BenzingaT3·7mo ago
DFUS Dimensional U.S. Equity Market ETF
ETF 84.16 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.
DFUS
$84.16
—
Key stats
$84.16
- 52-Week Range
- $68.59 – $85.27
- YTD
- +13.19%
- IV Rank (30D)
- 37.73
- Straddle Price
- $2.80
- P/C Vol Ratio
- 0.00
- Open
- $83.96
- Day Range
- $83.68 – $84.30
- Volume
- 509,161
- Prev Close
- $83.66
About
Dimensional U.S. Equity Market ETF (DFUS) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2001-09-25
- Has Options
- Yes
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.09% issuer, Oct 21, 2026
- Assets
- $21.3B issuer-reported, Oct 19, 2026
- Trailing yield
- 0.86% paid quarterly
- Average daily volume
- $62M 30 sessions
- Holdings
- 2,247 top 10 are 35.8%
- Listed
- Sep 25, 2001 NYSE Arca
- Net asset value
- $83.36 issuer, Oct 19, 2026 · closed +0.01% to NAV
- Median bid/ask spread
- 0.01% 30 days, issuer-reported
Cost85
Liquidity93
Scale100
Diversification78
Moves with. US large-cap stocks (97% of its variance, beta 1.00). These factors explain 99% of its daily moves over the last year.
Stated objective. The investment objective of the Dimensional U.S. Equity Market ETF (the US Equity ETF or Portfolio) is to achieve long-term capital appreciation while minimizing federal income taxes on returns. (from the fund's prospectus)
All 2,247 holdingsFlow historySimilar fundsOverlap toolAll Total Market ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- −$34M latest reported month
- Latest 3 months
- +$188M +0.9% of assets
- Latest 12 months
- +$1.8B +8.7% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | −$34M |
| Jun 2026 | +$246M |
| May 2026 | −$24M |
| Apr 2026 | +$51M |
| Mar 2026 | −$70M |
| Feb 2026 | +$659M |
| Jan 2026 | +$33M |
| Dec 2025 | +$182M |
| Nov 2025 | −$12M |
| Oct 2025 | +$4.9M |
| Sep 2025 | +$609M |
| 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 63 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| IWBiShares Russell 1000 ETF | 96% | 0.15% | $48.9B | +15.2% | compare |
| SPTMState Street SPDR Portfolio S&P 1500 Composite Stock Market ETF | 96% | 0.03% | $14.1B | +15.7% | compare |
| IYYiShares Dow Jones U.S. ETF | 95% | 0.20% | $3.0B | +15.3% | compare |
| GUSAGoldman Sachs MarketBeta U.S. 1000 Equity ETF | 95% | 0.10% | $2.4B | +15.7% | compare |
| IWViShares Russell 3000 ETF | 95% | 0.20% | $20.5B | +15.3% | 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- Holdings vs fair value
- +2.9% 27% under, 21% over · 100% covered
- Price / earnings
- 25.9 3% loss-making · 100% covered
- Price / book · sales
- 4.8 · 3.1 revenue growth +13.8%
- Above 200-day average
- 68% 54% above 50-day · by weight
- Short interest
- 2.4% of float, weighted · 3.0 days to cover
- Insider buying
- 4% of weight had net insider buying, 90 days; 69% net selling
- 13F holders
- +2.4% change in shares held by institutions, latest quarter
- Reporting earnings
- 31.5% of weight in 7 days; 64.4% in 14
Holdings reporting in the next 14 days · weighted implied move this week 1.94%
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 | IPINTERNATIONAL PAPER | 0.02% | 0.01% | −41.3% |
| Decrease | FICOFAIR ISAAC CORP | 0.02% | 0.01% | −43.9% |
0 new, 0 exited, 0 increased and 2 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
- 10 active of 21 with agreements; top 3 did 69%
- Created · redeemed
- $4.6B · $636M over the fiscal year
- Redemptions in kind
- 98% creations 85% in kind
- Creation unit
- 40,000 shares
- Securities lending
- 1.83% of assets on loan on average; earned 0.3 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
2247
AUM
$21.4B
Provider
Dimensional
Inception
2001-09-25
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.09%
Dividend Yield
0.86%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-22 | 2026-09-24 | $0.1962 | CD |
| 2026-06-23 | 2026-06-25 | $0.1989 | CD |
| 2026-03-24 | 2026-03-26 | $0.1689 | CD |
| 2025-12-16 | 2025-12-18 | $0.1574 | CD |
| 2025-09-23 | 2025-09-25 | $0.1789 | CD |
| 2025-06-24 | 2025-06-26 | $0.1793 | CD |
Asset Allocation
Top Holdings
top 50 of 2247 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| NVDA | NVIDIA CORP | 7.03% | Equity (US) | US |
| AAPL | APPLE INC. | 6.87% | Equity (US) | US |
| MSFT | MICROSOFT CORP | 5.56% | Equity (US) | US |
| AMZN | AMAZON.COM INC. | 3.62% | Equity (US) | US |
| GOOGL | ALPHABET INC - CLASS A | 2.79% | Equity (US) | US |
| GOOG | ALPHABET INC | 2.28% | Equity (US) | US |
| AVGO | BROADCOM INC | 2.20% | Equity (US) | US |
| META | META PLATFORMS INC | 2.17% | Equity (US) | US |
| TSLA | TESLA INC | 1.56% | Equity (US) | US |
| LLY | ELI LILLY AND COMPANY | 1.45% | Equity (US) | US |
| MU | MICRON TECHNOLOGY INC. | 1.44% | Equity (US) | US |
| BRK.B | BERKSHIRE HATHAWAY CL-B | 1.43% | Equity (US) | US |
| JPM | JPMORGAN CHASE & CO | 1.27% | Equity (US) | US |
| AMD | ADVANCED MICRO DEVICES | 1.25% | Equity (US) | US |
| XOM | EXXONMOBIL HOLDINGS CORP | 1.04% | Equity (US) | US |
| V | VISA INC | 0.98% | Equity (US) | US |
| JNJ | JOHNSON & JOHNSON | 0.89% | Equity (US) | US |
| WMT | WALMART INC. | 0.73% | Equity (US) | US |
| ABBV | ABBVIE INC. | 0.72% | Equity (US) | US |
| MA | MASTERCARD INC - A | 0.71% | Equity (US) | US |
| COST | COSTCO WHOLESALE CORP. | 0.63% | Equity (US) | US |
| INTC | INTEL CORP | 0.61% | Equity (US) | US |
| CSCO | CISCO SYSTEMS INC. | 0.60% | Equity (US) | US |
| PLTR | PALANTIR TECHNOLOGIES INC | 0.59% | Equity (US) | US |
| CVX | CHEVRON CORP. | 0.59% | Equity (US) | US |
| PG | PROCTER & GAMBLE CO/THE | 0.52% | Equity (US) | US |
| MRK | MERCK & COMPANY INC | 0.52% | Equity (US) | US |
| UNH | UNITEDHEALTH GROUP INC. | 0.52% | Equity (US) | US |
| KO | COCA COLA CO. | 0.52% | Equity (US) | US |
| CAT | CATERPILLAR INC. | 0.47% | Equity (US) | US |
| BAC | BANK OF AMERICA CORP | 0.47% | Equity (US) | US |
| LRCX | LAM RESEARCH CORP | 0.47% | Equity (US) | US |
| AMAT | APPLIED MATERIALS INC. | 0.46% | Equity (US) | US |
| HD | HOME DEPOT INC | 0.45% | Equity (US) | US |
| PM | PHILIP MORRIS INTL | 0.44% | Equity (US) | US |
| GE | GENERAL ELECTRIC COMPANY | 0.44% | Equity (US) | US |
| PANW | PALO ALTO NETWORKS INC | 0.39% | Equity (US) | US |
| NFLX | NETFLIX.COM INC. | 0.39% | Equity (US) | US |
| RTX | RTX CORP | 0.37% | Equity (US) | US |
| GS | GOLDMAN SACHS GROUP INC. | 0.37% | Equity (US) | US |
| TXN | TEXAS INSTRUMENTS INC. | 0.36% | Equity (US) | US |
| TMO | THERMO FISHER SCIENTIFIC. | 0.36% | Equity (US) | US |
| WFC | WELLS FARGO & CO. | 0.35% | Equity (US) | US |
| GEV | GE VERNOVA LLC | 0.34% | Equity (US) | US |
| AMGN | AMGEN INC | 0.34% | Equity (US) | US |
| LIN | NEW LINDE PLC | 0.33% | Equity (Foreign) | IE |
| IBM | INTERNATIONAL BUSINESS MA | 0.33% | Equity (US) | US |
| CRWD | CROWDSTRIKE HOLDINGS INC | 0.32% | Equity (US) | US |
| MS | MORGAN STANLEY | 0.30% | Equity (US) | US |
| ORCL | ORACLE CORP. | 0.30% | Equity (US) | US |
Non-Equity Breakdown
Dimensional U.S. Equity Market ETF ·
NPORT-P period 2026-04-30
(filed 2026-06-29)
Net assets:
$19.86B
· 2238 total positions
· equity 99.85%
· non-equity 1.41%
Non-equity holdings
— 7 positions,
1.41% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.41% | $280.8M | 1 |
| Other | 0.00% | $90586 | 4 |
| Derivative (equity) | 0.00% | $43921 | 2 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -- | -6.17% | 6.83% | 2.04% | 3.25% | 1.28% | 1.45% |
| Feb | -- | -3.32% | -3.35% | 4.12% | -1.23% | -1.24% | -1.00% |
| Mar | -- | 4.79% | 3.09% | 2.15% | -4.30% | -5.25% | 0.10% |
| Apr | -- | -9.30% | 0.81% | -3.94% | -1.27% | 9.53% | -0.83% |
| May | -- | -0.49% | 0.49% | 5.03% | 5.85% | 5.02% | 3.18% |
| Jun | 1.08% | -8.01% | 5.45% | 2.79% | 4.41% | -0.82% | 0.82% |
| Jul | 1.73% | 8.21% | 3.49% | 1.54% | 2.30% | -0.39% | 2.81% |
| Aug | 3.08% | -3.60% | -1.51% | 3.68% | 4.11% | 1.01% | 1.13% |
| Sep | -4.78% | -9.45% | -5.21% | 4.19% | 3.90% | 0.00% | -1.89% |
| Oct | 5.56% | 5.73% | -2.52% | 0.23% | 1.98% | 1.08%* | 2.01% |
| Nov | -1.29% | 5.56% | 8.26% | 6.16% | 0.04% | -- | 3.75% |
| Dec | 5.04% | -6.11% | 3.83% | -3.42% | 0.35% | -- | -0.06% |
| Total | 10.47% | -21.88% | 20.38% | 26.87% | 20.64% | 9.96% | 11.07% |
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: $83.95
SMA 50: $83.79
SMA 200: $79.23
Current: $84.16
EMA 12: $83.90
EMA 26: $83.84
MACD: 0.0607 | Signal: -0.0782
BULLISH
ADX (14): 13.15
RANGE
+DI: 19.70
−DI: 26.40
Momentum Oscillators
RSI (14): 52.81
NEUTRAL
Stoch %K: 41.37
Stoch %D: 32.95
Williams %R: -42.42
Volume & Volatility
BB Upper: $85.15
BB Lower: $82.75
NEUTRAL
OBV: 4,804,677
Vol SMA 20: 726,820
Vol ROC: 18.68%
ATR: $0.78
True Range: $0.64
HV 20: 9.3%
HV 30: 10.3%
HV 60: 11.4%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
Here is the comprehensive stock analysis report for DFUS:
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 7/10)
Key Drivers: Technical indicators suggest a neutral market sentiment, with momentum oscillators pointing to a slight bullish bias. Recent news headlines are unavailable.
Primary Risks: Volatility is moderate, and the stock's beta is relatively low compared to the market, indicating a lower risk profile. However, options activity suggests some caution as IV rank is slightly above average.
Investment Thesis:
- The stock has been trading within a consolidative range, with no clear directional bias.
- Technical indicators suggest a neutral sentiment, with RSI reading 58.40, indicating a neutral market.
- Options activity shows moderate volatility and a relatively low risk profile, but some caution is advised due to slightly above-average IV rank.
Recent News Sentiment Impact: Unavailable recent news headlines do not have an impact on the analysis.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Neutral
- Medium-term (1-3 months): Bullish
- Long-term (3-12 months): Bearish
Support/Resistance Levels:
- SMA 20: $74.69 (resistance)
- EMA 12: $75.13 (support)
Momentum Signals: RSI interpretation: Neutral (58.40) - no buy/sell signal. MACD signal: Bullish crossover (0.45 / Signal: 0.06 / Histogram: 0.39). Bollinger Bands position: Neutral (price near middle band).
Volume Analysis:
- Volume SMA 20: 509354.95
- On-Balance Volume (OBV): 8744233.00
- Volume Rate of Change: 28.92% - indicating moderate volume growth.
News & Sentiment Analysis
Recent Headlines Summary: Unavailable recent news headlines do not have an impact on the analysis.
Sentiment Assessment: Neutral sentiment, as there are no recent news headlines to consider.
Catalyst Identification: No earnings data available; however, future news and events can still impact the stock price.
Market Narrative: The market is expected to continue trading within a consolidative range, with no clear directional bias.
Risk & Volatility Assessment
Beta Interpretation:
- Beta: 0.97 (vs SPY) - indicating a lower risk profile compared to the market.
Volatility Regime:
- Stock volatility: 0.19 - moderate volatility.
- Options IV rank: 11.1% - slightly above average, suggesting some caution is advised.
Options Market Signals:
- IV Rank: 11.1%
- Put/Call Volume Ratio: 1.00 (Neutral sentiment)
- Open Interest: 2 calls vs 2 puts
- Market Expectation: Options market pricing $2.73 move by expiration
Downside Protection: Support levels are available at SMA 20 ($74.69) and EMA 12 ($75.13), with some caution advised due to slightly above-average IV rank.
Market Context & Positioning
Sector Performance:
- Sector performance: Unavailable (no recent news headlines).
Institutional Activity:
- Institutional activity: Moderate volume growth, but no clear direction.
Correlation Analysis:
- Correlation: 0.99 - indicating a strong positive correlation with the market.
Relative Valuation:
- Relative valuation: The stock is trading within its trading range, with no clear directional bias.
Key Levels & Action Items
Critical Price Levels:
- SMA 20 ($74.69) and EMA 12 ($75.13) provide support levels.
- Bollinger Bands upper band at $76.19 serves as resistance.
Breakout/Breakdown Levels:
- Short-term: No clear directional bias, so no immediate breakouts or breakdowns are expected.
Time-Sensitive Catalysts:
- Earnings data is unavailable; however, future news and events can still impact the stock price.
Risk Management: Stop-loss levels should be set near SMA 20 ($74.69) and EMA 12 ($75.13), with some caution advised due to slightly above-average IV rank.
Please note that this analysis is based on publicly available data and does not include any proprietary or confidential information.
Generated
News
All DFUS news →
Investing.comT3·24mo ago
Zacks Investment ResearchT3·28mo ago
MarketWatchT3·37mo ago
Zacks Investment ResearchT3·63mo ago
Zacks Investment ResearchT3·63mo ago
MarketWatchT3·64mo ago
DFUS Options Activity & IV Rank
DFUS IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 14.1%
7-DTE IV: —
Expected Move: $2.80
7-DTE Move: $2.80
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 2
Put Volume: 0
P/C Volume: —
BULLISH
Call OI: 2
Put OI: 0
P/C OI: —
Total OI: 2
ATM Options Pricing
ATM Call: $1.62
ATM Put: $1.18
Call %: 1.9%
Put %: 1.4%
Chain Summary
Chain Volume: 31
Chain OI: 86
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
LOW γ vs HISTORY
Estimated net dealer gamma is at the 14th percentile of this name's own daily history, near the low end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
14%
vs own history
GEX tilt
+0.31
OI-weighted, today
Vanna tilt
-0.18
δ-sensitivity to IV
Charm tilt
-0.21
δ-decay vs time
? 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 14.4% / 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)37.7MediumOct 21
Straddle Price (30 DTE)$2.80Oct 21
Beta Analysis
Risk Metrics
Beta: 1.0270
Alpha: -0.27%
Correlation: 0.9950
R-Squared: 99.0%
Stock Volatility: 13.1%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Above average volatility - stock moves with market amplification
Above average volatility - stock moves with market amplification
Beta & Alpha Over Time
DFUS 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 |
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| # | 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
177.57K
SI % of Float
—
Days to Cover
1.00
Short Vol Ratio
62.5%
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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