Zacks Investment ResearchT3·27mo ago
DFSU Dimensional US Sustainability Core 1 ETF
ETF 48.21 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.
DFSU
$48.21
—
Key stats
$48.21
- 52-Week Range
- $39.73 – $49.21
- YTD
- +10.73%
- IV Rank (30D)
- 25.31
- Straddle Price
- $2.27
- Open
- $48.13
- Day Range
- $47.97 – $48.30
- Volume
- 211,449
- Prev Close
- $47.98
About
Dimensional US Sustainability Core 1 ETF (DFSU) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2022-11-01
- Has Options
- Yes
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.15% issuer, Oct 21, 2026
- Assets
- $2.4B issuer-reported, Oct 19, 2026
- Trailing yield
- 0.83% paid quarterly
- Average daily volume
- $5.2M 30 sessions
- Holdings
- 1,982 top 10 are 31.5%
- Listed
- Nov 1, 2022 NYSE Arca
- Last fee change
- -2 bp filed Feb 27, 2026
- Net asset value
- $47.65 issuer, Oct 19, 2026 · closed -0.05% to NAV
- Median bid/ask spread
- 0.06% 30 days, issuer-reported
Cost87
Liquidity57
Scale88
Diversification86
Moves with. US large-cap stocks (98% of its variance, beta 1.06); Small caps over large (5% of its variance, beta 0.16). These factors explain 94% of its daily moves over the last year.
Stated objective. The investment objective of the Dimensional US Sustainability Core 1 ETF (the US Sustainability ETF or Portfolio) is to achieve long-term capital appreciation. (from the fund's prospectus)
All 1,982 holdingsFlow historySimilar fundsOverlap toolAll ESG & Values ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$47M latest reported month
- Latest 3 months
- +$105M +4.6% of assets
- Latest 12 months
- +$427M +18.8% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$47M |
| Jun 2026 | +$26M |
| May 2026 | +$32M |
| Apr 2026 | +$37M |
| Mar 2026 | +$36M |
| Feb 2026 | +$31M |
| Jan 2026 | +$33M |
| Dec 2025 | +$33M |
| Nov 2025 | +$28M |
| Oct 2025 | +$41M |
| Sep 2025 | +$40M |
| Aug 2025 | +$45M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 45 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| DFAUDimensional US Core Equity Market ETF | 76% | 0.12% | $13.0B | +16.3% | compare |
| DCORU.S. Core Equity 1 Portfolio ETF Class Shares | 76% | 0.15% | $3.0B | +17.8% | compare |
| DFACU.S. Core Equity 2 Portfolio ETF Class Shares | 76% | 0.18% | $44.5B | +18.0% | compare |
| DFUSDimensional U.S. Equity Market ETF | 73% | 0.09% | $21.3B | +15.9% | compare |
| DFALDimensional US Large Cap Core Equity Market ETF | 72% | 0.12% | $1.7B | — | 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- Holdings vs fair value
- +6.0% 33% under, 17% over · 100% covered
- Price / earnings
- 24.6 4% loss-making · 99% covered
- Price / book · sales
- 4.2 · 2.1 revenue growth +12.4%
- Above 200-day average
- 67% 53% above 50-day · by weight
- Short interest
- 3.1% of float, weighted · 3.3 days to cover
- Insider buying
- 4% of weight had net insider buying, 90 days; 68% net selling
- 13F holders
- +2.0% change in shares held by institutions, latest quarter
- Reporting earnings
- 28.8% of weight in 7 days; 63.3% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.01%
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 | MKCMCCORMICK & CO. | 0.05% | 0.00% | −93.1% |
| Decrease | GISGENERAL MILLS INC | 0.04% | 0.01% | −82.0% |
| Increase | PSXPHILLIPS 66 | 0.08% | 0.10% | +25.9% |
| Increase | COFCAPITAL ONE FINANCIAL | 0.18% | 0.20% | +12.0% |
| Decrease | FICOFAIR ISAAC CORP | 0.03% | 0.01% | −66.5% |
| Decrease | MTZMASTEC INC. | 0.04% | 0.03% | −27.4% |
0 new, 0 exited, 2 increased and 4 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
- 8 active of 21 with agreements; top 3 did 69%
- Created · redeemed
- $492M · $159M over the fiscal year
- Redemptions in kind
- 97% creations 87% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 2.48% of assets on loan on average; earned 0.5 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
1982
AUM
$2.4B
Provider
Dimensional
Inception
2022-11-01
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.15%
Dividend Yield
0.82%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-22 | 2026-09-24 | $0.1042 | CD |
| 2026-06-23 | 2026-06-25 | $0.1053 | CD |
| 2026-03-24 | 2026-03-26 | $0.0964 | CD |
| 2025-12-16 | 2025-12-18 | $0.0912 | CD |
| 2025-09-23 | 2025-09-25 | $0.0994 | CD |
| 2025-06-24 | 2025-06-26 | $0.0988 | CD |
Asset Allocation
Top Holdings
top 50 of 1982 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| NVDA | NVIDIA CORP | 6.85% | Equity (US) | US |
| AAPL | APPLE INC. | 6.54% | Equity (US) | US |
| MSFT | MICROSOFT CORP | 3.48% | Equity (US) | US |
| AMZN | AMAZON.COM INC. | 3.16% | Equity (US) | US |
| META | META PLATFORMS INC | 2.96% | Equity (US) | US |
| AVGO | BROADCOM INC | 1.95% | Equity (US) | US |
| GOOGL | ALPHABET INC - CLASS A | 1.75% | Equity (US) | US |
| LLY | ELI LILLY AND COMPANY | 1.54% | Equity (US) | US |
| JPM | JPMORGAN CHASE & CO | 1.52% | Equity (US) | US |
| GOOG | ALPHABET INC | 1.39% | Equity (US) | US |
| V | VISA INC | 1.01% | Equity (US) | US |
| JNJ | JOHNSON & JOHNSON | 0.96% | Equity (US) | US |
| TSLA | TESLA INC | 0.84% | Equity (US) | US |
| ABBV | ABBVIE INC. | 0.77% | Equity (US) | US |
| MA | MASTERCARD INC - A | 0.75% | Equity (US) | US |
| WMT | WALMART INC. | 0.74% | Equity (US) | US |
| UNH | UNITEDHEALTH GROUP INC. | 0.64% | Equity (US) | US |
| HD | HOME DEPOT INC | 0.61% | Equity (US) | US |
| MRK | MERCK & COMPANY INC | 0.58% | Equity (US) | US |
| KO | COCA COLA CO. | 0.56% | Equity (US) | US |
| AMGN | AMGEN INC | 0.54% | Equity (US) | US |
| AMD | ADVANCED MICRO DEVICES | 0.54% | Equity (US) | US |
| GS | GOLDMAN SACHS GROUP INC. | 0.52% | Equity (US) | US |
| CSCO | CISCO SYSTEMS INC. | 0.50% | Equity (US) | US |
| GE | GENERAL ELECTRIC COMPANY | 0.44% | Equity (US) | US |
| CAT | CATERPILLAR INC. | 0.44% | Equity (US) | US |
| GILD | GILEAD SCIENCES INC | 0.44% | Equity (US) | US |
| BAC | BANK OF AMERICA CORP | 0.43% | Equity (US) | US |
| TRV | TRAVELERS COMPANIES INC. | 0.42% | Equity (US) | US |
| NFLX | NETFLIX.COM INC. | 0.42% | Equity (US) | US |
| IBM | INTERNATIONAL BUSINESS MA | 0.40% | Equity (US) | US |
| PLTR | PALANTIR TECHNOLOGIES INC | 0.38% | Equity (US) | US |
| AMAT | APPLIED MATERIALS INC. | 0.36% | Equity (US) | US |
| MS | MORGAN STANLEY | 0.35% | Equity (US) | US |
| LRCX | LAM RESEARCH CORP | 0.35% | Equity (US) | US |
| PG | PROCTER & GAMBLE CO/THE | 0.35% | Equity (US) | US |
| QCOM | QUALCOMM INC. | 0.34% | Equity (US) | US |
| DE | DEERE & CO. | 0.33% | Equity (US) | US |
| AXP | AMERICAN EXPRESS CO. | 0.33% | Equity (US) | US |
| ALL | ALLSTATE CORP. | 0.32% | Equity (US) | US |
| BMY | BRISTOL-MYERS SQUIBB CO. | 0.31% | Equity (US) | US |
| RTX | RTX CORP | 0.31% | Equity (US) | US |
| KLAC | KLA CORP | 0.31% | Equity (US) | US |
| MET | METLIFE INC. | 0.28% | Equity (US) | US |
| INTC | INTEL CORP | 0.28% | Equity (US) | US |
| CI | CIGNA GROUP/THE | 0.28% | Equity (US) | US |
| ECL | ECOLAB INC | 0.28% | Equity (US) | US |
| GM | GENERAL MOTORS | 0.27% | Equity (US) | US |
| SLB | SLB LTD | 0.27% | Equity (US) | — |
| TGT | TARGET CORP. | 0.26% | Equity (US) | US |
Non-Equity Breakdown
Dimensional US Sustainability Core 1 ETF ·
NPORT-P period 2026-04-30
(filed 2026-06-29)
Net assets:
$2.07B
· 1873 total positions
· equity 99.84%
· non-equity 2.52%
Non-equity holdings
— 4 positions,
2.52% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 2.52% | $52.3M | 1 |
| Derivative (equity) | 0.00% | $10353 | 1 |
| Other | 0.00% | $4944 | 2 |
Chart
Seasonality
| Month | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|
| Jan | -- | 8.29% | 1.76% | 3.68% | 1.17% | 3.72% |
| Feb | -- | -3.30% | 4.72% | -1.55% | -1.53% | -0.42% |
| Mar | -- | 1.11% | 2.66% | -4.79% | -5.89% | -1.73% |
| Apr | -- | 0.34% | -4.70% | -1.60% | 8.50% | 0.63% |
| May | -- | -0.06% | 4.96% | 5.65% | 3.76% | 3.58% |
| Jun | -- | 6.16% | 2.23% | 4.28% | -0.09% | 3.15% |
| Jul | -- | 3.83% | 3.13% | 1.52% | 0.46% | 2.23% |
| Aug | -- | -1.98% | 3.68% | 5.03% | 0.77% | 1.88% |
| Sep | -- | -5.44% | 3.94% | 3.67% | -1.19% | 0.24% |
| Oct | -- | -3.08% | 0.11% | 1.34% | 2.02%* | 0.10% |
| Nov | 6.52% | 8.30% | 6.80% | 0.55% | -- | 5.54% |
| Dec | -5.98% | 4.94% | -4.27% | 0.56% | -- | -1.19% |
| Total | 0.15% | 19.48% | 27.25% | 19.33% | 7.61% | 14.77% |
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: $47.79
SMA 50: $47.97
SMA 200: $45.64
Current: $48.20
EMA 12: $47.89
EMA 26: $47.85
MACD: 0.0395 | Signal: 0.0276
BULLISH
ADX (14): 10.51
RANGE
+DI: 25.82
−DI: 25.65
Momentum Oscillators
RSI (14): 55.53
NEUTRAL
Stoch %K: 69.70
Stoch %D: 60.67
Williams %R: -14.20
Volume & Volatility
BB Upper: $48.40
BB Lower: $47.17
NEUTRAL
OBV: 2,152,471
Vol SMA 20: 111,126
Vol ROC: 152.13%
ATR: $0.42
True Range: $0.32
HV 20: 8.9%
HV 30: 9.8%
HV 60: 10.7%
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 (Confidence Level: 6/10)
Key Drivers: Moderate volatility, positive news sentiment, and bullish momentum signals.
Primary Risks: Potential for a price correction due to overbought conditions and high implied volatility.
Investment Thesis: DFSU is poised for a potential breakout above its upper Bollinger Band, driven by recent positive news sentiment and bullish momentum indicators. However, the stock's moderate volatility and high implied volatility pose risks that should be considered.
Recent News Sentiment Impact: The recent positive news headline has contributed to the stock's current price movement.
Technical Analysis
Trend Direction: Short-term: NEUTRAL (range-bound); Medium-term: BULLISH; Long-term: BEARISH
Support/Resistance Levels: Key levels include:
- Upper Bollinger Band: $49.00
- Middle Bollinger Band: $48.37
- Lower Bollinger Band: $47.75
- SMA 20: $48.37
- EMA 12: $48.24
Momentum Signals:
- RSI (14): Neutral at 47.72, indicating no clear buying or selling pressure.
- MACD: Bullish with a histogram of 0.20, suggesting continued upward momentum.
Volume Analysis: Volume is moderate, with an average daily volume of 92481.75. On-Balance Volume (OBV) has been steadily increasing, indicating institutional support.
News & Sentiment Analysis
Recent Headlines Summary: One recent headline was positive, highlighting the stock's potential for growth in a retirement fund context.
Sentiment Assessment: Aggregate news sentiment is POSITIVE, contributing to the stock's current price movement.
Catalyst Identification: No upcoming earnings or significant events have been identified.
Market Narrative: The market narrative is one of moderate volatility and positive news sentiment, which aligns with the technical signals.
Risk & Volatility Assessment
Beta Interpretation: DFSU has a beta of 0.98, indicating that it generally follows the market's movements, but with slightly lower volatility.
Volatility Regime: Current volatility is higher than historical levels, with an IV Premium vs HV30 of 135.6%.
Options Market Signals: Options market pricing suggests a high probability of a move within the next 38 days, which may impact the stock's price movement.
Downside Protection: The lower Bollinger Band and SMA 20 provide support for potential downside risks.
Market Context & Positioning
Sector Performance: DFSU is outperforming its sector and market averages.
Institutional Activity: Moderate institutional interest has been observed, with a volume rate of change of 85.65%.
Correlation Analysis: DFSU's correlation to the market is strong at 0.94, indicating that it follows market movements closely.
Relative Valuation: DFSU appears reasonably valued within its trading range.
Key Levels & Action Items
Critical Price Levels: The upper Bollinger Band ($49.00) and SMA 20 ($48.37) are critical levels to monitor for potential breakouts or breakdowns.
Breakout/Breakdown Levels: A breakout above the upper Bollinger Band could trigger a significant move, while a breakdown below the lower Bollinger Band could lead to increased volatility.
Time-Sensitive Catalysts: No immediate catalysts have been identified, but upcoming events or regulatory changes may impact the stock's price movement.
Risk Management: Stop-loss levels should be set at $47.75 (lower Bollinger Band) and position sizing considerations should prioritize moderate risk exposure given the high implied volatility.
Generated
News
All DFSU news →
DFSU Options Activity & IV Rank
DFSU IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 21.3%
7-DTE IV: —
Expected Move: $2.27
7-DTE Move: $2.27
Days to Exp: 30 (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: $1.52
ATM Put: $0.75
Call %: 3.2%
Put %: 1.6%
Chain Summary
Chain Volume: 0
Chain OI: 0
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.
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 24.5% / 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)25.3MediumOct 21
Straddle Price (30 DTE)$2.27Oct 21
Beta Analysis
Risk Metrics
Beta: 0.9641
Alpha: -1.38%
Correlation: 0.9434
R-Squared: 89.0%
Stock Volatility: 13.0%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Moderate volatility - stock generally follows market
Beta & Alpha Over Time
DFSU 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
70.54K
SI % of Float
—
Days to Cover
1.00
Short Vol Ratio
52.3%
Free Float
—
Float %
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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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