Nport
Inception
2015-07-07
Exchange
XNAS
Data As Of
2026-06-30
Expense Ratio
0.35%
Dividend Yield
3.25%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-08 | 2026-10-09 | $0.1946 | CD |
| 2026-09-09 | 2026-09-10 | $0.2882 | CD |
| 2026-08-07 | 2026-08-10 | $0.0901 | CD |
| 2026-07-09 | 2026-07-10 | $0.1757 | CD |
| 2026-06-09 | 2026-06-10 | $0.2493 | CD |
| 2026-05-08 | 2026-05-11 | $0.0038 | CD |
Asset Allocation
Top Holdings
top 50 of 105 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| IDA | IDACORP, INC. | 1.95% | Equity (common) | US |
| NJR | NEW JERSEY RESOURCES CORPORATION | 1.76% | Equity (common) | US |
| AWR | AMERICAN STATES WATER COMPANY | 1.70% | Equity (common) | US |
| AVA | AVISTA CORPORATION | 1.63% | Equity (common) | US |
| SWX | SOUTHWEST GAS HOLDINGS, INC. | 1.61% | Equity (common) | US |
| MGEE | MGE ENERGY, INC. | 1.55% | Equity (common) | US |
| BKH | BLACK HILLS CORPORATION | 1.54% | Equity (common) | US |
| OGS | ONE GAS, INC. | 1.53% | Equity (common) | US |
| POR | PORTLAND GENERAL ELECTRIC COMPANY | 1.52% | Equity (common) | US |
| NWN | NORTHWEST NATURAL HOLDING COMPANY | 1.41% | Equity (common) | US |
| OTTR | Otter Tail Corporation | 1.41% | Equity (common) | US |
| CWT | CALIFORNIA WATER SERVICE GROUP | 1.40% | Equity (common) | US |
| MSM | MSC INDUSTRIAL DIRECT CO., INC. | 1.39% | Equity (common) | US |
| SR | Spire Inc. | 1.39% | Equity (common) | US |
| FBP | First BanCorp. | 1.33% | Equity (common) | PR |
| MDU | MDU RESOURCES GROUP, INC. | 1.32% | Equity (common) | US |
| FHB | FIRST HAWAIIAN, INC. | 1.32% | Equity (common) | US |
| BUSE | FIRST BUSEY CORPORATION | 1.30% | Equity (common) | US |
| AVT | AVNET, INC. | 1.27% | Equity (common) | US |
| — | HSBC US GOVERNMENT MONEY MARKET FUND | 1.25% | Short-term investment | US |
| — | MSILF Government Portfolio | 1.25% | Short-term investment | US |
| — | GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND | 1.25% | Short-term investment | US |
| — | INVESCO GOVERNMENT & AGENCY PORTFOLIO | 1.25% | Short-term investment | US |
| UBSI | UNITED BANKSHARES, INC. | 1.25% | Equity (common) | US |
| FFBC | FIRST FINANCIAL BANCORP. | 1.23% | Equity (common) | US |
| OZK | BANK OZK | 1.21% | Equity (common) | US |
| FRME | FIRST MERCHANTS CORPORATION | 1.21% | Equity (common) | US |
| CVBF | CVB FINANCIAL CORP. | 1.20% | Equity (common) | US |
| GEF | GREIF, INC. | 1.20% | Equity (common) | US |
| FULT | FULTON FINANCIAL CORPORATION | 1.18% | Equity (common) | US |
| BOH | BANK OF HAWAII CORPORATION | 1.18% | Equity (common) | US |
| REYN | REYNOLDS CONSUMER PRODUCTS INC. | 1.18% | Equity (common) | US |
| ASB | ASSOCIATED BANC-CORP | 1.18% | Equity (common) | US |
| CNS | COHEN & STEERS, INC. | 1.17% | Equity (common) | US |
| AROC | ARCHROCK INC. | 1.14% | Equity (common) | US |
| WSBC | WESBANCO, INC. | 1.13% | Equity (common) | US |
| KGS | KODIAK GAS SERVICES, INC. | 1.13% | Equity (common) | US |
| HRB | H & R BLOCK, INC. | 1.09% | Equity (common) | US |
| PFS | PROVIDENT FINANCIAL SERVICES, INC. | 1.08% | Equity (common) | US |
| OMF | ONEMAIN HOLDINGS, INC. | 1.08% | Equity (common) | US |
| IPAR | INTERPARFUMS INC | 1.08% | Equity (common) | US |
| IRDM | IRIDIUM COMMUNICATIONS INC. | 1.07% | Equity (common) | US |
| SON | SONOCO PRODUCTS COMPANY | 1.07% | Equity (common) | US |
| SIRI | SIRIUS XM HOLDINGS INC. | 1.07% | Equity (common) | US |
| KFY | KORN FERRY | 1.06% | Equity (common) | US |
| AUB | ATLANTIC UNION BANKSHARES CORPORATION | 1.06% | Equity (common) | US |
| CBT | CABOT CORPORATION | 1.04% | Equity (common) | US |
| FIBK | FIRST INTERSTATE BANCSYSTEM, INC. | 1.02% | Equity (common) | US |
| GCMG | GCM GROSVENOR INC. | 1.02% | Equity (common) | US |
| ADT | ADT INC. | 1.01% | Equity (common) | US |
Non-Equity Breakdown
VictoryShares US Small Cap High Div Volatility Wtd ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-26)
Net assets:
$259M
· 105 total positions
· equity 99.47%
· non-equity 5.01%
Non-equity holdings
— 5 positions,
5.01% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 5.00% | $13.0M | 4 |
| Derivative (equity) | 0.01% | $17110 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 3.34% | -4.09% | 8.66% | -5.09% | 3.24% | 5.05% | 1.85% |
| Feb | 8.41% | -0.83% | -3.21% | 0.58% | -1.93% | 1.35% | 0.73% |
| Mar | 2.54% | 1.37% | -6.79% | 3.82% | -2.23% | -2.58% | -0.65% |
| Apr | 0.87% | -6.90% | -1.58% | -3.66% | -6.55% | 5.00% | -2.14% |
| May | 1.46% | 2.95% | -5.63% | 2.84% | 1.71% | -1.77% | 0.26% |
| Jun | -4.19% | -6.85% | 5.94% | -2.60% | 1.84% | 4.02% | -0.31% |
| Jul | -3.02% | 4.98% | 4.65% | 12.31% | -1.25% | 1.04% | 3.12% |
| Aug | 2.86% | -5.76% | -3.44% | 1.07% | 7.97% | -1.38% | 0.22% |
| Sep | -4.60% | -11.84% | -6.88% | 1.38% | -0.40% | -6.51% | -4.81% |
| Oct | 0.63% | 10.97% | -1.58% | 0.26% | -3.30% | 4.64%* | 1.94% |
| Nov | -3.88% | 3.85% | 6.74% | 10.81% | 3.57% | -- | 4.22% |
| Dec | 6.15% | -6.05% | 7.23% | -7.31% | -0.83% | -- | -0.16% |
| Total | 10.06% | -18.71% | 2.25% | 13.34% | 1.06% | 8.48% | 2.75% |
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: $62.48
SMA 50: $64.42
SMA 200: $63.92
Current: $64.72
EMA 12: $63.13
EMA 26: $63.21
MACD: -0.0842 | Signal: 0.3953
BEARISH
ADX (14): 37.40
TREND
+DI: 38.73
−DI: 25.46
Momentum Oscillators
RSI (14): 63.27
NEUTRAL
Stoch %K: 95.94
Stoch %D: 85.44
Williams %R: 0.00
Volume & Volatility
BB Upper: $64.03
BB Lower: $60.94
OVERBOUGHT
OBV: 250,115
Vol SMA 20: 16,413
Vol ROC: -64.54%
ATR: $0.63
True Range: $1.12
HV 20: 12.2%
HV 30: 11.5%
HV 60: 10.5%
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:
- Consolidation phase after a significant rally
- Volatility remains low, indicating a stable market environment
- Technical indicators suggest a potential breakout above the upper Bollinger Band
Primary Risks:
- Failure to break above the resistance zone could lead to a pullback
- Increasing competition in the snack food industry might impact Flowers Foods' growth
Investment Thesis: CSB's recent consolidation phase presents an opportunity for investors to buy into the stock at a relatively low price. However, a successful breakout above the upper Bollinger Band would require significant catalysts.
Recent News Sentiment Impact: The recent news headlines have been neutral, with no major surprises or market-moving events impacting the stock price.
Technical Analysis
Trend Direction:
- Short-term: Consolidation phase
- Medium-term: Uptrend
- Long-term: Uptrend
Support/Resistance Levels:
- Lower Bollinger Band: $65.89
- Upper Bollinger Band: $68.29
- Moving Average (SMA 50): $66.79
Momentum Signals:
- RSI interpretation: Neutral, suggesting a lack of momentum
- MACD signal: Bullish, indicating a potential breakout
- Bollinger Bands position: Squeeze, indicating a potential move
Volume Analysis: The volume has been decreasing over the past few weeks, indicating a consolidation phase. However, the on-balance volume (OBV) is still rising, suggesting that the trend remains intact.
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines have been neutral, with no major surprises or market-moving events impacting the stock price.
Sentiment Assessment: Neutral sentiment dominates, indicating a lack of significant catalysts driving the stock price.
Catalyst Identification: A successful earnings report or a product launch could be a significant catalyst for the stock price.
Market Narrative: The recent consolidation phase presents an opportunity for investors to buy into the stock at a relatively low price. However, a successful breakout above the upper Bollinger Band would require significant catalysts.
Risk & Volatility Assessment
Beta Interpretation: Low volatility, indicating that the stock moves less than the market (beta = 0.44).
Volatility Regime: Historically low volatility, suggesting a stable market environment.
Options Market Signals: IV rank: Low (2.4%), indicating historically low volatility.
Downside Protection: Support levels are in place, but a failure to break above the resistance zone could lead to a pullback.
Market Context & Positioning
Sector Performance: The snack food industry has been performing well, with Flowers Foods' recent acquisition of Simple Mills driving growth.
Institutional Activity: Institutional investors have been accumulating CSB shares, indicating confidence in the company's fundamentals.
Correlation Analysis: CSB is positively correlated with the market (R-squared = 0.44), suggesting that the stock price will follow the broader market trend.
Relative Valuation: CSB is trading within its normal range, presenting an opportunity for investors to buy into the stock at a relatively low price.
Key Levels & Action Items
Critical Price Levels:
- Support level: $65.89 (lower Bollinger Band)
- Resistance level: $68.29 (upper Bollinger Band)
Breakout/Breakdown Levels: A break above $68.29 could trigger a significant move, while a breakdown below $65.89 could lead to a pullback.
Time-Sensitive Catalysts: An upcoming earnings report or product launch could be a significant catalyst for the stock price.
Risk Management: Investors should consider setting stop-loss levels at $65.89 and adjusting their position sizing accordingly.
By analyzing the technical indicators, news headlines, and risk metrics, we can conclude that CSB is in a consolidation phase after a significant rally. While there are no major risks or catalysts driving the stock price, a successful breakout above the upper Bollinger Band could trigger a significant move. Investors should consider buying into the stock at this relatively low price, but with caution due to the potential for a pullback if the stock fails to break above the resistance zone.
Generated
News
All CSB news →
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Showing 1–10 of 50
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CSB Options Activity & IV Rank
CSB IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 37.8%
7-DTE IV: —
Expected Move: $2.80
7-DTE Move: $2.80
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: $1.20
ATM Put: $1.60
Call %: 1.9%
Put %: 2.5%
Chain Summary
Chain Volume: 1
Chain OI: 0
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 20.1% / 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)87.9HighOct 22
Straddle Price (30 DTE)$2.80Oct 22
Beta Analysis
Risk Metrics
Beta: 0.3723
Alpha: 6.27%
Correlation: 0.3771
R-Squared: 14.2%
Stock Volatility: 12.6%
Market Volatility: 12.8%
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
CSB 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
11.31K
SI % of Float
0.31%
Days to Cover
2.96
Short Vol Ratio
8.6%
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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