Seeking AlphaT3·29mo ago
DSI iShares ESG MSCI KLD 400 ETF
ETF 147.84 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.
DSI
$147.84
—
Key stats
$147.84
Pre-market
$146.73
-0.75%
- 52-Week Range
- $117.08 – $150.74
- YTD
- +14.68%
- IV Rank (30D)
- 19.67
- Straddle Price
- $4.25
- P/C Vol Ratio
- 0.70
- Open
- $147.46
- Day Range
- $146.83 – $147.96
- Volume
- 162,529
- Prev Close
- $146.81
About
iShares ESG MSCI KLD 400 ETF (DSI) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2006-11-14
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.25% issuer, Oct 21, 2026
- Assets
- $5.5B issuer-reported, Oct 19, 2026
- Trailing yield
- 0.87% paid quarterly
- Average daily volume
- $14M 30 sessions
- Holdings
- 406 top 10 are 45.8%
- Listed
- Nov 14, 2006 NYSE Arca
- Net asset value
- $146.86 issuer, Oct 20, 2026 · closed -0.02% to NAV
- Median bid/ask spread
- 0.03% 30 days, issuer-reported
- 30-day SEC yield
- 0.82% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +17.1% issuer, through Sep 30, 2026 · 3 years +22.8% a year · 5 years +13.2% · 10 years +15.2%
- Distributions, 12 months
- $1.28 a share issuer, through Sep 15, 2026: 100% income
- Tracking difference
- -0.34 pts vs index, after fees, FY 2026
Cost72
Liquidity72
Scale100
Diversification54
Moves with. US large-cap stocks (86% of its variance, beta 1.02); Value over growth (11% of its variance, beta -0.14). These factors explain 95% of its daily moves over the last year.
Stated objective. The iShares ESG MSCI KLD 400 ETF (the Fund ) seeks to track the investment results of an index composed of U.S. companies that have positive environmental, social and governance characteristics as identified by the index provider. (from the fund's prospectus)
All 406 holdingsFlow historySimilar fundsOverlap toolAll ESG & Values ETFs
Fund flows
daily as of Oct 19, 2026issuer datathrough Jul 2026SEC filings- Oct 19, 2026
- $0 latest day
- Latest 5 trading days
- $0
- Latest 21 trading days
- +$7.7M +0.1% of assets
- Year to date
- −$276M −$237M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | $0 |
| Oct 8, 2026 | $0 |
| Oct 7, 2026 | $0 |
| Oct 6, 2026 | +$15M |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | $0 |
| Oct 1, 2026 | $0 |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | −$7.3M |
| Sep 28, 2026 | $0 |
| Sep 25, 2026 | $0 |
| Sep 24, 2026 | $0 |
| Sep 23, 2026 | $0 |
| Sep 22, 2026 | $0 |
| Sep 21, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jul 2026
- −$457K latest reported month
- Latest 3 months
- −$14M −0.3% of assets
- Latest 12 months
- −$285M −5.3% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | −$457K |
| Jun 2026 | +$35M |
| May 2026 | −$48M |
| Apr 2026 | −$55M |
| Mar 2026 | −$31M |
| Feb 2026 | −$123M |
| Jan 2026 | −$39M |
| Dec 2025 | +$52M |
| Nov 2025 | +$25M |
| Oct 2025 | −$38M |
| Sep 2025 | −$49M |
| Aug 2025 | −$12M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 84 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| SUSLiShares ESG MSCI USA Leaders ETF | 84% | 0.10% | $1.2B | +17.0% | compare |
| USSGXtrackers MSCI USA Selection Equity ETF | 84% | 0.09% | $585M | +16.9% | compare |
| EFIVState Street SPDR S&P 500 ESG ETF | 74% | 0.10% | $1.0B | +17.0% | compare |
| SNPEXtrackers S&P 500 Scored & Screened ETF | 73% | 0.10% | $2.9B | +17.2% | compare |
| IQSUNYLIM Candriam U.S. Large Cap Equity ETF | 63% | 0.09% | $352M | +18.2% | 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
- +0.4% 20% under, 23% over · 100% covered
- Price / earnings
- 26.8 3% loss-making · 100% covered
- Price / book · sales
- 6.0 · 3.7 revenue growth +14.4%
- Above 200-day average
- 68% 48% above 50-day · by weight
- Short interest
- 2.2% of float, weighted · 3.0 days to cover
- Insider buying
- 5% of weight had net insider buying, 90 days; 66% net selling
- 13F holders
- +1.9% change in shares held by institutions, latest quarter
- Reporting earnings
- 44.4% of weight in 7 days; 65.9% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.40%
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
Jan 31, 2026 → Apr 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | MRVLMARVELL TECHNOLOGY, INC. | — | 0.42% | — |
| New position | PAYXPAYCHEX, INC. | — | 0.09% | — |
| New position | VRSNVERISIGN, INC. | — | 0.07% | — |
| New position | MDBMONGODB, INC. | — | 0.06% | — |
| Increase | PANWPALO ALTO NETWORKS, INC. | 0.37% | 0.43% | +19.3% |
| New position | INCYINCYTE CORPORATION | — | 0.05% | — |
| New position | TYLTYLER TECHNOLOGIES, INC. | — | 0.04% | — |
| Exit | CMABVCOMERICA INCORPORATED | 0.03% | — | — |
| New position | OKLOOklo Inc | — | 0.02% | — |
| Increase | WATWATERS CORPORATION | 0.07% | 0.09% | +65.8% |
0 new, 0 exited, 0 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 Apr 30, 2026SEC census- Authorized participants
- 1 active of 36 with agreements; top 3 did 100%
- Created · redeemed
- $153M · −$626M over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 0.28% of assets on loan on average; earned 0.1 bp
- Return vs index
- -0.34 pts after fees; +0.00 before; daily s.d. 0.05
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
406
AUM
$5.5B
Provider
iShares (BlackRock)
Inception
2006-11-14
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.25%
Dividend Yield
0.86%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-15 | 2026-09-18 | $0.3266 | CD |
| 2026-06-15 | 2026-06-18 | $0.2823 | CD |
| 2026-03-17 | 2026-03-20 | $0.3098 | CD |
| 2025-12-16 | 2025-12-19 | $0.3586 | CD |
| 2025-09-16 | 2025-09-19 | $0.2838 | CD |
| 2025-06-16 | 2025-06-20 | $0.2628 | CD |
Asset Allocation
Top Holdings
top 50 of 406 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| NVDA | NVIDIA | 13.84% | Equity (US) | US |
| MSFT | MICROSOFT | 10.44% | Equity (US) | US |
| GOOGL | ALPHABET CLASS A | 5.55% | Equity (US) | US |
| GOOG | ALPHABET CLASS C | 4.37% | Equity (US) | US |
| TSLA | TESLA INC | 2.97% | Equity (US) | US |
| AMD | ADVANCED MICRO DEVICES | 2.42% | Equity (US) | US |
| V | VISA CLASS A | 1.88% | Equity (US) | US |
| ABBV | ABBVIE | 1.42% | Equity (US) | US |
| MA | MASTERCARD CLASS A | 1.40% | Equity (US) | US |
| CSCO | CISCO SYSTEMS INC | 1.17% | Equity (US) | US |
| INTC | INTEL CORPORATION | 1.12% | Equity (US) | US |
| PG | PROCTER & GAMBLE | 1.03% | Equity (US) | US |
| MRK | MERCK & CO INC | 1.02% | Equity (US) | US |
| KO | COCA-COLA | 1.01% | Equity (US) | US |
| CAT | CATERPILLAR INC | 0.93% | Equity (US) | US |
| LRCX | LAM RESEARCH | 0.92% | Equity (US) | US |
| AMAT | APPLIED MATERIAL INC | 0.89% | Equity (US) | US |
| HD | HOME DEPOT | 0.87% | Equity (US) | US |
| PANW | PALO ALTO NETWORKS | 0.77% | Equity (US) | US |
| TXN | TEXAS INSTRUMENT | 0.70% | Equity (US) | US |
| AMGN | AMGEN INC | 0.66% | Equity (US) | US |
| LIN | LINDE PLC | 0.65% | Equity (US) | US |
| IBM | INTERNATIONAL BUSINESS MACHINES | 0.63% | Equity (US) | US |
| ORCL | ORACLE | 0.63% | Equity (US) | US |
| MS | MORGAN STANLEY | 0.59% | Equity (US) | US |
| MRVL | MARVELL TECHNOLOGY | 0.57% | Equity (US) | US |
| GILD | GILEAD SCIENCES | 0.54% | Equity (US) | US |
| DIS | WALT DISNEY | 0.54% | Equity (US) | US |
| CRM | SALESFORCE | 0.54% | Equity (US) | US |
| ADI | ANALOG DEVICES | 0.54% | Equity (US) | US |
| VZ | VERIZON COMMUNICATIONS INC | 0.52% | Equity (US) | US |
| PEP | PEPSICO | 0.51% | Equity (US) | US |
| MCD | MCDONALDS CORP | 0.49% | Equity (US) | US |
| UNP | UNION PACIFIC | 0.47% | Equity (US) | US |
| AXP | AMERICAN EXPRESS | 0.47% | Equity (US) | US |
| WELL | WELLTOWER | 0.47% | Equity (US) | US |
| BLK | BLACKROCK | 0.46% | Equity (US) | US |
| NOW | SERVICENOW | 0.43% | Equity (US) | US |
| DE | DEERE | 0.43% | Equity (US) | US |
| SCHW | CHARLES SCHWAB | 0.42% | Equity (US) | US |
| STX | SEAGATE TECHNOLOGY HOLDINGS PLC | 0.41% | Equity (US) | US |
| ETN | EATON PLC | 0.41% | Equity (US) | US |
| ACN | ACCENTURE PLC CLASS A | 0.41% | Equity (US) | US |
| DHR | DANAHER | 0.40% | Equity (US) | US |
| DELL | DELL TECHNOLOGIES INC CLASS C | 0.39% | Equity (US) | US |
| MPC | MARATHON PETROLEUM | 0.39% | Equity (US) | US |
| SPGI | S&P GLOBAL | 0.37% | Equity (US) | US |
| VRTX | VERTEX PHARMACEUTICALS | 0.36% | Equity (US) | US |
| PGR | PROGRESSIVE | 0.36% | Equity (US) | US |
| VLO | VALERO ENERGY CORP | 0.36% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.27% | -6.86% | 7.36% | 2.50% | 1.79% | 1.49% | 1.09% |
| Feb | 1.68% | -3.93% | -3.52% | 3.63% | -1.72% | -2.08% | -0.99% |
| Mar | 1.85% | 4.89% | 4.07% | 2.41% | -4.22% | -5.78% | 0.54% |
| Apr | 3.75% | -9.43% | 0.45% | -4.56% | -1.09% | 11.26% | 0.06% |
| May | 0.55% | -1.53% | 1.16% | 5.30% | 7.57% | 5.15% | 3.03% |
| Jun | 2.36% | -7.23% | 5.13% | 3.03% | 4.63% | -1.43% | 1.08% |
| Jul | 2.16% | 7.83% | 3.39% | 0.69% | 3.33% | -0.63% | 2.79% |
| Aug | 3.05% | -4.73% | -1.02% | 3.31% | 2.79% | 1.91% | 0.88% |
| Sep | -5.08% | -9.97% | -5.53% | 4.89% | 4.64% | 0.70% | -1.73% |
| Oct | 7.66% | 4.75% | -2.85% | 0.18% | 2.45% | 0.77%* | 2.16% |
| Nov | -1.72% | 7.40% | 8.86% | 5.46% | -1.58% | -- | 3.68% |
| Dec | 5.02% | -6.69% | 3.91% | -3.85% | 0.97% | -- | -0.13% |
| Total | 23.12% | -24.61% | 22.34% | 24.84% | 20.70% | 10.96% | 12.89% |
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: $147.64
SMA 50: $146.88
SMA 200: $137.49
Current: $147.84
EMA 12: $147.43
EMA 26: $147.22
MACD: 0.2079 | Signal: -0.2425
BULLISH
ADX (14): 13.87
RANGE
+DI: 21.05
−DI: 28.52
Momentum Oscillators
RSI (14): 52.76
NEUTRAL
Stoch %K: 33.68
Stoch %D: 24.92
Williams %R: -50.52
Volume & Volatility
BB Upper: $150.32
BB Lower: $144.95
NEUTRAL
OBV: 6,874,357
Vol SMA 20: 107,782
Vol ROC: 74.39%
ATR: $1.49
True Range: $1.15
HV 20: 10.8%
HV 30: 11.8%
HV 60: 13.7%
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:
- The stock has been trading in a range, supported by strong momentum signals
- Recent news headlines are neutral, not providing significant catalysts for price moves
- Risk metrics indicate above-average volatility, which may amplify market movements
Primary risks:
- Overbought RSI reading (>70) suggests potential sell signal
- Unusual options activity (low IV rank and low open interest) may indicate lack of market conviction
Investment thesis: The stock is trading in a range, with neutral news sentiment and strong momentum signals. The stock's volatility is above average, which may amplify price movements.
Recent news sentiment impact: Neutral news headlines have not provided significant catalysts for price moves. The recent focus on energy sector performance has been neutral for the stock.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): NEUTRAL; Medium-term (1-3 months): UPTREND; Long-term (3-12 months): UPTREND
Support/Resistance Levels: Key price levels from moving averages and technical patterns:
- Upper Bollinger Band: $148.75
- Middle Bollinger Band: $146.92
- Lower Bollinger Band: $145.09
Momentum Signals:
- RSI interpretation: Neutral (56.09)
- MACD signal: Bullish (0.94 / Signal: -0.18 / Histogram: 1.12)
- Bollinger Bands position: Neutral (squeeze)
News & Sentiment Analysis
Recent Headlines Summary: The last 10 news articles are neutral, focusing on market commentary and sector performance.
Sentiment Assessment: Aggregate news sentiment is NEUTRAL.
Catalyst Identification: No significant catalysts have been identified in recent news headlines.
Market Narrative: Neutral news sentiment aligns with the stock's technical signals, indicating a range-bound trading environment.
Risk & Volatility Assessment
Beta Interpretation: The stock has a beta of 1.10 relative to SPY, indicating above-average volatility.
Volatility Regime: Current volatility is higher than historical levels (HV20 11.6%, HV30 15.3%).
Options Market Signals: IV rank is low, indicating low market conviction and implied volatility.
Market Context & Positioning
Sector Performance: The energy sector has performed well, but the stock's performance has been neutral.
Institutional Activity: No significant institutional activity has been observed in recent trading days.
Correlation Analysis: The stock moves with the market (R-squared interpretation).
Relative Valuation: The stock is positioned within a trading range, with no clear buy or sell signals.
Key Levels & Action Items
Critical Price Levels: Support/resistance levels from moving averages and technical patterns:
- Upper Bollinger Band: $148.75
- Middle Bollinger Band: $146.92
- Lower Bollinger Band: $145.09
Breakout/Breakdown Levels: No significant breakout/breakdown levels have been identified.
Time-Sensitive Catalysts: No upcoming earnings dates or product launches have been identified as catalysts for price moves.
Risk Management: Stop-loss levels and position sizing considerations are important, given the above-average volatility.
Generated
News
All DSI news →
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DSI Options Activity & IV Rank
DSI IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 12.7%
7-DTE IV: —
Expected Move: $4.25
7-DTE Move: $4.25
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 44
Put Volume: 31
P/C Volume: 0.705
NEUTRAL
Call OI: 44
Put OI: 16
P/C OI: 0.364
Total OI: 60
ATM Options Pricing
ATM Call: $1.23
ATM Put: $3.02
Call %: 0.8%
Put %: 2.0%
Chain Summary
Chain Volume: 78
Chain OI: 63
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
HIGH γ vs HISTORY
Estimated net dealer gamma is at the 95th percentile of this name's own daily history, near the high end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
95%
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 positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -1.00: the estimated dealer exposure leans negative, 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 11.5% / 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
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Volatility Smile
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IV Rank (7 DTE)
IV Rank (30 DTE)19.7LowOct 21
Straddle Price (30 DTE)$4.25Oct 21
Beta Analysis
Risk Metrics
Beta: 1.1124
Alpha: -0.33%
Correlation: 0.9692
R-Squared: 93.9%
Stock Volatility: 14.6%
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
DSI 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 |
|---|
1 filers$498.37K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $498.37K | 100.00% | 2026-06-30 |
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
7.95K
SI % of Float
0.02%
Days to Cover
1.00
Short Vol Ratio
42.1%
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 |
|---|