Zacks Investment ResearchT3·1mo ago
DFIV Dimensional International Value ETF
ETF 56.51 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.
DFIV
$56.51
—
Key stats
$56.51
Pre-market
$56.30
-0.37%
- 52-Week Range
- $45.72 – $59.21
- YTD
- +11.86%
- IV Rank (30D)
- 51.96
- Straddle Price
- $1.98
- P/C Vol Ratio
- 10.14
- Open
- $56.67
- Day Range
- $56.30 – $56.67
- Volume
- 1,310,862
- Prev Close
- $56.40
About
Dimensional International Value ETF (DFIV) ETF
No description available.
- Exchange
- ARCX
- Inception
- 1999-04-16
- Has Options
- Yes
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
International Equity
Developed ex-US#12 of 189 by assets
Dimensional
Developed ex-US
Actively managed
- Expense ratio
- 0.27% issuer, Oct 21, 2026
- Assets
- $21.9B issuer-reported, Oct 19, 2026
- Trailing yield
- 2.77% paid quarterly
- Average daily volume
- $81M 30 sessions
- Holdings
- 640 top 10 are 16.1%
- Listed
- Apr 16, 1999 NYSE Arca
- Net asset value
- $56.23 issuer, Oct 19, 2026 · closed -0.42% to NAV
- Median bid/ask spread
- 0.02% 30 days, issuer-reported
Cost79
Liquidity97
Scale100
Diversification100
Moves with. US large-cap stocks (53% of its variance, beta 0.88); Developed markets ex-US over US (38% of its variance, beta 0.84); US dollar (3% of its variance, beta -0.14). These factors explain 91% of its daily moves over the last year.
Stated objective. The investment objective of the Dimensional International Value ETF (the International Value ETF or Portfolio) is to achieve long-term capital appreciation while minimizing federal income taxes on returns. (from the fund's prospectus)
All 640 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$326M latest reported month
- Latest 3 months
- +$1.3B +5.9% of assets
- Latest 12 months
- +$4.6B +21.6% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$326M |
| Jun 2026 | +$506M |
| May 2026 | +$426M |
| Apr 2026 | +$225M |
| Mar 2026 | +$524M |
| Feb 2026 | +$675M |
| Jan 2026 | +$396M |
| Dec 2025 | +$361M |
| Nov 2025 | +$246M |
| Oct 2025 | +$149M |
| Sep 2025 | +$606M |
| Aug 2025 | +$175M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 60 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| IVLUiShares MSCI Intl Value Factor ETF | 48% | 0.31% | $4.5B | +19.5% | compare |
| EFViShares MSCI EAFE Value ETF | 45% | 0.31% | $30.5B | +16.4% | compare |
| VDVVanguard Developed Markets ex-US Value Index ETF | 43% | 0.08% | $23M | — | compare |
| FNDFSchwab Fundamental International Equity ETF | 42% | 0.25% | $25.7B | +23.6% | compare |
| JHMDJohn Hancock Multifactor Developed International ETF | 41% | 0.39% | $994M | +10.3% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 19, 2026issuer data- Insider buying
- 0% of weight had net insider buying, 90 days; 0% net selling
- Reporting earnings
- 2.6% of weight in 7 days; 11.9% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.18%
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 |
|---|---|---|---|---|
| Increase | INTACT FINANCIAL CORP | 0.02% | 0.02% | +12.7% |
0 new, 0 exited, 1 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
- 7 active of 21 with agreements; top 3 did 73%
- Created · redeemed
- $4.2B · $512M over the fiscal year
- Redemptions in kind
- 100% creations 73% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 2.81% of assets on loan on average; earned 1.8 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
644
AUM
$22.0B
Provider
Dimensional
Inception
1999-04-16
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.27%
Dividend Yield
2.76%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-22 | 2026-09-24 | $0.2821 | CD |
| 2026-06-23 | 2026-06-25 | $0.8024 | CD |
| 2026-03-24 | 2026-03-26 | $0.1009 | CD |
| 2025-12-16 | 2025-12-18 | $0.3744 | CD |
| 2025-09-23 | 2025-09-25 | $0.2009 | CD |
| 2025-06-24 | 2025-06-26 | $0.7423 | CD |
Asset Allocation
Top Holdings
top 50 of 644 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| SHEL | SHELL PLC | 3.74% | Equity (Foreign) | GB |
| — | TOTALENERGIES SE | 2.21% | Equity (Foreign) | FR |
| — | TOYOTA MOTOR CORP | 1.83% | Equity (Foreign) | JP |
| — | BANCO SANTANDER SA | 1.79% | Equity (Foreign) | ES |
| — | BASF SE | 1.25% | Equity (Foreign) | DE |
| — | SHELL PLC | 1.09% | Equity (Foreign) | GB |
| HSBC | HSBC HOLDINGS PLC | 1.08% | Equity (Foreign) | GB |
| BP | BP PLC | 1.08% | Equity (Foreign) | GB |
| TD | TORONTO-DOMINION BANK | 1.04% | Equity (Foreign) | CA |
| — | ZURICH INSURANCE GROUP AG | 1.04% | Equity (Foreign) | CH |
| SU | SUNCOR ENERGY INC. | 0.99% | Equity (Foreign) | CA |
| — | SWISS RE AG | 0.99% | Equity (Foreign) | CH |
| — | SUMITOMO MITSUI FINANCIAL | 0.96% | Equity (Foreign) | JP |
| — | LLOYDS BANKING GROUP PLC | 0.92% | Equity (Foreign) | GB |
| — | BAYER AG | 0.90% | Equity (Foreign) | DE |
| — | ENI SPA | 0.90% | Equity (Foreign) | IT |
| — | REPSOL SA | 0.89% | Equity (Foreign) | ES |
| — | SOCIETE GENERALE SA | 0.79% | Equity (Foreign) | FR |
| — | KONINKLIJKE AHOLD DELHAIZ | 0.75% | Equity (Foreign) | NL |
| — | HOLCIM LTD | 0.73% | Equity (Foreign) | CH |
| — | CIE FINANCIERE RICHEMONT | 0.72% | Equity (Foreign) | CH |
| — | CIE DE SAINT-GOBAIN | 0.71% | Equity (Foreign) | FR |
| — | ORANGE SA | 0.69% | Equity (Foreign) | FR |
| — | ING GROEP NV | 0.67% | Equity (Foreign) | NL |
| — | WESTPAC BANKING CORP | 0.66% | Equity (Foreign) | AU |
| — | HSBC HOLDINGS PLC | 0.66% | Equity (Foreign) | GB |
| — | TAKEDA PHARMACEUTICAL CO | 0.66% | Equity (Foreign) | JP |
| — | BRITISH AMERICAN TOBACCO | 0.65% | Equity (Foreign) | GB |
| — | BNP PARIBAS SA | 0.65% | Equity (Foreign) | FR |
| — | ENGIE SA | 0.65% | Equity (Foreign) | FR |
| CVE | CENOVUS ENERGY INC | 0.65% | Equity (Foreign) | CA |
| — | FAIRFAX FINANCIAL HOLDING | 0.64% | Equity (Foreign) | CA |
| NVS | NOVARTIS AG ADR | 0.63% | Equity (Foreign) | CH |
| — | GLENCORE PLC | 0.62% | Equity (Foreign) | GB |
| — | NATWEST GROUP PLC | 0.60% | Equity (Foreign) | GB |
| — | STANDARD CHARTERED PLC | 0.57% | Equity (Foreign) | GB |
| — | SWISS LIFE HOLDING AG | 0.57% | Equity (Foreign) | CH |
| BNS | BANK OF NOVA SCOTIA/THE | 0.57% | Equity (Foreign) | CA |
| — | HEIDELBERG MATERIALS AG | 0.56% | Equity (Foreign) | DE |
| — | LONZA GROUP AG | 0.56% | Equity (Foreign) | CH |
| NTR | NUTRIEN LTD | 0.55% | Equity (Foreign) | CA |
| — | NOKIA OYJ | 0.55% | Equity (Foreign) | FI |
| — | DHL AG | 0.54% | Equity (Foreign) | DE |
| — | NATIONAL AUSTRALIA BANK L | 0.53% | Equity (Foreign) | AU |
| — | ABN AMRO BANK NV | 0.52% | Equity (Foreign) | NL |
| — | E.ON SE | 0.52% | Equity (Foreign) | DE |
| — | ENEOS HOLDINGS INC | 0.52% | Equity (Foreign) | JP |
| — | MIZUHO FINANCIAL GROUP IN | 0.51% | Equity (Foreign) | JP |
| — | TOURMALINE OIL CORP | 0.51% | Equity (Foreign) | CA |
| — | WOODSIDE ENERGY GROUP LTD | 0.51% | Equity (Foreign) | AU |
Geographic Breakdown
Non-Equity Breakdown
Dimensional International Value ETF ·
NPORT-P period 2026-04-30
(filed 2026-06-29)
Net assets:
$19.32B
· 597 total positions
· equity 90.55%
· non-equity 10.25%
Non-equity holdings
— 48 positions,
10.25% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Other | 8.59% | $1.66B | 46 |
| Short-term investment | 1.65% | $319.4M | 1 |
| Derivative (equity) | 0.00% | $551361 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -- | 2.29% | 8.33% | -0.82% | 5.15% | 4.71% | 3.93% |
| Feb | -- | -3.20% | -2.40% | 1.96% | 5.48% | 5.30% | 1.43% |
| Mar | -- | 3.11% | -1.89% | 4.55% | 1.10% | -4.33% | 0.51% |
| Apr | -- | -6.53% | 1.83% | -1.04% | 1.98% | 3.36% | -0.08% |
| May | -- | 4.87% | -5.41% | 5.30% | 5.67% | 1.46% | 2.38% |
| Jun | -- | -12.59% | 2.78% | -5.32% | 0.12% | -2.56% | -3.51% |
| Jul | -- | 2.59% | 4.18% | 3.21% | 0.21% | 5.98% | 3.23% |
| Aug | -- | -3.67% | -2.03% | 4.80% | 6.06% | 1.38% | 1.31% |
| Sep | -2.46% | -8.59% | -2.39% | 1.85% | 1.99% | -3.72% | -2.22% |
| Oct | 3.12% | 4.72% | -2.84% | -3.41% | 0.11% | 2.54%* | 0.71% |
| Nov | -7.30% | 10.78% | 5.80% | 0.05% | 4.16% | -- | 2.70% |
| Dec | 3.83% | -2.25% | 2.41% | -3.25% | 3.51% | -- | 0.85% |
| Total | -3.19% | -10.39% | 7.70% | 7.44% | 41.55% | 14.34% | 9.57% |
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: $55.98
SMA 50: $57.23
SMA 200: $55.15
Current: $56.51
EMA 12: $56.12
EMA 26: $56.38
MACD: -0.2553 | Signal: 0.1556
BEARISH
ADX (14): 23.79
WEAK TREND
+DI: 32.45
−DI: 32.04
Momentum Oscillators
RSI (14): 51.27
NEUTRAL
Stoch %K: 73.07
Stoch %D: 70.48
Williams %R: -16.62
Volume & Volatility
BB Upper: $57.08
BB Lower: $54.88
NEUTRAL
OBV: 65,794,047
Vol SMA 20: 1,448,673
Vol ROC: -16.45%
ATR: $0.53
True Range: $0.37
HV 20: 11.9%
HV 30: 12.2%
HV 60: 10.9%
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
Executive Summary Overall assessment: NEUTRAL with confidence level (6/10) Key drivers and primary risks:
- Technical indicators suggest a neutral trend, with short-term momentum signals pointing to a possible bounce.
- Low volatility and beta indicate a relatively stable stock, but recent volume trends show some selling pressure.
- Recent news headlines are not available, making it difficult to assess the impact of market events on the stock.
Technical Analysis Trend Direction: Short-term (1-4 weeks) - Neutral, Medium-term (1-3 months) - Neutral, Long-term (3-12 months) - Bullish Support/Resistance Levels:
- Key price levels from moving averages and technical patterns include SMA 20 at $46.03, SMA 50 at $45.81, and the upper Bollinger Band at $46.74.
Momentum Signals:
- RSI (14) is currently at 49.77, indicating a neutral reading.
- MACD shows a bullish signal with a histogram of 0.08.
- Stochastic %K and %D are neutral, while Williams %R is slightly bearish.
News & Sentiment Analysis Recent Headlines Summary: N/A Sentiment Assessment: N/A (no recent news available) Catalyst Identification: No upcoming events or earnings releases announced Market Narrative: Without recent news headlines, it's challenging to assess the market narrative and how it aligns with technical signals.
Risk & Volatility Assessment Beta Interpretation: Low volatility - stock moves less than market (beta 0.61 vs SPY) Volatility Regime: Current volatility is relatively low compared to historical levels. Options Market Signals: + IV Rank indicates medium volatility (56.1%). + Current IV of 33.7% suggests a moderate level of uncertainty. + Options market pricing a $2.62 move by expiration, which could be considered a relatively stable expectation.
Market Context & Positioning Sector Performance: Relative strength vs sector/market is neutral Institutional Activity: Volume patterns suggest some institutional interest, but it's not clear if this is buying or selling pressure. Correlation Analysis: Stock moves in line with the market (R-squared interpretation). Relative Valuation: The stock is positioned within a trading range.
Key Levels & Action Items Critical Price Levels: + SMA 20 at $46.03 + SMA 50 at $45.81 + Upper Bollinger Band at $46.74 Breakout/Breakdown Levels: + Break above the upper Bollinger Band for a potential uptrend + Break below the lower Bollinger Band for a potential downtrend
Time-Sensitive Catalysts: No immediate catalysts announced, but earnings releases could impact the stock's performance in the future.
Risk Management:
- Stop-loss levels should be set at critical price levels (SMA 20, SMA 50, upper/lower Bollinger Bands).
- Position sizing considerations include the relatively low volatility and beta of the stock.
Conclusion The analysis suggests a neutral trend with some short-term momentum signals pointing to a possible bounce. The lack of recent news headlines makes it challenging to assess market sentiment, but the options market appears to be pricing in a relatively stable expectation. The stock's low volatility and beta indicate a relatively stable stock, but recent volume trends show some selling pressure. Overall, this analysis provides a comprehensive view of the stock's technical and fundamental characteristics, allowing investors to make informed decisions about their position.
Generated
News
All DFIV news →
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DFIV Options Activity & IV Rank
DFIV IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 20.2%
7-DTE IV: —
Expected Move: $1.98
7-DTE Move: $1.98
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 7
Put Volume: 71
P/C Volume: 10.143
BEARISH
Call OI: 37
Put OI: 72
P/C OI: 1.946
Total OI: 109
ATM Options Pricing
ATM Call: $0.88
ATM Put: $1.10
Call %: 1.5%
Put %: 1.9%
Chain Summary
Chain Volume: 80
Chain OI: 111
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
TYPICAL γ
Estimated net dealer gamma is at the 29th 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
29%
vs own history
GEX tilt
+1.00
OI-weighted, today
Vanna tilt
-1.00
δ-sensitivity to IV
Charm tilt
+1.00
δ-decay vs time
Vanna tilt -1.00: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt +1.00: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 3 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 14.1% / 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)52.0MediumOct 21
Straddle Price (30 DTE)$1.98Oct 21
Beta Analysis
Risk Metrics
Beta: 0.7567
Alpha: 10.91%
Correlation: 0.6758
R-Squared: 45.7%
Stock Volatility: 14.2%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
DFIV 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$340.33K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $340.33K | 100.00% | 2026-06-30 |
| # | Filer | Notional Value | % of Total | Period |
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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
122.31K
SI % of Float
—
Days to Cover
1.00
Short Vol Ratio
56.5%
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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