The Motley FoolT3·9mo ago
EPOL iShares MSCI Poland ETF
ETF 44.12 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.
EPOL
$44.12
—
Key stats
$44.12
After hours
$44.12
+0.00%
- 52-Week Range
- $32.51 – $46.03
- YTD
- +21.71%
- IV Rank (30D)
- 34.47
- Straddle Price
- $3.25
- P/C Vol Ratio
- 0.12
- Open
- $44.36
- Day Range
- $43.98 – $44.36
- Volume
- 380,495
- Prev Close
- $45.08
About
iShares MSCI Poland ETF (EPOL) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2010-05-25
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 20, 2026issuer datathrough May 2026flows, SEC filings
International Equity
Single Country#35 of 163 by assets
iShares
Poland
Emerging Markets
Index-tracking
- Expense ratio
- 0.59% issuer, Oct 22, 2026
- Assets
- $1.0B issuer-reported, Oct 20, 2026
- Trailing yield
- 3.26% paid semi-annual
- Average daily volume
- $20M 30 sessions
- Holdings
- 39 top 10 are 66.2%
- Listed
- May 25, 2010 NYSE Arca
- Last fee change
- -1 bp filed Dec 19, 2025
- Net asset value
- $44.99 issuer, Oct 21, 2026 · closed +0.19% to NAV
- Median bid/ask spread
- 0.02% 30 days, issuer-reported
- 30-day SEC yield
- 3.39% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +43.4% issuer, through Sep 30, 2026 · 3 years +44.0% a year · 5 years +19.3% · 10 years +12.5%
- Distributions, 12 months
- $1.47 a share issuer, through Jun 15, 2026: 100% income
- Tracking difference
- +2.73 pts vs index, after fees, FY 2025
Cost37
Liquidity76
Scale74
Diversification37
Moves with. US large-cap stocks (27% of its variance, beta 0.85); Developed markets ex-US over US (21% of its variance, beta 0.99); Gold (4% of its variance, beta 0.08); US dollar (4% of its variance, beta -0.33). These factors explain 63% of its daily moves over the last year.
Stated objective. The iShares MSCI Poland ETF (the Fund ) seeks to track the investment results of a broad-based index composed of Polish equities. (from the fund's prospectus)
All 39 holdingsFlow historySimilar fundsOverlap toolAll Single Country ETFs
Fund flows
daily as of Oct 20, 2026issuer datathrough May 2026SEC filings- Oct 20, 2026
- +$6.6M latest day
- Latest 5 trading days
- +$62M
- Latest 21 trading days
- +$191M +18.6% of assets
- Year to date
- +$398M +$411M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 20, 2026 | +$6.6M |
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | +$29M |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | +$26M |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | +$105M |
| Oct 9, 2026 | $0 |
| Oct 8, 2026 | $0 |
| Oct 7, 2026 | $0 |
| Oct 6, 2026 | $0 |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | +$11M |
| Oct 1, 2026 | $0 |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | $0 |
| Sep 28, 2026 | $0 |
| Sep 25, 2026 | +$8.9M |
| Sep 24, 2026 | +$4.5M |
| Sep 23, 2026 | $0 |
| 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
- −$4.0M latest reported month
- Latest 3 months
- −$35M −5.5% of assets
- Latest 12 months
- +$33M +5.1% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | −$4.0M |
| Apr 2026 | −$9.2M |
| Mar 2026 | −$22M |
| Feb 2026 | +$53M |
| Jan 2026 | +$77M |
| Dec 2025 | +$21M |
| Nov 2025 | −$10M |
| Oct 2025 | −$3.2M |
| Sep 2025 | −$29M |
| Aug 2025 | −$47M |
| Jul 2025 | +$16M |
| Jun 2025 | −$9.9M |
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 | |
|---|---|---|---|---|---|
| GVALCambria Global Value ETF | 9% | 0.66% | $605M | +30.1% | compare |
| OPPEWisdomTree European Opportunities Fund | 6% | 0.58% | $283M | +19.3% | compare |
| FTHFFirst Trust Emerging Markets Human Flourishing ETF | 6% | 0.75% | $139M | +48.5% | compare |
| DVYEiShares Emerging Markets Dividend ETF | 5% | 0.49% | $1.2B | +17.0% | compare |
| EBIZGlobal X E-commerce ETF | 5% | 0.50% | $26M | −14.1% | compare |
Ranked by how much of the two portfolios is the same securities.
What changed in the portfolio
Feb 28, 2026 → May 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | Allegro.eu SA | — | 4.65% | — |
| New position | LPP SPOLKA AKCYJNA | — | 4.10% | — |
| Exit | LPP SA | 3.80% | — | — |
| Exit | Allegro.eu SA | 3.62% | — | — |
| Decrease | KGHM POLSKA MIEDZ SPOLKA AKCYJNA | 6.77% | 4.51% | −31.2% |
| New position | ZABKYZabka Group SA | — | 1.58% | — |
| New position | Xtb SA | — | 1.42% | — |
| Exit | XTB SA | 1.30% | — | — |
| Exit | Zabka Group SA | 1.20% | — | — |
| New position | Diagnostyka SA | — | 0.38% | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.7%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 7 active of 40 with agreements; top 3 did 89%
- Created · redeemed
- $256M · $192M over the fiscal year
- Redemptions in kind
- 98% creations 91% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 3.65% of assets on loan on average; earned 4.4 bp
- Return vs index
- +2.73 pts after fees; +2.73 before; daily s.d. 11.32
- 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
39
AUM
$1.0B
Provider
iShares (BlackRock)
Inception
2010-05-25
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.59%
Dividend Yield
3.26%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-15 | 2026-06-18 | $0.3020 | CD |
| 2025-12-16 | 2025-12-19 | $1.1694 | CD |
| 2025-06-16 | 2025-06-20 | $0.5126 | CD |
| 2024-12-17 | 2024-12-20 | $0.8272 | CD |
| 2024-06-11 | 2024-06-17 | $0.4334 | CD |
| 2023-12-20 | 2023-12-27 | $0.6507 | CD |
Asset Allocation
Top Holdings
top 39 of 39 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| PKO | POWSZECHNA KASA OSZCZEDNOSCI BANK | 14.89% | Equity (Foreign) | PL |
| PKN | ORLEN | 13.07% | Equity (Foreign) | PL |
| PEO | BANK PEKAO SA | 6.92% | Equity (Foreign) | PL |
| PZU | PZU SA | 6.06% | Equity (Foreign) | PL |
| ALE | ALLEGRO SA | 5.55% | Equity (Foreign) | PL |
| LPP | LPP SA | 4.73% | Equity (Foreign) | PL |
| EBP | ERSTE BANK POLSKA SA | 4.56% | Equity (Foreign) | PL |
| KGH | KGHM POLSKA MIEDZ SA | 3.97% | Equity (Foreign) | PL |
| MBK | MBANK SA | 3.32% | Equity (Foreign) | PL |
| DNP | DINO POLSKA | 3.10% | Equity (Foreign) | PL |
| BFT | BENEFIT SYSTEMS | 2.82% | Equity (Foreign) | PL |
| CDR | CD PROJEKT RED | 2.79% | Equity (Foreign) | PL |
| PGE | PGE POLSKA GRUPA ENERGETYCZNA SA | 2.53% | Equity (Foreign) | PL |
| MIL | BANK MILLENNIUM SA | 2.16% | Equity (Foreign) | PL |
| ZAB | ZABKA GROUP SOCIETE ANONYME SA | 2.11% | Equity (Foreign) | PL |
| ACP | ASSECO POLAND SA | 2.11% | Equity (Foreign) | PL |
| KTY | GRUPA KETY | 2.05% | Equity (Foreign) | PL |
| OPL | ORANGE POLSKA SA | 1.82% | Equity (Foreign) | PL |
| ALR | ALIOR BANK SA | 1.78% | Equity (Foreign) | PL |
| XTB | XTB | 1.75% | Equity (Foreign) | PL |
| TPE | TAURON POLSKA ENERGIA | 1.69% | Equity (Foreign) | PL |
| BDX | BUDIMEX SA | 1.57% | Equity (Foreign) | PL |
| ENA | ENEA SA | 1.11% | Equity (Foreign) | PL |
| ASB | ASBISC ENTERPRISES PLC | 1.07% | Equity (Foreign) | PL |
| KRU | KRUK SA | 1.06% | Equity (Foreign) | PL |
| MDV | MODIVO SA | 0.98% | Equity (Foreign) | PL |
| CPS | CYFROWY POLSAT SA | 0.87% | Equity (Foreign) | PL |
| BHW | BANK HANDLOWY W WARSZAWIE SA | 0.79% | Equity (Foreign) | PL |
| GPW | GPW SA | 0.65% | Equity (Foreign) | PL |
| DIA | DIAGNOSTYKA SA | 0.58% | Equity (Foreign) | PL |
| APR | AUTO PARTNER SA | 0.47% | Equity (Foreign) | PL |
| JSW | JASTRZEBSKA SPOLKA WEGLOWA | 0.47% | Equity (Foreign) | PL |
| — | USD CASH | 0.26% | Cash/Money Market | US |
| — | PLN CASH | 0.24% | Cash/Money Market | PL |
| — | BLK CSH FND TREASURY SL AGENCY | 0.05% | Cash/Money Market | US |
| — | CASH COLLATERAL PLN JPFFT | 0.05% | Cash/Money Market | US |
| — | EUR CASH | 0.00% | Cash/Money Market | EU |
| — | PLN/USD | 0.00% | Derivative | US |
| — | WIG20(PLN20) INDEX DEC 26 | 0.00% | Derivative | PL |
Geographic Breakdown
Non-Equity Breakdown
iShares MSCI Poland ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-27)
Net assets:
$643M
· 38 total positions
· equity 99.06%
· non-equity 1.89%
Non-equity holdings
— 5 positions,
1.89% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.55% | $10.0M | 2 |
| Other | 0.30% | $2.0M | 2 |
| Derivative (equity) | 0.03% | $210422 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -2.95% | -3.98% | 6.62% | -0.14% | 13.01% | 3.70% | 2.71% |
| Feb | -2.51% | -13.94% | -5.96% | 3.65% | 9.87% | 1.25% | -1.27% |
| Mar | -5.19% | 10.65% | -3.43% | 0.34% | 9.07% | -2.41% | 1.50% |
| Apr | 6.84% | -18.62% | 11.59% | 0.17% | 4.24% | 5.21% | 1.57% |
| May | 12.03% | 4.89% | -3.19% | 6.79% | 3.12% | 5.69% | 4.89% |
| Jun | -5.50% | -9.75% | 8.85% | -2.66% | 5.81% | -3.60% | -1.14% |
| Jul | -0.32% | -1.03% | 8.77% | -2.89% | -0.97% | 10.71% | 2.38% |
| Aug | 5.67% | -13.69% | -7.58% | 5.91% | 0.00% | 2.70% | -1.16% |
| Sep | -6.04% | -11.50% | -11.21% | -1.14% | 2.91% | 1.23% | -4.29% |
| Oct | 3.38% | 12.09% | 19.00% | -7.02% | 3.40% | 2.01%* | 5.48% |
| Nov | -12.50% | 19.40% | 9.03% | -0.45% | 0.86% | -- | 3.27% |
| Dec | 2.23% | 1.24% | 0.44% | -7.04% | 3.81% | -- | 0.14% |
| Total | -7.14% | -27.85% | 32.44% | -5.39% | 69.94% | 28.96% | 15.16% |
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: $44.11
SMA 50: $44.40
SMA 200: $40.14
Current: $44.12
EMA 12: $44.28
EMA 26: $44.25
MACD: 0.0304 | Signal: 0.0522
BEARISH
ADX (14): 8.78
RANGE
+DI: 35.23
−DI: 38.92
Momentum Oscillators
RSI (14): 49.03
NEUTRAL
Stoch %K: 71.80
Stoch %D: 72.52
Williams %R: -49.27
Volume & Volatility
BB Upper: $45.16
BB Lower: $43.05
NEUTRAL
OBV: 10,864,683
Vol SMA 20: 485,964
Vol ROC: 65.86%
ATR: $0.69
True Range: $1.09
HV 20: 20.7%
HV 30: 21.3%
HV 60: 20.2%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL with confidence level 6/10
Key Drivers:
- Bullish momentum from MACD and EMA crossovers
- Positive news sentiment and high volatility
- Key support levels at $42.84 (SMA 50) and $43.19 (Bollinger Bands Lower)
Primary Risks:
- Potential for further upside driven by market sentiment
- Risk of a short-term correction due to recent overbought conditions
Investment Thesis: EPOL has demonstrated strong momentum, with a clear uptrend evident in the MACD and EMA indicators. While there are risks associated with this stock, the overall sentiment remains positive, making it an attractive opportunity for investors seeking exposure to the global ETF market.
Recent News Sentiment Impact: The recent news headlines have been overwhelmingly positive, highlighting EPOL's strong performance and potential for continued growth. This has contributed to the bullish momentum and high volatility.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Uptrend
- Medium-term (1-3 months): Uptrend
- Long-term (3-12 months): Bullish
Support/Resistance Levels:
- SMA 20: $44.50
- SMA 50: $42.84
- Bollinger Bands Upper/Lower: $45.81/$43.19
Momentum Signals:
- RSI interpretation: Neutral (63.22)
- MACD signal: Bullish (0.66/Signal: 0.03/Histogram: 0.64)
- Bollinger Bands position: Squeeze (neutral)
News & Sentiment Analysis
Recent Headlines Summary: The news headlines have been overwhelmingly positive, highlighting EPOL's strong performance and potential for continued growth.
Sentiment Assessment: Positive sentiment is evident in the recent news articles, with a strong focus on EPOL's success and potential for future gains.
Catalyst Identification:
- International ETFs: 2 Global Funds That Surged an Average of 30% (The Motley Fool, 2026-01-14)
- Alphabet Crushed Mag 7 Stocks This Year — Only To Be Crushed By These 8 Country ETFs (Benzinga, 2025-12-26)
Risk & Volatility Assessment
Beta Interpretation: EPOL has a beta of 1.04, indicating above-average volatility relative to the market.
Volatility Regime: The current volatility regime is high, with an IV rank of 4.4% (Low) and a current IV of 29.9%.
Market Context & Positioning
Sector Performance: EPOL has outperformed its sector peers in recent months.
Institutional Activity: Institutional interest in EPOL is evident through the volume patterns and options activity.
Correlation Analysis: EPOL's correlation with the market is strong, as indicated by an R-squared value of 0.58.
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $44.50
- SMA 50: $42.84
- Bollinger Bands Upper/Lower: $45.81/$43.19
Breakout/Breakdown Levels: No specific levels to monitor, but the overall trend remains bullish.
Time-Sensitive Catalysts: No immediate catalysts are apparent, but earnings announcements and regulatory changes may impact the stock in the future.
Risk Management: Investors should consider implementing stop-loss levels at $42.84 (SMA 50) and $43.19 (Bollinger Bands Lower) to manage risk.
I hope this report meets your requirements!
Generated
News
All EPOL news →
BenzingaT3·10mo ago
BenzingaT3·10mo ago
GlobeNewswire Inc.T3·12mo ago
The Motley FoolT3·12mo ago
Investing.comT3·17mo ago
BenzingaT3·17mo ago
Investing.comT3·20mo ago
GlobeNewswire Inc.T3·22mo ago
GlobeNewswire Inc.T3·27mo ago
Showing 1–10 of 29
Page 1 of 3
EPOL Options Activity & IV Rank
EPOL IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 33.9%
7-DTE IV: —
Expected Move: $3.25
7-DTE Move: $3.25
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 26
Put Volume: 3
P/C Volume: 0.115
BULLISH
Call OI: 1,104
Put OI: 4
P/C OI: 0.004
Total OI: 1,108
ATM Options Pricing
ATM Call: $1.60
ATM Put: $1.65
Call %: 3.6%
Put %: 3.7%
Chain Summary
Chain Volume: 86
Chain OI: 1,405
Last Updated: 10/22/2026
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
HIGH γ vs HISTORY
Estimated net dealer gamma is at the 94th percentile of this name's own daily history, near the high end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
94%
vs own history
GEX tilt
+0.99
OI-weighted, today
Vanna tilt
+0.97
δ-sensitivity to IV
Charm tilt
-0.99
δ-decay vs time
Vanna tilt +0.97: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.99: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 5 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
—
—
pts
EXTREME
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 31.0% / 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
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Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)34.5MediumOct 22
Straddle Price (30 DTE)$3.25Oct 22
Beta Analysis
Risk Metrics
Beta: 1.0865
Alpha: 13.82%
Correlation: 0.5945
R-Squared: 35.3%
Stock Volatility: 23.3%
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
EPOL 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$1.78M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $1.78M | 100.00% | 2026-06-30 |
1 filers$77.22K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Belvedere Trading LLC | $77.22K | 100.00% | 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
1.08M
SI % of Float
4.91%
Days to Cover
3.40
Short Vol Ratio
91.1%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
EPOL Constituent Performance
Click any bar to view the full quote for that stock.
EPOL Constituents (14 of 32)
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| PKO | POWSZECHNA KASA OSZCZEDNOSCI BANK | 14.89% | $23.77 | -0.38% | +0.00% | -4.58% |
| PEO | BANK PEKAO SA | 6.92% | $29.61 | -2.12% | +1.09% | +5.00% |
| ALE | ALLEGRO SA | 5.55% | $67.9 | -0.06% | +0.43% | +0.73% |
| DNP | DINO POLSKA | 3.10% | $10.13 | +1.50% | +3.05% | +2.84% |
| BFT | BENEFIT SYSTEMS | 2.82% | $15.1 | -1.88% | -3.39% | -4.67% |
| CDR | CD PROJEKT RED | 2.79% | $29 | +0.07% | +0.14% | +0.17% |
| ACP | ASSECO POLAND SA | 2.11% | $4.25 | -0.70% | -2.30% | -4.71% |
| ALR | ALIOR BANK SA | 1.78% | $1.32 | +0.76% | +0.76% | +1.54% |
| BDX | BUDIMEX SA | 1.57% | $200.42 | +3.13% | +3.44% | +11.82% |
| ASB | ASBISC ENTERPRISES PLC | 1.07% | $29.81 | +2.16% | +3.36% | +2.55% |
| MDV | MODIVO SA | 0.98% | $18.05 | -0.88% | +6.49% | +2.85% |
| CPS | CYFROWY POLSAT SA | 0.87% | $20.36 | +2.88% | -5.21% | -8.37% |
| DIA | DIAGNOSTYKA SA | 0.58% | $527.89 | +0.04% | +1.29% | +2.97% |
| APR | AUTO PARTNER SA | 0.47% | $37.5 | +0.03% | +0.08% | +0.43% |