MarketWatchT3·44mo ago
DISV Dimensional International Small Cap Value ETF
ETF 42.93 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.
DISV
$42.93
—
Key stats
$42.93
- 52-Week Range
- $34.55 – $45.13
- YTD
- +12.00%
- IV Rank (30D)
- 12.25
- Straddle Price
- $1.95
- Open
- $43.09
- Day Range
- $42.71 – $43.09
- Volume
- 362,720
- Prev Close
- $42.78
About
Dimensional International Small Cap Value ETF (DISV) 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
International Small Cap#6 of 19 by assets
Dimensional
Developed ex-US
Actively managed
- Expense ratio
- 0.42% issuer, Oct 22, 2026
- Assets
- $5.1B issuer-reported, Oct 20, 2026
- Trailing yield
- 2.64% paid quarterly
- Average daily volume
- $13M 30 sessions
- Holdings
- 1,641 top 10 are 7.0%
- Listed
- Mar 23, 2022 Cboe BZX
- Net asset value
- $42.64 issuer, Oct 20, 2026 · closed +0.34% to NAV
- Median bid/ask spread
- 0.11% 30 days, issuer-reported
Cost63
Liquidity71
Scale100
Diversification100
Moves with. US large-cap stocks (48% of its variance, beta 0.81); Developed markets ex-US over US (24% of its variance, beta 0.66); Gold (11% of its variance, beta 0.10); US dollar (6% of its variance, beta -0.25). These factors explain 87% of its daily moves over the last year.
Stated objective. The investment objective of the Dimensional International Small Cap Value ETF (the International Small Cap Value ETF or Portfolio) is to achieve long-term capital appreciation. (from the fund's prospectus)
All 1,641 holdingsFlow historySimilar fundsOverlap toolAll International Small Cap ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$29M latest reported month
- Latest 3 months
- +$188M +3.8% of assets
- Latest 12 months
- +$712M +14.4% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$29M |
| Jun 2026 | +$113M |
| May 2026 | +$45M |
| Apr 2026 | +$975K |
| Mar 2026 | +$70M |
| Feb 2026 | +$51M |
| Jan 2026 | +$116M |
| Dec 2025 | +$57M |
| Nov 2025 | +$66M |
| Oct 2025 | +$47M |
| Sep 2025 | +$95M |
| Aug 2025 | +$22M |
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
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| DFISDimensional International Small Cap ETF | 43% | 0.39% | $5.8B | +13.1% | compare |
| AVDVAvantis International Small Cap Value ETF | 40% | 0.36% | $20.0B | +20.2% | compare |
| AVDSAvantis International Small Cap Equity ETF | 36% | 0.30% | $354M | +14.2% | compare |
| ISVLiShares International Developed Small Cap Value Factor ETF | 31% | 0.31% | $328M | +16.5% | compare |
| IEUSiShares MSCI Europe Small-Cap ETF | 28% | 0.41% | $166M | +4.6% | 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
- 1.1% of weight in 7 days; 3.2% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.12%
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Oct 19, 2026 → Oct 20, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | RENAULT SA | 0.45% | 0.54% | +17.7% |
| Increase | KION GROUP AG | 0.22% | 0.27% | +16.6% |
| Increase | RANDSTAD NV | 0.21% | 0.25% | +22.0% |
| Increase | HARBOUR ENERGY | 0.05% | 0.09% | +73.6% |
| Increase | ELEMENT FLEET MANAGEMENT | 0.00% | 0.04% | +1865.5% |
| Decrease | IPINTERNATIONAL PAPER | 0.14% | 0.10% | −26.0% |
| Increase | K+S AG | 0.07% | 0.11% | +49.8% |
| Increase | NEXI SPA | 0.11% | 0.13% | +26.3% |
| Increase | TORM PLC | 0.17% | 0.20% | +17.9% |
| Increase | MAZDA MOTOR CORP | 0.19% | 0.20% | +11.2% |
0 new, 0 exited, 33 increased and 2 decreased between the fund's two latest holdings reports; turnover 2.4%. 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 71%
- Created · redeemed
- $1.4B · $681M over the fiscal year
- Redemptions in kind
- 100% creations 78% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 4.06% of assets on loan on average; earned 5.4 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
1641
AUM
$5.1B
Provider
Dimensional
Inception
2022-03-23
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.42%
Dividend Yield
2.64%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-22 | 2026-09-24 | $0.2716 | CD |
| 2026-06-23 | 2026-06-25 | $0.6022 | CD |
| 2026-03-24 | 2026-03-26 | $0.0156 | CD |
| 2025-12-16 | 2025-12-18 | $0.2455 | CD |
| 2025-09-23 | 2025-09-25 | $0.1703 | CD |
| 2025-06-24 | 2025-06-26 | $0.5738 | CD |
Asset Allocation
Top Holdings
top 50 of 1641 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | SWISS PRIME SITE AG | 0.84% | Equity (Foreign) | CH |
| — | CARREFOUR SA | 0.78% | Equity (Foreign) | FR |
| — | KINGFISHER PLC | 0.73% | Equity (Foreign) | GB |
| — | SYENSQO SA | 0.69% | Equity (Foreign) | BE |
| WCPRF | WHITECAP RESOURCES INC | 0.69% | Equity (Foreign) | CA |
| — | EVONIK INDUSTRIES AG | 0.69% | Equity (Foreign) | DE |
| BTG | B2GOLD CORP | 0.68% | Equity (Foreign) | CA |
| — | CENTERRA GOLD INC | 0.68% | Equity (Foreign) | CA |
| — | MITSUBISHI MATERIALS CORP | 0.63% | Equity (Foreign) | JP |
| — | FRESENIUS MEDICAL CARE AG | 0.62% | Equity (Foreign) | DE |
| — | ALSTOM SA | 0.60% | Equity (Foreign) | FR |
| — | PERSIMMON PLC | 0.59% | Equity (Foreign) | GB |
| — | WHITBREAD PLC | 0.59% | Equity (Foreign) | GB |
| — | RENAULT SA | 0.54% | Equity (Foreign) | FR |
| EGO | ELDORADO GOLD CORP | 0.53% | Equity (Foreign) | CA |
| — | SWATCH GROUP AG/THE | 0.53% | Equity (Foreign) | CH |
| — | ADECCO GROUP AG | 0.51% | Equity (Foreign) | CH |
| — | VALEO SA | 0.51% | Equity (Foreign) | FR |
| — | A2A SPA | 0.50% | Equity (Foreign) | IT |
| — | CANADIAN TIRE CORP LTD | 0.49% | Equity (Foreign) | CA |
| — | VOESTALPINE AG | 0.48% | Equity (Foreign) | AT |
| — | THYSSENKRUPP AG | 0.47% | Equity (Foreign) | DE |
| — | GREAT BRITISH POUND | 0.47% | Cash/Money Market | GB |
| — | SBM OFFSHORE NV | 0.47% | Equity (Foreign) | NL |
| — | STORA ENSO OYJ | 0.45% | Equity (Foreign) | FI |
| — | LION FINANCE GROUP PLC | 0.45% | Equity (Foreign) | GB |
| — | CAPSTONE COPPER CORP | 0.45% | Equity (Foreign) | CA |
| FSM | FORTUNA SILVER MINES INC | 0.44% | Equity (Foreign) | CA |
| — | TP ICAP GROUP PLC | 0.44% | Equity (Foreign) | GB |
| — | CASH AND CASH EQUIVALENTS | 0.44% | Cash/Money Market | — |
| — | PEYTO EXPLORATION & DEVEL | 0.44% | Equity (Foreign) | CA |
| — | BERKELEY GROUP HOLDINGS P | 0.43% | Equity (Foreign) | GB |
| — | BELLWAY PLC | 0.42% | Equity (Foreign) | GB |
| — | TELEPERFORMANCE | 0.42% | Equity (Foreign) | FR |
| — | NORTHLAND POWER INC | 0.41% | Equity (Foreign) | CA |
| — | HISCOX LTD | 0.41% | Equity (Foreign) | GB |
| — | AURUBIS AG | 0.41% | Equity (Foreign) | DE |
| — | SCOR SE | 0.41% | Equity (Foreign) | FR |
| — | TBC BANK GROUP PLC | 0.39% | Equity (Foreign) | GB |
| — | NISHI-NIPPON FINANCIAL HO | 0.39% | Equity (Foreign) | JP |
| AEG | AEGON LTD | 0.39% | Equity (Foreign) | NL |
| — | BAYTEX ENERGY CORP | 0.37% | Equity (Foreign) | CA |
| — | BUZZI UNICEM SPA | 0.36% | Equity (Foreign) | IT |
| — | TAYLOR WIMPEY PLC | 0.36% | Equity (Foreign) | GB |
| — | ARKEMA SA | 0.35% | Equity (Foreign) | FR |
| — | ALPS ALPINE CO LTD | 0.35% | Equity (Foreign) | JP |
| — | DIC CORP | 0.35% | Equity (Foreign) | JP |
| — | TOREX GOLD RESOURCES INC | 0.34% | Equity (Foreign) | CA |
| — | ENAGAS SA | 0.33% | Equity (Foreign) | ES |
| — | ANSELL LTD | 0.33% | Equity (Foreign) | AU |
Geographic Breakdown
Non-Equity Breakdown
Dimensional International Small Cap Value ETF ·
NPORT-P period 2026-04-30
(filed 2026-06-29)
Net assets:
$4.64B
· 1567 total positions
· equity 98.12%
· non-equity 3.76%
Non-equity holdings
— 21 positions,
3.76% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 2.82% | $131.0M | 1 |
| Other | 0.94% | $43.4M | 19 |
| Derivative (equity) | 0.00% | $108226 | 1 |
Chart
Seasonality
| Month | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|
| Jan | -- | 9.15% | -0.70% | 3.20% | 5.77% | 4.36% |
| Feb | -- | -3.47% | 0.39% | 3.87% | 6.64% | 1.86% |
| Mar | -0.96% | -1.43% | 4.74% | 2.57% | -6.85% | -0.39% |
| Apr | -6.63% | 1.49% | -0.79% | 3.64% | 3.48% | 0.24% |
| May | 3.03% | -5.66% | 6.42% | 6.62% | 3.54% | 2.79% |
| Jun | -11.52% | 1.15% | -5.79% | 1.14% | -5.06% | -4.02% |
| Jul | 4.40% | 5.41% | 5.01% | -0.03% | 4.88% | 3.93% |
| Aug | -5.66% | -1.41% | 3.89% | 5.58% | 4.79% | 1.44% |
| Sep | -9.11% | -3.33% | 3.93% | 3.63% | -2.15% | -1.41% |
| Oct | 3.58% | -1.20% | -4.59% | -0.64% | 0.63%* | -0.44% |
| Nov | 11.44% | 6.34% | 0.18% | 3.61% | -- | 5.39% |
| Dec | -1.20% | 3.35% | -2.39% | 3.68% | -- | 0.86% |
| Total | -13.94% | 9.72% | 9.86% | 43.46% | 15.66% | 12.95% |
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: $42.93
SMA 50: $43.75
SMA 200: $41.81
Current: $42.92
EMA 12: $42.83
EMA 26: $43.10
MACD: -0.2640 | Signal: 0.0330
BEARISH
ADX (14): 21.80
WEAK TREND
+DI: 24.59
−DI: 29.50
Momentum Oscillators
RSI (14): 46.98
NEUTRAL
Stoch %K: 54.88
Stoch %D: 47.10
Williams %R: -29.01
Volume & Volatility
BB Upper: $43.70
BB Lower: $42.16
NEUTRAL
OBV: 21,358,832
Vol SMA 20: 308,609
Vol ROC: -17.89%
ATR: $0.44
True Range: $0.38
HV 20: 11.1%
HV 30: 11.4%
HV 60: 11.7%
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 with confidence level (6/10)
Key Drivers:
- Moderate volatility, following market trends
- Bullish MACD signal and rising momentum
- Neutral RSI reading, indicating no clear trend
Primary Risks:
- Volatility regime may shift to a higher-risk environment if IV Premium vs HV30 remains high
- Failure to break above recent resistance levels could indicate a potential reversal
Investment Thesis: DISV appears to be in a consolidation phase, with moderate volatility and mixed signals. A breakout above the upper Bollinger Band or a close above SMA 50 would signal a bullish move, while a breakdown below the lower band or a close below SMA 20 would suggest a bearish trend.
Recent News Sentiment Impact: The recent news headline was neutral, with no significant impact on the stock's price action.
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: $41.76 (support)
- SMA 50: $40.75 (resistance)
- Upper Bollinger Band: $42.99 (resistance)
Momentum Signals: RSI interpretation: NEUTRAL (60.88) MACD signal: BULLISH (0.36 / Signal: 0.00 / Histogram: 0.36) Bollinger Bands position: NEUTRAL (price touching upper band)
Volume Analysis:
- Volume SMA 20: 260607.45
- On-Balance Volume (OBV): 22260320.44
- Volume Rate of Change: 1.86%
News & Sentiment Analysis
Recent Headlines Summary: Neutral news headline with no significant impact on the stock's price action.
Sentiment Assessment: NEUTRAL sentiment from recent headlines, not affecting the overall assessment.
Catalyst Identification: No imminent catalysts identified.
Market Narrative: The market narrative is aligned with the neutral RSI reading and moderate volatility.
Risk & Volatility Assessment
Beta Interpretation: Moderate risk relative to market (beta 0.83).
Volatility Regime: Current volatility level is moderate, following market trends.
Options Market Signals: IV Rank: 31.9% (Medium), Current IV: 45.0%, Expected Move: $2.15
Downside Protection: Support levels at SMA 20 ($41.76) and lower Bollinger Band ($40.53).
Market Context & Positioning
Sector Performance: DISV is performing in line with its sector.
Institutional Activity: No significant institutional activity detected.
Correlation Analysis: Correlation with the market is moderate (0.69).
Relative Valuation: The stock appears to be trading within a range, neither overbought nor oversold.
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $41.76 (support)
- SMA 50: $40.75 (resistance)
Breakout/Breakdown Levels:
- Upper Bollinger Band: $42.99 (resistance)
- Lower Bollinger Band: $40.53 (support)
Time-Sensitive Catalysts: No imminent catalysts identified.
Risk Management: Consider stop-loss levels at SMA 20 ($41.76) and lower Bollinger Band ($40.53), with position sizing considering the moderate volatility.
Generated
News
All DISV news →
DISV Options Activity & IV Rank
DISV IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 21.3%
7-DTE IV: —
Expected Move: $1.95
7-DTE Move: $1.95
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: $0.95
ATM Put: $1.00
Call %: 2.2%
Put %: 2.3%
Chain Summary
Chain Volume: 25
Chain OI: 34
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 24th 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
24%
vs own history
GEX tilt
+1.00
OI-weighted, today
Vanna tilt
-0.67
δ-sensitivity to IV
Charm tilt
+0.28
δ-decay vs time
Vanna tilt -0.67: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably if implied volatility changed.
? 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 17.5% / 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)12.2LowOct 21
Straddle Price (30 DTE)$1.95Oct 21
Beta Analysis
Risk Metrics
Beta: 0.8437
Alpha: 7.79%
Correlation: 0.7081
R-Squared: 50.1%
Stock Volatility: 15.1%
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
DISV 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 |
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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
36.12K
SI % of Float
—
Days to Cover
1.00
Short Vol Ratio
77.8%
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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