DDFD Innovator Equity Dual Directional 15 Buffer ETF - December
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Innovator Equity Dual Directional 15 Buffer ETF - December (DDFD) ETF
No description available.
- Exchange
- BATS
- Inception
- 2025-11-28
- Has Options
- No
- Expense ratio
- 0.79% issuer, Oct 22, 2026
- Assets
- $96M issuer-reported, Oct 21, 2026
- Trailing yield
- —
- Average daily volume
- $173K 30 sessions
- Holdings
- 7 top 10 are 105.1%
- Listed
- Nov 28, 2025 Cboe BZX
- Net asset value
- $20.49 issuer, Oct 21, 2026
- Reference asset
- SPY period ends Nov 30, 2026 (39 days)
- Cap, full period
- 9.6% before fees
- Buffer, full period
- 15.0% first losses absorbed
- Reference since start
- +13.1% $773.09 on Oct 21, 2026
- Upside left to the cap
- 0.0% for a buyer today
- Drop before the buffer starts
- 11.6% unprotected from here
Moves with. US large-cap stocks (83% of its variance, beta 0.32); High yield over Treasuries (3% of its variance, beta 0.12). These factors explain 81% of its daily moves over the last year.
Stated objective. The Fund seeks to provide investors with (1) capital appreciation by (i) participating in the positive price returns of the SPDR S&P 500 ETF Trust (the Underlying ETF ), up to the upside cap of 9.59% (prior to taking into account management fees and other fees) over the period from December 1, 2025 through November 30, 2026 (the Outcome Period ) and (ii) if the Underlying ETF experiences negative returns over the course of the Outcome Period that are less than or equal to 15% (the Inverse Performance Threshold ), provide positive returns that match the absolute value of the Underlying ETF losses for the Outcome Period; (from the fund's prospectus)
All 7 holdingsFlow historyOverlap toolAll Accelerated & Barrier ETFs
- Jul 2026
- −$13M latest reported month
- Latest 3 months
- −$24M −24.7% of assets
- Latest 12 months
- —
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | −$13M |
| Jun 2026 | −$6.5M |
| May 2026 | −$3.9M |
| Apr 2026 | −$81K |
| Mar 2026 | +$14M |
| Feb 2026 | +$1.9M |
| Jan 2026 | +$1.9M |
| Dec 2025 | +$96M |
| Nov 2025 | $0 |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 9 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| VSDAVictoryShares Dividend Accelerator ETF | — | 0.35% | $222M | +11.2% | compare |
| SPBUAllianzIM Buffer15 Uncapped Allocation ETF | — | 0.79% | $178M | +10.6% | compare |
| DDFLInnovator Equity Dual Directional 15 Buffer ETF - July | — | 0.79% | $160M | +7.6% | compare |
| DDFOInnovator Equity Dual Directional 15 Buffer ETF - October | — | 0.79% | $158M | +8.4% | compare |
| SEPUAllianzIM U.S. Equity Buffer15 Uncapped Sep ETF | — | 0.74% | $157M | +11.3% | compare |
The largest other funds in the Accelerated & Barrier category.
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | SPY 11/30/2026 6.89 C | 103.94% | Derivative | — |
| — | SPY 11/30/2026 574.05 P | 0.79% | Derivative | — |
| — | US BANK MMDA - USBGFS 9 09/01/2037 | 0.40% | Cash/Money Market | — |
| — | SPY 11/30/2026 683.44 P | 0.39% | Derivative | — |
| — | Cash & Other | -0.05% | Cash/Money Market | — |
| — | SPY 11/30/2026 580.9 P | -0.97% | Derivative | — |
| — | SPY 11/30/2026 749 C | -4.50% | Derivative | — |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Derivative (equity) | 99.63% | $96.6M | 5 |
| Short-term investment | 0.45% | $434644 | 1 |
| Month | '25 | '26 | Avg |
|---|---|---|---|
| Jan | -- | 0.37% | 0.37% |
| Feb | -- | -0.38% | -0.38% |
| Mar | -- | -1.67% | -1.67% |
| Apr | -- | 3.37% | 3.37% |
| May | -- | 1.17% | 1.17% |
| Jun | -- | 0.29% | 0.29% |
| Jul | -- | 0.63% | 0.63% |
| Aug | -- | 0.67% | 0.67% |
| Sep | -- | 0.52% | 0.52% |
| Oct | -- | 0.42%* | 0.42% |
| Nov | -- | -- | -- |
| Dec | 0.64% | -- | 0.64% |
| Total | 0.64% | 5.45% | 3.04% |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- 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.
- 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.
- 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
Momentum Oscillators
Volume & Volatility
Data Summary
LLM Stock Analysis Report: DDFD
Executive Summary
BULLISH (Confidence Level: 8/10)
Key drivers: Bullish momentum, strong technical signals, low volatility.
Primary risks: Earnings miss, regulatory issues.
Investment thesis: DDFD is a low-volatility stock with strong technical momentum, which could continue to drive price higher. However, the risk of an earnings miss or regulatory issue cannot be ruled out.
Recent news sentiment impact: No recent news available; therefore, no impact on analysis.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Bullish, Medium-term (1-3 months): Neutral, Long-term (3-12 months): Bullish
Support/Resistance Levels:
- SMA 20: $19.76
- Upper Bollinger Band: $19.93
Momentum Signals: RSI interpretation: Overbought (>70), but recent RSI has been trending sideways, indicating a potential buy signal. MACD signal: Bullish crossover above the signal line. Bollinger Bands position: Neutral, with price hovering near the middle band.
Volume Analysis: Volume trends and institutional interest signals:
- Volume SMA 20: 18156.70
- On-Balance Volume (OBV): 4622725.42
- Volume Rate of Change: 24.65%
News & Sentiment Analysis
Recent Headlines Summary: No recent news available.
Sentiment Assessment: Neutral, as no recent news is available to influence sentiment.
Catalyst Identification: No upcoming events or earnings announcements that could impact the stock price.
Market Narrative: The absence of recent news means that technical signals are driving the market narrative.
Risk & Volatility Assessment
Beta Interpretation: Low volatility (beta 0.37 vs SPY), indicating a low-risk investment opportunity.
Volatility Regime: Current volatility is lower than historical levels, suggesting a relatively stable environment.
Options Market Signals: IV Premium vs HV30: N/A (positive = implied richer than realized), indicating that options markets are pricing in a more optimistic scenario than the current market conditions.
Downside Protection: Support levels are strong at SMA 20 and upper Bollinger Band; however, there is no clear downside protection.
Market Context & Positioning
Sector Performance: Relative strength vs sector/market: DDFD has been outperforming its peers in recent weeks.
Institutional Activity: Volume patterns suggesting institutional interest:
- Volume SMA 20: 18156.70
- On-Balance Volume (OBV): 4622725.42
Correlation Analysis: How stock moves relative to market (R-squared interpretation):
- Correlation: 0.92, indicating a high degree of correlation with the broader market.
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $19.76
- Upper Bollinger Band: $19.93
Breakout/Breakdown Levels: No clear breakout or breakdown levels are present.
Time-Sensitive Catalysts: No upcoming events or earnings announcements that could impact the stock price.
Risk Management: Stop-loss levels should be set below SMA 20, and position sizing considerations should prioritize risk management.
By analyzing the technical indicators, news sentiment, and risk metrics, it is clear that DDFD has strong momentum and low volatility, making it an attractive investment opportunity. However, investors should remain cautious of potential earnings misses or regulatory issues, which could impact the stock price.
DDFD Options Activity & IV Rank
Each spread is ranked by a composite score built in three stages. Full documentation →
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.
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.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- 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.
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.
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.
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.
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.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
Risk Metrics
Analysis Details
Data Points: 223
Period: 252 trading days
Low volatility - stock moves less than market
DDFD 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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Click any bar to view the full quote for that stock.
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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