MarketWatchT3·54mo ago
EFAV iShares MSCI EAFE Min Vol Factor ETF
ETF 95.31 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.
EFAV
$95.31
—
Key stats
$95.31
- 52-Week Range
- $83.85 – $95.44
- YTD
- +9.98%
- IV Rank (30D)
- 80.3
- Straddle Price
- $4.03
- P/C Vol Ratio
- 0.00
- Open
- $95.27
- Day Range
- $94.96 – $95.44
- Volume
- 405,306
- Prev Close
- $95.28
About
iShares MSCI EAFE Min Vol Factor ETF (EFAV) ETF
No description available.
- Exchange
- BATS
- Inception
- 2011-10-18
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.20% issuer, Oct 21, 2026
- Assets
- $5.5B issuer-reported, Oct 19, 2026
- Trailing yield
- 3.00% paid semi-annual
- Average daily volume
- $52M 30 sessions
- Holdings
- 289 top 10 are 14.9%
- Listed
- Oct 18, 2011 Cboe BZX
- Last fee change
- -2 bp filed Nov 22, 2024
- Net asset value
- $94.94 issuer, Oct 20, 2026 · closed -0.13% to NAV
- Median bid/ask spread
- 0.01% 30 days, issuer-reported
- 30-day SEC yield
- 2.82% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +10.9% issuer, through Sep 30, 2026 · 3 years +15.5% a year · 5 years +7.0% · 10 years +6.2%
- Distributions, 12 months
- $2.86 a share issuer, through Jun 15, 2026: 100% income
- Tracking difference
- -0.37 pts vs index, after fees, FY 2025
Cost84
Liquidity90
Scale100
Diversification100
Moves with. Developed markets ex-US over US (53% of its variance, beta 0.81); US large-cap stocks (23% of its variance, beta 0.52); US dollar (5% of its variance, beta -0.18); Long Treasuries (4% of its variance, beta 0.12). These factors explain 82% of its daily moves over the last year.
Stated objective. The iShares MSCI EAFE Min Vol Factor ETF (the Fund ) seeks to track the investment results of an index composed of developed market equities that, in the aggregate, have lower volatility characteristics relative to the broader developed equity markets, excluding the U.S. and Canada. (from the fund's prospectus)
All 289 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US 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
- −$27M −0.5% of assets
- Year to date
- −$220M −$348M 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 | $0 |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | −$27M |
| Oct 1, 2026 | $0 |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | $0 |
| 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
- +$48M latest reported month
- Latest 3 months
- −$43M −0.8% of assets
- Latest 12 months
- −$467M −8.6% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$48M |
| Jun 2026 | −$36M |
| May 2026 | −$55M |
| Apr 2026 | +$28M |
| Mar 2026 | −$190M |
| Feb 2026 | +$131M |
| Jan 2026 | −$54M |
| Dec 2025 | $0 |
| Nov 2025 | −$102M |
| Oct 2025 | −$85M |
| Sep 2025 | −$110M |
| Aug 2025 | −$41M |
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 | |
|---|---|---|---|---|---|
| QEFAState Street SPDR MSCI EAFE StrategicFactors ETF | 58% | 0.30% | $1.0B | +12.4% | compare |
| QLVDNorthern Trust Developed Markets ex-US Quality Low Volatility ETF | 46% | 0.12% | $53M | +9.7% | compare |
| HDMVFirst Trust Horizon Managed Volatility Developed International ETF | 39% | 0.80% | $15M | +5.4% | compare |
| EFAiShares MSCI EAFE ETF | 38% | 0.32% | $76.9B | +9.7% | compare |
| BBINJPMorgan BetaBuilders International Equity ETF | 38% | 0.07% | $6.5B | +9.6% | 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
- 1.5% of weight in 7 days; 8.1% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.12%
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Jan 31, 2026 → Apr 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | POSTE ITALIANE - SOCIETA PER AZIONI | 0.07% | 0.74% | +907.1% |
| Decrease | JAPAN POST BANK Co.,Ltd. | 1.01% | 0.63% | −34.6% |
| Decrease | Deutsche Telekom AG | 0.94% | 0.62% | −31.4% |
| Exit | Roche Holding AG | 0.31% | — | — |
| Exit | KOBE BUSSAN CO., LTD. | 0.30% | — | — |
| New position | Roche Holding AG | — | 0.28% | — |
| Decrease | Novartis AG | 1.63% | 1.36% | −15.4% |
| Exit | SG HOLDINGS CO.,LTD. | 0.26% | — | — |
| Decrease | RELX PLC | 0.58% | 0.32% | −45.8% |
| Decrease | CHKPCHECK POINT SOFTWARE TECHNOLOGIES LTD. | 0.43% | 0.17% | −35.5% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.4%. Full holdings and history
Under the hood
fiscal year to Jul 31, 2025SEC census- Authorized participants
- 5 active of 40 with agreements; top 3 did 98%
- Created · redeemed
- $520M · $2.5B over the fiscal year
- Redemptions in kind
- 99% creations 91% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 0.19% of assets on loan on average; earned 0.1 bp
- Return vs index
- -0.37 pts after fees; -0.37 before; daily s.d. 9.16
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
289
AUM
$5.5B
Provider
iShares (BlackRock)
Inception
2011-10-18
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.20%
Dividend Yield
3.00%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-15 | 2026-06-18 | $1.6841 | CD |
| 2025-12-16 | 2025-12-19 | $1.1734 | CD |
| 2025-06-16 | 2025-06-20 | $1.5865 | CD |
| 2024-12-17 | 2024-12-20 | $0.8637 | CD |
| 2024-06-11 | 2024-06-17 | $1.4252 | CD |
| 2023-12-20 | 2023-12-27 | $0.8214 | CD |
Asset Allocation
Top Holdings
top 50 of 289 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| SHEL | SHELL | 1.65% | Equity (Foreign) | GB |
| — | TAKEDA PHARMACEUTICAL | 1.62% | Equity (Foreign) | JP |
| EQNR | EQUINOR | 1.56% | Equity (Foreign) | NO |
| IBE | IBERDROLA | 1.51% | Equity (Foreign) | ES |
| ENI | ENI | 1.50% | Equity (Foreign) | IT |
| — | SECOM | 1.50% | Equity (Foreign) | JP |
| D05 | DBS GROUP HOLDINGS LTD | 1.44% | Equity (Foreign) | SG |
| TTE | TOTALENERGIES | 1.39% | Equity (Foreign) | FR |
| NOVN | NOVARTIS AG | 1.35% | Equity (Foreign) | CH |
| ZURN | ZURICH INSURANCE GROUP AG | 1.32% | Equity (Foreign) | CH |
| SCMN | SWISSCOM AG | 1.30% | Equity (Foreign) | CH |
| O39 | OVERSEA-CHINESE BANKING | 1.21% | Equity (Foreign) | SG |
| ULVR | UNILEVER PLC | 1.20% | Equity (Foreign) | GB |
| — | SOFTBANK | 1.15% | Equity (Foreign) | JP |
| — | JAPAN TOBACCO | 1.12% | Equity (Foreign) | JP |
| SAMPO | SAMPO CLASS A | 1.09% | Equity (Foreign) | FI |
| — | KDDI | 1.06% | Equity (Foreign) | JP |
| — | OBIC LTD | 1.03% | Equity (Foreign) | JP |
| — | NTT | 1.03% | Equity (Foreign) | JP |
| NESN | NESTLE SA | 1.01% | Equity (Foreign) | CH |
| — | CLP HOLDINGS | 0.99% | Equity (Foreign) | HK |
| POLI | BANK HAPOALIM BM | 0.95% | Equity (Foreign) | IL |
| — | BOC HONG KONG HOLDINGS LTD | 0.94% | Equity (Foreign) | HK |
| SPSN | SWISS PRIME SITE AG | 0.90% | Equity (Foreign) | CH |
| ORA | ORANGE SA | 0.88% | Equity (Foreign) | FR |
| — | POWER ASSETS HOLDINGS | 0.88% | Equity (Foreign) | HK |
| — | EAST JAPAN RAILWAY | 0.81% | Equity (Foreign) | JP |
| — | BRIDGESTONE | 0.76% | Equity (Foreign) | JP |
| — | KAO | 0.75% | Equity (Foreign) | JP |
| AD | KONINKLIJKE AHOLD DELHAIZE | 0.73% | Equity (Foreign) | NL |
| PST | POSTE ITALIANE | 0.72% | Equity (Foreign) | IT |
| KPN | KONINKLIJKE KPN NV | 0.71% | Equity (Foreign) | NL |
| S68 | SINGAPORE EXCHANGE | 0.71% | Equity (Foreign) | SG |
| AI | LAIR LIQUIDE SOCIETE ANONYME POUR | 0.70% | Equity (Foreign) | FR |
| TCL | TRANSURBAN GROUP STAPLED UNITS | 0.70% | Equity (Foreign) | AU |
| BP. | BP PLC | 0.70% | Equity (Foreign) | GB |
| SAP | SAP | 0.70% | Equity (Foreign) | DE |
| U11 | UNITED OVERSEAS BANK | 0.69% | Equity (Foreign) | SG |
| HLN | HALEON PLC | 0.69% | Equity (Foreign) | GB |
| BN | DANONE SA | 0.68% | Equity (Foreign) | FR |
| — | ITOCHU | 0.68% | Equity (Foreign) | JP |
| HBAN | HELVETIA BALOISE HOLDING N AG | 0.67% | Equity (Foreign) | CH |
| — | SHIONOGI | 0.66% | Equity (Foreign) | JP |
| LUMI | BANK LEUMI LE ISRAEL | 0.66% | Equity (Foreign) | IL |
| ITX | INDUSTRIA DE DISENO TEXTIL SA | 0.64% | Equity (Foreign) | ES |
| — | CENTRAL JAPAN RAILWAY | 0.64% | Equity (Foreign) | JP |
| DB1 | DEUTSCHE BOERSE AG | 0.63% | Equity (Foreign) | DE |
| BATS | BRITISH AMERICAN TOBACCO | 0.63% | Equity (Foreign) | GB |
| SAN | SANOFI SA | 0.63% | Equity (Foreign) | FR |
| — | FAST RETAILING | 0.62% | Equity (Foreign) | JP |
Geographic Breakdown
Non-Equity Breakdown
iShares MSCI EAFE Min Vol Factor ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-23)
Net assets:
$5.44B
· 272 total positions
· equity 97.93%
· non-equity 1.63%
Non-equity holdings
— 21 positions,
1.63% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Other | 1.45% | $78.7M | 14 |
| Short-term investment | 0.17% | $9.4M | 2 |
| Derivative (equity) | 0.01% | $339533 | 4 |
| Derivative (interest rate) | -0.00% | $-15797 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -1.56% | -4.84% | 4.22% | 0.06% | 3.31% | 2.88% | 0.68% |
| Feb | -2.10% | -1.86% | -3.69% | -0.19% | 4.36% | 6.00% | 0.42% |
| Mar | 1.23% | 1.31% | 4.17% | 1.63% | 1.26% | -2.17% | 1.24% |
| Apr | 0.94% | -5.76% | 3.23% | -1.67% | 5.65% | -0.18% | 0.37% |
| May | 2.29% | -0.22% | -4.13% | 3.57% | 3.14% | -0.62% | 0.67% |
| Jun | -0.68% | -5.75% | -0.81% | -3.52% | -1.45% | -2.62% | -2.47% |
| Jul | 2.32% | 3.32% | 2.45% | 5.61% | -3.08% | 6.56% | 2.86% |
| Aug | 1.10% | -5.87% | -1.80% | 6.22% | 2.62% | 1.51% | 0.63% |
| Sep | -4.77% | -7.12% | -2.90% | 0.63% | 0.41% | -2.90% | -2.77% |
| Oct | 1.83% | 1.56% | -0.56% | -3.50% | -0.99% | 5.31%* | 0.61% |
| Nov | -3.07% | 9.85% | 4.29% | -0.11% | 2.28% | -- | 2.65% |
| Dec | 3.28% | -2.16% | 2.15% | -4.29% | 0.42% | -- | -0.12% |
| Total | 0.47% | -17.32% | 6.22% | 3.86% | 19.06% | 14.00% | 4.38% |
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: $92.35
SMA 50: $93.27
SMA 200: $91.36
Current: $95.31
EMA 12: $93.48
EMA 26: $93.00
MACD: 0.4737 | Signal: 0.4934
BEARISH
ADX (14): 23.34
WEAK TREND
+DI: 41.62
−DI: 21.00
Momentum Oscillators
RSI (14): 67.19
NEUTRAL
Stoch %K: 92.73
Stoch %D: 91.02
Williams %R: -2.57
Volume & Volatility
BB Upper: $95.31
BB Lower: $89.39
OVERBOUGHT
OBV: 41,332,805
Vol SMA 20: 604,241
Vol ROC: -15.81%
ATR: $0.80
True Range: $0.48
HV 20: 10.7%
HV 30: 11.2%
HV 60: 10.2%
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 (Confidence Level: 6/10)
Key Drivers:
- Technical indicators suggest a range-bound market with some upward momentum.
- Low volatility and beta indicate lower risk.
Primary Risks:
- Failure to break above the upper Bollinger Band could lead to a pullback.
- Options market pricing a relatively small move, which may not materialize.
Investment Thesis: EFAV is a low-volatility ETF with some upward momentum. It may be suitable for investors seeking stable returns in a range-bound market.
Recent News Sentiment Impact: Neutral news headlines do not significantly impact the analysis.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Range-bound, potentially trending upwards
- Medium-term (1-3 months): Consolidation around the 200-day SMA
- Long-term (3-12 months): Uptrend above the 50-day SMA
Support/Resistance Levels:
- Upper Bollinger Band: $95.19
- Middle Band: $94.07
- Lower Band: $92.95
Momentum Signals:
- RSI: 53.06 (neutral)
- MACD: Bullish crossover above signal line (0.36 / -0.19 / 0.56)
Volume Analysis:
- Volume SMA 20: 383600.25
- OBV: 38421960.94
News & Sentiment Analysis
Recent Headlines Summary: Neutral news headlines do not significantly impact the analysis.
Sentiment Assessment: Neutral (average sentiment of recent news articles)
Catalyst Identification: No significant catalysts in the near term.
Market Narrative: The market is range-bound, and EFAV's low volatility reflects this stability.
Risk & Volatility Assessment
Risk Metrics:
- Beta: 0.34 (low risk)
- Alpha: 0.04
- Correlation: 0.40
- Stock Volatility: 0.11 (low)
Options Market Signals:
- IV Rank: 15.6% (Low - shows if volatility is historically high/low)
- Current IV: 20.2%
- Expected Move: $3.10 (35 DTE), 7-DTE: $1.75
- Volume Flow: 0 calls vs 0 puts
- Open Interest: 0 calls vs 0 puts
Market Context & Positioning
Sector Performance: EFAV is outperforming the broader market.
Institutional Activity: Low institutional interest, reflected in low volume and open interest.
Correlation Analysis: EFAV's beta indicates a low correlation with the broader market.
Relative Valuation: EFAV is trading within its historical range, indicating fair value.
Key Levels & Action Items
Critical Price Levels:
- Support: $92.95 (lower Bollinger Band)
- Resistance: $95.19 (upper Bollinger Band)
Breakout/Breakdown Levels:
- Break above the upper Bollinger Band for potential upside
- Break below the lower Bollinger Band for potential downside
Time-Sensitive Catalysts: No significant catalysts in the near term.
Risk Management:
- Stop-loss levels at the lower Bollinger Band ($92.95)
- Position sizing considerations based on risk tolerance and market conditions
Generated
News
All EFAV news →
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EFAV Options Activity & IV Rank
EFAV IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 17.9%
7-DTE IV: —
Expected Move: $4.03
7-DTE Move: $4.03
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 2
Put Volume: 0
P/C Volume: —
BULLISH
Call OI: 2
Put OI: 0
P/C OI: —
Total OI: 2
ATM Options Pricing
ATM Call: $2.33
ATM Put: $1.70
Call %: 2.4%
Put %: 1.8%
Chain Summary
Chain Volume: 22
Chain OI: 17
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.
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 18.4% / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)80.3HighOct 21
Straddle Price (30 DTE)$4.03Oct 21
Beta Analysis
Risk Metrics
Beta: 0.3534
Alpha: 6.71%
Correlation: 0.3929
R-Squared: 15.4%
Stock Volatility: 11.4%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
EFAV 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.
1 filers$263.13K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $263.13K | 100.00% | 2026-06-30 |
| # | 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
148.28K
SI % of Float
0.26%
Days to Cover
1.00
Short Vol Ratio
62.9%
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 |
|---|