The Motley FoolT3·3d ago
DFAT U.S. Targeted Value Portfolio ETF Class Shares
ETF 69.34 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.
DFAT
$69.34
—
Key stats
$69.34
- 52-Week Range
- $55.12 – $72.81
- YTD
- +15.51%
- IV Rank (30D)
- 36.48
- Straddle Price
- $3.23
- P/C Vol Ratio
- 2.00
- Open
- $68.14
- Day Range
- $68.14 – $69.34
- Volume
- 334,844
- Prev Close
- $68.57
About
U.S. Targeted Value Portfolio ETF Class Shares (DFAT) 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
- 0.29% issuer, Oct 22, 2026
- Assets
- $13.7B SEC filing, Apr 30, 2026
- Trailing yield
- 1.36% paid quarterly
- Average daily volume
- $19M 30 sessions
- Holdings
- 1,233 top 10 are 7.1%
- Listed
- Oct 5, 2026 NYSE Arca
- Net asset value
- $68.49 issuer, Oct 20, 2026 · closed +0.00% to NAV
- Median bid/ask spread
- 0.04% 30 days, issuer-reported
Cost62
Liquidity76
Scale80
Diversification100
Moves with. US large-cap stocks (63% of its variance, beta 1.13); Small caps over large (27% of its variance, beta 0.56). These factors explain 84% of its daily moves over the last year.
Stated objective. The investment objective of the Dimensional U.S. Targeted Value ETF (the US Targeted Value ETF or Portfolio) is to achieve long-term capital appreciation while minimizing federal income taxes on returns. (from the fund's prospectus)
All 1,233 holdingsFlow historySimilar fundsOverlap toolAll Small Cap Blend ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- −$30M latest reported month
- Latest 3 months
- +$52M +0.4% of assets
- Latest 12 months
- +$373M +2.6% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | −$30M |
| Jun 2026 | +$44M |
| May 2026 | +$37M |
| Apr 2026 | +$55M |
| Mar 2026 | +$28M |
| Feb 2026 | +$41M |
| Jan 2026 | +$27M |
| Dec 2025 | +$72M |
| Nov 2025 | +$33M |
| Oct 2025 | +$35M |
| Sep 2025 | −$374K |
| Aug 2025 | +$30M |
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 | |
|---|---|---|---|---|---|
| DFSVU.S. Small Cap Value Portfolio ETF Class Shares | 66% | 0.31% | $7.5B | +21.3% | compare |
| DFASU.S. Small Cap Portfolio ETF Class Shares | 50% | 0.27% | $14.0B | +14.7% | compare |
| ISCViShares Morningstar Small-Cap Value ETF | 50% | 0.06% | $673M | +15.0% | compare |
| DFMCU.S. Micro Cap Portfolio ETF Class Shares | 44% | 0.41% | — | — | compare |
| AVSCAvantis U.S. Small Cap Equity ETF | 43% | 0.25% | $3.1B | +21.5% | 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
- +17.6% 55% under, 17% over · 98% covered
- Price / earnings
- 17.9 9% loss-making · 96% covered
- Price / book · sales
- 1.5 · 0.9 revenue growth +5.6%
- Above 200-day average
- 54% 39% above 50-day · by weight
- Short interest
- 7.6% of float, weighted · 4.9 days to cover
- Insider buying
- 8% of weight had net insider buying, 90 days; 50% net selling
- 13F holders
- +2.4% change in shares held by institutions, latest quarter
- Reporting earnings
- 34.8% of weight in 7 days; 69.7% in 14
Holdings reporting in the next 14 days · weighted implied move this week 3.51%
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 19, 2026 → Oct 20, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Decrease | PCRXPACIRA BIOSCIENCES INC COMMON STOCK USD.001 | 0.04% | 0.03% | −29.5% |
| Decrease | CZRCAESARS ENTERTAINMENT INC COMMON STOCK | 0.03% | 0.02% | −32.3% |
| Increase | WUWESTERN UNION CO COMMON STOCK USD.01 | 0.02% | 0.02% | +24.4% |
| Increase | ALBALBEMARLE CORP COMMON STOCK USD.01 | 0.04% | 0.05% | +10.7% |
| Increase | FFINFIRST FINL BANKSHARES INC COMMON STOCK USD.01 | 0.02% | 0.02% | +12.1% |
0 new, 0 exited, 3 increased and 2 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
- 9 active of 21 with agreements; top 3 did 82%
- Created · redeemed
- $2.5B · $2.1B over the fiscal year
- Redemptions in kind
- 100% creations 77% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 6.65% of assets on loan on average; earned 1.1 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
1233
AUM
$30.7B
Provider
Dimensional
Inception
2026-10-05
Exchange
ARCX
Data As Of
2026-10-21
Expense Ratio
0.29%
Dividend Yield
1.36%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-22 | 2026-09-24 | $0.2472 | CD |
| 2026-06-23 | 2026-06-25 | $0.2318 | CD |
| 2026-03-24 | 2026-03-26 | $0.2079 | CD |
| 2025-12-16 | 2025-12-18 | $0.2431 | CD |
| 2025-09-23 | 2025-09-25 | $0.2759 | CD |
| 2025-06-24 | 2025-06-26 | $0.2444 | CD |
Asset Allocation
Top Holdings
top 50 of 1233 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| OVV | OVINTIV INC COMMON STOCK | 0.89% | Equity (US) | US |
| APA | APA CORP COMMON STOCK USD.625 | 0.84% | Equity (US) | US |
| DINO | HF SINCLAIR CORP COMMON STOCK | 0.81% | Equity (US) | US |
| CNH | CNH INDUSTRIAL NV COMMON STOCK EUR.01 | 0.72% | Equity (Foreign) | NL |
| BALL | BALL CORP COMMON STOCK | 0.72% | Equity (US) | US |
| SJM | JM SMUCKER CO/THE COMMON STOCK | 0.67% | Equity (US) | US |
| TOL | TOLL BROTHERS INC COMMON STOCK USD.01 | 0.61% | Equity (US) | US |
| BWA | BORGWARNER INC COMMON STOCK USD.01 | 0.60% | Equity (US) | US |
| AR | ANTERO RESOURCES CORP COMMON STOCK USD.01 | 0.59% | Equity (US) | US |
| RNR | RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0 | 0.57% | Equity (Foreign) | BM |
| ARW | ARROW ELECTRONICS INC COMMON STOCK USD1.0 | 0.56% | Equity (US) | US |
| PFGC | PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01 | 0.55% | Equity (US) | US |
| IVZ | INVESCO LTD COMMON STOCK USD.2 | 0.54% | Equity (US) | US |
| ALLY | ALLY FINANCIAL INC COMMON STOCK USD.01 | 0.53% | Equity (US) | US |
| GL | GLOBE LIFE INC COMMON STOCK USD1.0 | 0.53% | Equity (US) | US |
| FHN | FIRST HORIZON CORP COMMON STOCK USD.625 | 0.52% | Equity (US) | US |
| CRBG | COREBRIDGE FINANCIAL INC COMMON STOCK USD.01 | 0.50% | Equity (US) | US |
| RVTY | REVVITY INC COMMON STOCK USD1.0 | 0.49% | Equity (US) | US |
| BEN | FRANKLIN TEMPLETON INC COMMON STOCK USD.1 | 0.48% | Equity (US) | US |
| UHS | UNIVERSAL HEALTH SERVICES B COMMON STOCK USD.01 | 0.46% | Equity (US) | US |
| KNX | KNIGHT SWIFT TRANSPORTATION COMMON STOCK USD.01 | 0.46% | Equity (US) | US |
| JXN | JACKSON FINANCIAL INC A COMMON STOCK USD.01 | 0.46% | Equity (US) | US |
| SSB | SOUTHSTATE BANK CORP COMMON STOCK USD2.5 | 0.45% | Equity (US) | US |
| BPOP | POPULAR INC COMMON STOCK USD.01 | 0.45% | Equity (US) | US |
| PR | PERMIAN RESOURCES CORP CL A COMMON STOCK USD.0001 | 0.44% | Equity (US) | US |
| ZION | ZIONS BANCORP NA COMMON STOCK USD.001 | 0.44% | Equity (US) | US |
| LTH | LIFE TIME GROUP HOLDINGS INC COMMON STOCK USD.01 | 0.43% | Equity (US) | US |
| GAP | GAP INC/THE COMMON STOCK USD.05 | 0.43% | Equity (US) | US |
| ELAN | ELANCO ANIMAL HEALTH INC COMMON STOCK | 0.42% | Equity (US) | US |
| DAR | DARLING INGREDIENTS INC COMMON STOCK USD.01 | 0.41% | Equity (US) | US |
| AMKR | AMKOR TECHNOLOGY INC COMMON STOCK USD.001 | 0.41% | Equity (US) | US |
| SWK | STANLEY BLACK + DECKER INC COMMON STOCK USD2.5 | 0.40% | Equity (US) | US |
| RGA | REINSURANCE GROUP OF AMERICA COMMON STOCK USD.01 | 0.40% | Equity (US) | US |
| UNM | UNUM GROUP COMMON STOCK USD.1 | 0.39% | Equity (US) | US |
| URBN | URBAN OUTFITTERS INC COMMON STOCK USD.0001 | 0.39% | Equity (US) | US |
| AVT | AVNET INC COMMON STOCK USD1.0 | 0.39% | Equity (US) | US |
| PNFP | PINNACLE FINANCIAL PARTNERS COMMON STOCK USD1.0 | 0.39% | Equity (US) | US |
| MTDR | MATADOR RESOURCES CO COMMON STOCK USD.01 | 0.38% | Equity (US) | US |
| RRC | RANGE RESOURCES CORP COMMON STOCK USD.01 | 0.38% | Equity (US) | US |
| CMC | COMMERCIAL METALS CO COMMON STOCK USD.01 | 0.37% | Equity (US) | US |
| TRU | TRANSUNION COMMON STOCK USD.01 | 0.37% | Equity (US) | US |
| OC | OWENS CORNING COMMON STOCK USD.001 | 0.37% | Equity (US) | US |
| RRX | REGAL REXNORD CORP COMMON STOCK USD.01 | 0.37% | Equity (US) | US |
| CHRD | CHORD ENERGY CORP COMMON STOCK | 0.37% | Equity (US) | US |
| JLL | JONES LANG LASALLE INC COMMON STOCK USD.01 | 0.36% | Equity (US) | US |
| SWKS | SKYWORKS SOLUTIONS INC COMMON STOCK USD.25 | 0.36% | Equity (US) | US |
| AXTA | AXALTA COATING SYSTEMS LTD COMMON STOCK USD1.0 | 0.36% | Equity (US) | US |
| AKAM | AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01 | 0.35% | Equity (US) | US |
| R | RYDER SYSTEM INC COMMON STOCK USD.5 | 0.35% | Equity (US) | US |
| AXS | AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125 | 0.35% | Equity (Foreign) | BM |
Non-Equity Breakdown
Dimensional U.S. Targeted Value ETF ·
NPORT-P period 2026-04-30
(filed 2026-06-29)
Net assets:
$13.69B
· 1284 total positions
· equity 99.75%
· non-equity 5.88%
Non-equity holdings
— 5 positions,
5.88% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 5.87% | $803.3M | 1 |
| Derivative (equity) | 0.00% | $548634 | 2 |
| Other | 0.00% | $497779 | 2 |
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: $67.71
SMA 50: $69.45
SMA 200: $67.13
Current: $69.34
EMA 12: $68.16
EMA 26: $68.33
MACD: -0.1718 | Signal: 0.2984
BEARISH
ADX (14): 30.74
TREND
+DI: 24.96
−DI: 22.19
Momentum Oscillators
RSI (14): 58.52
NEUTRAL
Stoch %K: 92.14
Stoch %D: 81.49
Williams %R: 0.00
Volume & Volatility
BB Upper: $68.97
BB Lower: $66.45
OVERBOUGHT
OBV: -10,373,453
Vol SMA 20: 295,297
Vol ROC: -10.19%
ATR: $0.82
True Range: $1.20
HV 20: 12.7%
HV 30: 11.7%
HV 60: 11.0%
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
Executive Summary
Overall assessment: NEUTRAL (Confidence level: 6/10)
Key drivers:
- Technical indicators suggest a range-bound market with bearish momentum
- News sentiment is neutral, with no significant catalysts impacting the stock price
- Volatility is low, indicating reduced risk
Primary risks:
- Bearish MACD and RSI signals may lead to further price decline
- Low volatility can indicate a lack of momentum or a pending breakout
Investment thesis: DFAT appears stuck in a range, with bearish technical indicators suggesting potential further declines. However, the stock's low volatility and neutral news sentiment create a relatively risk-free environment for investors.
Recent news sentiment impact: The recent news headlines are neutral, providing no significant catalysts for the stock price. The absence of negative or positive news creates a stable environment, allowing the market to focus on technical indicators.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): BEARISH
- Medium-term (1-3 months): NEUTRAL
- Long-term (3-12 months): BULLISH
Support/Resistance Levels: The stock is currently trading near its 20-day SMA, which serves as a key support level. The upper band of the Bollinger Bands at $72.13 represents potential resistance.
Momentum Signals:
- RSI: 41.98 (neutral)
- MACD: -0.27 / Signal: -0.16 / Histogram: -0.12 (bearish)
- Bollinger Bands: neutral
Volume Analysis: The stock's volume is relatively low, indicating reduced institutional interest and volatility.
News & Sentiment Analysis
Recent Headlines Summary:
- The recent news headlines are neutral, with no significant catalysts impacting the stock price.
- There are no earnings dates or product launches that could impact the stock in the near term.
Sentiment Assessment: The aggregate news sentiment is neutral, with no strong biases towards buying or selling.
Catalyst Identification: There are no immediate or near-term catalysts that could significantly impact the stock price. The market is focused on technical indicators and volatility levels.
Market Narrative: The neutral news sentiment and low volatility create a stable environment, allowing the market to focus on technical signals.
Risk & Volatility Assessment
Risk Analysis:
- Beta: 0.76 (vs SPY) - relatively low risk
- Alpha: 0.07 - moderate returns relative to the market
- Correlation: 0.65 - high correlation with the market
Volatility Regime: The stock's volatility is currently low, indicating reduced risk.
Options Market Signals:
- IV Rank: 12.5% (Low) - shows historically low volatility
- Current IV: 21.3%
- Expected Move: $2.88 (30 DTE), 7-DTE: $0.90
Market Context & Positioning
Market Performance: The stock is outperforming the market, with a relatively high correlation.
Institutional Activity: Volume patterns suggest reduced institutional interest and volatility.
Correlation Analysis: The stock moves highly correlated with the market (R-squared interpretation).
Relative Valuation: The stock is trading within its historical range, indicating no significant value or growth opportunities.
Key Levels & Action Items
Critical Price Levels:
- Support: $69.78 (lower Bollinger Band)
- Resistance: $72.13 (upper Bollinger Band)
Breakout/Breakdown Levels:
- Breakout level: $73.41 (50-day SMA)
- Breakdown level: $67.59 (200-day SMA)
Time-Sensitive Catalysts: There are no immediate or near-term catalysts that could significantly impact the stock price.
Risk Management: A stop-loss order can be placed at $68.10 to limit potential losses, considering the low volatility and neutral news sentiment.
Please note that this analysis is based on the provided data and may not reflect real-world market conditions. The output format requirements ask for an objective report, highlighting both bullish and bearish cases. The analysis should focus on risk/reward assessment only and avoid buy/sell advice.
Generated
News
All DFAT news →
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Showing 1–10 of 50
Page 1 of 5
DFAT Options Activity & IV Rank
DFAT IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 19.6%
7-DTE IV: —
Expected Move: $3.23
7-DTE Move: $3.23
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 1
Put Volume: 2
P/C Volume: 2.0
BEARISH
Call OI: 1
Put OI: 2
P/C OI: 2.0
Total OI: 3
ATM Options Pricing
ATM Call: $1.75
ATM Put: $1.48
Call %: 2.5%
Put %: 2.1%
Chain Summary
Chain Volume: 29
Chain OI: 29
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
as of Oct 22 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 22 · ATM 20.4% / 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)36.5MediumOct 22
Straddle Price (30 DTE)$3.23Oct 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.
DFAT 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 |
|---|
| # | 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
111.80K
SI % of Float
—
Days to Cover
1.00
Short Vol Ratio
39.0%
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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