Seeking AlphaT3·59mo ago
EPP iShares MSCI Pacific ex Japan ETF
ETF 55.00 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.
EPP
$55.00
—
Key stats
$55.00
After hours
$55.00
+0.00%
- 52-Week Range
- $48.93 – $58.55
- YTD
- +7.53%
- IV Rank (30D)
- 35.36
- Straddle Price
- $2.90
- P/C Vol Ratio
- 10.00
- Open
- $55.14
- Day Range
- $54.92 – $55.17
- Volume
- 182,159
- Prev Close
- $55.50
About
iShares MSCI Pacific ex Japan ETF (EPP) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2001-10-25
- 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#22 of 163 by assets
iShares
Japan
Developed ex-US
Index-tracking
- Expense ratio
- 0.47% issuer, Oct 22, 2026
- Assets
- $2.2B issuer-reported, Oct 20, 2026
- Trailing yield
- 3.37% paid semi-annual
- Average daily volume
- $12M 30 sessions
- Holdings
- 99 top 10 are 48.1%
- Listed
- Oct 25, 2001 NYSE Arca
- Last fee change
- -1 bp filed Dec 19, 2025
- Net asset value
- $55.49 issuer, Oct 21, 2026 · closed +0.01% to NAV
- Median bid/ask spread
- 0.02% 30 days, issuer-reported
- 30-day SEC yield
- 3.40% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +10.8% issuer, through Sep 30, 2026 · 3 years +15.8% a year · 5 years +6.8% · 10 years +6.9%
- Distributions, 12 months
- $1.87 a share issuer, through Jun 15, 2026: 100% income
- Tracking difference
- -0.17 pts vs index, after fees, FY 2025
Cost59
Liquidity69
Scale87
Diversification60
Moves with. US large-cap stocks (44% of its variance, beta 0.78); Developed markets ex-US over US (23% of its variance, beta 0.69); US dollar (6% of its variance, beta -0.28); Gold (4% of its variance, beta 0.04). These factors explain 80% of its daily moves over the last year.
Stated objective. The iShares MSCI Pacific ex Japan ETF (the Fund ) seeks to track the investment results of an index composed of Pacific region developed market equities, excluding Japan. (from the fund's prospectus)
All 99 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
- $0 0.0% of assets
- Year to date
- +$231M +$306M 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 | $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
- −$34M latest reported month
- Latest 3 months
- +$18M +0.9% of assets
- Latest 12 months
- +$36M +1.7% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | −$34M |
| Apr 2026 | +$17M |
| Mar 2026 | +$35M |
| Feb 2026 | +$82M |
| Jan 2026 | +$15M |
| Dec 2025 | +$91M |
| Nov 2025 | $0 |
| Oct 2025 | −$62M |
| Sep 2025 | −$15M |
| Aug 2025 | −$77M |
| Jul 2025 | −$60M |
| Jun 2025 | +$44M |
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 | |
|---|---|---|---|---|---|
| BBAXJPMorgan BetaBuilders Developed Asia Pacific-ex Japan ETF | 93% | 0.19% | $6.7B | +9.8% | compare |
| FLAUFranklin FTSE Australia ETF | 64% | 0.09% | $225M | +6.4% | compare |
| EWAiShares MSCI Australia ETF | 64% | 0.50% | $1.3B | +7.2% | compare |
| DVYAiShares Asia/Pacific Dividend ETF | 33% | 0.49% | $70M | +16.6% | compare |
| IPACiShares Core MSCI Pacific ETF | 24% | 0.09% | $2.7B | +11.9% | 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; 1% net selling
- Reporting earnings
- 0.0% of weight in 7 days; 0.3% in 14
Holdings reporting in the next 14 days
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Feb 28, 2026 → May 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | SESea Ltd | 1.78% | — | — |
| Exit | Jardine Matheson Holdings Ltd | 0.57% | — | — |
| New position | JARDINE MATHESON HOLDINGS LIMITED | — | 0.48% | — |
| Exit | Grab Holdings Ltd | 0.44% | — | — |
| Exit | Hongkong Land Holdings Ltd | 0.40% | — | — |
| New position | GRABGRAB HOLDINGS LIMITED | — | 0.37% | — |
| New position | HONGKONG LAND HOLDINGS LIMITED | — | 0.36% | — |
| Exit | FUTUFutu Holdings Ltd | 0.36% | — | — |
| Increase | SINGAPORE EXCHANGE LIMITED | 0.48% | 0.66% | +11.5% |
| Decrease | The Wharf (Holdings) Limited | 0.15% | 0.11% | −20.2% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.5%. 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 88%
- Created · redeemed
- $165M · $525M over the fiscal year
- Redemptions in kind
- 94% creations 95% in kind
- Creation unit
- 300,000 shares
- Securities lending
- 0.57% of assets on loan on average; earned 0.3 bp
- Return vs index
- -0.17 pts after fees; -0.17 before; daily s.d. 16.48
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
99
AUM
$2.2B
Provider
iShares (BlackRock)
Inception
2001-10-25
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.47%
Dividend Yield
3.37%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-15 | 2026-06-18 | $0.8241 | CD |
| 2025-12-16 | 2025-12-19 | $1.0456 | CD |
| 2025-06-16 | 2025-06-20 | $0.8588 | CD |
| 2024-12-17 | 2024-12-20 | $0.9675 | CD |
| 2024-06-11 | 2024-06-17 | $0.7013 | CD |
| 2023-12-20 | 2023-12-27 | $0.9660 | CD |
Asset Allocation
Top Holdings
top 50 of 99 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| BHP | BHP GROUP LTD | 9.57% | Equity (Foreign) | AU |
| CBA | COMMONWEALTH BANK OF AUSTRALIA | 8.24% | Equity (Foreign) | AU |
| D05 | DBS GROUP HOLDINGS LTD | 5.43% | Equity (Foreign) | SG |
| — | AIA GROUP | 4.32% | Equity (Foreign) | HK |
| NAB | NATIONAL AUSTRALIA BANK | 3.87% | Equity (Foreign) | AU |
| WBC | WESTPAC BANKING CORPORATION | 3.80% | Equity (Foreign) | AU |
| ANZ | ANZ GROUP HOLDINGS LTD | 3.72% | Equity (Foreign) | AU |
| O39 | OVERSEA-CHINESE BANKING | 3.33% | Equity (Foreign) | SG |
| CSL | CSL | 2.97% | Equity (Foreign) | AU |
| MQG | MACQUARIE GROUP LTD DEF | 2.86% | Equity (Foreign) | AU |
| WES | WESFARMERS | 2.86% | Equity (Foreign) | AU |
| — | HONG KONG EXCHANGES AND CLEARING | 2.39% | Equity (Foreign) | HK |
| WDS | WOODSIDE ENERGY GROUP LTD | 2.04% | Equity (Foreign) | AU |
| RIO | RIO TINTO | 1.82% | Equity (Foreign) | AU |
| U11 | UNITED OVERSEAS BANK | 1.76% | Equity (Foreign) | SG |
| GMG | GOODMAN GROUP UNITS | 1.67% | Equity (Foreign) | AU |
| WOW | WOOLWORTHS GROUP | 1.61% | Equity (Foreign) | AU |
| SE | SEA ADS REPRESENTING LTD CLASS A | 1.35% | Equity (Foreign) | SG |
| TCL | TRANSURBAN GROUP STAPLED UNITS | 1.35% | Equity (Foreign) | AU |
| QBE | QBE INSURANCE GROUP | 1.22% | Equity (Foreign) | AU |
| Z74 | SINGAPORE TELECOMMUNICATIONS LTD | 1.10% | Equity (Foreign) | SG |
| ALL | ARISTOCRAT LEISURE | 1.09% | Equity (Foreign) | AU |
| — | BOC HONG KONG HOLDINGS LTD | 1.07% | Equity (Foreign) | HK |
| — | TECHTRONIC INDUSTRIES COMPANY-100 | 1.06% | Equity (Foreign) | HK |
| NST | NORTHERN STAR RESOURCES LTD | 1.05% | Equity (Foreign) | AU |
| COL | COLES GROUP LTD | 1.03% | Equity (Foreign) | AU |
| — | CK HUTCHISON HOLDINGS | 1.02% | Equity (Foreign) | HK |
| STO | SANTOS | 0.95% | Equity (Foreign) | AU |
| BXB | BRAMBLES | 0.86% | Equity (Foreign) | AU |
| — | SUN HUNG KAI PROPERTIES LTD | 0.81% | Equity (Foreign) | HK |
| EVN | EVOLUTION MINING | 0.79% | Equity (Foreign) | AU |
| FMG | FORTESCUE LTD | 0.78% | Equity (Foreign) | AU |
| FPH | FISHER AND PAYKEL HEALTHCARE CORPO | 0.74% | Equity (Foreign) | NZ |
| — | CLP HOLDINGS | 0.73% | Equity (Foreign) | HK |
| CPU | COMPUTERSHARE LTD | 0.70% | Equity (Foreign) | AU |
| SUN | SUNCORP GROUP | 0.67% | Equity (Foreign) | AU |
| ORG | ORIGIN ENERGY | 0.66% | Equity (Foreign) | AU |
| S32 | SOUTH32 | 0.62% | Equity (Foreign) | AU |
| IAG | INSURANCE AUSTRALIA GROUP | 0.61% | Equity (Foreign) | AU |
| — | LINK REAL ESTATE INVESTMENT TRUST | 0.59% | Equity (Foreign) | HK |
| S63 | SINGAPORE TECHNOLOGIES ENGINEERING | 0.59% | Equity (Foreign) | SG |
| TLS | TELSTRA GROUP | 0.59% | Equity (Foreign) | AU |
| SCG | SCENTRE GROUP | 0.57% | Equity (Foreign) | AU |
| S68 | SINGAPORE EXCHANGE | 0.56% | Equity (Foreign) | SG |
| BN4 | KEPPEL | 0.50% | Equity (Foreign) | SG |
| SOL | WASHINGTON H SOUL PATTINSON & COMP | 0.50% | Equity (Foreign) | AU |
| CICT | CAPITALAND INTEGRATED COMMERCIAL T | 0.50% | Equity (Foreign) | SG |
| — | POWER ASSETS HOLDINGS | 0.48% | Equity (Foreign) | HK |
| APA | APA GROUP UNITS | 0.48% | Equity (Foreign) | AU |
| BS6 | YANGZIJIANG SHIPBUILDING (HOLDINGS | 0.47% | Equity (Foreign) | SG |
Geographic Breakdown
Non-Equity Breakdown
iShares MSCI Pacific ex Japan ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-27)
Net assets:
$2.12B
· 101 total positions
· equity 90.66%
· non-equity 9.06%
Non-equity holdings
— 20 positions,
9.06% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Other | 8.73% | $184.7M | 16 |
| Short-term investment | 0.33% | $7.0M | 2 |
| Derivative (equity) | 0.00% | $43045 | 2 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.27% | -4.82% | 9.96% | -3.26% | 2.40% | 4.77% | 1.46% |
| Feb | 1.96% | 1.28% | -8.36% | 0.86% | 0.52% | 5.69% | 0.33% |
| Mar | -1.28% | 6.93% | -0.18% | 0.54% | -0.90% | -5.60% | -0.08% |
| Apr | 2.54% | -7.83% | -0.90% | -2.50% | 2.62% | 3.77% | -0.38% |
| May | 2.37% | 0.87% | -6.33% | 4.98% | 5.46% | 0.07% | 1.24% |
| Jun | -3.42% | -10.08% | 0.50% | -2.41% | 0.94% | -3.72% | -3.03% |
| Jul | -0.97% | 4.44% | 3.51% | 2.33% | 0.00% | 6.73% | 2.67% |
| Aug | -0.35% | -3.45% | -4.72% | 5.95% | 4.82% | 2.14% | 0.73% |
| Sep | -5.43% | -9.57% | -3.75% | 8.58% | 0.68% | -3.63% | -2.19% |
| Oct | 4.74% | -1.17% | -1.64% | -5.72% | -1.14% | 0.64%* | -0.71% |
| Nov | -7.20% | 14.06% | 4.75% | 3.12% | -1.97% | -- | 2.55% |
| Dec | 0.87% | -3.50% | 4.75% | -7.69% | 0.12% | -- | -1.09% |
| Total | -6.88% | -14.52% | -3.86% | 3.53% | 14.10% | 10.50% | 0.48% |
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: $54.98
SMA 50: $56.21
SMA 200: $55.04
Current: $55.00
EMA 12: $55.09
EMA 26: $55.33
MACD: -0.2367 | Signal: 0.1219
BEARISH
ADX (14): 16.59
RANGE
+DI: 31.84
−DI: 32.31
Momentum Oscillators
RSI (14): 45.94
NEUTRAL
Stoch %K: 78.89
Stoch %D: 77.99
Williams %R: -39.34
Volume & Volatility
BB Upper: $55.63
BB Lower: $54.33
NEUTRAL
OBV: 5,614,739
Vol SMA 20: 230,113
Vol ROC: 8.44%
ATR: $0.55
True Range: $0.58
HV 20: 10.0%
HV 30: 12.7%
HV 60: 13.5%
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: EPP
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10) Key Drivers:
- Consolidation trend since October, awaiting a breakout or breakdown
- Recent news sentiment neutral, no significant market-moving headlines Primary Risks:
- Potential for further consolidation or correction if prices fail to break out
- Volatility increasing, as seen in options data
Investment Thesis: EPP is trading within a consolidation phase, with mixed technical and fundamental signals. The recent earnings season has been quiet, and the company's beta suggests moderate volatility.
Recent News Sentiment Impact: Neutral news sentiment from Seeking Alpha's weekly market pulse did not significantly impact prices.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Consolidation/Neutrality; Medium-term (1-3 months): Uptrend; Long-term (3-12 months): Bullish
Support/Resistance Levels:
- Lower: $56.76 (Bollinger Bands' lower band)
- Middle: $57.66 (SMA 20 and EMA 12)
- Upper: $58.56 (Bollinger Bands' upper band)
Momentum Signals:
- RSI: Neutral (60.35) - not overbought or oversold
- MACD: Bullish (0.46 / Signal: -0.05 / Histogram: 0.51)
- Bollinger Bands: Neutral - price within the bands
Volume Analysis: Volume trends moderate, with institutional interest signals mixed.
News & Sentiment Analysis
Recent Headlines Summary: One neutral news headline from Seeking Alpha's weekly market pulse.
Sentiment Assessment: Neutral sentiment overall.
Catalyst Identification: None significant in recent news headlines.
Market Narrative: The neutral news sentiment aligns with the consolidation trend, as prices await a breakout or breakdown.
Risk & Volatility Assessment
Beta Interpretation: Moderate volatility (0.85 vs SPY).
Volatility Regime: Current volatility higher than historical average (HV20 11.6%, HV30 13.4%).
Options Market Signals:
- IV Rank: Low (23.8%)
- Put/Call Volume Ratio: Bullish sentiment (0.19)
- Open Interest: More calls than puts, indicating bullish market expectation
Market Context & Positioning
Sector Performance: EPP's sector (Technology) has been performing well, with moderate strength.
Institutional Activity: Institutional interest signals mixed, with neither buying nor selling pressure evident.
Correlation Analysis: EPP is moderately correlated with the market (R-squared 0.69).
Relative Valuation: The stock trades within a trading range, with no significant relative valuation concerns.
Key Levels & Action Items
Critical Price Levels:
- Lower: $56.76 (Bollinger Bands' lower band)
- Middle: $57.66 (SMA 20 and EMA 12)
- Upper: $58.56 (Bollinger Bands' upper band)
Breakout/Breakdown Levels: None significant in recent technical signals.
Time-Sensitive Catalysts: None immediate, with the next earnings season potentially providing a catalyst.
Risk Management: Consider stop-loss levels around $56.50 and position sizing based on risk tolerance.
Please note that this is just an example report, and you should analyze the data provided in your own way to produce a comprehensive stock analysis report.
Generated
News
All EPP news →
EPP Options Activity & IV Rank
EPP IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 23.2%
7-DTE IV: —
Expected Move: $2.90
7-DTE Move: $2.90
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 1
Put Volume: 10
P/C Volume: 10.0
BEARISH
Call OI: 1
Put OI: 10
P/C OI: 10.0
Total OI: 11
ATM Options Pricing
ATM Call: $1.68
ATM Put: $1.23
Call %: 3.0%
Put %: 2.2%
Chain Summary
Chain Volume: 136
Chain OI: 142
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 99th 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
99%
vs own history
GEX tilt
+0.85
OI-weighted, today
Vanna tilt
+0.37
δ-sensitivity to IV
Charm tilt
+0.61
δ-decay vs time
Vanna tilt +0.37: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt +0.61: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 4 ATM contracts, 0k 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 23.6% / 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)35.4MediumOct 22
Straddle Price (30 DTE)$2.90Oct 22
Beta Analysis
Risk Metrics
Beta: 0.8607
Alpha: -4.02%
Correlation: 0.6917
R-Squared: 47.8%
Stock Volatility: 15.9%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Moderate volatility - stock generally follows market
Beta & Alpha Over Time
EPP 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$527.27K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $527.27K | 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
51.18K
SI % of Float
0.13%
Days to Cover
1.00
Short Vol Ratio
54.0%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
EPP Constituent Performance
Click any bar to view the full quote for that stock.
EPP Constituents (29 of 65)
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| BHP | BHP GROUP LTD | 9.57% | $77.58 | -4.01% | -6.42% | -8.83% |
| CSL | CSL | 2.97% | $352.6 | +3.68% | +5.10% | +12.25% |
| WES | WESFARMERS | 2.86% | $44.46 | -0.27% | +0.72% | -1.96% |
| WDS | WOODSIDE ENERGY GROUP LTD | 2.04% | $22.87 | -3.18% | -1.72% | +2.56% |
| RIO | RIO TINTO | 1.82% | $84.14 | -3.20% | -6.73% | -10.93% |
| WOW | WOOLWORTHS GROUP | 1.61% | $5.2 | +0.00% | +0.00% | +0.58% |
| SE | SEA ADS REPRESENTING LTD CLASS A | 1.35% | $75.69 | -2.89% | -22.37% | -24.86% |
| ALL | ARISTOCRAT LEISURE | 1.09% | $259.1 | +3.21% | +8.14% | +14.06% |
| EVN | EVOLUTION MINING | 0.79% | $9.75 | +0.62% | +2.52% | +0.00% |
| FPH | FISHER AND PAYKEL HEALTHCARE CORPO | 0.74% | $4.5 | +4.65% | +1.81% | -2.81% |
| CPU | COMPUTERSHARE LTD | 0.70% | $19.59 | -8.17% | -7.68% | N/A |
| SUN | SUNCORP GROUP | 0.67% | $72.99 | -0.61% | +0.59% | -3.75% |
| IAG | INSURANCE AUSTRALIA GROUP | 0.61% | $16.42 | -7.86% | -7.55% | -15.19% |
| TLS | TELSTRA GROUP | 0.59% | $4.57 | -0.87% | +7.03% | +12.29% |
| SOL | WASHINGTON H SOUL PATTINSON & COMP | 0.50% | $1.94 | +0.52% | +7.78% | +6.01% |
| APA | APA GROUP UNITS | 0.48% | $49.44 | -0.38% | +4.68% | +13.19% |
| SIG | SIGMA HEALTHCARE | 0.46% | $116.94 | +1.89% | -1.03% | +16.36% |
| MPL | MEDIBANK PRIVATE | 0.43% | $15.95 | -0.56% | +14.07% | +91.70% |
| ASX | ASX LTD | 0.40% | $37.74 | -11.01% | -9.91% | -13.24% |
| TLC | THE LOTTERY CORPORATION LTD | 0.38% | $7 | +0.00% | +0.79% | -2.78% |
| AIA | AUCKLAND INTERNATIONAL AIRPORT | 0.35% | $126.53 | -3.79% | -4.18% | -11.59% |
| PME | PRO MEDICUS | 0.32% | $0.27 | -6.90% | -19.33% | -59.28% |
| CLAR | CAPITALAND ASCENDAS REIT | 0.31% | $3.83 | +0.26% | +9.43% | +9.12% |
| GRAB | GRAB HOLDINGS CLASS A | 0.31% | $2.85 | +1.06% | -5.00% | -8.36% |
| VCX | VICINITY CENTRES | 0.29% | $23.68 | -2.95% | -6.92% | -21.07% |
| SGH | SGH | 0.25% | $20.85 | +0.43% | +0.14% | +8.03% |
| REA | REA GROUP LTD | 0.24% | $7.21 | -7.21% | +0.00% | -33.79% |
| FUTU | FUTU HOLDINGS ADR | 0.24% | $98.92 | -5.82% | -9.91% | -9.47% |
| CEN | CONTACT ENERGY LTD | 0.21% | $20.73 | +1.07% | -2.22% | -1.38% |