DFIC Dimensional International Core Equity 2 ETF

ETF 37.52 Delayed

ETF 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.

DFIC $37.52 —
Key stats
$37.52
52-Week Range
$32.13 – $39.63
YTD
+7.82%
IV Rank (30D)
36.48
Straddle Price
$2.85
Open
$37.60
Day Range
$37.36 – $37.61
Volume
1,718,807
Prev Close
$37.86
About

Dimensional International Core Equity 2 ETF (DFIC) ETF

No description available.

Exchange
BATS
Inception
2022-03-23
Has Options
Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
International Equity Developed ex-US#16 of 189 by assets Dimensional Developed ex-US Actively managed
Expense ratio
0.22%
issuer, Oct 22, 2026
Assets
$15.4B
issuer-reported, Oct 20, 2026
Trailing yield
2.52%
paid quarterly
Average daily volume
$72M
30 sessions
Holdings
4,161
top 10 are 7.0%
Listed
Mar 23, 2022
Cboe BZX
Last fee change
-1 bp
filed Feb 27, 2026
Net asset value
$37.63
issuer, Oct 20, 2026 · closed +0.34% to NAV
Median bid/ask spread
0.03%
30 days, issuer-reported
Closure risk, 12 months
0.1%
low · model
FrenzyCap ETF score
93
how it is built
Cost83
Liquidity95
Scale100
Diversification100

Moves with. US large-cap stocks (56% of its variance, beta 0.86); Developed markets ex-US over US (31% of its variance, beta 0.77); Gold (7% of its variance, beta 0.06). These factors explain 96% of its daily moves over the last year.

Stated objective. The investment objective of the Dimensional International Core Equity 2 ETF (the International Core Equity 2 ETF or Portfolio) is to achieve long-term capital appreciation. (from the fund's prospectus)

All 4,161 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US ETFs

Fund flows
through Jul 2026SEC filings
Jul 2026
+$251M
latest reported month
Latest 3 months
+$891M
+6.0% of assets
Latest 12 months
+$2.6B
+17.7% of assets
Aug 2025: +$146MSep 2025: +$232MSepOct 2025: +$267MNov 2025: +$109MNovDec 2025: +$307MJan 2026: +$180MJanFeb 2026: +$142MMar 2026: +$322MMarApr 2026: +$26M+$26MMay 2026: +$226MMayJun 2026: +$413M+$413MJul 2026: +$251MJul
View as a table
Net flows of DFIC by month, Aug 2025 to Jul 2026
MonthNet flow
Jul 2026+$251M
Jun 2026+$413M
May 2026+$226M
Apr 2026+$26M
Mar 2026+$322M
Feb 2026+$142M
Jan 2026+$180M
Dec 2025+$307M
Nov 2025+$109M
Oct 2025+$267M
Sep 2025+$232M
Aug 2025+$146M

Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 54 months ago

Similar funds
FundOverlapFeeAssets1Y
DFAIDimensional International Core Equity Market ETF74%0.18%$18.2B+13.3%compare
DXIVDimensional International Vector Equity ETF73%0.30%$233M+17.1%compare
AVDEAvantis International Equity ETF70%0.23%$19.5B+13.4%compare
DFSIDimensional International Sustainability Core 1 ETF69%0.24%$1.2B+9.7%compare
IDEViShares Core MSCI International Developed Markets ETF63%0.04%$34.0B+10.5%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
Insider buying
0%
of weight had net insider buying, 90 days; 0% net selling
Reporting earnings
4.5%
of weight in 7 days; 9.0% in 14

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
ActionHoldingWeight beforeWeight afterShares vs flows
IncreaseUMICORE SA0.02%0.02%+11.2%

0 new, 0 exited, 1 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.7%. Full holdings and history

Under the hood
fiscal year to Oct 31, 2025SEC census
Authorized participants
6 active
of 21 with agreements; top 3 did 81%
Created · redeemed
$2.2B · $0
over the fiscal year
Redemptions in kind
0%
creations 83% in kind
Creation unit
100,000
shares
Securities lending
4.29%
of assets on loan on average; earned 4.0 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 2026-10-20
Holdings
4161
AUM
$15.4B
Provider
Dimensional
Inception
2022-03-23
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.22%
Dividend Yield
2.52%
Distribution
Quarterly
Recent distributions
Ex-Date Pay Date Amount Type
2026-09-22 2026-09-24 $0.1852 CD
2026-06-23 2026-06-25 $0.4598 CD
2026-03-24 2026-03-26 $0.0713 CD
2025-12-16 2025-12-18 $0.2387 CD
2025-09-23 2025-09-25 $0.1338 CD
2025-06-24 2025-06-26 $0.4191 CD
Asset Allocation
Top Holdings
top 50 of 4161 holdings
Symbol Name Weight % Asset Class Country
SHEL SHELL PLC 1.13% Equity (Foreign) GB
ASML ASML HOLDING NV 1.06% Equity (Foreign) NL
NVS NOVARTIS AG ADR 0.73% Equity (Foreign) CH
— TOTALENERGIES SE 0.73% Equity (Foreign) FR
— ROCHE HOLDING AG 0.68% Equity (Foreign) CH
— NESTLE SA 0.65% Equity (Foreign) CH
— ROYAL BANK OF CANADA 0.62% Equity (Foreign) CA
— CASH AND CASH EQUIVALENTS 0.59% Cash/Money Market —
— ALLIANZ SE 0.49% Equity (Foreign) DE
— TOYOTA MOTOR CORP 0.47% Equity (Foreign) JP
BBVA BANCO BILBAO VIZCAYA ARGE 0.43% Equity (Foreign) ES
BP BP PLC 0.43% Equity (Foreign) GB
SU SUNCOR ENERGY INC. 0.42% Equity (Foreign) CA
HSBC HSBC HOLDINGS PLC 0.42% Equity (Foreign) GB
— BHP GROUP LTD 0.41% Equity (Foreign) AU
— ROLLS-ROYCE HOLDINGS PLC 0.40% Equity (Foreign) GB
— DEUTSCHE TELEKOM AG 0.39% Equity (Foreign) DE
CNQ CANADIAN NATURAL RESOURCE 0.37% Equity (Foreign) CA
— HITACHI LTD 0.36% Equity (Foreign) JP
TD TORONTO-DOMINION BANK 0.35% Equity (Foreign) CA
— MITSUBISHI UFJ FINANCIAL 0.35% Equity (Foreign) JP
— UNICREDIT SPA 0.35% Equity (Foreign) IT
— SONY GROUP CORP 0.33% Equity (Foreign) JP
— BAYER AG 0.33% Equity (Foreign) DE
— BASF SE 0.33% Equity (Foreign) DE
AZN ASTRAZENECA PLC 0.32% Equity (Foreign) GB
— RIO TINTO PLC 0.31% Equity (Foreign) GB
— ADVANTEST CORP 0.30% Equity (Foreign) JP
— RECRUIT HOLDINGS CO LTD 0.30% Equity (Foreign) JP
— DHL AG 0.30% Equity (Foreign) DE
— INFINEON TECHNOLOGIES AG 0.30% Equity (Foreign) DE
— ENI SPA 0.29% Equity (Foreign) IT
— E.ON SE 0.28% Equity (Foreign) DE
CVE CENOVUS ENERGY INC 0.28% Equity (Foreign) CA
— ENGIE SA 0.28% Equity (Foreign) FR
— TESCO PLC 0.28% Equity (Foreign) GB
— REPSOL SA 0.27% Equity (Foreign) ES
— ORANGE SA 0.26% Equity (Foreign) FR
— SIEMENS AG 0.25% Equity (Foreign) DE
— MUENCHENER RUECKVERSICHER 0.25% Equity (Foreign) DE
BHP BHP GROUP LTD 0.25% Equity (Foreign) AU
— TOKYO ELECTRON LTD 0.25% Equity (Foreign) JP
— NATIONAL BANK OF CANADA 0.24% Equity (Foreign) CA
— INTACT FINANCIAL CORP 0.24% Equity (Foreign) CA
— DBS GROUP HOLDINGS LTD 0.24% Equity (Foreign) SG
— SIEMENS ENERGY AG 0.23% Equity (Foreign) DE
— ZURICH INSURANCE GROUP AG 0.23% Equity (Foreign) CH
— ANHEUSER-BUSCH INBEV SA/N 0.23% Equity (Foreign) BE
B BARRICK MINING CORP 0.23% Equity (Foreign) CA
AEM AGNICO EAGLE MINES LTD 0.23% Equity (Foreign) CA
Geographic Breakdown
Non-Equity Breakdown
Dimensional International Core Equity 2 ETF · NPORT-P period 2026-04-30 (filed 2026-06-29)
Net assets: $13.65B · 4115 total positions · equity 92.24% · non-equity 9.28%
Non-equity holdings — 88 positions, 9.28% of NAV
Category Weight Value Positions
Other 6.52% $889.1M 85
Short-term investment 2.72% $371.3M 1
Derivative (equity) 0.05% $6.2M 2
Chart
Seasonality
'22'23'24'25'26Avg
Jan--8.49%-0.32%3.82%4.28%4.07%
Feb---3.74%1.36%3.78%5.65%1.76%
Mar-0.40%0.80%2.65%0.14%-6.29%-0.62%
Apr-6.92%1.42%-2.47%3.77%3.77%-0.09%
May2.71%-4.75%5.32%6.02%2.55%2.37%
Jun-9.43%1.93%-3.93%0.81%-1.90%-2.50%
Jul4.78%3.45%3.33%-0.85%2.32%2.61%
Aug-5.49%-2.21%5.37%4.66%2.41%0.95%
Sep-8.98%-4.26%2.63%2.61%-3.22%-2.24%
Oct3.57%-1.76%-4.50%0.00%0.64%*-0.41%
Nov11.32%7.17%0.26%2.51%--5.32%
Dec-2.84%3.61%-3.78%2.59%---0.10%
Total-12.92%9.51%5.36%34.00%10.00%9.19%
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: $37.65
SMA 50: $38.45
SMA 200: $37.49
Current: $37.52
EMA 12: $37.66
EMA 26: $37.86
MACD: -0.1949 | Signal: 0.0560
BEARISH
ADX (14): 21.26
WEAK TREND
+DI: 25.56
−DI: 33.56

Momentum Oscillators

RSI (14): 43.82
NEUTRAL
Stoch %K: 65.38
Stoch %D: 64.62
Williams %R: -53.40

Volume & Volatility

BB Upper: $38.14
BB Lower: $37.15
NEUTRAL
OBV: 43,361,053
Vol SMA 20: 1,848,825
Vol ROC: -2.22%
ATR: $0.37
True Range: $0.50
HV 20: 10.7%
HV 30: 11.0%
HV 60: 11.2%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis

DFIC Stock Analysis Report

Executive Summary

Overall Assessment: NEUTRAL with Confidence Level: 5/10

DFIC presents a mixed technical picture with conflicting momentum signals and notably limited market data. The stock is caught between weak short-term momentum and a defensive positioning, with bearish MACD signals offset by a defensive beta profile. The lack of recent news, earnings data, and options activity creates significant analytical blind spots that reduce confidence in directional conviction.

Key Drivers:

  • Bearish momentum divergence (MACD histogram -0.24, below signal line)
  • Weak volume trends (-80.87% rate of change)
  • Defensive positioning (Beta 0.87, low correlation risk)

Primary Risks:

  • Low IV rank (21%) suggests limited volatility cushion if negative catalysts emerge
  • Thin options market activity indicates low institutional interest
  • Current price near middle Bollinger Band with no clear breakout setup

Investment Thesis: DFIC is trading in a consolidation zone with deteriorating momentum indicators but maintaining technical support from its 200-day moving average. The defensive beta and moderate volatility profile suggest this is a holding-pattern situation rather than an actionable opportunity. Without catalyst clarity from news or earnings, position management should focus on defined risk levels rather than directional conviction.

Technical Analysis

Trend Direction

Short-term (1-4 weeks): BEARISH

  • Price $37.62 is below SMA 20 ($38.31) and SMA 50 ($38.68)
  • Current price trading 1.8% below 20-day MA indicating weakness
  • EMA 12 ($37.95) above current price, but gap narrowing
  • ADX 26.39 indicates strong trend regime but direction is downward (-DI 37.38 vs +DI 18.92)
  • The negative DI dominance (-DI nearly 2x +DI) confirms downward pressure

Medium-term (1-3 months): NEUTRAL

  • Price $37.62 is marginally above SMA 200 ($37.29) by 0.9%
  • Trading within $37.27-$39.34 Bollinger Band range (middle: $38.31)
  • No clear breakout structure above resistance or breakdown below support
  • ADX 26.39 suggests directional movement exists but current trend is subdued

Long-term (3-12 months): NEUTRAL

  • 200-day MA at $37.29 providing floor support
  • Stock confined to narrow range relative to 200-day baseline
  • No indication of longer-term structural trend from available data

Support/Resistance Levels

| Level | Type | Distance | Significance | |-------|------|----------|--------------| | $37.27 | Support | -0.9% | Lower Bollinger Band, psychological support | | $37.29 | Support | -0.9% | 200-day SMA - major long-term support | | $38.31 | Resistance | +1.8% | 20-day SMA, BB Middle - swing level | | $38.68 | Resistance | +2.8% | 50-day SMA - intermediate resistance | | $39.34 | Resistance | +4.6% | Upper Bollinger Band - overbought threshold |

Momentum Signals

RSI (14): 38.90 - NEUTRAL

  • Reading of 38.90 is firmly in neutral zone (30-70 range)
  • Slightly closer to oversold (30) than overbought (70)
  • Not yet at capitulation levels (<30) but shows weakness building
  • Interpretation: No extreme condition, room for further downside before reversal signal triggered

MACD Signal: BEARISH DIVERGENCE

  • MACD Line: -0.34 (negative territory)
  • Signal Line: -0.10
  • Histogram: -0.24 (negative and widening gap below signal)
  • The MACD line is below signal line and histogram is negative = bearish momentum
  • Momentum is deteriorating rather than stabilizing
  • This is a critical weakness indicator; no bullish crossover visible

Stochastic Oscillators: OVERSOLD SIGNAL

  • %K: 22.44 (low, approaching oversold <20)
  • %D: 14.65 (very low, in oversold territory)
  • Both indicators near oversold levels suggest short-term selling may be exhausting
  • However, low readings can persist in downtrends before reversal
  • This is a potential bounce setup rather than trend reversal confirmation

Williams %R: -72.35 - DEEPLY OVERSOLD

  • Reading below -80 typically indicates extreme oversold conditions
  • At -72.35, in upper range of oversold but still extended
  • Suggests recent selling pressure with some setup for short-term reversal

Bollinger Bands Position: NEUTRAL

  • Price at $37.62 vs Middle $38.31 = trading below midline
  • Width: 5.39% (standard band width for this stock, no squeeze)
  • Not at upper band (no overbought), not at lower band (no capitulation)
  • Position suggests consolidation rather than breakout or breakdown imminent

Volume Analysis

Critical Weakness: Volume Declining Sharply

  • Volume SMA 20: 1,936,665 shares/day baseline
  • Volume Rate of Change: -80.87% (massive volume contraction)
  • Current volume is ~19% of typical 20-day average (severe collapse)
  • This volume collapse is a major red flag for trend sustainability

On-Balance Volume: 37,825,423

  • OBV absolute level provides trend confirmation
  • Declining volume into support suggests weak conviction holding
  • No accumulation pattern visible in volume trends

Interpretation: The -80.87% volume decline is the most concerning technical signal. This indicates:

  1. Lack of institutional conviction or trading interest
  2. Potential illiquidity if position needs to be exited
  3. Moves on low volume are subject to reversal without follow-through
  4. Market is disengaged from DFIC

News & Sentiment Analysis

Recent Headlines Summary

DATA QUALITY ISSUE: No recent news available

This is a significant analytical limitation. Without recent news catalysts, we cannot assess:

  • Earnings announcements or guidance changes
  • Corporate actions or strategic updates
  • Regulatory developments
  • Sector-specific catalysts
  • Management commentary

Sentiment Assessment

Unable to assess - Insufficient data

The absence of news creates a neutral default position but also masks potential catalysts that could explain the technical deterioration.

Catalyst Identification

CRITICAL DATA GAP:

  • No earnings date provided
  • No upcoming corporate events flagged
  • No FDA/regulatory catalysts identified
  • This represents a major analytical blind spot

The combination of:

  • Deteriorating technicals (-80.87% volume collapse)
  • No identified catalysts or news flow
  • Low options market activity (zero trades)

...suggests either:

  1. Genuine lack of catalysts (dormant period)
  2. Data availability issue limiting analysis
  3. Low-liquidity microcap situation with minimal coverage

Market Narrative

Disconnect: Technical signals show weakness, but no news catalyst to explain it.

  • MACD bearish signal + declining volume suggest organic selling
  • However, lack of news means selling is not event-driven
  • Could indicate profit-taking, sector rotation, or indifference

Risk & Volatility Assessment

Beta Interpretation: 0.87 (Defensive)

Characteristics:

  • Beta < 1.0 = lower risk than SPY baseline
  • Stock is approximately 13% less volatile than broad market
  • Defensive positioning suggests lower beta sector (utilities, consumer staples, healthcare)
  • Correlation 0.77 shows moderate market link (not highly correlated)

Implications:

  • In market downturns, DFIC should decline less than SPY
  • In market rallies, DFIC should appreciate less than SPY
  • Current weakness may reflect sector headwinds rather than market crash
  • Beta of 0.87 provides some downside cushion if market deteriorates

Volatility Regime Analysis

Historical Volatility (Realized):

  • HV20 (20-day): 11.5%
  • HV30 (30-day): 10.8%
  • HV60 (60-day): 11.5%
  • Average historical volatility: ~11.3% (low volatility stock)
  • **ATR $0.39 = ~1%
Generated
News
All DFIC news →

DFIC Options Activity & IV Rank

DFIC IV rank history, 52-week IV rank and IV percentile →

Volatility Metrics

Current IV: 33.7%
7-DTE IV: —
Expected Move: $2.85
7-DTE Move: $2.85
Days to Exp: 29 (2026-11-20)

Options Flow

Call Volume: 0
Put Volume: 0
P/C Volume: —
Call OI: 0
Put OI: 0
P/C OI: —
Total OI: 0

ATM Options Pricing

ATM Call: $1.30
ATM Put: $1.55
Call %: 3.5%
Put %: 4.1%

Chain Summary

Chain Volume: 8
Chain OI: 3
Last Updated: 10/22/2026
Spread Scanner GPU
Full Algorithm Docs ↗

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:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How 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 side

Which 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
No data
30 DTE / 10d —
— pts EXTREME
ATM 14.7% / Wing —

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)$2.85Oct 22
Beta Analysis

Risk Metrics

Beta: 0.8814
Alpha: 1.75%
Correlation: 0.7616
R-Squared: 58.0%
Stock Volatility: 14.8%
Market Volatility: 12.7%

Analysis Details

Benchmark: SPY
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Beta & Alpha Over Time

DFIC Institutional Ownership (13F)

Latest filings — 2026-09-30

Institutional 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.

671 filers337,193,646 shares$12.56B value
# Filer Shares Value % of Total % of Float Period
1 MERCER GLOBAL ADVISORS INC /ADV 41,492,937 $1.55B 12.31% — 2026-06-30
2 Forum Financial Management, LP 16,693,558 $627.84M 5.00% — 2026-09-30
3 Evensky & Katz LLC 6,091,469 $226.97M 1.81% — 2026-06-30
4 Envestnet Asset Management, Inc. 5,961,527 $222.13M 1.77% — 2026-06-30
5 Apella Capital, LLC 5,071,742 $189.38M 1.51% — 2026-09-30
6 JMG Financial Group, Ltd. 4,973,487 $185.31M 1.48% — 2026-06-30
7 Greenspring Advisors, LLC 4,494,230 $167.46M 1.33% — 2026-06-30
8 HighTower Advisors, LLC 4,329,141 $161.30M 1.28% — 2026-06-30
9 RW Investment Management LLC 4,217,089 $157.13M 1.25% — 2026-06-30
10 Summit Financial Strategies, Inc. 4,044,958 $152.13M 1.21% — 2026-09-30
11 LPL Financial LLC Custodian 3,963,122 $147.67M 1.18% — 2026-06-30
12 Plancorp, LLC 3,901,958 $145.48M 1.16% — 2026-06-30
13 AWM CAPITAL, LLC 3,770,822 $141.82M 1.13% — 2026-09-30
14 Cannon Financial Strategists, Inc. 3,603,650 $134.27M 1.07% — 2026-06-30
15 Focus Partners Wealth 3,422,470 $127.52M 1.02% — 2026-06-30
16 MASECO LLP 3,391,403 $126.24M 1.01% — 2026-06-30
17 Sageworth Trust Co 3,184,052 $118.64M 0.94% — 2026-06-30
18 ASSETMARK, INC 3,132,068 $116.70M 0.93% — 2026-06-30
19 Annex Advisory Services, LLC 2,969,717 $111.69M 0.89% — 2026-09-30
20 Symmetry Partners, LLC 2,983,850 $111.18M 0.89% — 2026-06-30
21 PARK AVENUE SECURITIES LLC 2,957,764 $110.21M 0.88% — 2026-06-30
22 Wealthstream Advisors, Inc. 3,239,940 $106.24M 0.85% — 2025-09-30
23 Beacon Pointe Advisors, LLC 2,581,098 $96.17M 0.77% — 2026-06-30
24 Pathstone Holdings, LLC 2,570,590 $95.78M 0.76% — 2026-06-30
25 Jane Street Group, LLC Custodian 2,513,803 $93.66M 0.75% — 2026-06-30
# 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
838.27K
SI % of Float
—
Days to Cover
1.00
Short Vol Ratio
63.0%
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