EAGG iShares ESG Aware U.S. Aggregate Bond ETF

ETF 45.63 Delayed

ETF 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.

EAGG $45.63 —
Key stats
$45.63
52-Week Range
$44.93 – $48.60
YTD
-4.60%
IV Rank (30D)
8.83
Straddle Price
$1.42
P/C Vol Ratio
0.00
Open
$45.69
Day Range
$45.53 – $45.73
Volume
428,434
Prev Close
$45.63
About

iShares ESG Aware U.S. Aggregate Bond ETF (EAGG) ETF

No description available.

Exchange
ARCX
Inception
2018-10-18
Has Options
Yes
Homepage
https://www.ishares.com/us
Fund profile
holdings as of Oct 19, 2026issuer datathrough May 2026flows, SEC filings
Taxable Bond Core Bond#15 of 112 by assets iShares Index-tracking
Expense ratio
0.10%
issuer, Oct 21, 2026
Assets
$5.0B
issuer-reported, Oct 19, 2026
Trailing yield
4.17%
paid monthly
Average daily volume
$24M
30 sessions
Holdings
5,127
top 10 are 4.1%
Listed
Oct 18, 2018
NYSE Arca
Net asset value
$45.61
issuer, Oct 20, 2026 · closed +0.03% to NAV
Median bid/ask spread
0.02%
30 days, issuer-reported
30-day SEC yield
5.06%
issuer, Oct 19, 2026
Return on NAV, 1 year
−1.9%
issuer, through Sep 30, 2026 · 3 years +4.0% a year · 5 years −0.7%
Distributions, 12 months
$1.91 a share
issuer, through Oct 1, 2026: 100% income
Closure risk, 12 months
0.2%
low · model
Tracking difference
-0.11 pts
vs index, after fees, FY 2026
FrenzyCap ETF score
88
how it is built
Cost80
Liquidity79
Scale100
Diversification100

Moves with. Long Treasuries (73% of its variance, beta 0.35); US large-cap stocks (4% of its variance, beta 0.03); US dollar (3% of its variance, beta -0.06). These factors explain 87% of its daily moves over the last year.

Stated objective. The iShares ESG Aware U.S. Aggregate Bond ETF (the Fund ) seeks to track the investment results of an index composed of U.S. dollar-denominated, investment-grade bonds from issuers generally evaluated for favorable environmental, social and governance practices while seeking to exhibit risk and return characteristics similar to those of the broad U.S. dollar-denominated investment-grade bond market. (from the fund's prospectus)

All 5,127 holdingsFlow historyOverlap toolAll Core Bond ETFs

Fund flows
daily as of Oct 16, 2026issuer datathrough May 2026SEC filings
Oct 16, 2026
$0
latest day
Latest 5 trading days
+$27M
Latest 21 trading days
+$59M
+1.2% of assets
Year to date
+$873M
+$1.1B over 12 months
Each day
Net creations of EAGG by day, Sep 18, 2026 to Oct 16, 2026
DayNet flow
Oct 16, 2026$0
Oct 15, 2026$0
Oct 14, 2026$0
Oct 13, 2026$0
Oct 12, 2026+$27M
Oct 9, 2026+$14M
Oct 8, 2026$0
Oct 7, 2026$0
Oct 6, 2026$0
Oct 5, 2026$0
Oct 2, 2026$0
Oct 1, 2026$0
Sep 30, 2026$0
Sep 29, 2026$0
Sep 28, 2026$0
Sep 25, 2026$0
Sep 24, 2026+$18M
Sep 23, 2026$0
Sep 22, 2026$0
Sep 21, 2026$0
Sep 18, 2026$0

Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.

May 2026
+$90M
latest reported month
Latest 3 months
+$266M
+5.6% of assets
Latest 12 months
+$901M
+18.9% of assets
Jun 2025: +$99MJul 2025: +$47MJulAug 2025: +$43MSep 2025: +$53MSepOct 2025: +$87MNov 2025: +$38MNovDec 2025: +$110MJan 2026: +$163M+$163MJanFeb 2026: −$4.7M−$4.7MMar 2026: +$157MMarApr 2026: +$19MMay 2026: +$90MMay
View as a table
Net flows of EAGG by month, Jun 2025 to May 2026
MonthNet flow
May 2026+$90M
Apr 2026+$19M
Mar 2026+$157M
Feb 2026−$4.7M
Jan 2026+$163M
Dec 2025+$110M
Nov 2025+$38M
Oct 2025+$87M
Sep 2025+$53M
Aug 2025+$43M
Jul 2025+$47M
Jun 2025+$99M

Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 81 months ago

Similar funds
FundOverlapFeeAssets1Y
BNDVanguard Total Bond Market—0.03%$162.8B−5.5%compare
AGGiShares Core U.S. Aggregate Bond ETF—0.03%$138.4B−5.6%compare
IUSBiShares Trust iShares Core Universal USD Bond ETF—0.06%$49.3B−5.5%compare
BIVVanguard Intermediate-Term Bond ETF—0.03%$28.3B−6.6%compare
FBNDFidelity Total Bond ETF—0.36%$28.1B−6.2%compare

The largest other funds in the Core Bond category.

Under the hood
fiscal year to Feb 28, 2026SEC census
Authorized participants
4 active
of 43 with agreements; top 3 did 98%
Created · redeemed
$805M · $137M
over the fiscal year
Redemptions in kind
74%
creations 75% in kind
Creation unit
100,000
shares
Securities lending
0.27%
of assets on loan on average; earned 0.1 bp
Return vs index
-0.11 pts
after fees; -0.11 before; daily s.d. 0.42

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
5129
AUM
$5.0B
Provider
iShares (BlackRock)
Inception
2018-10-18
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.10%
Dividend Yield
4.18%
Distribution
Monthly
Recent distributions
Ex-Date Pay Date Amount Type
2026-10-01 2026-10-06 $0.1621 CD
2026-09-01 2026-09-04 $0.1619 CD
2026-08-03 2026-08-06 $0.1622 CD
2026-07-01 2026-07-07 $0.1566 CD
2026-06-01 2026-06-04 $0.1589 CD
2026-05-01 2026-05-06 $0.1588 CD
Asset Allocation
Top Holdings
top 50 of 5129 holdings
Symbol Name Weight % Asset Class Country
— BLACKROCK CASH CL INST SL AGENCY 5.09% Cash/Money Market US
— UMBS 30YR TBA(REG A) 0.54% MBS/ABS US
— TREASURY NOTE 0.43% Treasury US
— TREASURY NOTE 0.42% Treasury US
— UMBS 30YR TBA(REG A) 0.41% MBS/ABS US
— TREASURY NOTE 0.40% Treasury US
— TREASURY NOTE 0.39% Treasury US
— UMBS 15YR TBA(REG B) 0.37% MBS/ABS US
— TREASURY NOTE 0.37% Treasury US
— TREASURY NOTE (OLD) 0.37% Treasury US
— TREASURY NOTE 0.37% Treasury US
— TREASURY NOTE 0.37% Treasury US
— FHLMC 30YR UMBS SUPER 0.37% MBS/ABS US
— TREASURY NOTE 0.36% Treasury US
— TREASURY NOTE 0.36% Treasury US
— TREASURY NOTE (2OLD) 0.36% Treasury US
— TREASURY NOTE 0.35% Treasury US
— TREASURY NOTE 0.35% Treasury US
— TREASURY NOTE 0.35% Treasury US
— TREASURY NOTE 0.35% Treasury US
— TREASURY NOTE 0.34% Treasury US
— TREASURY NOTE 0.33% Treasury US
— TREASURY NOTE 0.32% Treasury US
— TREASURY NOTE 0.32% Treasury US
— TREASURY NOTE 0.31% Treasury US
— TREASURY NOTE 0.31% Treasury US
— TREASURY NOTE (2OLD) 0.30% Treasury US
— TREASURY NOTE 0.30% Treasury US
— TREASURY NOTE (2OLD) 0.29% Treasury US
— TREASURY NOTE 0.29% Treasury US
— TREASURY NOTE 0.29% Treasury US
— TREASURY NOTE (OTR) 0.29% Treasury US
— TREASURY NOTE 0.28% Treasury US
— TREASURY NOTE 0.28% Treasury US
— TREASURY NOTE 0.28% Treasury US
— TREASURY NOTE 0.27% Treasury US
— TREASURY NOTE 0.27% Treasury US
— CHENIERE ENERGY INC 0.27% Corporate Bond US
— TREASURY NOTE 0.27% Treasury US
— TREASURY NOTE 0.26% Treasury US
— TREASURY NOTE 0.26% Treasury US
— TREASURY NOTE 0.26% Treasury US
— TREASURY NOTE 0.25% Treasury US
— UMBS 30YR TBA(REG A) 0.25% MBS/ABS US
— TREASURY NOTE (OLD) 0.25% Treasury US
— TREASURY NOTE 0.25% Treasury US
— TREASURY NOTE 0.25% Treasury US
— TREASURY NOTE 0.25% Treasury US
— TREASURY NOTE 0.25% Treasury US
— TREASURY NOTE 0.25% Treasury US
Non-Equity Breakdown
iShares ESG Aware U.S. Aggregate Bond ETF · NPORT-P period 2026-05-31 (filed 2026-07-24)
Net assets: $4.78B · 5213 total positions · equity 0.00% · non-equity 104.20%
Non-equity holdings — 5213 positions, 104.20% of NAV
Category Weight Value Positions
US Treasury 44.68% $2.14B 291
Corporate 24.85% $1.19B 3510
Mortgage-backed (US Govt-Sponsored Entity) 18.35% $877.0M 812
Mortgage-backed (US Govt Agency) 5.57% $266.3M 189
Short-term investment 5.54% $264.6M 3
Non-US Sovereign 3.04% $145.4M 183
Debt 1.05% $50.4M 137
Mortgage-backed (Corporate) 0.69% $33.0M 60
ABS-O 0.35% $16.8M 24
US Govt-Sponsored Entity 0.08% $3.8M 4
Chart
Seasonality
'21'22'23'24'25'26Avg
Jan-0.67%-1.30%2.72%0.25%0.54%0.23%0.30%
Feb-1.60%-1.06%-3.32%-1.93%2.10%1.74%-0.68%
Mar-0.76%-3.22%3.31%0.45%-0.13%-1.41%-0.29%
Apr0.42%-3.69%0.17%-1.85%0.02%0.15%-0.80%
May0.15%1.34%-0.04%1.33%-0.30%0.19%0.45%
Jun0.84%-1.27%-0.74%0.34%1.73%0.32%0.20%
Jul1.21%1.77%0.04%2.99%-0.27%-1.10%0.77%
Aug-0.34%-3.29%-0.04%1.07%0.32%0.17%-0.35%
Sep-1.00%-3.65%-2.10%0.93%1.35%-2.35%-1.14%
Oct-0.25%-2.08%-0.83%-2.88%0.40%0.95%*-0.78%
Nov0.13%3.78%3.53%1.52%0.73%--1.94%
Dec0.11%-1.91%2.47%-2.09%-0.21%---0.33%
Total-1.78%-13.91%5.03%-0.05%6.43%-1.17%-0.91%
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: $45.36
SMA 50: $45.98
SMA 200: $47.12
Current: $45.63
EMA 12: $45.50
EMA 26: $45.60
MACD: -0.0945 | Signal: 0.0878
BEARISH
ADX (14): 30.35
TREND
+DI: 22.29
−DI: 29.11

Momentum Oscillators

RSI (14): 50.87
NEUTRAL
Stoch %K: 77.52
Stoch %D: 79.59
Williams %R: -18.60

Volume & Volatility

BB Upper: $45.74
BB Lower: $44.99
NEUTRAL
OBV: 5,886,983
Vol SMA 20: 562,178
Vol ROC: -41.89%
ATR: $0.20
True Range: $0.19
HV 20: 4.2%
HV 30: 5.0%
HV 60: 4.5%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis

EAGG Stock Analysis Report

iShares ESG Aware U.S. Aggregate Bond ETF

Executive Summary

Overall Assessment: NEUTRAL with confidence level 6/10

EAGG is a low-volatility, passively-managed bond ETF experiencing a technical pullback within a strong uptrend driven by positive fund flows. The fund's bearish MACD crossover and price positioning below key moving averages suggest near-term weakness, but the underlying fundamentals—strong inflows (+$901M annually, +18.9% of assets), attractive expense ratio (0.10% vs 0.32% category median), and defensive positioning—support a constructive long-term view. The mismatch between technical weakness and strong fund inflows warrants cautious monitoring rather than conviction in either direction.

Key Drivers:

  • Positive: Substantial institutional capital inflows, superior cost structure, low volatility (Beta 0.12), improving bond market sentiment
  • Primary Risks: Bearish technical momentum (MACD below signal line), price below SMA 50 and SMA 200, rising implied volatility premium (191.4% vs realized), interest rate sensitivity

Investment Thesis:
EAGG's technical deterioration masks fundamentally supportive flows and valuation, suggesting a consolidation phase within a longer-term uptrend. The fund benefits from ESG-aware positioning in a diversified 5,131-position portfolio, but near-term technical headwinds require evidence of momentum recovery before commitment. Monitor for stabilization above $45.43 (SMA 20) as confirmation of trend resumption.

Recent News Sentiment Impact:
News sentiment is entirely NEUTRAL across all six headlines, with all articles dated between 2021-2023. The lack of recent news (most recent: Dec 27, 2023) and absence of negative catalysts suggest market-driven price action dominates rather than fund-specific narratives. This neutrality contrasts with recent positive fund flows, indicating institutional buying may be index-rebalancing or macro bond-market positioning rather than sentiment-driven.

Technical Analysis

Trend Direction

Short-term (1-4 weeks): BEARISH

  • Price $45.67 trades below SMA 20 ($45.43 by 0.24 points), below SMA 50 ($46.06 by -0.39 points), and well below SMA 200 ($47.16 by -1.49 points)
  • MACD (-0.20) has broken below its signal line (0.07) with negative histogram (-0.27), confirming bearish crossover
  • EMA 12 ($45.39) below EMA 26 ($45.59) by 0.20 points—shorter-term momentum lagging

Medium-term (1-3 months): NEUTRAL-to-BEARISH

  • Price has deteriorated relative to all three major moving averages, suggesting pullback from higher levels
  • SMA 200 ($47.16) defines longer-term resistance; current price sits 1.49 points (-3.2%) below this level
  • ADX (36.07) indicates a strong trend regime in place, but -DI (32.17) exceeds +DI (26.34), confirming downtrend strength

Long-term (3-12 months): BULLISH

  • Fund flows data (latest month +$90M, 12-month +$901M) and positive yield (4.20%) suggest institutional accumulation over longer horizon
  • Position 1.49 points below SMA 200 is modest in percentage terms; recovery to this level represents only 3.2% upside
  • News mentions "bond rally" potential despite Fed headwinds, supporting structural tailwinds for bond allocation

Support/Resistance Levels

| Level | Type | Current Distance | Interpretation | |-------|------|------------------|-----------------| | $45.43 | SMA 20 | -0.24 (breached) | Immediate support; break here signals acceleration downward | | $45.06 | Bollinger Middle | -0.61 | Secondary support near mid-band | | $44.84 | Bollinger Lower | -0.83 | Major support; oversold confirmation if breached | | $46.02 | Bollinger Upper | +0.35 | Resistance; overbought signal if price rallies here | | $46.06 | SMA 50 | +0.39 | Key resistance; recapture bullish signal | | $47.16 | SMA 200 | +1.49 (3.2% away) | Major resistance; 200-day breakout would confirm medium-term reversal |

Key Observation: Bollinger Bands width (2.60) is neutral, neither compressed (squeeze) nor extremely wide, suggesting neither volatility explosion nor consolidation extremes. Price rests near band middle, typical of ranging markets.

Momentum Signals

RSI (14): 52.50 — NEUTRAL

  • Firmly mid-range between oversold (<30) and overbought (>70)
  • No extreme reading; suggests neither capitulation nor euphoria
  • Slight downward bias (below 55 midpoint) hints at weakening momentum but not reversal confirmation

Stochastic Oscillator: %K 70.64 / %D 53.80 — MIXED

  • %K (70.64) trades above overbought threshold (70.0), signaling potential pullback
  • %D (53.80) remains neutral, creating divergence where fast stochastic has overbought but slow line doesn't confirm
  • This divergence often precedes mean-reversion rallies; suggests overbought condition may be short-lived

Williams %R (-13.95) — BULLISH EXTREME

  • Trades at extreme oversold territory (readings approach -100 for maximum oversold)
  • -13.95 reading suggests price has pulled back sharply within recent trading range
  • Historically, extreme Williams %R readings often precede bounce-backs; counteracts MACD bearishness

MACD: -0.20 below Signal 0.07, Histogram -0.27 — BEARISH CONFIRMATION

  • MACD has crossed below signal line (bearish crossover)
  • Negative histogram (-0.27) confirms separation; magnitude suggests developing downtrend
  • However, MACD has not yet reached extreme negative levels, so momentum is weakening rather than severely damaged

Momentum Synthesis: MACD bearishness is partially offset by Williams %R extreme reading and Stochastic %K overbought divergence, suggesting pullback may be setting up bounce conditions rather than extended selloff.

Volume Analysis

Volume Trends:

  • Current volume 14.14% above the 20-day SMA (590,030 shares), indicating above-average participation
  • Elevated volume during price decline suggests institutional selling or rebalancing, not retail panic
  • OBV (4,578,426.44) at substantial level; tracking this against price action will reveal if volume confirms or diverges from moves

Institutional Interest Signals:

  • High-volume decline combined with strong positive flows (+$90M latest month) suggests two competing forces:
    1. Institutional inflows seeking bond exposure (likely index rebalancing or macro allocation)
    2. Price pressure from broader rate/yield environment or portfolio rebalancing within fund holdings
  • This pattern typical in ETFs with large AUM ($5.0B) during periods of fund reconstitution or sector rotation

Data Quality Note: Volume data lacks explicit breakdown between inflow/outflow at fund level; fund flows data is latest reported through May 2026 (2-5 months old per SEC filing), so current volume spike may relate to recent flows or reactive trading.

News & Sentiment Analysis

Recent Headlines Summary

All six available headlines focus on bond market outlook and fixed income strategy:

  1. "Is The Bond Market Set To Roar In 2024?" (Seeking Alpha, 12/27/2023) — Optimistic framing of bond rally potential
  2. "The Critical Role Of Fixed Income" (04/22/2022) — Structural importance of bonds in portfolios
  3. "Sentiment Speaks: Big Bond Rally Is Coming Despite The Fed" (06/02/2022) — Contrarian bullish thesis on bonds despite Fed tightening
  4. Quarterly reviews and market pulse (2021-2022) — Generic market commentary

Key Themes Identified:

  • Repeated optimism about bond rallies ("roar," "big rally")
  • Emphasis on bonds' defensive role despite macro uncertainty
  • Articles predate recent market moves by 1-3 years; no fresh catalysts identified

Sentiment Assessment

**Aggregate

Generated
News
All EAGG news →

EAGG Options Activity & IV Rank

EAGG IV rank history, 52-week IV rank and IV percentile →

Volatility Metrics

Current IV: 12.1%
7-DTE IV: —
Expected Move: $1.42
7-DTE Move: $1.42
Days to Exp: 30 (2026-11-20)

Options Flow

Call Volume: 56
Put Volume: 0
P/C Volume: —
BULLISH
Call OI: 56
Put OI: 0
P/C OI: —
Total OI: 56

ATM Options Pricing

ATM Call: $0.60
ATM Put: $0.82
Call %: 1.3%
Put %: 1.8%

Chain Summary

Chain Volume: 56
Chain OI: 56
Last Updated: 10/21/2026
Spread Scanner GPU
Full Algorithm Docs ↗

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:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How 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 side

Which 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 9.0% / Wing —

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)8.8LowOct 21
Straddle Price (30 DTE)$1.42Oct 21
Beta Analysis

Risk Metrics

Beta: 0.1210
Alpha: -7.79%
Correlation: 0.3713
R-Squared: 13.8%
Stock Volatility: 4.1%
Market Volatility: 12.7%

Analysis Details

Benchmark: SPY
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Beta & Alpha Over Time

EAGG Institutional Ownership (13F)

Latest filings — 2026-09-30

Institutional 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.

508 filers89,919,221 shares$4.26B value
# Filer Shares Value % of Total % of Float Period
1 Bank of America Corp Custodian 23,292,198 $1.10B 25.94% — 2026-06-30
2 JPMorgan Chase & Co Custodian 9,436,452 $449.27M 10.55% — 2026-06-30
3 Envestnet Asset Management, Inc. 5,411,309 $256.55M 6.03% — 2026-06-30
4 MERCER GLOBAL ADVISORS INC /ADV 4,247,541 $201.38M 4.73% — 2026-06-30
5 LPL Financial LLC Custodian 3,183,154 $150.91M 3.55% — 2026-06-30
6 Northwestern Mutual Wealth Management Co 2,306,154 $109.33M 2.57% — 2026-06-30
7 BlackRock, Inc. Custodian 1,971,318 $93.46M 2.20% — 2026-06-30
8 Goldman Sachs Group Inc Custodian 1,950,256 $92.46M 2.17% — 2026-06-30
9 Northern Trust Corp Custodian 1,930,868 $91.54M 2.15% — 2026-06-30
10 Betterment LLC 1,812,365 $85.92M 2.02% — 2026-06-30
11 Raymond James Financial, Inc. Custodian 1,577,910 $74.81M 1.76% — 2026-06-30
12 Envestnet Portfolio Solutions, Inc. 1,061,035 $50.30M 1.18% — 2026-06-30
13 COMMONWEALTH EQUITY SERVICES, LLC 995,963 $47.22M 1.11% — 2026-06-30
14 M&T Bank Corp Custodian 922,559 $43.74M 1.03% — 2026-06-30
15 Bank of New York Mellon Corp Custodian 878,393 $41.64M 0.98% — 2026-06-30
16 Ameriprise Financial, Inc. Custodian 742,934 $35.23M 0.83% — 2026-06-30
17 PNC Financial Services Group, Inc. Custodian 737,050 $34.94M 0.82% — 2026-06-30
18 SEI INVESTMENTS CO Custodian 728,269 $34.53M 0.81% — 2026-06-30
19 Wealthspire Advisors, LLC 690,130 $32.72M 0.77% — 2026-06-30
20 Alesco Advisors, LLC, An ESL Co 672,538 $31.89M 0.75% — 2026-06-30
21 Cetera Investment Advisers Custodian 624,666 $29.62M 0.70% — 2026-06-30
22 Wells Fargo & Company Custodian 591,209 $28.03M 0.66% — 2026-06-30
23 Composition Wealth, LLC 544,699 $25.82M 0.61% — 2026-06-30
24 CWM, LLC Custodian 532,001 $25.30M 0.59% — 2026-03-31
25 Allworth Financial LP Custodian 495,365 $23.49M 0.55% — 2026-06-30
# 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
495.17K
SI % of Float
0.45%
Days to Cover
1.15
Short Vol Ratio
60.0%
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