DDFM Innovator Equity Dual Directional 15 Buffer ETF - March
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Innovator Equity Dual Directional 15 Buffer ETF - March (DDFM) ETF
No description available.
- Exchange
- BATS
- Inception
- 2026-02-27
- Has Options
- No
- Expense ratio
- 0.79% issuer, Oct 22, 2026
- Assets
- $43M issuer-reported, Oct 21, 2026
- Trailing yield
- —
- Average daily volume
- $204K 30 sessions
- Holdings
- 7 top 10 are 112.1%
- Listed
- Feb 28, 2026 Cboe BZX
- Net asset value
- $20.25 issuer, Oct 21, 2026
- Reference asset
- SPY period ends Feb 26, 2027 (127 days)
- Cap, full period
- 9.8% before fees
- Buffer, full period
- 15.0% first losses absorbed
- Reference since start
- +12.7% $773.09 on Oct 21, 2026
- Upside left to the cap
- 0.0% for a buyer today
- Drop before the buffer starts
- 11.3% unprotected from here
Moves with. US large-cap stocks (78% of its variance, beta 0.30); High yield over Treasuries (4% of its variance, beta 0.19). These factors explain 79% 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 returns of the Underlying ETF, up to the Upside Cap (prior to taking into account management fees and other fees) over 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 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
- −$495K latest reported month
- Latest 3 months
- −$6K −0.0% of assets
- Latest 12 months
- —
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | −$495K |
| Jun 2026 | $0 |
| May 2026 | +$489K |
| Apr 2026 | +$2.9M |
| Mar 2026 | +$42M |
| Feb 2026 | $0 |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 6 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 02/26/2027 6.93 C | 105.12% | Derivative | — |
| — | SPY 02/26/2027 576.23 P | 5.04% | Derivative | — |
| — | SPY 02/26/2027 686.06 P | 1.95% | Derivative | US |
| — | US BANK MMDA - USBGFS 9 09/01/2037 | 0.43% | Cash/Money Market | — |
| — | Cash & Other | -0.05% | Cash/Money Market | — |
| — | SPY 02/26/2027 583.16 P | -6.05% | Derivative | — |
| — | SPY 02/26/2027 753.08 C | -6.44% | Derivative | — |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Derivative (equity) | 99.64% | $46.6M | 5 |
| Short-term investment | 0.42% | $197119 | 1 |
| Month | '26 | Avg |
|---|---|---|
| Jan | -- | -- |
| Feb | -- | -- |
| Mar | -1.77% | -1.77% |
| Apr | 3.64% | 3.64% |
| May | 0.90% | 0.90% |
| Jun | 0.20% | 0.20% |
| Jul | 0.46% | 0.46% |
| Aug | 0.73% | 0.73% |
| Sep | 0.54% | 0.54% |
| Oct | 0.60%* | 0.60% |
| Nov | -- | -- |
| Dec | -- | -- |
| Total | 5.35% | 5.35% |
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: DDFM
Executive Summary:
BULLISH/NEUTRAL (6/10)
Primary drivers: Trend direction, momentum signals, and low volatility
Primary risks: No recent news headlines, earnings data unavailable, and limited options activity
Investment thesis: The stock's trend direction is bullish, with a confirmed uptrend in the short-term. Momentum signals are also positive, indicating potential for further gains.
Recent news sentiment impact: As there are no recent news headlines available, we cannot assess the impact of news on the stock price.
Technical Analysis:
Trend Direction: Short-term (1-4 weeks): Uptrend; Medium-term (1-3 months): Uptrend; Long-term (3-12 months): No clear trend
Support/Resistance Levels:
- Upper Bollinger Band: $19.73
- Middle Band: $19.61
- Lower Band: $19.49
Momentum Signals:
- RSI interpretation: Neutral (68.12), indicating no strong buy or sell signals.
- MACD signal: Bullish, with a reading of 0.10 and a positive histogram.
- Bollinger Bands position: Neutral, with the price trading near the middle band.
Volume Analysis: Volume is trending lower (volume rate of change: -59.64%), indicating potential for further consolidation or correction.
News & Sentiment Analysis:
Recent Headlines Summary: No recent news headlines available
Sentiment Assessment: Neutral, as there are no recent news headlines to assess sentiment.
Catalyst Identification: No upcoming earnings announcements or significant events scheduled.
Market Narrative: The market's narrative is unclear without recent news headlines.
Risk & Volatility Assessment:
Beta Interpretation: Low risk (beta: 0.39), with the stock moving less than the market.
Volatility Regime: Low volatility, as measured by historical volatility and IV premium.
Options Market Signals: No options data available to analyze.
Downside Protection: Support levels are present at $19.49 and $19.31, which could provide some downside protection if the stock experiences a correction.
Market Context & Positioning:
Sector Performance: The sector is performing moderately well, with a relative strength index (RSI) reading of 54.12.
Institutional Activity: No recent institutional activity data available to analyze.
Correlation Analysis: The stock has a high correlation coefficient (0.93) with the market, indicating that it tends to move in sync with the broader market.
Relative Valuation: The stock is trading within its historical range, neither overbought nor oversold.
Key Levels & Action Items:
Critical Price Levels:
- Support: $19.49
- Resistance: $19.73
Breakout/Breakdown Levels: No clear breakout or breakdown levels are present, as the price is trading within a tight range.
Time-Sensitive Catalysts: No upcoming earnings announcements or significant events scheduled.
Risk Management: Consider setting stop-loss orders at $19.49 to limit potential losses if the stock experiences a correction.
Overall, the technical analysis suggests that the trend direction is bullish in the short-term, with momentum signals also positive. The lack of recent news headlines and earnings data limits our ability to assess sentiment and risk. Low volatility and high correlation with the market indicate a relatively low-risk environment.
DDFM 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: 162
Period: 252 trading days
Low volatility - stock moves less than market
DDFM 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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