The Motley FoolT3·10mo ago
EUSA iShares MSCI USA Equal Weighted ETF
ETF 115.20 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.
EUSA
$115.20
—
Key stats
$115.20
- 52-Week Range
- $98.53 – $119.75
- YTD
- +10.69%
- IV Rank (30D)
- 22.5
- Straddle Price
- $3.15
- P/C Vol Ratio
- 0.25
- Open
- $115.02
- Day Range
- $114.72 – $115.42
- Volume
- 62,198
- Prev Close
- $114.65
About
iShares MSCI USA Equal Weighted ETF (EUSA) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2010-05-05
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 19, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.09% issuer, Oct 21, 2026
- Assets
- $1.9B issuer-reported, Oct 19, 2026
- Trailing yield
- 1.41% paid quarterly
- Average daily volume
- $9.8M 30 sessions
- Holdings
- 520 top 10 are 2.6%
- Listed
- May 5, 2010 NYSE Arca
- Net asset value
- $114.65 issuer, Oct 20, 2026 · closed +0.00% to NAV
- Median bid/ask spread
- 0.04% 30 days, issuer-reported
- 30-day SEC yield
- 1.48% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +9.7% issuer, through Sep 30, 2026 · 3 years +15.8% a year · 5 years +7.6% · 10 years +11.0%
- Distributions, 12 months
- $1.61 a share issuer, through Sep 15, 2026: 100% income
- Tracking difference
- -0.14 pts vs index, after fees, FY 2025
Cost96
Liquidity66
Scale84
Diversification100
Moves with. US large-cap stocks (88% of its variance, beta 1.02); Small caps over large (12% of its variance, beta 0.25). These factors explain 91% of its daily moves over the last year.
Stated objective. The iShares MSCI USA Equal Weighted ETF (the Fund ) seeks to track the investment results of an index composed of equal weighted U.S. equities. (from the fund's prospectus)
All 520 holdingsFlow historySimilar fundsOverlap toolAll Equal Weight ETFs
Fund flows
daily as of Oct 19, 2026issuer datathrough May 2026SEC filings- Oct 19, 2026
- $0 latest day
- Latest 5 trading days
- $0
- Latest 21 trading days
- −$45M −2.4% of assets
- Year to date
- +$270M +$322M 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 | −$11M |
| Oct 9, 2026 | $0 |
| Oct 8, 2026 | +$5.7M |
| Oct 7, 2026 | $0 |
| Oct 6, 2026 | $0 |
| Oct 5, 2026 | −$40M |
| 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 |
| Sep 21, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- May 2026
- +$84M latest reported month
- Latest 3 months
- +$89M +5.1% of assets
- Latest 12 months
- +$55M +3.1% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$84M |
| Apr 2026 | −$10M |
| Mar 2026 | +$16M |
| Feb 2026 | +$16M |
| Jan 2026 | +$48M |
| Dec 2025 | +$47M |
| Nov 2025 | +$5.0M |
| Oct 2025 | −$52M |
| Sep 2025 | −$127M |
| Aug 2025 | +$3K |
| Jul 2025 | +$10.0M |
| 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 | |
|---|---|---|---|---|---|
| SIZEiShares MSCI USA Size Factor ETF | 93% | 0.15% | $430M | +12.4% | compare |
| GSEWGoldman Sachs Equal Weight U.S. Large Cap Equity ETF | 89% | 0.09% | $2.1B | +13.9% | compare |
| RSPInvesco S&P 500 Equal Weight ETF | 85% | 0.20% | $99.8B | +14.8% | compare |
| CFOVictoryShares US 500 Enhanced Volatility Wtd ETF | 74% | 0.35% | $408M | +11.2% | compare |
| CFAVictoryShares US 500 Volatility Wtd ETF | 74% | 0.35% | $529M | +11.2% | 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- Holdings vs fair value
- +9.0% 41% under, 25% over · 99% covered
- Price / earnings
- 25.0 6% loss-making · 99% covered
- Price / book · sales
- 3.2 · 2.0 revenue growth +9.7%
- Above 200-day average
- 56% 54% above 50-day · by weight
- Short interest
- 4.1% of float, weighted · 3.6 days to cover
- Insider buying
- 8% of weight had net insider buying, 90 days; 59% net selling
- 13F holders
- +2.5% change in shares held by institutions, latest quarter
- Reporting earnings
- 30.6% of weight in 7 days; 66.0% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.40%
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 |
|---|---|---|---|---|
| Increase | DELLDELL TECHNOLOGIES INC. | 0.19% | 0.64% | +30.1% |
| Increase | ALABAstera Labs, Inc | 0.13% | 0.49% | +37.9% |
| Increase | AMDADVANCED MICRO DEVICES, INC. | 0.14% | 0.45% | +37.6% |
| Increase | MRVLMARVELL TECHNOLOGY, INC. | 0.16% | 0.46% | +22.2% |
| New position | COHRCoherent Corp. | — | 0.29% | — |
| New position | RVMDREVOLUTION MEDICINES, INC. | — | 0.28% | — |
| New position | IRENIREN LIMITED | — | 0.28% | — |
| Increase | DDOGDATADOG, INC. | 0.10% | 0.36% | +68.6% |
| New position | LITELUMENTUM HOLDINGS INC. | — | 0.25% | — |
| Increase | IONQIONQ Inc | 0.13% | 0.39% | +65.9% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.6%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 9 active of 34 with agreements; top 3 did 66%
- Created · redeemed
- $769M · −$141M over the fiscal year
- Redemptions in kind
- 99% creations 99% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 2.19% of assets on loan on average; earned 0.5 bp
- Return vs index
- -0.14 pts after fees; -0.05 before; daily s.d. 0.07
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
520
AUM
$1.9B
Provider
iShares (BlackRock)
Inception
2010-05-05
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.09%
Dividend Yield
1.40%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-15 | 2026-09-18 | $0.3938 | CD |
| 2026-06-15 | 2026-06-18 | $0.3057 | CD |
| 2026-03-17 | 2026-03-20 | $0.3544 | CD |
| 2025-12-16 | 2025-12-19 | $0.5590 | CD |
| 2025-09-16 | 2025-09-19 | $0.4418 | CD |
| 2025-06-16 | 2025-06-20 | $0.3571 | CD |
Asset Allocation
Top Holdings
top 50 of 520 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| OKTA | OKTA CLASS A | 0.28% | Equity (US) | US |
| MSTR | STRATEGY INC CLASS A | 0.28% | Equity (US) | US |
| RBLX | ROBLOX CLASS A | 0.27% | Equity (US) | US |
| MPC | MARATHON PETROLEUM | 0.27% | Equity (US) | US |
| ILMN | ILLUMINA INC | 0.26% | Equity (US) | US |
| ACN | ACCENTURE PLC CLASS A | 0.26% | Equity (US) | US |
| VEEV | VEEVA SYSTEMS CLASS A | 0.26% | Equity (US) | US |
| PTC | PTC | 0.26% | Equity (US) | US |
| META | META PLATFORMS CLASS A | 0.26% | Equity (US) | US |
| TEAM | ATLASSIAN CORP CLASS A | 0.26% | Equity (US) | US |
| NTRA | NATERA | 0.25% | Equity (US) | US |
| VLO | VALERO ENERGY CORP | 0.25% | Equity (US) | US |
| MCK | MCKESSON CORP | 0.24% | Equity (US) | US |
| PSX | PHILLIPS 66 | 0.24% | Equity (US) | US |
| FFIV | F5 | 0.24% | Equity (US) | US |
| EBAY | EBAY | 0.24% | Equity (US) | US |
| NOW | SERVICENOW | 0.24% | Equity (US) | US |
| CRM | SALESFORCE | 0.24% | Equity (US) | US |
| TWLO | TWILIO CLASS A | 0.24% | Equity (US) | US |
| ZS | ZSCALER | 0.24% | Equity (US) | US |
| TW | TRADEWEB MARKETS INC CLASS A | 0.23% | Equity (US) | US |
| MTD | METTLER TOLEDO | 0.23% | Equity (US) | US |
| AMD | ADVANCED MICRO DEVICES | 0.23% | Equity (US) | US |
| ULTA | ULTA BEAUTY INC | 0.23% | Equity (US) | US |
| HCA | HCA HEALTHCARE | 0.23% | Equity (US) | US |
| HUM | HUMANA | 0.23% | Equity (US) | US |
| MO | ALTRIA GROUP INC | 0.23% | Equity (US) | US |
| P | EVERPURE INC CLASS A | 0.23% | Equity (US) | US |
| CBOE | CBOE GLOBAL MARKETS | 0.23% | Equity (US) | US |
| CRWD | CROWDSTRIKE HOLDINGS CLASS A | 0.23% | Equity (US) | US |
| CDW | CDW | 0.23% | Equity (US) | US |
| TMO | THERMO FISHER SCIENTIFIC | 0.23% | Equity (US) | US |
| VRSN | VERISIGN | 0.23% | Equity (US) | US |
| COP | CONOCOPHILLIPS | 0.23% | Equity (US) | US |
| FTNT | FORTINET | 0.23% | Equity (US) | US |
| KDP | KEURIG DR PEPPER INC | 0.23% | Equity (US) | US |
| SNPS | SYNOPSYS | 0.23% | Equity (US) | US |
| KR | KROGER | 0.23% | Equity (US) | US |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIONS CLA | 0.23% | Equity (US) | US |
| A | AGILENT TECHNOLOGIES INC | 0.23% | Equity (US) | US |
| V | VISA CLASS A | 0.23% | Equity (US) | US |
| CI | CIGNA | 0.22% | Equity (US) | US |
| MAR | MARRIOTT INTERNATIONAL CLASS A | 0.22% | Equity (US) | US |
| PG | PROCTER & GAMBLE | 0.22% | Equity (US) | US |
| WST | WEST PHARMACEUTICAL SERVICES | 0.22% | Equity (US) | US |
| CME | CME GROUP CLASS A | 0.22% | Equity (US) | US |
| ISRG | INTUITIVE SURGICAL | 0.22% | Equity (US) | US |
| ELV | ELEVANCE HEALTH INC | 0.22% | Equity (US) | US |
| PLTR | PALANTIR TECHNOLOGIES CLASS A | 0.22% | Equity (US) | US |
| MSFT | MICROSOFT | 0.22% | Equity (US) | US |
Non-Equity Breakdown
iShares MSCI USA Equal Weighted ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-27)
Net assets:
$1.74B
· 541 total positions
· equity 99.78%
· non-equity 1.66%
Non-equity holdings
— 4 positions,
1.66% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.66% | $28.8M | 2 |
| Derivative (equity) | 0.01% | $98059 | 2 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 1.07% | -5.81% | 8.42% | -0.46% | 4.38% | 1.37% | 1.50% |
| Feb | 3.96% | -2.11% | -4.38% | 3.28% | -0.79% | 2.05% | 0.33% |
| Mar | 1.93% | 3.64% | -0.75% | 3.32% | -3.19% | -5.93% | -0.16% |
| Apr | 3.77% | -8.52% | -0.48% | -4.47% | -1.94% | 6.56% | -0.85% |
| May | 1.05% | -0.41% | -2.35% | 2.87% | 4.53% | 3.51% | 1.53% |
| Jun | 1.20% | -8.53% | 6.49% | 0.20% | 3.20% | 1.18% | 0.62% |
| Jul | 0.79% | 7.48% | 3.80% | 4.77% | 0.24% | -0.16% | 2.82% |
| Aug | 2.47% | -3.10% | -2.81% | 3.82% | 3.60% | 1.14% | 0.85% |
| Sep | -4.59% | -9.96% | -5.74% | 3.46% | 1.00% | -3.91% | -3.29% |
| Oct | 4.48% | 5.87% | -3.36% | -0.51% | -0.52% | 2.82%* | 1.46% |
| Nov | -3.65% | 5.78% | 9.39% | 7.70% | 1.29% | -- | 4.10% |
| Dec | 6.14% | -5.82% | 5.25% | -6.44% | 0.43% | -- | -0.09% |
| Total | 19.66% | -21.24% | 12.66% | 18.00% | 12.56% | 8.35% | 8.33% |
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: $113.35
SMA 50: $115.21
SMA 200: $110.62
Current: $115.20
EMA 12: $113.98
EMA 26: $114.01
MACD: -0.0228 | Signal: 0.2861
BEARISH
ADX (14): 22.90
WEAK TREND
+DI: 30.08
−DI: 23.44
Momentum Oscillators
RSI (14): 56.74
NEUTRAL
Stoch %K: 82.76
Stoch %D: 77.51
Williams %R: -7.10
Volume & Volatility
BB Upper: $115.30
BB Lower: $111.40
NEUTRAL
OBV: -1,870,006
Vol SMA 20: 98,237
Vol ROC: -55.25%
ATR: $1.04
True Range: $0.77
HV 20: 10.6%
HV 30: 10.6%
HV 60: 10.7%
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
Executive Summary
BULLISH (Confidence Level: 7/10)
Key drivers:
- Bullish MACD crossover
- Neutral RSI reading
- Low volatility
Primary risks:
- Bearish news sentiment
- Potential break below SMA 50
Investment thesis: EUSA is a low-volatility ETF with a strong technical setup, indicating potential upside. However, the options market suggests limited price movement, which may impact our confidence level.
Recent news sentiment impact: Neutral, with no significant news events that would affect the stock's direction.
Technical Analysis
Trend Direction:
- Short-term: Bullish
- Medium-term: Range-bound (SMA 50 and SMA 200 act as support/resistance)
- Long-term: Uptrend (SMA 200 acts as support)
Support/Resistance Levels:
- Lower band: $116.17
- Middle line: $118.00
- Upper band: $119.83
Momentum Signals:
- RSI: Neutral (49.95)
- MACD: Bullish (0.24 / Signal: -0.32 / Histogram: 0.56)
- Bollinger Bands: Neutral (price touching middle line)
Volume Analysis:
- Volume SMA 20: 59098.34
- On-Balance Volume (OBV): -1888902.28
- Volume Rate of Change: 25.62%
News & Sentiment Analysis
Recent Headlines Summary:
The news headlines are generally neutral, with no significant events that would impact the stock's direction.
Sentiment Assessment: Neutral
Catalyst Identification: None notable in recent news
Market Narrative: The market narrative is aligned with the technical signals, indicating a potential uptrend.
Risk & Volatility Assessment
Risk Interpretation: Low volatility - stock moves less than market (beta 0.76 vs SPY)
Volatility Regime: Current volatility levels are low compared to historical averages
Options Market Signals:
- IV Rank: 5.5% (Low)
- Current IV: 18.4%
- Expected Move: $3.93 (42 DTE), 7-DTE: $2.55
- Volume Flow: 0 calls vs 0 puts
- Open Interest: 0 calls vs 0 puts
- Put/Call Volume Ratio: 0.00 (Neutral sentiment)
- Put/Call OI Ratio: 0.00
Downside Protection:
Support levels: SMA 50 and SMA 200
Market Context & Positioning
Sector Performance: EUSA is performing relatively well within the US Large-Cap sector
Institutional Activity: Volume patterns suggest institutional interest, but no significant buying or selling activity recently
Correlation Analysis: R-squared interpretation suggests a strong correlation with the market (0.81)
Relative Valuation: The stock is positioned within its trading range.
Key Levels & Action Items
Critical Price Levels:
- Support: SMA 50 ($116.09), SMA 200 ($108.97)
- Resistance: Upper band ($119.83)
Breakout/Breakdown Levels:
- Breakout above upper band: Bullish signal
- Breakdown below SMA 50: Bearish signal
Time-Sensitive Catalysts:
- None notable in recent news
Risk Management:
Stop-loss levels: Consider setting stop-losses at the lower band ($116.17) or SMA 50 ($116.09) Position sizing considerations: Use a conservative position size due to low volatility and limited price movement expected.
This report provides an objective analysis of EUSA's technical, fundamental, and options market data. The bullish MACD crossover and neutral RSI reading suggest potential upside, while the low volatility and limited price movement expected from the options market may impact our confidence level.
Generated
News
All EUSA news →
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Showing 1–10 of 34
Page 1 of 4
EUSA Options Activity & IV Rank
EUSA IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 12.1%
7-DTE IV: —
Expected Move: $3.15
7-DTE Move: $3.15
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 4
Put Volume: 1
P/C Volume: 0.25
BULLISH
Call OI: 12
Put OI: 1
P/C OI: 0.083
Total OI: 13
ATM Options Pricing
ATM Call: $1.70
ATM Put: $1.45
Call %: 1.5%
Put %: 1.3%
Chain Summary
Chain Volume: 5
Chain OI: 13
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 11.2% / 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
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IV Rank (7 DTE)
IV Rank (30 DTE)22.5LowOct 21
Straddle Price (30 DTE)$3.15Oct 21
Beta Analysis
Risk Metrics
Beta: 0.7575
Alpha: -0.02%
Correlation: 0.8095
R-Squared: 65.5%
Stock Volatility: 11.9%
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
EUSA 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 |
|---|
| # | Filer | Notional Value | % of Total | Period |
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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
33.96K
SI % of Float
0.21%
Days to Cover
1.00
Short Vol Ratio
48.4%
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 |
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