BenzingaT3·28mo ago
EIS iShares MSCI Israel ETF
ETFETF quote, holdings, sector allocation, technicals, and options analytics. 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.
EIS
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Key stats
About
iShares MSCI Israel ETF (EIS) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2008-03-26
- Has Options
- No
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 20, 2026issuer datathrough May 2026flows, SEC filings
International Equity
Single Country#36 of 163 by assets
iShares
Israel
Developed ex-US
Index-tracking
- Expense ratio
- 0.59% issuer, Oct 22, 2026
- Assets
- $883M issuer-reported, Oct 20, 2026
- Trailing yield
- 1.52% paid semi-annual
- Average daily volume
- $5.0M 30 sessions
- Holdings
- 131 top 10 are 53.9%
- Listed
- Mar 26, 2008 NYSE Arca
- Last fee change
- +1 bp filed Dec 21, 2023
- Net asset value
- $121.85 issuer, Oct 21, 2026 · closed +0.19% to NAV
- Median bid/ask spread
- 0.28% 30 days, issuer-reported
- 30-day SEC yield
- 1.21% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +22.6% issuer, through Sep 30, 2026 · 3 years +32.2% a year · 5 years +12.7% · 10 years +11.1%
- Distributions, 12 months
- $1.86 a share issuer, through Jun 15, 2026: 100% income
- Tracking difference
- -1.44 pts vs index, after fees, FY 2025
Cost37
Liquidity57
Scale72
Diversification52
Moves with. US large-cap stocks (37% of its variance, beta 1.01); Small caps over large (6% of its variance, beta 0.37); Value over growth (4% of its variance, beta -0.15). These factors explain 50% of its daily moves over the last year.
Stated objective. The iShares MSCI Israel ETF (the Fund ) seeks to track the investment results of a broad-based index composed of Israeli equities. (from the fund's prospectus)
All 131 holdingsFlow historySimilar fundsOverlap toolAll Single Country ETFs
Fund flows
daily as of Oct 20, 2026issuer datathrough May 2026SEC filings- Oct 20, 2026
- $0 latest day
- Latest 5 trading days
- $0
- Latest 21 trading days
- −$6.2M −0.7% of assets
- Year to date
- +$207M +$276M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 20, 2026 | $0 |
| 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 | $0 |
| 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 | −$6.2M |
| Sep 22, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- May 2026
- −$6.5M latest reported month
- Latest 3 months
- +$36M +3.5% of assets
- Latest 12 months
- +$459M +44.6% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | −$6.5M |
| Apr 2026 | −$25M |
| Mar 2026 | +$68M |
| Feb 2026 | +$85M |
| Jan 2026 | +$111M |
| Dec 2025 | +$43M |
| Nov 2025 | +$20M |
| Oct 2025 | +$50M |
| Sep 2025 | +$14M |
| Aug 2025 | +$32M |
| Jul 2025 | +$48M |
| Jun 2025 | +$19M |
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 | |
|---|---|---|---|---|---|
| ITEQAmplify BlueStar Israel Technology ETF | 29% | 0.75% | $104M | +3.0% | compare |
| ISRAVanEck Israel ETF | 27% | 0.59% | $156M | +21.4% | compare |
| IZRLARK Israel Innovative Technology ETF | 17% | 0.49% | $134M | −1.7% | compare |
| WDAIPacer S&P World 3AI Top 300 ETF | 8% | 0.60% | $1.1M | — | compare |
| AADRAdvisorShares Dorsey Wright ADR ETF | 5% | 1.09% | $36M | −4.8% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 20, 2026issuer data- Insider buying
- 0% of weight had net insider buying, 90 days; 30% net selling
- Reporting earnings
- 0.2% of weight in 7 days; 24.9% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.03%
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 |
|---|---|---|---|---|
| Decrease | WIXWIX.COM LTD | 1.00% | 0.42% | −38.0% |
| New position | CYBRCYBERARK SOFTWARE LTD | — | 0.43% | — |
| New position | Max Stock Ltd | — | 0.34% | — |
| Increase | GILTGILAT SATELLITE NETWORKS LTD. | 0.01% | 0.29% | +5342.6% |
| New position | MIVTAH SHAMIR HOLDINGS LTD. | — | 0.20% | — |
| Increase | MEITAV INVESTMENT HOUSE LTD | 0.33% | 0.53% | +13.2% |
| New position | Neto Malinda Trading Ltd | — | 0.16% | — |
| New position | I.D.I. INSURANCE COMPANY LTD | — | 0.15% | — |
| New position | I.B.I INVESTMENT HOUSE LTD | — | 0.15% | — |
| New position | AMRAM AVRAHAM CONSTRUCTION COMPANY LTD | — | 0.09% | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.8%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 3 active of 38 with agreements; top 3 did 100%
- Created · redeemed
- $213M · $43M over the fiscal year
- Redemptions in kind
- 99% creations 99% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 2.90% of assets on loan on average; earned 2.9 bp
- Return vs index
- -1.44 pts after fees; -1.44 before; daily s.d. 5.42
- 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
131
AUM
$883.4M
Provider
iShares (BlackRock)
Inception
2008-03-26
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.59%
Dividend Yield
1.52%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-15 | 2026-06-18 | $0.7717 | CD |
| 2025-12-16 | 2025-12-19 | $1.0886 | CD |
| 2025-06-16 | 2025-06-20 | $0.4918 | CD |
| 2024-12-17 | 2024-12-20 | $0.5476 | CD |
| 2024-06-11 | 2024-06-17 | $0.5173 | CD |
| 2023-12-20 | 2023-12-27 | $0.2595 | CD |
Asset Allocation
Top Holdings
top 50 of 131 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| TEVA | TEVA PHARMACEUTICAL INDUSTRIES | 11.63% | Equity (Foreign) | IL |
| LUMI | BANK LEUMI LE ISRAEL | 8.87% | Equity (Foreign) | IL |
| POLI | BANK HAPOALIM BM | 8.08% | Equity (Foreign) | IL |
| TSEM | TOWER SEMICONDUCTOR | 5.29% | Equity (Foreign) | IL |
| ESLT | ELBIT SYSTEMS | 5.20% | Equity (Foreign) | IL |
| DSCT | ISRAEL DISCOUNT BANK LTD | 3.40% | Equity (Foreign) | IL |
| PHOE | PHOENIX FINANCIAL LTD | 3.33% | Equity (Foreign) | IL |
| MZTF | MIZRAHI TEFAHOT BANK LTD | 2.93% | Equity (Foreign) | IL |
| CHKP | CHECK POINT SOFTWARE TECHNOLOGIES | 2.69% | Equity (Foreign) | IL |
| NVMI | NOVA | 2.48% | Equity (Foreign) | IL |
| ENLT | ENLIGHT RENEWABLE ENERGY | 2.39% | Equity (Foreign) | IL |
| HARL | HAREL INSURANCE INVESTMENTS & FINA | 1.83% | Equity (Foreign) | IL |
| CLIS | CLAL INSURANCE ENTERPRISES LTD | 1.63% | Equity (Foreign) | IL |
| NICE | NICE | 1.60% | Equity (Foreign) | IL |
| BEZQ | BEZEQ ISRAELI TELECOMMUNICATION CO | 1.58% | Equity (Foreign) | IL |
| AZRG | AZRIELI GROUP LTD | 1.29% | Equity (Foreign) | IL |
| OPCE | OPC ENERGY LTD | 1.27% | Equity (Foreign) | IL |
| GLBE | GLOBAL E ONLINE | 1.13% | Equity (Foreign) | IL |
| NXSN | NEXT VISION STABILIZED SYSTEMS LTD | 1.08% | Equity (Foreign) | IL |
| TASE | TEL AVIV STOCK EXCHANGE LTD | 1.07% | Equity (Foreign) | IL |
| FIBI | FIRST INTERNATIONAL BANK LTD | 1.00% | Equity (Foreign) | IL |
| MMHD | MENORAH MIVTACHIM HOLDINGS | 0.95% | Equity (Foreign) | IL |
| BIG | BIG SHOPPING CENTERS LTD | 0.93% | Equity (Foreign) | IL |
| CAMT | CAMTEK | 0.92% | Equity (Foreign) | IL |
| MGOR | MEGA OR HOLDINGS LTD | 0.92% | Equity (Foreign) | IL |
| MGDL | MIGDAL INSURANCE AND FINANCIAL HOL | 0.89% | Equity (Foreign) | IL |
| ICL | ICL GROUP | 0.86% | Equity (Foreign) | IL |
| ZIM | ZIM INTEGRATED SHIPPING SERVICES L | 0.82% | Equity (Foreign) | IL |
| MNDY | MONDAYCOM | 0.81% | Equity (Foreign) | IL |
| MLSR | MELISRON LTD | 0.76% | Equity (Foreign) | IL |
| PAZ | PAZ RETAIL AND ENERGY LTD SHR | 0.71% | Equity (Foreign) | IL |
| WIX | WIX.COM | 0.71% | Equity (Foreign) | IL |
| DLEKG | DELEK GROUP | 0.62% | Equity (Foreign) | IL |
| SAE | SHUFERSAL LTD | 0.58% | Equity (Foreign) | IL |
| MVNE | MIVNE REAL ESTATE LTD | 0.57% | Equity (Foreign) | IL |
| STRS | STRAUSS GROUP | 0.56% | Equity (Foreign) | IL |
| ELAL | EL AL ISRAEL AIRLINES | 0.52% | Equity (Foreign) | IL |
| SKBN | SHIKUN AND BINUI | 0.52% | Equity (Foreign) | IL |
| BSEN | BET SHEMESH ENGINES HOLDINGS LTD | 0.51% | Equity (Foreign) | IL |
| SPEN | SHAPIR ENGINEERING AND INDUSTRY LT | 0.50% | Equity (Foreign) | IL |
| DORL | DORAL GROUP RENEWABLE ENERGY RESOU | 0.48% | Equity (Foreign) | IL |
| ENRG | ENERGIX RENEWABLE ENERGIES LTD | 0.44% | Equity (Foreign) | IL |
| PTNR | PARTNER COMMUNICATIONS LTD | 0.43% | Equity (Foreign) | IL |
| MTRX | MATRIX IT | 0.41% | Equity (Foreign) | IL |
| FIBIH | FIBI BANK HOLDING LTD | 0.40% | Equity (Foreign) | IL |
| MTAV | MEITAV INVESTMENTS HOUSE LTD | 0.39% | Equity (Foreign) | IL |
| AMOT | AMOT INVESTMENTS LTD | 0.38% | Equity (Foreign) | IL |
| ALHE | ALONY-HETZ PROPERTIES AND INVESTME | 0.37% | Equity (Foreign) | IL |
| ELTR | ELECTRA LTD | 0.37% | Equity (Foreign) | IL |
| ORL | OIL REFINERIES | 0.35% | Equity (Foreign) | IL |
Geographic Breakdown
Non-Equity Breakdown
iShares MSCI Israel ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-27)
Net assets:
$1.03B
· 120 total positions
· equity 90.88%
· non-equity 11.61%
Non-equity holdings
— 6 positions,
11.61% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Other | 8.94% | $92.0M | 3 |
| Short-term investment | 2.65% | $27.2M | 2 |
| Derivative (equity) | 0.02% | $171994 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.85% | -6.34% | 4.13% | 0.15% | 5.25% | 6.24% | 1.71% |
| Feb | -1.61% | -0.20% | -9.07% | 8.20% | -0.82% | -1.61% | -0.85% |
| Mar | -1.77% | 2.51% | 0.33% | -0.92% | -5.80% | -7.43% | -2.18% |
| Apr | 4.70% | -7.08% | -1.10% | -6.92% | 3.82% | 10.34% | 0.63% |
| May | -0.15% | -2.96% | -3.09% | 4.87% | 7.71% | 4.79% | 1.86% |
| Jun | 1.71% | -9.25% | 3.03% | -2.40% | 11.14% | -9.88% | -0.94% |
| Jul | 1.66% | 8.33% | 6.55% | 2.56% | -1.61% | -1.35% | 2.69% |
| Aug | 0.88% | 3.43% | -4.26% | 11.07% | 4.14% | 2.63% | 2.98% |
| Sep | -1.31% | -12.58% | -1.85% | 4.04% | 8.79% | 0.06% | -0.48% |
| Oct | 5.60% | 4.92% | -14.68% | 4.49% | 2.75% | 0.73%* | 0.64% |
| Nov | -2.85% | 1.46% | 15.02% | 8.88% | 0.25% | -- | 4.55% |
| Dec | 3.99% | -9.52% | 6.42% | 3.53% | 5.77% | -- | 2.04% |
| Total | 11.91% | -26.03% | -1.91% | 42.79% | 48.42% | 2.89% | 13.01% |
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: $120.29
SMA 50: $122.42
SMA 200: $123.13
Current: $122.08
EMA 12: $120.20
EMA 26: $120.89
MACD: -0.6912 | Signal: 0.3117
BEARISH
ADX (14): 15.14
RANGE
+DI: 29.50
−DI: 26.26
Momentum Oscillators
RSI (14): 54.05
NEUTRAL
Stoch %K: 71.23
Stoch %D: 61.90
Williams %R: -11.87
Volume & Volatility
BB Upper: $123.89
BB Lower: $116.68
NEUTRAL
OBV: -296,094
Vol SMA 20: 44,644
Vol ROC: -50.90%
ATR: $1.76
True Range: $1.54
HV 20: 16.5%
HV 30: 18.4%
HV 60: 20.7%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report: EIS
Executive Summary
Overall Assessment: NEUTRAL with confidence level 6/10.
Key Drivers:
- Neutral news sentiment from recent headlines
- Mixed technical signals, with a bearish MACD and overbought Bollinger Bands
- Moderate volatility and beta above average (1.16)
Primary Risks:
- Potential for increased tensions in the Middle East, affecting global markets
- High volatility could lead to significant price movements
Investment Thesis: EIS is currently trading within a range, with mixed technical signals and neutral news sentiment. While there are risks associated with increased tensions in the Middle East, EIS' moderate volatility and beta above average may indicate potential for amplification of market moves.
Recent News Sentiment Impact: The recent headlines have maintained a neutral tone, which aligns with the current trading range and mixed technical signals.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Ranging; Medium-term (1-3 months): Uptrend; Long-term (3-12 months): Downtrend.
Support/Resistance Levels:
- Key price levels:
- SMA 20: $119.96
- SMA 50: $122.60
- Upper Bollinger Band: $123.36
Momentum Signals:
- RSI interpretation: Neutral (56.85)
- MACD signal: Bearish
- Bollinger Bands position: Overbought
Volume Analysis: Volume trends suggest institutional interest, with a volume SMA 20 of 58714.35 and an OBV of -319853.55.
News & Sentiment Analysis
Recent Headlines Summary: Neutral news headlines from the last 10 articles, focusing on tensions in the Middle East without significant market-moving events.
Sentiment Assessment: Neutral sentiment (7/10)
Catalyst Identification: Upcoming congressional votes and potential shifts in global tensions could drive price movements.
Risk & Volatility Assessment
Beta Interpretation: High risk relative to market (beta 1.16 >1.2).
Volatility Regime: Moderate volatility (0.23) compared to historical levels.
Options Market Signals: No options data available.
Downside Protection: Support levels include SMA 20 and SMA 50, while the lower Bollinger Band provides a potential downside protection level of $116.56.
Market Context & Positioning
Sector Performance: Weak relative to sector/market (0.64 correlation).
Institutional Activity: Moderate institutional interest, with a volume SMA 20 of 58714.35.
Correlation Analysis: EIS moves with the market amplification (R-squared 0.64), indicating potential for increased volatility.
Key Levels & Action Items
Critical Price Levels:
- Support: SMA 20 ($119.96) and SMA 50 ($122.60)
- Resistance: Upper Bollinger Band ($123.36)
Breakout/Breakdown Levels: None identified.
Time-Sensitive Catalysts: Upcoming congressional votes and shifts in global tensions could drive price movements.
Risk Management: Consider stop-loss levels at SMA 20 and SMA 50, with position sizing adjusted according to market conditions.
Note: This report does not provide buy or sell recommendations. It aims to analyze the given stock data and provide an objective assessment of the investment opportunity.
Generated
News
All EIS news →
BenzingaT3·28mo ago
BenzingaT3·28mo ago
BenzingaT3·28mo ago
BenzingaT3·29mo ago
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BenzingaT3·29mo ago
BenzingaT3·29mo ago
BenzingaT3·30mo ago
Showing 1–10 of 50
Page 1 of 5
EIS Options Activity & IV Rank
Loading options activity...
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
ATM — / Wing —
30 DTE / 10d
—
—
pts
EXTREME
ATM — / 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)
Straddle Price (30 DTE)
Beta Analysis
Risk Metrics
Beta: 1.2127
Alpha: 5.83%
Correlation: 0.6655
R-Squared: 44.3%
Stock Volatility: 23.1%
Market Volatility: 12.7%
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
EIS Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
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| # | Filer | Notional Value | % of Total | Period |
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Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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