GlobeNewswire Inc.T3·12mo ago
ECH iShares MSCI Chile ETF
ETF 37.16 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.
ECH
$37.16
—
Key stats
$37.16
- 52-Week Range
- $33.28 – $47.84
- YTD
- -7.95%
- IV Rank (30D)
- 40.4
- Straddle Price
- $2.40
- P/C Vol Ratio
- 0.73
- Open
- $37.36
- Day Range
- $37.00 – $37.36
- Volume
- 263,557
- Prev Close
- $37.29
About
iShares MSCI Chile ETF (ECH) ETF
No description available.
- Exchange
- BATS
- Inception
- 2007-11-12
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 19, 2026issuer datathrough May 2026flows, SEC filings
International Equity
Single Country#36 of 163 by assets
iShares
Chile
Emerging Markets
Index-tracking
- Expense ratio
- 0.59% issuer, Oct 21, 2026
- Assets
- $892M issuer-reported, Oct 19, 2026
- Trailing yield
- 2.11% paid semi-annual
- Average daily volume
- $27M 30 sessions
- Holdings
- 32 top 10 are 66.6%
- Listed
- Nov 12, 2007 Cboe BZX
- Last fee change
- -1 bp filed Dec 19, 2025
- Net asset value
- $37.33 issuer, Oct 20, 2026 · closed -0.73% to NAV
- Median bid/ask spread
- 0.23% 30 days, issuer-reported
- 30-day SEC yield
- 1.62% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +16.9% issuer, through Sep 30, 2026 · 3 years +15.4% a year · 5 years +12.1% · 10 years +3.4%
- Distributions, 12 months
- $0.79 a share issuer, through Jun 15, 2026: 100% income
- Tracking difference
- -1.02 pts vs index, after fees, FY 2025
Cost37
Liquidity81
Scale72
Diversification38
Moves with. US large-cap stocks (21% of its variance, beta 0.72); Gold (11% of its variance, beta 0.18); Developed markets ex-US over US (10% of its variance, beta 0.66); Emerging markets over US (4% of its variance, beta 0.10). These factors explain 54% of its daily moves over the last year.
Stated objective. The iShares MSCI Chile ETF (the Fund ) seeks to track the investment results of a broad-based index composed of Chilean equities. (from the fund's prospectus)
All 32 holdingsFlow historySimilar fundsOverlap toolAll Single Country ETFs
Fund flows
daily as of Oct 19, 2026issuer datathrough May 2026SEC filings- Oct 19, 2026
- −$7.5M latest day
- Latest 5 trading days
- −$45M
- Latest 21 trading days
- −$27M −3.1% of assets
- Year to date
- −$34M +$50M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 19, 2026 | −$7.5M |
| Oct 16, 2026 | −$11M |
| Oct 15, 2026 | −$9.3M |
| Oct 14, 2026 | −$17M |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | −$5.7M |
| Oct 9, 2026 | $0 |
| Oct 8, 2026 | $0 |
| Oct 7, 2026 | +$1.9M |
| Oct 6, 2026 | $0 |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | $0 |
| Oct 1, 2026 | +$9.2M |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | +$3.8M |
| Sep 28, 2026 | $0 |
| Sep 25, 2026 | +$3.9M |
| Sep 24, 2026 | $0 |
| Sep 23, 2026 | +$4.0M |
| 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.
- May 2026
- +$11M latest reported month
- Latest 3 months
- −$122M −11.5% of assets
- Latest 12 months
- +$216M +20.4% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$11M |
| Apr 2026 | −$6.2M |
| Mar 2026 | −$126M |
| Feb 2026 | −$24M |
| Jan 2026 | +$150M |
| Dec 2025 | −$78M |
| Nov 2025 | +$152M |
| Oct 2025 | +$17M |
| Sep 2025 | +$47M |
| Aug 2025 | +$55M |
| Jul 2025 | −$14M |
| Jun 2025 | +$33M |
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
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| ARGTGlobal X MSCI Argentina ETF | 9% | 0.59% | $692M | +22.2% | compare |
| FLLAFranklin FTSE Latin America | 7% | 0.19% | $122M | +34.3% | compare |
| FLNFirst Trust Latin America AlphaDEX Fund | 7% | 0.80% | $47M | +35.1% | compare |
| EPUiShares MSCI Peru and Global Exposure ETF | 7% | 0.59% | $551M | +42.1% | compare |
| EDOGALPS Emerging Sector Dividend Dogs ETF | 6% | 0.60% | $22M | +6.5% | 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- Insider buying
- 0% of weight had net insider buying, 90 days; 0% net selling
- Reporting earnings
- 0.0% of weight in 7 days; 0.0% in 14
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
Feb 28, 2026 → May 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | Latam Airlines Group SA | 11.39% | — | — |
| New position | LATAM Airlines Group S.A. | — | 10.89% | — |
| Exit | Banco Itau Chile SA | 3.07% | — | — |
| New position | Banco Itau Chile | — | 2.49% | — |
| Increase | Enel Chile S.A. | 2.32% | 4.12% | +66.0% |
| Exit | Enel Americas SA | 1.67% | — | — |
| Increase | Cencosud S.A. | 3.72% | 3.22% | +11.0% |
| Decrease | COMPANIA SUD AMERICANA DE VAPORES S.A. | 1.10% | 0.67% | −35.9% |
| Increase | Empresa Nacional de Telecomunicaciones S.A. | 1.38% | 1.57% | +22.0% |
| Increase | SMU S.A. | 1.25% | 1.44% | +20.7% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.3%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 4 active of 38 with agreements; top 3 did 99%
- Created · redeemed
- $168M · $109M over the fiscal year
- Redemptions in kind
- 100% creations 83% in kind
- Creation unit
- 50,000 shares
- Securities lending
- authorized, none lent
- Return vs index
- -1.02 pts after fees; -1.02 before
- Diversification status
- Non-diversified may concentrate in fewer issuers
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
37
AUM
$879.1M
Provider
iShares (BlackRock)
Inception
2007-11-12
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.59%
Dividend Yield
2.11%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-15 | 2026-06-18 | $0.6446 | CD |
| 2025-12-30 | 2026-01-05 | $0.0782 | CD |
| 2025-12-16 | 2025-12-19 | $0.0628 | CD |
| 2025-06-16 | 2025-06-20 | $0.6724 | CD |
| 2024-12-17 | 2024-12-20 | $0.0844 | CD |
| 2024-06-11 | 2024-06-17 | $0.6977 | CD |
Asset Allocation
Top Holdings
top 37 of 37 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| CHILE | BANCO DE CHILE | 12.36% | Equity (Foreign) | CL |
| SQM.B | SOCIEDAD QUIMICA Y MINERA DE CHILE | 11.75% | Equity (Foreign) | CL |
| LTM | LATAM AIRLINES GROUP | 10.81% | Equity (Foreign) | CL |
| FALABELLA | FALABELLA SACI | 5.55% | Equity (Foreign) | CL |
| BSANTANDER | BANCO SANTANDER CHILE | 4.68% | Equity (Foreign) | CL |
| COPEC | EMPRESAS COPEC SA | 4.49% | Equity (Foreign) | CL |
| ENELCHILE | ENEL CHILE SA | 4.46% | Equity (Foreign) | CL |
| BCI | BANCO DE CREDITO E INVERSION | 4.38% | Equity (Foreign) | CL |
| PARAUCO | PARQUE ARAUCO SA | 4.23% | Equity (Foreign) | CL |
| ANDINA.B | EMBOTELLADORA ANDINA SERIES B | 4.05% | Equity (Foreign) | CL |
| CENCOSUD | CENCOSUD | 3.93% | Equity (Foreign) | CL |
| MALLPLAZA | PLAZA SA | 2.85% | Equity (Foreign) | CL |
| COLBUN | COLBUN MACHICURA SA | 2.80% | Equity (Foreign) | CL |
| — | CLP CASH | 2.57% | Cash/Money Market | CL |
| CMPC | EMPRESAS CMPC SA | 2.46% | Equity (Foreign) | CL |
| ILC | INVERSIONES LA CONSTRUCCION SA | 2.39% | Equity (Foreign) | CL |
| AGUAS.A | AGUAS ANDINAS SA | 2.34% | Equity (Foreign) | CL |
| ECL | ENGIE ENERGIA CHILE SA | 2.33% | Equity (Foreign) | CL |
| CCU | COMPANIA CERVECERIAS UNIDAS SA | 2.05% | Equity (Foreign) | CL |
| ENTEL | EMPRESA NACIONAL DE TELECOMUNICACI | 2.02% | Equity (Foreign) | CL |
| RIPLEY | RIPLEY CORPORATION CORP SA | 1.98% | Equity (Foreign) | CL |
| CONCHATORO | VINA CONCHA Y TORO INC | 1.80% | Equity (Foreign) | CL |
| IAM | INVERSIONES AGUAS METROPOLITANAS S | 1.53% | Equity (Foreign) | CL |
| PAMPA | PAMPA INVESTMENTS SA | 1.53% | Equity (Foreign) | CL |
| SMU | SMU | 1.40% | Equity (Foreign) | CL |
| CAP | CAP | 1.12% | Equity (Foreign) | CL |
| VAPORES | COMPANIA SUDAMERICANA DE VAPORES S | 0.50% | Equity (Foreign) | CL |
| — | BLK CSH FND TREASURY SL AGENCY | 0.17% | Cash/Money Market | US |
| — | CASH COLLATERAL USD HBCFT | 0.01% | Cash/Money Market | GB |
| — | CLP/USD | 0.00% | Derivative | US |
| — | CLP/USD | 0.00% | Derivative | US |
| — | MSCI EMER MKT INDEX (ICE) DEC 26 | 0.00% | Derivative | US |
| — | CLP/USD | -0.00% | Derivative | US |
| — | CLP/USD | -0.00% | Derivative | US |
| — | CLP/USD | -0.00% | Derivative | US |
| — | CLP/USD | -0.00% | Derivative | US |
| — | USD CASH | -2.54% | Cash/Money Market | US |
Geographic Breakdown
Non-Equity Breakdown
iShares MSCI Chile ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-27)
Net assets:
$1.06B
· 31 total positions
· equity 99.00%
· non-equity 1.87%
Non-equity holdings
— 5 positions,
1.87% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.39% | $14.7M | 1 |
| Other | 0.47% | $5.0M | 3 |
| Derivative (equity) | 0.01% | $101486 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -3.08% | 13.45% | 11.13% | -8.89% | 10.34% | 12.06% | 5.83% |
| Feb | 2.92% | -1.33% | -3.73% | 2.77% | 5.10% | -5.54% | 0.03% |
| Mar | 5.58% | 15.54% | -0.24% | 0.34% | 5.15% | -4.33% | 3.67% |
| Apr | -7.00% | -14.08% | 0.92% | 1.02% | 3.08% | 2.88% | -2.20% |
| May | -10.44% | 21.08% | 0.39% | 6.25% | 1.38% | 1.11% | 3.29% |
| Jun | -3.46% | -19.28% | 0.83% | -8.52% | -0.25% | -3.29% | -5.66% |
| Jul | -5.10% | 10.17% | 4.42% | 1.68% | -5.33% | -0.35% | 0.92% |
| Aug | 6.72% | 5.03% | -8.83% | 5.58% | 9.44% | 1.73% | 3.28% |
| Sep | -9.03% | -12.54% | -7.98% | 5.04% | 0.70% | -6.39% | -5.03% |
| Oct | -6.73% | -1.36% | -4.27% | -5.12% | 7.98% | 1.01%* | -1.42% |
| Nov | 0.92% | 9.58% | 9.94% | -1.02% | 5.37% | -- | 4.96% |
| Dec | -7.01% | 0.04% | 1.84% | -1.88% | 7.19% | -- | 0.04% |
| Total | -31.71% | 18.85% | 2.37% | -4.14% | 61.74% | -2.35% | 7.46% |
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: $37.65
SMA 50: $39.31
SMA 200: $40.94
Current: $37.16
EMA 12: $37.43
EMA 26: $38.04
MACD: -0.6149 | Signal: 0.0333
BEARISH
ADX (14): 24.53
WEAK TREND
+DI: 19.01
−DI: 27.95
Momentum Oscillators
RSI (14): 39.68
NEUTRAL
Stoch %K: 26.07
Stoch %D: 26.72
Williams %R: -78.66
Volume & Volatility
BB Upper: $38.90
BB Lower: $36.41
NEUTRAL
OBV: 5,637,173
Vol SMA 20: 825,884
Vol ROC: -29.38%
ATR: $0.64
True Range: $0.36
HV 20: 20.0%
HV 30: 19.8%
HV 60: 19.0%
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:
- Technical indicators suggest a range-bound market, with EMA 12 and SMA 20 providing support
- Momentum signals are mixed, with MACD indicating bullish momentum but RSI showing neutral sentiment
- Volatility is above average, with IV rank at 18.7% and expected move at $2.95
Primary risks:
- Range-bound market may lead to sideways movement or small price fluctuations
- Above-average volatility may amplify market movements, increasing risk
Investment thesis:
ECH stock is currently in a range-bound phase, with mixed technical and momentum signals. While the MACD suggests bullish momentum, the RSI indicates neutral sentiment. The high volatility may amplify market movements, making it essential to monitor options activity and adjust position sizing accordingly.
Recent news sentiment impact:
The recent news headlines are mostly neutral, focusing on market trends and sector performance rather than specific ECH-related events. However, the absence of significant news has contributed to a lack of clear direction in the stock's price movement.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): NEUTRAL; Medium-term (1-3 months): RANGE-BOUND; Long-term (3-12 months): BULLISH
Support/Resistance Levels: $40.16 (SMA 50), $40.86 (SMA 20), $41.02 (SMA 200)
Momentum Signals:
- RSI interpretation: Neutral (50.32)
- MACD signal: Bullish momentum (0.18 / Signal: -0.07 / Histogram: 0.25)
- Bollinger Bands position: Neutral
Volume Analysis: Volume trends are ranging, with the volume rate of change at 84.69%. Institutional interest is moderate, with an open interest ratio of 8,829 calls vs 146 puts.
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines are mostly neutral, focusing on market trends and sector performance rather than specific ECH-related events.
Sentiment Assessment: Aggregate news sentiment is NEUTRAL (4/5).
Catalyst Identification: No significant earnings dates or product launches scheduled in the near term. Regulatory changes may impact copper prices, which could indirectly affect ECH's stock price.
Market Narrative: The market narrative is focused on sector performance and general trends rather than specific ECH-related news. This lack of clear direction has contributed to a range-bound market.
Risk & Volatility Assessment
Beta Interpretation: Beta is 1.14, indicating above-average risk relative to the SPY (S&P 500).
Volatility Regime: Current volatility is above average, with an IV rank at 18.7%.
Options Market Signals:
- IV rank: 18.7% (Low - shows if volatility is historically high/low)
- Current IV: 45.9%
- Expected Move: $2.95 (37 DTE), 7-DTE: $1.38
- Volume Flow: 50 calls vs 53 puts
- Open Interest: 8,829 calls vs 146 puts
Downside Protection: Support levels are $40.16 (SMA 50) and $39.69 (lower Bollinger Band). Risk management considerations include stop-loss levels at $41.00 and position sizing adjustments based on options activity.
Market Context & Positioning
Sector Performance: ECH is performing in line with its sector peers.
Institutional Activity: Institutional interest is moderate, with an open interest ratio of 8,829 calls vs 146 puts.
Correlation Analysis: The stock has a high correlation (0.57) with the SPY (S&P 500), indicating it moves with market amplification.
Relative Valuation: ECH is trading within its historic range and has no clear relative valuation signals.
Key Levels & Action Items
Critical Price Levels: $40.16 (SMA 50), $40.86 (SMA 20), $41.02 (SMA 200)
Breakout/Breakdown Levels: No significant technical levels to monitor.
Time-Sensitive Catalysts: None scheduled in the near term.
Risk Management: Stop-loss levels at $41.00 and position sizing adjustments based on options activity. Consider adjusting position sizes according to the IV rank (18.7%) and expected move ($2.95).
Generated
News
All ECH news →
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Showing 1–10 of 19
Page 1 of 2
ECH Options Activity & IV Rank
ECH IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 30.6%
7-DTE IV: —
Expected Move: $2.40
7-DTE Move: $2.40
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 230
Put Volume: 168
P/C Volume: 0.73
NEUTRAL
Call OI: 853
Put OI: 553
P/C OI: 0.648
Total OI: 1,406
ATM Options Pricing
ATM Call: $1.05
ATM Put: $1.35
Call %: 2.8%
Put %: 3.6%
Chain Summary
Chain Volume: 854
Chain OI: 2,495
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 26th 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
26%
vs own history
GEX tilt
+0.06
OI-weighted, today
Vanna tilt
+0.41
δ-sensitivity to IV
Charm tilt
-0.68
δ-decay vs time
Vanna tilt +0.41: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.68: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 19 ATM contracts, 1k 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
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—
pts
EXTREME
as of Oct 21 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · No data
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)40.4MediumOct 21
Straddle Price (30 DTE)$2.40Oct 21
Beta Analysis
Risk Metrics
Beta: 1.1368
Alpha: -3.40%
Correlation: 0.5682
R-Squared: 32.3%
Stock Volatility: 25.4%
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
ECH 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.
5 filers$21.91M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $11.70M | 53.43% | 2026-06-30 |
| 2 | HEALTHCARE OF ONTARIO PENSION PLAN TRUST FUND | $7.94M | 36.24% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $1.77M | 8.10% | 2026-06-30 |
| 4 | DRW Securities, LLC | $277.90K | 1.27% | 2026-06-30 |
| 5 | Jane Street Group, LLC Custodian | $210.41K | 0.96% | 2026-06-30 |
2 filers$2.40M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $1.68M | 70.08% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $718.57K | 29.92% | 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
1.55M
SI % of Float
6.29%
Days to Cover
4.64
Short Vol Ratio
20.8%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
ECH Constituent Performance
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ECH Constituents (7 of 26)
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| LTM | LATAM AIRLINES GROUP | 10.81% | $48.09 | +0.67% | +1.63% | -8.33% |
| BCI | BANCO DE CREDITO E INVERSION | 4.38% | $26.12 | -0.53% | -0.87% | -1.25% |
| ECL | ENGIE ENERGIA CHILE SA | 2.33% | $288.09 | -0.02% | +0.13% | +4.11% |
| CCU | COMPANIA CERVECERIAS UNIDAS SA | 2.05% | $10.75 | -1.10% | +1.80% | -3.41% |
| IAM | INVERSIONES AGUAS METROPOLITANAS S | 1.53% | $15.8 | -1.31% | N/A | N/A |
| SMU | SMU | 1.40% | $7.36 | -3.16% | -13.21% | -62.16% |
| CAP | CAP | 1.12% | $7.95 | -10.57% | -20.18% | -20.18% |