Zacks Investment ResearchT3·8d ago
DEM WisdomTree Emerging Markets High Dividend Fund
ETF 54.79 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.
DEM
$54.79
—
Key stats
$54.79
- 52-Week Range
- $45.00 – $57.41
- YTD
- +15.88%
- IV Rank (30D)
- 24.66
- Straddle Price
- $1.88
- P/C Vol Ratio
- 1.00
- Open
- $54.81
- Day Range
- $54.61 – $54.83
- Volume
- 89,836
- Prev Close
- $54.70
About
WisdomTree Emerging Markets High Dividend Fund (DEM) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2007-07-13
- Has Options
- Yes
Fund profile
holdings as of Jun 30, 2026SEC filingthrough Jun 2026flows, SEC filings
International Equity
Emerging Markets#11 of 109 by assets
WisdomTree
Emerging Markets
Index-tracking
- Expense ratio
- 0.63% prospectus, filed Aug 1, 2025
- Assets
- $4.1B shares × price, Oct 21, 2026
- Trailing yield
- 4.03% paid quarterly
- Average daily volume
- $12M 30 sessions
- Holdings
- 534 top 10 are 26.2%
- Listed
- Jul 13, 2007 NYSE Arca
- Tracking difference
- -1.00 pts vs index, after fees, FY 2026
Cost30
Liquidity69
Scale97
Diversification93
Moves with. US large-cap stocks (37% of its variance, beta 0.60); Emerging markets over US (34% of its variance, beta 0.41); Long Treasuries (6% of its variance, beta 0.26); Developed markets ex-US over US (4% of its variance, beta 0.18). These factors explain 83% of its daily moves over the last year.
Stated objective. The WisdomTree Emerging Markets High Dividend Fund (the Fund) seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Emerging Markets High Dividend Index (the Index). (from the fund's prospectus)
All 534 holdingsFlow historySimilar fundsOverlap toolAll Emerging Markets ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- +$16M latest reported month
- Latest 3 months
- +$64M +1.7% of assets
- Latest 12 months
- +$262M +6.8% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$16M |
| May 2026 | +$48M |
| Apr 2026 | $0 |
| Mar 2026 | +$49M |
| Feb 2026 | +$10M |
| Jan 2026 | $0 |
| Dec 2025 | $0 |
| Nov 2025 | $0 |
| Oct 2025 | +$46M |
| Sep 2025 | +$83M |
| Aug 2025 | $0 |
| Jul 2025 | +$9.3M |
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 | |
|---|---|---|---|---|---|
| DGSWisdomTree Emerging Markets SmallCap Dividend Fund | 26% | 0.58% | $1.7B | +9.4% | compare |
| FNDESchwab Fundamental Emerging Markets Equity ETF | 25% | 0.39% | $10.4B | +15.8% | compare |
| JPEMJPMorgan Diversified Return Emerging Markets Equity ETF | 24% | 0.44% | $378M | +7.5% | compare |
| ROAMHartford Multifactor Emerging Markets ETF | 23% | 0.44% | $105M | +21.4% | compare |
| EVLUiShares MSCI Emerging Markets Value Factor ETF | 22% | 0.35% | $19M | +28.2% | compare |
Ranked by how much of the two portfolios is the same securities.
What changed in the portfolio
Mar 31, 2026 → Jun 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | SK Telecom Co Ltd | 0.28% | — | — |
| Increase | TAIWAN COGENERATION CORP | 0.00% | 0.16% | +825.4% |
| New position | BRADSAUDE SA | — | 0.15% | — |
| Exit | ODONTOPREV SA | 0.15% | — | — |
| Exit | DELPHA CONSTRUCTION COMPANY LTD | 0.08% | — | — |
| Exit | ZHONGSHENG GROUP HOLDINGS LTD | 0.07% | — | — |
| Increase | ALLTEK TECHNOLOGY CORP | 0.06% | 0.13% | +54.1% |
| Decrease | ORANGE POLSKA SA | 0.30% | 0.24% | −10.8% |
| Increase | VOLTRONIC POWER TECHNOLOGY CORP | 0.10% | 0.15% | +11.4% |
| Increase | DARFON ELECTRONICS CORP | 0.02% | 0.07% | +106.5% |
1 new, 4 exited, 31 increased and 14 decreased between the fund's two latest holdings reports; turnover 15.8%. Full holdings and history
Under the hood
fiscal year to Mar 31, 2026SEC census- Authorized participants
- 5 active of 21 with agreements; top 3 did 82%
- Created · redeemed
- $229M · $0 over the fiscal year
- Redemptions in kind
- 0% creations 16% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 5.66% of assets on loan on average; earned 14.2 bp
- Return vs index
- -1.00 pts after fees; -0.37 before; daily s.d. 1.38
- Diversification status
- Non-diversified may concentrate in fewer issuers
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
534
AUM
$4.0B
Provider
Nport
Inception
2007-07-13
Exchange
ARCX
Data As Of
2026-06-30
Expense Ratio
0.63%
Dividend Yield
4.03%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-25 | 2026-09-29 | $0.7650 | CD |
| 2026-06-25 | 2026-06-29 | $0.7250 | CD |
| 2026-03-26 | 2026-03-30 | $0.2350 | CD |
| 2025-12-31 | 2026-01-05 | $0.0720 | SC |
| 2025-12-26 | 2025-12-30 | $0.4129 | CD |
| 2025-09-25 | 2025-09-29 | $0.8000 | CD |
Asset Allocation
Top Holdings
top 50 of 534 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | MEDIATEK INC | 6.71% | Equity (common) | TW |
| — | CHINA CONSTRUCTION BANK CORP | 4.04% | Equity (common) | CN |
| — | UNITED MICROELECTRONICS CORP | 3.14% | Equity (common) | TW |
| — | INDUSTRIAL AND COMMERCIAL BANK OF CHINA LTD (THE) | 2.45% | Equity (common) | CN |
| — | DREY INST PREF GOV MM-M | 2.07% | Short-term investment | US |
| — | WisdomTree Treasury Money Market Digital Fund | 1.92% | Short-term investment | US |
| — | SAUDI ARABIAN OIL COMPANY | 1.89% | Equity (common) | SA |
| — | GRUPO FINANCIERO BANORTE SAB DE CV | 1.78% | Equity (common) | MX |
| — | ORLEN SA | 1.65% | Equity (common) | PL |
| — | QUANTA COMPUTER INC | 1.59% | Equity (common) | TW |
| — | FOMENTO ECONOMICO MEXICANO SAB DE CV | 1.48% | Equity (common) | MX |
| — | POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SA | 1.48% | Equity (common) | PL |
| — | PING AN INSURANCE (GROUP) COMPANY OF CHINA LTD | 1.33% | Equity (common) | CN |
| — | INDUSTRIAL BANK COMPANY LTD | 1.18% | Equity (common) | CN |
| — | CTBC FINANCIAL HOLDING CO LTD | 1.16% | Equity (common) | TW |
| — | INNOLUX CORP | 1.14% | Equity (common) | TW |
| — | AMBEV SA | 1.02% | Equity (common) | BR |
| — | ASUSTEK COMPUTER INC | 0.93% | Equity (common) | TW |
| — | FIRSTRAND LTD | 0.90% | Equity (common) | ZA |
| — | CHINA SHENHUA ENERGY COMPANY LTD | 0.85% | Equity (common) | CN |
| — | SAUDI TELECOM JSC | 0.80% | Equity (common) | SA |
| — | REALTEK SEMICONDUCTOR CORP | 0.77% | Equity (common) | TW |
| — | HOLY STONE ENTERPRISE COMPANY LTD | 0.77% | Equity (common) | TW |
| — | SAUDI NATIONAL BANK (THE) | 0.76% | Equity (common) | SA |
| — | FUBON FINANCIAL HOLDING COMPANY LTD | 0.74% | Equity (common) | TW |
| — | TATA CONSULTANCY SERVICES LTD | 0.74% | Equity (common) | IN |
| — | GRUPO AEROPORTUARIO DEL SURESTE SAB/DE/CV | 0.73% | Equity (common) | MX |
| — | BANK POLSKA KASA OPIEKI SA | 0.73% | Equity (common) | PL |
| — | STANDARD BANK GROUP LTD | 0.70% | Equity (common) | ZA |
| — | CATHAY FINANCIAL HOLDING COMPANY LTD | 0.66% | Equity (common) | TW |
| — | ADVANCED INFO SERVICE PCL | 0.63% | Equity (common) | TH |
| — | EVERGREEN MARINE CORP (TAIWAN) LTD | 0.62% | Equity (common) | TW |
| — | AXIA ENERGIA SA | 0.61% | Equity (common) | BR |
| — | NOVATEK MICROELECTRONICS CORP | 0.59% | Equity (common) | TW |
| — | PTT PCL | 0.57% | Equity (common) | TH |
| — | PETROCHINA COMPANY LTD | 0.56% | Equity (common) | CN |
| — | GRUPO AEROPORTUARIO DEL PACIFICO SA DE CV | 0.55% | Equity (common) | MX |
| — | MALAYAN BANKING BHD | 0.54% | Equity (common) | MY |
| — | CHINA SHENHUA ENERGY COMPANY LTD | 0.53% | Equity (common) | CN |
| — | CITIC LTD | 0.51% | Equity (common) | HK |
| — | WEICHAI POWER CO LTD | 0.50% | Equity (common) | CN |
| — | MOL MAGYAR OLAJ ES GAZIPARI NYRT | 0.49% | Equity (common) | HU |
| — | CHINA HONGQIAO GROUP LTD | 0.49% | Equity (common) | KY |
| — | POWSZECHNY ZAKLAD UBEZPIECZEN SA | 0.47% | Equity (common) | PL |
| — | VEDANTA LTD | 0.45% | Equity (common) | IN |
| — | OIL AND NATURAL GAS CORP LTD | 0.45% | Equity (common) | IN |
| — | KT&G CORP | 0.43% | Equity (common) | KR |
| — | AGRICULTURAL BANK OF CHINA LTD | 0.43% | Equity (common) | CN |
| — | COAL INDIA LTD | 0.42% | Equity (common) | IN |
| — | BANK RAKYAT INDONESIA (PERSERO) TBK | 0.42% | Equity (common) | ID |
Geographic Breakdown
Non-Equity Breakdown
WisdomTree Emerging Markets High Dividend Fund ·
NPORT-P period 2026-06-30
(filed 2026-08-31)
Net assets:
$3.87B
· 534 total positions
· equity 99.07%
· non-equity 4.03%
Non-equity holdings
— 3 positions,
4.03% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 4.03% | $155.9M | 3 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -1.98% | 3.84% | 8.79% | -0.17% | 2.28% | 4.89% | 2.94% |
| Feb | 3.01% | -2.70% | -5.23% | 2.38% | 0.22% | 4.10% | 0.30% |
| Mar | 2.64% | 1.02% | 0.32% | 0.43% | 2.06% | -3.14% | 0.56% |
| Apr | 2.01% | -8.43% | 0.37% | 0.46% | -0.85% | 5.94% | -0.08% |
| May | 3.35% | 2.94% | -1.97% | 3.92% | 4.49% | 4.83% | 2.93% |
| Jun | -3.53% | -10.88% | 1.19% | -0.98% | 3.14% | -3.76% | -2.47% |
| Jul | -2.22% | 0.05% | 5.37% | -0.83% | -0.84% | 0.99% | 0.42% |
| Aug | 1.88% | 0.80% | -3.78% | 3.68% | 2.20% | 3.08% | 1.31% |
| Sep | -4.57% | -10.78% | -4.19% | 2.23% | 0.33% | -1.34% | -3.05% |
| Oct | -1.28% | -4.12% | -2.12% | -4.24% | -0.07% | -0.20%* | -2.01% |
| Nov | -3.54% | 14.30% | 5.52% | -1.98% | 1.06% | -- | 3.07% |
| Dec | 3.36% | -3.71% | 3.51% | -2.13% | 0.13% | -- | 0.23% |
| Total | -1.38% | -18.59% | 6.94% | 2.46% | 14.94% | 15.87% | 3.37% |
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: $55.32
SMA 50: $55.60
SMA 200: $52.90
Current: $54.79
EMA 12: $55.06
EMA 26: $55.34
MACD: -0.2810 | Signal: -0.1003
BEARISH
ADX (14): 19.74
RANGE
+DI: 16.48
−DI: 33.22
Momentum Oscillators
RSI (14): 42.69
NEUTRAL
Stoch %K: 23.08
Stoch %D: 19.52
Williams %R: -64.80
Volume & Volatility
BB Upper: $56.26
BB Lower: $54.39
NEUTRAL
OBV: -2,689,706
Vol SMA 20: 218,513
Vol ROC: -31.71%
ATR: $0.50
True Range: $0.22
HV 20: 9.1%
HV 30: 11.5%
HV 60: 11.9%
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
SYMBOL: DEM
Executive Summary: Overall assessment: NEUTRAL with confidence level (6/10) Key drivers: Moderate volatility, bullish MACD signal, neutral RSI Primary risks: Potential mean reversion, overbought momentum indicators Investment thesis: DEM is a moderate-volatility ETF trading within a range, driven by its beta to the market. Recent news sentiment has been neutral, and options market signals indicate a potential $1.75 move. Recent news headlines' impact: Neutral sentiment from recent articles, no significant catalysts or events affecting the stock.
Technical Analysis:
Trend Direction: Short-term (1-4 weeks): NEUTRAL; Medium-term (1-3 months): BULLISH; Long-term (3-12 months): BEARISH Support/Resistance Levels: Key price levels from moving averages and technical patterns: + SMA 20: $53.63 + SMA 50: $51.75 + SMA 200: $48.55 Momentum Signals: + RSI (14): 66.25 (neutral) + MACD: 0.75 / Signal: 0.07 / Histogram: 0.68 (bullish) + Stochastic %K: 85.84; Stochastic %D: 72.81 Volume Analysis: Volume trends and institutional interest signals: + Volume SMA 20: 189977.35 + On-Balance Volume (OBV): 2625643.93 + Volume Rate of Change: 12.63%
News & Sentiment Analysis:
Recent Headlines Summary: Neutral sentiment from recent articles, no significant catalysts or events affecting the stock. Sentiment Assessment: Aggregate news sentiment is NEUTRAL (5/10) Catalyst Identification: None reported Market Narrative: News headlines have not strongly influenced technical signals, and DEM's price action remains within a moderate-volatility range.
Risk & Volatility Assessment:
Beta Interpretation: Risk relative to market (beta >0.8 = defensive; <0.6 = high risk) + Beta: 0.83 (vs SPY) - Defensive Volatility Regime: Moderate volatility - stock generally follows market Options Market Signals: IV rank, put/call ratios, unusual activity: + IV Rank: 68.5% (Medium - shows if volatility is historically high/low) + Current IV: 57.6% + Expected Move: $1.75 (22 DTE), 7-DTE: $1.75 Downside Protection: Support levels and risk management considerations: + SMA 20: $53.63 + SMA 50: $51.75
Market Context & Positioning:
Sector Performance: Relative strength vs sector/market (neutral) Institutional Activity: Volume patterns suggesting institutional interest: + Open Interest: 89 calls vs 136 puts Correlation Analysis: How stock moves relative to market (R-squared interpretation): + Correlation: 0.71 - Stock generally follows market Relative Valuation: Position within trading range: + DEM is currently trading near its 50-day SMA, indicating a moderate level of support
Key Levels & Action Items:
Critical Price Levels: Support/resistance to monitor: + SMA 20: $53.63 + SMA 50: $51.75 Breakout/Breakdown Levels: Technical levels that could trigger significant moves: + Upper Bollinger Band: $55.55 Time-Sensitive Catalysts: Earnings dates, FDA approvals, product launches: + No earnings data available Risk Management: Stop-loss levels and position sizing considerations: + Potential mean reversion; overbought momentum indicators
Generated
News
All DEM news →
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Showing 1–10 of 27
Page 1 of 3
DEM Options Activity & IV Rank
DEM IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 17.0%
7-DTE IV: —
Expected Move: $1.88
7-DTE Move: $1.88
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 3
Put Volume: 3
P/C Volume: 1.0
NEUTRAL
Call OI: 3
Put OI: 6
P/C OI: 2.0
Total OI: 9
ATM Options Pricing
ATM Call: $1.07
ATM Put: $0.80
Call %: 2.0%
Put %: 1.5%
Chain Summary
Chain Volume: 115
Chain OI: 154
Last Updated: 10/21/2026
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.
Dealer Positioning
LOW γ vs HISTORY
Estimated net dealer gamma is at the 20th percentile of this name's own daily history, near the low end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
20%
vs own history
GEX tilt
-0.14
OI-weighted, today
Vanna tilt
+0.01
δ-sensitivity to IV
Charm tilt
-0.32
δ-decay vs time
Charm tilt -0.32: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 4 ATM contracts, 0k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
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 21 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · ATM 18.7% / 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)24.7LowOct 21
Straddle Price (30 DTE)$1.88Oct 21
Beta Analysis
Risk Metrics
Beta: 0.8736
Alpha: 6.68%
Correlation: 0.7361
R-Squared: 54.2%
Stock Volatility: 15.1%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Moderate volatility - stock generally follows market
Beta & Alpha Over Time
DEM 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.
1 filers$215.16K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $215.16K | 100.00% | 2026-06-30 |
| # | 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
499.31K
SI % of Float
0.66%
Days to Cover
2.41
Short Vol Ratio
35.4%
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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