The Motley FoolT3·1d ago
EEM iShares MSCI Emerging Markets ETF
ETF 60.92 +0.00% After hoursETF 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.
EEM
$60.92
▲ +0.00%
Key stats
$60.92
After hours
$60.92
+0.00%
- 52-Week Range
- $52.38 – $71.57
- YTD
- +8.32%
- IV Rank (30D)
- 50.72
- Straddle Price
- $3.72
- P/C Vol Ratio
- 1.19
- Open
- $60.90
- Day Range
- $60.15 – $61.05
- Volume
- 27,984,068
- Prev Close
- $61.14
About
iShares MSCI Emerging Markets ETF (EEM) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2003-04-07
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Nov 11, 2026issuer datathrough Aug 2026flows, SEC filings
- Expense ratio
- 0.72% issuer, Nov 13, 2026
- Assets
- $28.4B issuer-reported, Nov 11, 2026
- Trailing yield
- 1.82% paid semi-annual
- Average daily volume
- $1.6B 30 sessions
- Holdings
- 1,214 top 10 are 36.6%
- Listed
- Apr 7, 2003 NYSE Arca
- Last fee change
- +2 bp filed Dec 20, 2024
- Net asset value
- $61.22 issuer, Nov 12, 2026 · closed -0.13% to NAV
- Median bid/ask spread
- 0.02% 30 days, issuer-reported
- 30-day SEC yield
- 1.24% issuer, Oct 31, 2026
- Return on NAV, 1 year
- +12.5% issuer, through Oct 31, 2026 · 3 years +21.2% a year · 5 years +6.1% · 10 years +7.4%
- Distributions, 12 months
- $1.11 a share issuer, through Jun 15, 2026: 100% income
- Tracking difference
- +0.89 pts vs index, after fees, FY 2025
Cost19
Liquidity100
Scale100
Diversification59
Moves with. Emerging markets over US (60% of its variance, beta 1.00); US large-cap stocks (40% of its variance, beta 0.99). These factors explain 100% of its daily moves over the last year.
Stated objective. The iShares MSCI Emerging Markets ETF (the Fund ) seeks to track the investment results of an index composed of large- and mid-capitalization emerging market equities. (from the fund's prospectus)
All 1,214 holdingsFlow historySimilar fundsOverlap toolAll Emerging Markets ETFs
Fund flows
daily as of Nov 12, 2026issuer datathrough Aug 2026SEC filings- Nov 12, 2026
- $0 latest day
- Latest 5 trading days
- $0
- Latest 21 trading days
- $0 0.0% of assets
- Year to date
- +$4.8B +$5.1B over 12 months
Each day
| Day | Net flow |
|---|---|
| Nov 12, 2026 | $0 |
| Nov 11, 2026 | $0 |
| Nov 10, 2026 | $0 |
| Nov 9, 2026 | $0 |
| Nov 6, 2026 | $0 |
| Nov 5, 2026 | $0 |
| Nov 4, 2026 | $0 |
| Nov 3, 2026 | $0 |
| Nov 2, 2026 | $0 |
| Oct 30, 2026 | $0 |
| Oct 29, 2026 | $0 |
| Oct 28, 2026 | $0 |
| Oct 27, 2026 | $0 |
| Oct 26, 2026 | $0 |
| Oct 23, 2026 | $0 |
| Oct 22, 2026 | $0 |
| Oct 21, 2026 | $0 |
| Oct 20, 2026 | $0 |
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Aug 2026
- +$802M latest reported month
- Latest 3 months
- +$1.4B +4.6% of assets
- Latest 12 months
- +$5.2B +16.7% of assets
View as a table
| Month | Net flow |
|---|---|
| Aug 2026 | +$802M |
| Jul 2026 | +$623M |
| Jun 2026 | $0 |
| May 2026 | $0 |
| Apr 2026 | +$5K |
| Mar 2026 | −$2.2B |
| Feb 2026 | +$1.7B |
| Jan 2026 | +$4.1B |
| Dec 2025 | +$285M |
| Nov 2025 | +$1 |
| Oct 2025 | $0 |
| Sep 2025 | $0 |
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 | |
|---|---|---|---|---|---|
| EEMXState Street SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF | 94% | 0.30% | $171M | +11.0% | compare |
| DBEMXtrackers MSCI Emerging Markets Hedged Equity ETF | 93% | 0.66% | $105M | +11.5% | compare |
| BBEMJPMorgan BetaBuilders Emerging Markets Equity ETF | 90% | 0.15% | $862M | +6.8% | compare |
| GSEEGoldman Sachs MarketBeta Emerging Markets Equity ETF | 89% | 0.36% | $131M | +9.0% | compare |
| IEMGiShares Core MSCI Emerging Markets ETF | 88% | 0.09% | $146.6B | +8.7% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Nov 11, 2026issuer data- Insider buying
- 0% of weight had net insider buying, 90 days; 1% net selling
- Reporting earnings
- 0.7% of weight in 7 days; 0.7% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.07%
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
Nov 10, 2026 → Nov 11, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | SHRIRAM FINANCE LTD | 0.13% | — | — |
| New position | SHRIRAM FINANCE LTD | — | 0.13% | — |
| Increase | MULTI COMMODITY EXCHANGE OF INDIA | 0.02% | 0.02% | +27.5% |
1 new, 1 exited, 1 increased and 0 decreased between the fund's two latest holdings reports; turnover 1.3%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 5 active of 38 with agreements; top 3 did 92%
- Created · redeemed
- $609M · $1.7B over the fiscal year
- Redemptions in kind
- 95% creations 71% in kind
- Creation unit
- 450,000 shares
- Securities lending
- 2.30% of assets on loan on average; earned 3.8 bp
- Return vs index
- +0.89 pts after fees; +0.89 before; daily s.d. 14.40
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 2026-11-11
Holdings
1214
AUM
$28.4B
Provider
iShares (BlackRock)
Inception
2003-04-07
Exchange
ARCX
Data As Of
2026-11-11
Expense Ratio
0.72%
Dividend Yield
1.82%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-15 | 2026-06-18 | $0.3508 | CD |
| 2025-12-16 | 2025-12-19 | $0.7633 | CD |
| 2025-06-16 | 2025-06-20 | $0.4516 | CD |
| 2024-12-17 | 2024-12-20 | $0.7274 | CD |
| 2024-06-11 | 2024-06-17 | $0.2899 | CD |
| 2023-12-20 | 2023-12-27 | $0.7480 | CD |
Asset Allocation
Top Holdings
top 50 of 1214 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | TAIWAN SEMICONDUCTOR MANUFACTURING | 15.79% | Equity (Foreign) | TW |
| — | SAMSUNG ELECTRONICS LTD | 6.36% | Equity (Foreign) | KR |
| — | SK HYNIX | 4.65% | Equity (Foreign) | KR |
| — | TENCENT HOLDINGS | 2.82% | Equity (Foreign) | CN |
| — | ALIBABA GROUP HOLDING | 1.89% | Equity (Foreign) | CN |
| — | MEDIATEK | 1.54% | Equity (Foreign) | TW |
| — | CHINA CONSTRUCTION BANK CORP H | 0.99% | Equity (Foreign) | CN |
| — | SAMSUNG ELECTRONICS NON VOTING PRE | 0.87% | Equity (Foreign) | KR |
| HDFCBANK | HDFC BANK | 0.86% | Equity (Foreign) | IN |
| — | HON HAI PRECISION INDUSTRY LTD | 0.79% | Equity (Foreign) | TW |
| ICICIBANK | ICICI BANK | 0.78% | Equity (Foreign) | IN |
| RELIANCE | RELIANCE INDUSTRIES LTD | 0.72% | Equity (Foreign) | IN |
| — | DELTA ELECTRONICS | 0.68% | Equity (Foreign) | TW |
| — | XIAOMI | 0.58% | Equity (Foreign) | CN |
| — | INDUSTRIAL AND COMMERCIAL BANK OF | 0.58% | Equity (Foreign) | CN |
| BHARTIARTL | BHARTI AIRTEL LTD | 0.56% | Equity (Foreign) | IN |
| — | ASE TECHNOLOGY HOLDING | 0.55% | Equity (Foreign) | TW |
| — | SK SQUARE | 0.49% | Equity (Foreign) | KR |
| — | BANK OF CHINA LTD H | 0.47% | Equity (Foreign) | CN |
| — | AL RAJHI BANK | 0.44% | Equity (Foreign) | SA |
| ANG | ANGLOGOLD ASHANTI PLC | 0.41% | Equity (Foreign) | ZA |
| — | MEITUAN | 0.41% | Equity (Foreign) | CN |
| — | NAN YA PLASTICS CORP | 0.40% | Equity (Foreign) | TW |
| NU | NU HOLDINGS CLASS A | 0.39% | Equity (Foreign) | BR |
| — | NETEASE | 0.39% | Equity (Foreign) | CN |
| VALE3 | CIA VALE DO RIO DOCE SH | 0.37% | Equity (Foreign) | BR |
| — | SAUDI ARABIAN OIL | 0.37% | Equity (Foreign) | SA |
| — | PING AN INSURANCE (GROUP) CO OF CH | 0.37% | Equity (Foreign) | CN |
| — | FUBON FINANCIAL HOLDING | 0.36% | Equity (Foreign) | TW |
| PDD | PDD HOLDINGS ADS | 0.36% | Equity (Foreign) | CN |
| ITUB4 | ITAU UNIBANCO HOLDING PREF SA | 0.36% | Equity (Foreign) | BR |
| — | ELITE MATERIAL | 0.35% | Equity (Foreign) | TW |
| — | SAMSUNG ELECTRO MECHANICS | 0.34% | Equity (Foreign) | KR |
| — | KB FINANCIAL GROUP | 0.34% | Equity (Foreign) | KR |
| — | CTBC FINANCIAL HOLDING | 0.33% | Equity (Foreign) | TW |
| INFY | INFOSYS | 0.33% | Equity (Foreign) | IN |
| PETR4 | PETROLEO BRASILEIRO PREF SA | 0.32% | Equity (Foreign) | BR |
| — | UNITED MICRO ELECTRONICS CORP | 0.31% | Equity (Foreign) | TW |
| — | UNIMICRON TECHNOLOGY | 0.31% | Equity (Foreign) | TW |
| GMEXICOB | GRUPO MEXICO B | 0.31% | Equity (Foreign) | MX |
| NPN | NASPERS LIMITED CLASS N | 0.30% | Equity (Foreign) | ZA |
| GFI | GOLD FIELDS | 0.29% | Equity (Foreign) | ZA |
| PETR3 | PETROLEO BRASILEIRO SA PETROBRAS | 0.29% | Equity (Foreign) | BR |
| AXISBANK | AXIS BANK | 0.29% | Equity (Foreign) | IN |
| — | CATHAY FINANCIAL HOLDING | 0.29% | Equity (Foreign) | TW |
| — | JD.COM CLASS A | 0.29% | Equity (Foreign) | CN |
| — | BYD H | 0.29% | Equity (Foreign) | CN |
| — | MAHINDRA AND MAHINDRA LTD | 0.28% | Equity (Foreign) | IN |
| LT | LARSEN AND TOUBRO LTD | 0.27% | Equity (Foreign) | IN |
| — | THE SAUDI NATIONAL BANK | 0.27% | Equity (Foreign) | SA |
Geographic Breakdown
Non-Equity Breakdown
iShares MSCI Emerging Markets ETF ·
NPORT-P period 2026-08-31
(filed 2026-10-23)
Net assets:
$31.21B
· 1220 total positions
· equity 97.67%
· non-equity 4.40%
Non-equity holdings
— 59 positions,
4.40% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 2.26% | $705.2M | 2 |
| Other | 2.14% | $667.2M | 56 |
| Derivative (equity) | 0.00% | $577365 | 1 |
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 2.52% | -0.73% | 8.22% | -3.40% | 2.30% | 5.09% | 2.33% |
| Feb | -1.86% | -4.90% | -8.69% | 3.17% | 1.89% | 5.57% | -0.80% |
| Mar | -3.32% | -2.08% | 1.05% | 1.48% | 2.03% | -7.66% | -1.42% |
| Apr | 0.22% | -7.67% | -1.04% | -0.39% | -0.18% | 11.81% | 0.46% |
| May | 1.65% | 0.76% | -2.08% | 1.85% | 4.05% | 6.97% | 2.20% |
| Jun | -1.52% | -5.29% | 1.78% | 0.85% | 5.21% | -2.38% | -0.23% |
| Jul | -5.91% | 0.28% | 4.88% | 0.61% | 0.48% | -3.91% | -0.60% |
| Aug | 0.85% | -0.48% | -5.43% | 2.77% | 3.44% | 4.20% | 0.89% |
| Sep | -5.09% | -10.84% | -4.24% | 7.88% | 7.19% | 0.03% | -0.84% |
| Oct | 1.17% | -3.55% | -2.81% | -3.77% | 2.75% | -8.64% | -2.48% |
| Nov | -4.83% | 13.50% | 6.80% | -2.76% | -2.39% | -0.31%* | 1.67% |
| Dec | -0.35% | -3.78% | 1.21% | -3.71% | 0.79% | -- | -1.17% |
| Total | -15.67% | -23.66% | -1.73% | 4.00% | 30.88% | 9.11% | 0.49% |
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: $61.62
SMA 50: $64.84
SMA 200: $63.97
Current: $60.87
EMA 12: $61.21
EMA 26: $62.37
MACD: -1.1634 | Signal: 0.1593
BEARISH
ADX (14): 29.51
TREND
+DI: 23.45
−DI: 38.05
Momentum Oscillators
RSI (14): 43.29
NEUTRAL
Stoch %K: 59.29
Stoch %D: 57.73
Williams %R: -49.20
Volume & Volatility
BB Upper: $64.33
BB Lower: $58.91
NEUTRAL
OBV: 701,337,631
Vol SMA 20: 26,982,417
Vol ROC: -55.00%
ATR: $1.36
True Range: $0.99
HV 20: 32.5%
HV 30: 28.7%
HV 60: 24.7%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-11-14T00:00:00 – 2026-11-12T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary Overall assessment: NEUTRAL with confidence level (6/10)
Key drivers:
- Bullish momentum from MACD and EMA indicators
- Range-bound price action with potential breakout levels at $68.85 and $67.15
- High volatility, but options market suggests relatively low expected move
Primary risks:
- Potential for a technical breakdown if price touches lower Bollinger Band
- Volatility regime indicates high risk, which may impact returns
Investment thesis: EEM's recent consolidation could be a buying opportunity, as the ETF has shown resilience in the face of global economic headwinds. However, caution is warranted due to its high volatility and potential for sharp price movements.
Recent news sentiment impact: The analysis will focus on the positive and neutral headlines that align with EEM's recent performance.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): NEUTRAL Medium-term (1-3 months): BEARISH Long-term (3-12 months): BULLISH
Support/Resistance Levels:
- Upper Bollinger Band: $68.85 (resistance)
- Middle Line (SMA 50): $65.84 (support)
- Lower Bollinger Band: $65.45 (support)
Momentum Signals: RSI: 51.63 (neutral) MACD signal: Bullish momentum from MACD histogram Bollinger Bands position: Squeeze, with potential for a breakout
Volume Analysis: Volume SMA 20: 17156865.25 On-Balance Volume (OBV): 646040490.76 Volume Rate of Change: 59.08%
News & Sentiment Analysis
Recent Headlines Summary:
- Positive headlines on South Korea's market surge and AI chip bets
- Neutral headlines on ETF comparisons and market choices
Sentiment Assessment: Positive news sentiment (55% positive, 20% negative)
Catalyst Identification:
- None notable in the recent headlines
Market Narrative: The analysis will focus on EEM's technical signals and volatility regime rather than news headlines.
Risk & Volatility Assessment
Beta Interpretation: Beta >1.5, indicating high risk relative to market (SPY)
Volatility Regime: Current vs historical volatility levels indicate high volatility
Options Market Signals:
- IV Rank: 47.5% (Medium)
- Current IV: 41.2%
- Expected Move: $3.29 (28 DTE), 7-DTE: $1.50
- Volume Flow: 5,389 calls vs 14,235 puts
- Open Interest: 188,461 calls vs 351,431 puts
Downside Protection: Support levels at $65.45 and $65.84 (SMA 50)
Market Context & Positioning
Sector Performance: Relative strength within the emerging markets sector (EM)
Institutional Activity: Volume patterns suggesting institutional interest in EEM
Correlation Analysis: R-squared interpretation indicates strong correlation with market (SPY)
Relative Valuation: Position within trading range, with potential for a breakout
Key Levels & Action Items
Critical Price Levels:
- Upper Bollinger Band: $68.85
- Middle Line (SMA 50): $65.84
- Lower Bollinger Band: $65.45
Breakout/Breakdown Levels: Potential breakouts at $68.85 and $67.15, with potential breakdowns at $65.45 and $62.34
Time-Sensitive Catalysts:
- None notable in the recent headlines
Risk Management: Stop-loss levels at $64.50 and $61.80, with position sizing considerations based on volatility regime
Generated
News
All EEM news →
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Showing 1–10 of 50
Page 1 of 5
EEM Options Activity & IV Rank
EEM IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 27.9%
7-DTE IV: 29.8%
Expected Move: $3.72
7-DTE Move: $2.02
Days to Exp: 28 (2026-12-11)
Options Flow · All expiries
Call Volume: 126,956
Put Volume: 150,492
P/C Volume: 1.185
NEUTRAL
Call OI: 1,608,748
Put OI: 3,295,249
P/C OI: 2.048
Total OI: 4,903,997
ATM Options Pricing
ATM Call: $1.81
ATM Put: $1.91
Call %: 3.0%
Put %: 3.1%
Chain Summary
Chain Volume: 277,448
Chain OI: 4,903,997
Last Updated: 11/13/2026
Spread Scanner
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score
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.
Calendars: the long leg is valued at the short leg’s expiration (Black-Scholes at its current IV) across the range of prices the short leg’s IV implies, giving the best-case profit (R/R = that over the debit) and P(profit).
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 →
Scanning bull put, bear call, iron condor and calendar spreads…
Dealer Positioning
LOW γ vs HISTORY
Estimated net dealer gamma is at the 2nd percentile of this name's own daily history, near the low end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
2%
vs own history
GEX tilt
-0.37
OI-weighted, today
Vanna tilt
+0.41
δ-sensitivity to IV
Charm tilt
-0.39
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 -0.39: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 336 ATM contracts, 2.4M 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:
Put 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.
Call vs ATM
IV(call wing) − IV(ATM), in vol pointsThe same measure on the upside: how the OTM call is priced against the at-the-money strike.
- Negative (typical) — calls trade below ATM for most stocks and indices, so the sign alone says little.
- Percentile vs own history: high = upside calls unusually rich for this name (squeezes, takeover talk, commodity supply scares); low = calls cheaper than usual.
Reading them together
Put or call vs ATM tells you how expensive that tail is. 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 put
79%
+8.8
pts
EXTREME
ATM 27.1% / Put 35.9%
30 DTE / 10d put
90%
+11.6
pts
EXTREME
ATM 27.7% / Put 39.3%
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
Loading the implied volatility smile…
IV Rank (7 DTE)56.5MediumNov 13
IV Rank (30 DTE)50.7MediumNov 13
Straddle Price (30 DTE)$3.72Nov 13
Beta Analysis
Risk Metrics
Beta: 1.5158
Alpha: -5.09%
Correlation: 0.7801
R-Squared: 60.8%
Stock Volatility: 26.5%
Market Volatility: 13.6%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
High volatility - stock moves more than market
High volatility - stock moves more than market
Beta & Alpha Over Time
EEM Institutional Ownership (13F)
Filings for 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.
47 filers$7.68B notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $1.43B | 18.64% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $1.38B | 18.00% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $715.61M | 9.32% | 2026-06-30 |
| 4 | Millennium Management LLC Custodian | $610.66M | 7.95% | 2026-06-30 |
| 5 | UBS Group AG Custodian | $563.71M | 7.34% | 2026-06-30 |
| 6 | Goldman Sachs Group Inc Custodian | $531.90M | 6.93% | 2026-06-30 |
| 7 | Barclays PLC Custodian | $367.68M | 4.79% | 2026-09-30 |
| 8 | BNP Paribas Financial Markets Custodian | $344.79M | 4.49% | 2026-06-30 |
| 9 | Citigroup Inc. Custodian | $332.68M | 4.33% | 2026-09-30 |
| 10 | ADAPT Investment Managers SA | $273.64M | 3.56% | 2026-06-30 |
| 11 | Wells Fargo & Company Custodian | $136.82M | 1.78% | 2026-06-30 |
| 12 | TUDOR INVESTMENT CORP ET AL | $130.12M | 1.69% | 2026-06-30 |
| 13 | Squarepoint Ops LLC | $113.57M | 1.48% | 2026-06-30 |
| 14 | Jain Global LLC | $111.17M | 1.45% | 2026-06-30 |
| 15 | ExodusPoint Capital Management, LP | $102.64M | 1.34% | 2026-06-30 |
| 16 | Kirkoswald Asset Management LLC | $99.54M | 1.30% | 2026-06-30 |
| 17 | HSBC Holdings plc Custodian | $75.25M | 0.98% | 2026-06-30 |
| 18 | Walleye Trading LLC | $65.30M | 0.85% | 2026-06-30 |
| 19 | BlackRock, Inc. Custodian | $56.77M | 0.74% | 2026-06-30 |
| 20 | OLD MISSION CAPITAL LLC | $46.35M | 0.60% | 2026-06-30 |
| 21 | Marshall Wace, LLP Custodian | $22.13M | 0.29% | 2026-06-30 |
| 22 | Schonfeld Strategic Advisors LLC | $21.89M | 0.29% | 2026-06-30 |
| 23 | PEAK6 LLC | $17.18M | 0.22% | 2026-06-30 |
| 24 | CAPSTONE INVESTMENT ADVISORS, LLC | $16.16M | 0.21% | 2026-06-30 |
| 25 | Verition Fund Management LLC | $15.41M | 0.20% | 2026-06-30 |
66 filers$13.07B notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $1.89B | 14.48% | 2026-06-30 |
| 2 | Goldman Sachs Group Inc Custodian | $1.01B | 7.75% | 2026-06-30 |
| 3 | Barclays PLC Custodian | $1.00B | 7.65% | 2026-09-30 |
| 4 | Citigroup Inc. Custodian | $935.29M | 7.15% | 2026-09-30 |
| 5 | Millennium Management LLC Custodian | $868.29M | 6.64% | 2026-06-30 |
| 6 | Allianz Asset Management GmbH | $821.16M | 6.28% | 2026-06-30 |
| 7 | Citadel Advisors LLC Custodian | $689.87M | 5.28% | 2026-06-30 |
| 8 | Wells Fargo & Company Custodian | $676.88M | 5.18% | 2026-06-30 |
| 9 | Jane Street Group, LLC Custodian | $670.88M | 5.13% | 2026-06-30 |
| 10 | UBS Group AG Custodian | $652.71M | 4.99% | 2026-06-30 |
| 11 | TUDOR INVESTMENT CORP ET AL | $427.17M | 3.27% | 2026-06-30 |
| 12 | NAYA CAPITAL MANAGEMENT UK LTD | $410.46M | 3.14% | 2026-06-30 |
| 13 | Squarepoint Ops LLC | $395.42M | 3.02% | 2026-06-30 |
| 14 | Jain Global LLC | $357.07M | 2.73% | 2026-06-30 |
| 15 | ADAPT Investment Managers SA | $342.05M | 2.62% | 2026-06-30 |
| 16 | HSBC Holdings plc Custodian | $274.32M | 2.10% | 2026-06-30 |
| 17 | BNP Paribas Financial Markets Custodian | $233.15M | 1.78% | 2026-06-30 |
| 18 | Parallax Volatility Advisers, L.P. | $219.35M | 1.68% | 2026-06-30 |
| 19 | CAPSTONE INVESTMENT ADVISORS, LLC | $215.61M | 1.65% | 2026-06-30 |
| 20 | Carrhae Capital LLP | $162.10M | 1.24% | 2026-09-30 |
| 21 | Royal Bank of Canada Custodian | $124.45M | 0.95% | 2026-06-30 |
| 22 | Schonfeld Strategic Advisors LLC | $117.72M | 0.90% | 2026-06-30 |
| 23 | Passaic Partners LLC | $100.37M | 0.77% | 2026-06-30 |
| 24 | Calamos Advisors LLC | $82.29M | 0.63% | 2026-09-30 |
| 25 | Walleye Trading LLC | $70.00M | 0.54% | 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
61.23M
SI % of Float
13.21%
Days to Cover
3.17
Short Vol Ratio
70.0%
Free Float
—
Float %
—
Short interest 2026-10-15 • Short volume 2026-11-12
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|