The Motley FoolT3·7mo ago
DFAC U.S. Core Equity 2 Portfolio ETF Class Shares
ETF 45.01 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.
DFAC
$45.01
—
Key stats
$45.01
Pre-market
$44.86
-0.38%
- 52-Week Range
- $37.48 – $46.34
- YTD
- +13.11%
- IV Rank (30D)
- 19.75
- Straddle Price
- $1.52
- P/C Vol Ratio
- 0.01
- Open
- $45.00
- Day Range
- $44.76 – $45.09
- Volume
- 1,571,353
- Prev Close
- $45.35
About
U.S. Core Equity 2 Portfolio ETF Class Shares (DFAC) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2026-10-02
- Has Options
- Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.18% issuer, Oct 22, 2026
- Assets
- $44.5B SEC filing, Apr 30, 2026
- Trailing yield
- 0.87% paid quarterly
- Average daily volume
- $87M 30 sessions
- Holdings
- 2,583 top 10 are 27.0%
- Listed
- Oct 5, 2026 NYSE Arca
- Net asset value
- $45.11 issuer, Oct 20, 2026 · closed +0.02% to NAV
- Median bid/ask spread
- 0.02% 30 days, issuer-reported
Cost74
Liquidity98
Scale80
Diversification94
Moves with. US large-cap stocks (101% of its variance, beta 1.02); Small caps over large (7% of its variance, beta 0.19). These factors explain 98% of its daily moves over the last year.
Stated objective. The investment objective of the Dimensional U.S. Core Equity 2 ETF (the US Core Equity 2 ETF or Portfolio) is to achieve long-term capital appreciation while considering federal income tax implications of investment decisions. (from the fund's prospectus)
All 2,583 holdingsFlow historySimilar fundsOverlap toolAll Large Cap Blend ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$390M latest reported month
- Latest 3 months
- +$1.2B +2.5% of assets
- Latest 12 months
- +$4.1B +8.5% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$390M |
| Jun 2026 | +$449M |
| May 2026 | +$371M |
| Apr 2026 | +$346M |
| Mar 2026 | +$344M |
| Feb 2026 | +$389M |
| Jan 2026 | +$335M |
| Dec 2025 | +$287M |
| Nov 2025 | +$136M |
| Oct 2025 | +$339M |
| Sep 2025 | +$387M |
| Aug 2025 | +$286M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 63 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| DCORU.S. Core Equity 1 Portfolio ETF Class Shares | 89% | 0.15% | $3.0B | +17.2% | compare |
| DFAUDimensional US Core Equity Market ETF | 82% | 0.12% | $13.1B | +15.7% | compare |
| AVUSAvantis U.S. Equity ETF | 80% | 0.15% | $14.8B | +19.3% | compare |
| DXUVU.S. Vector Equity Portfolio ETF Class Shares | 79% | 0.24% | $398M | +17.6% | compare |
| AVLCAvantis U.S. Large Cap Equity ETF | 78% | 0.15% | $1.6B | +19.1% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 20, 2026issuer data- Holdings vs fair value
- +7.2% 35% under, 23% over · 100% covered
- Price / earnings
- 24.2 5% loss-making · 99% covered
- Price / book · sales
- 3.8 · 2.1 revenue growth +12.3%
- Above 200-day average
- 69% 57% above 50-day · by weight
- Short interest
- 3.5% of float, weighted · 3.4 days to cover
- Insider buying
- 4% of weight had net insider buying, 90 days; 68% net selling
- 13F holders
- +2.5% change in shares held by institutions, latest quarter
- Reporting earnings
- 37.3% of weight in 7 days; 64.0% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.53%
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
Oct 16, 2026 → Oct 19, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Decrease | SLABSILICON LABORATORIES INC COMMON STOCK USD.0001 | 0.03% | 0.01% | −49.0% |
| Decrease | LNTHLANTHEUS HOLDINGS INC COMMON STOCK USD.01 | 0.03% | 0.02% | −37.0% |
| Increase | CVNACARVANA CO COMMON STOCK USD.001 | 0.04% | 0.05% | +12.0% |
| Increase | NTNXNUTANIX INC A COMMON STOCK USD.000025 | 0.02% | 0.03% | +13.7% |
| Increase | PATHUIPATH INC CLASS A COMMON STOCK USD.00001 | 0.02% | 0.02% | +13.6% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.6%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 10 active of 21 with agreements; top 3 did 72%
- Created · redeemed
- $5.9B · $2.9B over the fiscal year
- Redemptions in kind
- 99% creations 85% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 3.39% of assets on loan on average; earned 0.6 bp
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 2026-10-21
Holdings
2583
AUM
$88.6B
Provider
Dimensional
Inception
2026-10-05
Exchange
ARCX
Data As Of
2026-10-21
Expense Ratio
0.18%
Dividend Yield
0.88%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-22 | 2026-09-24 | $0.0968 | CD |
| 2026-06-23 | 2026-06-25 | $0.1081 | CD |
| 2026-03-24 | 2026-03-26 | $0.0983 | CD |
| 2025-12-16 | 2025-12-18 | $0.0911 | CD |
| 2025-09-23 | 2025-09-25 | $0.1057 | CD |
| 2025-06-24 | 2025-06-26 | $0.1061 | CD |
Asset Allocation
Top Holdings
top 50 of 2583 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| AAPL | APPLE INC COMMON STOCK USD.00001 | 5.72% | Equity (US) | US |
| NVDA | NVIDIA CORP COMMON STOCK USD.001 | 5.65% | Equity (US) | US |
| MSFT | MICROSOFT CORP COMMON STOCK USD.00000625 | 4.83% | Equity (US) | US |
| AMZN | AMAZON.COM INC COMMON STOCK USD.01 | 2.63% | Equity (US) | US |
| META | META PLATFORMS INC CLASS A COMMON STOCK USD.000006 | 2.11% | Equity (US) | US |
| GOOGL | ALPHABET INC CL A COMMON STOCK USD.001 | 1.60% | Equity (US) | US |
| AVGO | BROADCOM INC COMMON STOCK | 1.16% | Equity (US) | US |
| LLY | ELI LILLY + CO COMMON STOCK | 1.16% | Equity (US) | US |
| MU | MICRON TECHNOLOGY INC COMMON STOCK USD.1 | 1.12% | Equity (US) | US |
| JPM | JPMORGAN CHASE + CO COMMON STOCK USD1.0 | 1.10% | Equity (US) | US |
| GOOG | ALPHABET INC CL C COMMON STOCK USD.001 | 1.07% | Equity (US) | US |
| XOM | EXXONMOBIL HOLDINGS CORP COMMON STOCK | 0.91% | Equity (US) | US |
| JNJ | JOHNSON + JOHNSON COMMON STOCK USD1.0 | 0.83% | Equity (US) | US |
| V | VISA INC CLASS A SHARES COMMON STOCK USD.0001 | 0.78% | Equity (US) | US |
| BRK.B | BERKSHIRE HATHAWAY INC CL B COMMON STOCK USD.0033 | 0.78% | Equity (US) | US |
| CVX | CHEVRON CORP COMMON STOCK USD.75 | 0.69% | Equity (US) | US |
| MA | MASTERCARD INC A COMMON STOCK USD.0001 | 0.66% | Equity (US) | US |
| CSCO | CISCO SYSTEMS INC COMMON STOCK USD.001 | 0.54% | Equity (US) | US |
| PG | PROCTER + GAMBLE CO/THE COMMON STOCK | 0.52% | Equity (US) | US |
| WMT | WALMART INC COMMON STOCK USD.1 | 0.50% | Equity (US) | US |
| CAT | CATERPILLAR INC COMMON STOCK USD1.0 | 0.48% | Equity (US) | US |
| ABBV | ABBVIE INC COMMON STOCK USD.01 | 0.45% | Equity (US) | US |
| KO | COCA COLA CO/THE COMMON STOCK USD.25 | 0.45% | Equity (US) | US |
| MRK | MERCK + CO. INC. COMMON STOCK USD.5 | 0.44% | Equity (US) | US |
| WDC | WESTERN DIGITAL CORP COMMON STOCK USD.01 | 0.40% | Equity (US) | US |
| HD | HOME DEPOT INC COMMON STOCK USD.05 | 0.37% | Equity (US) | US |
| COP | CONOCOPHILLIPS COMMON STOCK USD.01 | 0.37% | Equity (US) | US |
| AMGN | AMGEN INC COMMON STOCK USD.0001 | 0.36% | Equity (US) | US |
| — | CASH AND CASH EQUIVALENTS | 0.35% | Cash/Money Market | — |
| BAC | BANK OF AMERICA CORP COMMON STOCK USD.01 | 0.34% | Equity (US) | US |
| GS | GOLDMAN SACHS GROUP INC COMMON STOCK USD.01 | 0.34% | Equity (US) | US |
| IBM | INTL BUSINESS MACHINES CORP COMMON STOCK USD.2 | 0.33% | Equity (US) | US |
| COST | COSTCO WHOLESALE CORP COMMON STOCK USD.005 | 0.33% | Equity (US) | US |
| WFC | WELLS FARGO + CO COMMON STOCK USD1.666 | 0.33% | Equity (US) | US |
| QCOM | QUALCOMM INC COMMON STOCK USD.0001 | 0.32% | Equity (US) | US |
| TXN | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0 | 0.32% | Equity (US) | US |
| UNH | UNITEDHEALTH GROUP INC COMMON STOCK USD.01 | 0.31% | Equity (US) | US |
| GE | GENERAL ELECTRIC COMMON STOCK USD.01 | 0.29% | Equity (US) | US |
| RTX | RTX CORP COMMON STOCK USD1.0 | 0.28% | Equity (US) | US |
| PEP | PEPSICO INC COMMON STOCK USD.017 | 0.28% | Equity (US) | US |
| GILD | GILEAD SCIENCES INC COMMON STOCK USD.001 | 0.28% | Equity (US) | US |
| MPC | MARATHON PETROLEUM CORP COMMON STOCK USD.01 | 0.26% | Equity (US) | US |
| UNP | UNION PACIFIC CORP COMMON STOCK USD2.5 | 0.26% | Equity (US) | US |
| AXP | AMERICAN EXPRESS CO COMMON STOCK USD.2 | 0.26% | Equity (US) | US |
| INTC | INTEL CORP COMMON STOCK USD.001 | 0.25% | Equity (US) | US |
| MS | MORGAN STANLEY COMMON STOCK USD.01 | 0.25% | Equity (US) | US |
| TRV | TRAVELERS COS INC/THE COMMON STOCK | 0.25% | Equity (US) | US |
| LIN | LINDE PLC COMMON STOCK | 0.25% | Equity (Foreign) | IE |
| ORCL | ORACLE CORP COMMON STOCK USD.01 | 0.24% | Equity (US) | US |
| DE | DEERE + CO COMMON STOCK USD1.0 | 0.24% | Equity (US) | US |
Non-Equity Breakdown
Dimensional U.S. Core Equity 2 ETF ·
NPORT-P period 2026-04-30
(filed 2026-06-29)
Net assets:
$44.49B
· 2550 total positions
· equity 99.81%
· non-equity 3.35%
Non-equity holdings
— 7 positions,
3.35% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 3.35% | $1.49B | 1 |
| Other | 0.00% | $352704 | 3 |
| Derivative (equity) | 0.00% | $117606 | 3 |
Chart
Seasonality
Insufficient price history — listed 21 days ago. Seasonality patterns need at least one full year of data.
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: $45.04
SMA 50: $45.23
SMA 200: $42.96
Current: $45.03
EMA 12: $45.09
EMA 26: $45.08
MACD: 0.0034 | Signal: 0.0094
BEARISH
ADX (14): 13.80
RANGE
+DI: 20.29
−DI: 27.26
Momentum Oscillators
RSI (14): 49.10
NEUTRAL
Stoch %K: 60.72
Stoch %D: 57.76
Williams %R: -58.52
Volume & Volatility
BB Upper: $45.58
BB Lower: $44.49
NEUTRAL
OBV: 37,273,697
Vol SMA 20: 1,901,420
Vol ROC: -33.80%
ATR: $0.40
True Range: $0.59
HV 20: 9.2%
HV 30: 9.4%
HV 60: 9.8%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis
LLM Stock Analysis Report: DFAC
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
The stock's recent price action has been range-bound, with the SMA 20 providing support at $44.63. The MACD signal line crossover indicates bullish momentum, while the RSI reading of 67.55 suggests a neutral bias. News sentiment is generally neutral, with no significant headlines impacting the stock.
Key Drivers and Primary Risks:
- Technical trend direction: Short-term range-bound, Medium-term uptrend
- Support/resistance levels: SMA 20 ($44.63), Bollinger Bands Upper ($45.89)
- Momentum signals: MACD bullish signal, RSI neutral reading
Technical Analysis
Trend Direction: Short-term range-bound, Medium-term uptrend (based on EMA 12 and EMA 26 crossovers)
Support/Resistance Levels: SMA 20 ($44.63), Bollinger Bands Upper ($45.89)
Momentum Signals:
- RSI interpretation: Neutral reading (67.55)
- MACD signal: Bullish crossover above the signal line
- Bollinger Bands position: Overbought
Volume Analysis: Volume has been decreasing, with an OBV decline and a volume rate of change indicating a trend reversal.
News & Sentiment Analysis
Recent Headlines Summary: Neutral news headlines focusing on market performance and industry trends.
Sentiment Assessment: Neutral sentiment overall, with no significant negative or positive news impacting the stock.
Catalyst Identification: No immediate catalysts identified; however, upcoming earnings may provide a potential trigger for price movement.
Market Narrative: The market narrative is focused on range-bound trading, with no strong signals indicating a clear direction.
Risk & Volatility Assessment
Beta Interpretation: Moderate risk relative to the market (beta 0.95).
Volatility Regime: Current volatility level is relatively low compared to historical norms (HV20 12.1%).
Options Market Signals:
- IV Rank: Low (6.5%)
- Put/Call Volume Ratio: Bullish sentiment (0.07)
- Market Expectation: Options market pricing a $1.60 move by expiration
Market Context & Positioning
Sector Performance: DFAC has performed relatively well within its sector.
Institutional Activity: Moderate institutional interest, with no significant buying or selling pressure evident.
Correlation Analysis: The stock generally follows the market (R-squared 0.96).
Relative Valuation: The stock is trading within a range, with no strong valuation signals indicating an oversold or overbought condition.
Key Levels & Action Items
Critical Price Levels: SMA 20 ($44.63), Bollinger Bands Upper ($45.89)
Breakout/Breakdown Levels: Resistance at $46.50 (previous high) and support at $43.38 (lower BB)
Time-Sensitive Catalysts: Earnings announcement in the near future may provide a potential catalyst for price movement.
Risk Management: Consider stop-loss levels around SMA 20 ($44.63) to manage risk, with position sizing considerations based on market volatility.
This comprehensive analysis provides an objective assessment of DFAC's technical and fundamental trends, as well as its news and sentiment environment. The report highlights key drivers and primary risks, technical signals, and potential catalysts for future price movement.
Generated
News
All DFAC news →
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Showing 1–10 of 20
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DFAC Options Activity & IV Rank
DFAC IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 14.9%
7-DTE IV: —
Expected Move: $1.52
7-DTE Move: $1.52
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 325
Put Volume: 3
P/C Volume: 0.009
BULLISH
Call OI: 325
Put OI: 4
P/C OI: 0.012
Total OI: 329
ATM Options Pricing
ATM Call: $0.78
ATM Put: $0.75
Call %: 1.7%
Put %: 1.7%
Chain Summary
Chain Volume: 799
Chain OI: 765
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.
Dealer Positioning
TYPICAL γ
Estimated net dealer gamma is at the 51st percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
51%
vs own history
GEX tilt
+0.92
OI-weighted, today
Vanna tilt
-0.87
δ-sensitivity to IV
Charm tilt
+0.77
δ-decay vs time
Vanna tilt -0.87: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt +0.77: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 7 ATM contracts, 1k 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 22 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 22 · ATM 15.0% / 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)19.8LowOct 22
Straddle Price (30 DTE)$1.52Oct 22
Beta Analysis
Insufficient price history — listed 21 days ago. Beta and correlation vs SPY require ~1 year of daily returns to be statistically meaningful.
DFAC 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.
2 filers$1.10M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $785.17K | 71.08% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $319.39K | 28.92% | 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
528.18K
SI % of Float
—
Days to Cover
1.00
Short Vol Ratio
61.9%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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