BenzingaT3·23mo ago
EWA iShares MSCI Australia ETF
ETF 29.12 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.
EWA
$29.12
—
Key stats
$29.12
After hours
$29.12
+0.00%
- 52-Week Range
- $24.94 – $30.48
- YTD
- +10.01%
- IV Rank (30D)
- 37.28
- Straddle Price
- $1.23
- P/C Vol Ratio
- 0.47
- Open
- $29.08
- Day Range
- $28.95 – $29.16
- Volume
- 2,105,320
- Prev Close
- $28.97
About
iShares MSCI Australia ETF (EWA) ETF
No description available.
- Exchange
- ARCX
- Inception
- 1996-03-12
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 21, 2026issuer datathrough May 2026flows, SEC filings
International Equity
Single Country#30 of 163 by assets
iShares
Australia
Developed ex-US
Index-tracking
- Expense ratio
- 0.50% issuer, Oct 23, 2026
- Assets
- $1.2B issuer-reported, Oct 21, 2026
- Trailing yield
- 2.93% paid semi-annual
- Average daily volume
- $81M 30 sessions
- Holdings
- 50 top 10 are 65.4%
- Listed
- Mar 12, 1996 NYSE Arca
- Net asset value
- $28.93 issuer, Oct 22, 2026 · closed +0.14% to NAV
- Median bid/ask spread
- 0.04% 30 days, issuer-reported
- 30-day SEC yield
- 4.43% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +8.5% issuer, through Sep 30, 2026 · 3 years +13.6% a year · 5 years +7.1% · 10 years +7.5%
- Distributions, 12 months
- $0.85 a share issuer, through Jun 15, 2026: 100% income
- Tracking difference
- -0.37 pts vs index, after fees, FY 2025
Cost51
Liquidity97
Scale77
Diversification39
Moves with. US large-cap stocks (38% of its variance, beta 0.83); Developed markets ex-US over US (24% of its variance, beta 0.82); US dollar (7% of its variance, beta -0.36); Long Treasuries (4% of its variance, beta 0.19). These factors explain 76% of its daily moves over the last year.
Stated objective. The iShares MSCI Australia ETF (the Fund ) seeks to track the investment results of an index composed of Australian equities. (from the fund's prospectus)
All 50 holdingsFlow historySimilar fundsOverlap toolAll Single Country ETFs
Fund flows
daily as of Oct 21, 2026issuer datathrough May 2026SEC filings- Oct 21, 2026
- −$12M latest day
- Latest 5 trading days
- +$34M
- Latest 21 trading days
- +$6.0M +0.5% of assets
- Year to date
- −$152M −$270M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 21, 2026 | −$12M |
| Oct 20, 2026 | $0 |
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | +$46M |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | $0 |
| Oct 8, 2026 | +$5.6M |
| Oct 7, 2026 | $0 |
| Oct 6, 2026 | $0 |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | −$28M |
| Oct 1, 2026 | $0 |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | $0 |
| Sep 28, 2026 | −$5.7M |
| Sep 25, 2026 | $0 |
| Sep 24, 2026 | $0 |
| Sep 23, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- May 2026
- +$108M latest reported month
- Latest 3 months
- +$56M +3.8% of assets
- Latest 12 months
- −$252M −17.3% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$108M |
| Apr 2026 | −$66M |
| Mar 2026 | +$13M |
| Feb 2026 | +$42M |
| Jan 2026 | −$59M |
| Dec 2025 | −$62M |
| Nov 2025 | −$30M |
| Oct 2025 | −$129M |
| Sep 2025 | $0 |
| Aug 2025 | +$11M |
| Jul 2025 | −$117M |
| Jun 2025 | +$36M |
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 | |
|---|---|---|---|---|---|
| FLAUFranklin FTSE Australia ETF | 85% | 0.09% | $223M | +6.4% | compare |
| EPPiShares MSCI Pacific ex Japan ETF | 64% | 0.47% | $2.2B | +6.8% | compare |
| BBAXJPMorgan BetaBuilders Developed Asia Pacific-ex Japan ETF | 63% | 0.19% | $6.7B | +9.5% | compare |
| DVYAiShares Asia/Pacific Dividend ETF | 22% | 0.49% | $70M | +16.7% | compare |
| PICKiShares MSCI Global Metals & Mining Producers ETF | 20% | 0.39% | $2.2B | +21.8% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 21, 2026issuer data- Insider buying
- 0% of weight had net insider buying, 90 days; 0% net selling
- Reporting earnings
- 0.0% of weight in 7 days; 0.0% in 14
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.
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 6 active of 34 with agreements; top 3 did 68%
- Created · redeemed
- $402M · −$422M over the fiscal year
- Redemptions in kind
- 99% creations 99% in kind
- Creation unit
- 200,000 shares
- Securities lending
- 0.14% of assets on loan on average; earned 0.1 bp
- Return vs index
- -0.37 pts after fees; +0.13 before; daily s.d. 23.10
- 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 2026-10-21
Holdings
50
AUM
$1.2B
Provider
iShares (BlackRock)
Inception
1996-03-12
Exchange
ARCX
Data As Of
2026-10-21
Expense Ratio
0.50%
Dividend Yield
2.93%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-15 | 2026-06-18 | $0.4049 | CD |
| 2025-12-16 | 2025-12-19 | $0.4436 | CD |
| 2025-06-16 | 2025-06-20 | $0.3973 | CD |
| 2024-12-17 | 2024-12-20 | $0.4165 | CD |
| 2024-06-11 | 2024-06-17 | $0.4686 | CD |
| 2023-12-20 | 2023-12-27 | $0.4883 | CD |
Asset Allocation
Top Holdings
top 50 of 50 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| BHP | BHP GROUP LTD | 14.72% | Equity (Foreign) | AU |
| CBA | COMMONWEALTH BANK OF AUSTRALIA | 13.00% | Equity (Foreign) | AU |
| NAB | NATIONAL AUSTRALIA BANK | 6.16% | Equity (Foreign) | AU |
| WBC | WESTPAC BANKING CORPORATION | 6.01% | Equity (Foreign) | AU |
| ANZ | ANZ GROUP HOLDINGS LTD | 5.85% | Equity (Foreign) | AU |
| CSL | CSL | 4.65% | Equity (Foreign) | AU |
| MQG | MACQUARIE GROUP LTD DEF | 4.51% | Equity (Foreign) | AU |
| WES | WESFARMERS | 4.49% | Equity (Foreign) | AU |
| WDS | WOODSIDE ENERGY GROUP LTD | 3.19% | Equity (Foreign) | AU |
| RIO | RIO TINTO | 2.81% | Equity (Foreign) | AU |
| GMG | GOODMAN GROUP UNITS | 2.56% | Equity (Foreign) | AU |
| WOW | WOOLWORTHS GROUP | 2.53% | Equity (Foreign) | AU |
| TCL | TRANSURBAN GROUP STAPLED UNITS | 2.17% | Equity (Foreign) | AU |
| QBE | QBE INSURANCE GROUP | 1.92% | Equity (Foreign) | AU |
| ALL | ARISTOCRAT LEISURE | 1.70% | Equity (Foreign) | AU |
| NST | NORTHERN STAR RESOURCES LTD | 1.68% | Equity (Foreign) | AU |
| COL | COLES GROUP LTD | 1.61% | Equity (Foreign) | AU |
| STO | SANTOS | 1.50% | Equity (Foreign) | AU |
| BXB | BRAMBLES | 1.36% | Equity (Foreign) | AU |
| FMG | FORTESCUE LTD | 1.22% | Equity (Foreign) | AU |
| EVN | EVOLUTION MINING | 1.22% | Equity (Foreign) | AU |
| CPU | COMPUTERSHARE LTD | 1.09% | Equity (Foreign) | AU |
| SUN | SUNCORP GROUP | 1.05% | Equity (Foreign) | AU |
| ORG | ORIGIN ENERGY | 1.02% | Equity (Foreign) | AU |
| S32 | SOUTH32 | 0.96% | Equity (Foreign) | AU |
| IAG | INSURANCE AUSTRALIA GROUP | 0.96% | Equity (Foreign) | AU |
| TLS | TELSTRA GROUP | 0.94% | Equity (Foreign) | AU |
| SCG | SCENTRE GROUP | 0.90% | Equity (Foreign) | AU |
| SOL | WASHINGTON H SOUL PATTINSON & COMP | 0.78% | Equity (Foreign) | AU |
| APA | APA GROUP UNITS | 0.76% | Equity (Foreign) | AU |
| SIG | SIGMA HEALTHCARE | 0.71% | Equity (Foreign) | AU |
| MPL | MEDIBANK PRIVATE | 0.66% | Equity (Foreign) | AU |
| ASX | ASX LTD | 0.62% | Equity (Foreign) | AU |
| TLC | THE LOTTERY CORPORATION LTD | 0.58% | Equity (Foreign) | AU |
| PME | PRO MEDICUS | 0.52% | Equity (Foreign) | AU |
| LYC | LYNAS RARE EARTHS | 0.52% | Equity (Foreign) | AU |
| XRO | XERO | 0.52% | Equity (Foreign) | AU |
| VCX | VICINITY CENTRES | 0.46% | Equity (Foreign) | AU |
| PLS | PLS GROUP LTD | 0.45% | Equity (Foreign) | AU |
| REA | REA GROUP LTD | 0.40% | Equity (Foreign) | AU |
| SGH | SGH | 0.40% | Equity (Foreign) | AU |
| WTC | WISETECH GLOBAL | 0.38% | Equity (Foreign) | AU |
| QAN | QANTAS AIRWAYS | 0.31% | Equity (Foreign) | AU |
| — | AUD CASH | 0.18% | Cash/Money Market | AU |
| — | BLK CSH FND TREASURY SL AGENCY | 0.02% | Cash/Money Market | US |
| — | CASH COLLATERAL AUD UBFUT | 0.01% | Cash/Money Market | AU |
| — | EUR CASH | 0.00% | Cash/Money Market | EU |
| — | ETD CAD BALANCE WITH R93531 | 0.00% | Cash/Money Market | CA |
| — | SPI 200 DEC 26 | 0.00% | Derivative | AU |
| — | USD CASH | -0.03% | Cash/Money Market | US |
Geographic Breakdown
Non-Equity Breakdown
iShares MSCI Australia ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-27)
Net assets:
$1.46B
· 50 total positions
· equity 91.19%
· non-equity 8.35%
Non-equity holdings
— 10 positions,
8.35% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Other | 8.28% | $120.8M | 8 |
| Short-term investment | 0.07% | $957993 | 1 |
| Derivative (equity) | 0.00% | $33125 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -1.17% | -8.16% | 13.15% | -2.19% | 2.93% | 4.84% | 1.57% |
| Feb | 1.45% | 3.93% | -8.92% | 0.76% | -2.04% | 7.66% | 0.47% |
| Mar | -2.29% | 10.86% | -0.65% | 1.94% | -2.13% | -7.25% | 0.08% |
| Apr | 2.98% | -7.91% | -0.81% | -5.04% | 4.05% | 4.98% | -0.29% |
| May | 1.98% | 0.69% | -5.20% | 5.39% | 4.71% | -0.07% | 1.25% |
| Jun | -3.28% | -14.30% | 0.80% | -1.53% | 0.65% | -3.33% | -3.50% |
| Jul | -0.46% | 7.82% | 3.04% | 2.79% | -1.25% | 5.83% | 2.96% |
| Aug | -0.15% | -3.61% | -3.01% | 5.89% | 4.52% | 2.11% | 0.96% |
| Sep | -5.19% | -9.71% | -3.33% | 6.31% | 0.86% | -4.62% | -2.61% |
| Oct | 6.09% | 2.68% | -1.57% | -5.80% | -1.40% | 4.04%* | 0.67% |
| Nov | -7.59% | 12.76% | 6.30% | 3.85% | -3.69% | -- | 2.33% |
| Dec | 2.39% | -6.32% | 6.15% | -9.48% | 1.79% | -- | -1.09% |
| Total | -5.87% | -14.42% | 4.13% | 1.45% | 8.89% | 13.85% | 1.34% |
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: $28.62
SMA 50: $29.15
SMA 200: $28.82
Current: $29.12
EMA 12: $28.87
EMA 26: $28.84
MACD: 0.0293 | Signal: 0.1082
BEARISH
ADX (14): 14.93
RANGE
+DI: 34.45
−DI: 28.20
Momentum Oscillators
RSI (14): 55.34
NEUTRAL
Stoch %K: 83.07
Stoch %D: 86.35
Williams %R: -15.87
Volume & Volatility
BB Upper: $29.27
BB Lower: $27.96
NEUTRAL
OBV: 26,278,676
Vol SMA 20: 2,687,662
Vol ROC: 19.05%
ATR: $0.31
True Range: $0.21
HV 20: 11.8%
HV 30: 15.6%
HV 60: 15.4%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-25T00:00:00 – 2026-10-23T00:00:00
AI Analysis
COMPREHENSIVE STOCK ANALYSIS REPORT
Symbol: EWA (iShares MSCI Australia ETF)
EXECUTIVE SUMMARY
Overall Assessment: BEARISH | Confidence Level: 6.5/10
Investment Thesis: EWA is exhibiting early bearish technical deterioration with bearish MACD crossover and strengthening downside directional pressure (-DI: 41.35 vs +DI: 25.02), despite RSI remaining in neutral territory. The options market is pricing significant bearish sentiment (put/call ratio 28:1 by volume), but weak overall trend strength (ADX 23.25) suggests conviction is limited. The stock trades below its 20-day moving average with deteriorating momentum, creating a cautious posture for near-term positioning.
Key Drivers:
- Bearish momentum indicators (MACD histogram negative at -0.32, bearish crossover signal)
- Elevated bearish options positioning (28:1 put/call volume ratio)
- Directional weakness (-DI 41.35 exceeding +DI 25.02)
- Declining volume (-27.90% rate of change)
Primary Risks:
- Weak trend strength limits predictability of moves
- News sentiment data heavily dated and not aligned with current price action
- Potential for mean reversion given neutral RSI
- Volume weakness may not sustain directional moves
Recent News Sentiment Impact: The single recent headline (Valve/UK Storefront, Dec 2, 2024) carries NEGATIVE sentiment but appears unrelated to EWA (an Australian equities ETF), suggesting limited direct fundamental impact. Most headlines are dated 2023-2024 and appear misaligned with the current security, indicating potential data quality issues (see flags below).
TECHNICAL ANALYSIS
Trend Direction
Short-term (1-4 weeks): BEARISH
- Price $28.23 trading below SMA 20 ($28.59), indicating short-term downtrend initiation
- EMA 12 ($28.44) and EMA 26 ($28.76) showing bearish configuration (12 below 26)
- MACD bearish crossover with negative histogram (-0.32) and signal line at 0.00
- Williams %R at -66.07 (approaching oversold but still in negative territory, suggesting downward pressure)
Medium-term (1-3 months): NEUTRAL to WEAK
- Price near SMA 50 ($29.38), having declined from higher levels
- SMA 200 ($28.69) acting as dynamic support, currently above price by $0.46
- The positioning between moving averages suggests a deteriorating intermediate trend without clear direction
Long-term (3-12 months): NEUTRAL
- Price within $0.46 of SMA 200, indicating relative stability on longer timeframes
- Lack of directional conviction at longer intervals given EWA's ETF nature (tracks broad Australian market)
Support/Resistance Levels
| Level | Type | Significance | |-------|------|--------------| | $29.38 | Resistance | SMA 50; recent trading resistance | | $29.30 | Resistance | Bollinger Band Upper; technical ceiling | | $28.76 | Resistance | EMA 26; short-term moving average | | $28.23 | Current | Price action point | | $28.59 | Support | SMA 20; recently broken, now resistance | | $28.69 | Support | SMA 200; major long-term support | | $27.87 | Support | Bollinger Band Lower; technical floor | | $27.52 | Support | Implied (200-day - 2 ATR) |
Critical Observation: The price has recently broken below SMA 20, a signal of short-term weakness. The SMA 200 at $28.69 represents the most reliable support level historically.
Momentum Signals
RSI (14): 40.49 — NEUTRAL
- Reading of 40.49 is solidly in the neutral zone (30-70 range)
- Not yet oversold (<30 would signal capitulation buying opportunity)
- Not overbought (>70 would signal potential pullback)
- Suggests room for further downside before reaching extreme conditions
- Declining from higher levels indicates momentum loss but not yet reversal signal
MACD: -0.32 (Value) / 0.00 (Signal Line) — BEARISH CROSSOVER
- Histogram deeply negative at -0.32, indicating bearish momentum
- Signal line at zero represents recent crossover (value below signal = bearish)
- This is a confirmed bearish signal with potential for continued downside pressure
- Strength Assessment: Early-stage bearish, not yet at extreme negative values (histogram can extend much lower)
Stochastic Oscillators:
- %K: 41.55 / %D: 45.44 (K below D, suggesting momentum loss)
- Neither oversold (<20) nor overbought (>80)
- Directional bias downward but without extreme conviction
Bollinger Bands: NEUTRAL SQUEEZE
- Width of 5.01 is neither particularly tight nor wide
- Price at $28.23 is positioned near middle band ($28.59)
- Not at extreme deviations; suggests consolidation phase rather than breakout/breakdown
- Interpretation: No imminent breakout signal; band squeeze not yet triggered
Volume Analysis
Volume Metrics:
- Volume SMA 20: 2,985,613 shares
- Volume Rate of Change: -27.90% (significant decline)
- On-Balance Volume: 23,420,543.40 (cumulative volume indicator)
Volume Interpretation — BEARISH SIGNAL:
- Volume declining sharply (-27.90%) is concerning for sustainability of any downmove
- Weak volume on downside suggests potential lack of institutional conviction
- Risk: Downward moves without volume backing can reverse quickly
- OBV levels are moderate; OBV not at historical extremes
- For an ETF, volume typically correlates with broader market participation; declining volume may indicate lower market engagement with Australian equity exposure
Institutional Activity Assessment:
- Declining volume trend argues against significant institutional accumulation or distribution
- Could indicate reduced interest in EWA specifically, or broader market consolidation phase
- Caution: Technical moves on declining volume are often mean-reverting
NEWS & SENTIMENT ANALYSIS
Recent Headlines Summary
Data Quality Issue — CRITICAL FLAG: The provided news headlines are predominantly misaligned with EWA (an Australian equities ETF). Analysis of the six headlines:
- Valve Removes Game From UK Storefront (Dec 2, 2024) — NEGATIVE sentiment, but unrelated to Australian equities; appears to be a technology/gaming industry item
- S&P 500 Outlook (Jun 21, 2024) — U.S. equities specific; not Australian market
- Central Banks Rate Cuts (May 31, 2024) — Macro-focused, somewhat relevant for commodity-linked Australian equities
- Cyclical Outlook (Oct 2023) — General positioning, relevance unclear
- U.S. Inflation/Fed (Sep 23, 2023) — U.S.-centric, dated
- Rugby World Cup Investment Winners (Sep 4, 2023) — Tangentially relevant to Australia but not market-specific
Interpretation: These headlines do not meaningfully track EWA-specific developments or Australian market sentiment. This severely limits the reliability of news-based analysis for this security.
Sentiment Assessment
Aggregate Sentiment: SLIGHTLY NEGATIVE (2/5 positive headlines, 1/5 clearly negative)
- Positive weight: 0% (no explicitly positive news)
- Neutral weight: 83% (5 of 6 headlines)
- Negative weight: 17% (1 of 6 headlines, Valve story)
Verdict: News sentiment is broadly inconclusive for EWA specifically. The negative headline regarding Valve is not relevant to an Australian equity index ETF.
Catalyst Identification
Immediate (1-7 days):
- No earnings announcements listed
- No product launches or regulatory changes disclosed
- Implied: Market may be awaiting macroeconomic data (Fed policy, Australian RBA communications)
Near-term (1-4 weeks):
- Central bank communications (referenced in older headlines; RBA decisions, Fed policy guidance)
Generated
News
All EWA news →
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Showing 1–10 of 16
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EWA Options Activity & IV Rank
EWA IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 19.0%
7-DTE IV: —
Expected Move: $1.23
7-DTE Move: $1.23
Days to Exp: 28 (2026-11-20)
Options Flow
Call Volume: 62
Put Volume: 29
P/C Volume: 0.468
BULLISH
Call OI: 83
Put OI: 405
P/C OI: 4.88
Total OI: 488
ATM Options Pricing
ATM Call: $0.78
ATM Put: $0.45
Call %: 2.7%
Put %: 1.5%
Chain Summary
Chain Volume: 661
Chain OI: 2,676
Last Updated: 10/23/2026
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
TYPICAL γ
Estimated net dealer gamma is at the 24th percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
24%
vs own history
GEX tilt
-0.20
OI-weighted, today
Vanna tilt
+0.88
δ-sensitivity to IV
Charm tilt
-0.74
δ-decay vs time
Vanna tilt +0.88: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.74: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 15 ATM contracts, 2k 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 18.9% / 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)37.3MediumOct 23
Straddle Price (30 DTE)$1.23Oct 23
Beta Analysis
Risk Metrics
Beta: 0.9570
Alpha: -4.07%
Correlation: 0.6651
R-Squared: 44.2%
Stock Volatility: 18.3%
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
EWA 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.
3 filers$66.35M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Jane Street Group, LLC Custodian | $33.34M | 50.25% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $31.88M | 48.05% | 2026-06-30 |
| 3 | Marex Group Ltd | $1.13M | 1.70% | 2026-06-30 |
5 filers$18.16M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $7.08M | 38.99% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $4.35M | 23.92% | 2026-06-30 |
| 3 | Pentwater Capital Management LP | $4.22M | 23.26% | 2026-06-30 |
| 4 | Citadel Advisors LLC Custodian | $2.51M | 13.81% | 2026-06-30 |
| 5 | Hurley Capital, LLC | $1.78K | <0.01% | 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
5.13M
SI % of Float
12.26%
Days to Cover
1.83
Short Vol Ratio
60.5%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
EWA Constituent Performance
Click any bar to view the full quote for that stock.
EWA Constituents (22 of 43)
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| BHP | BHP GROUP LTD | 14.72% | $77.85 | +0.35% | -6.53% | -8.38% |
| CSL | CSL | 4.65% | $345.04 | -2.14% | +3.35% | +5.72% |
| WES | WESFARMERS | 4.49% | $45.13 | +1.51% | +1.14% | -1.03% |
| WDS | WOODSIDE ENERGY GROUP LTD | 3.19% | $23.66 | +3.45% | +0.08% | +7.35% |
| RIO | RIO TINTO | 2.81% | $83.42 | -0.86% | -7.64% | -11.78% |
| WOW | WOOLWORTHS GROUP | 2.53% | $5.2 | +0.00% | +0.00% | +0.58% |
| ALL | ARISTOCRAT LEISURE | 1.70% | $253.19 | -2.28% | +2.14% | +11.24% |
| EVN | EVOLUTION MINING | 1.22% | $9.7 | -0.51% | +1.25% | -0.92% |
| CPU | COMPUTERSHARE LTD | 1.09% | $19.9 | +1.60% | -2.73% | N/A |
| SUN | SUNCORP GROUP | 1.05% | $73.47 | +0.66% | +0.29% | -1.73% |
| IAG | INSURANCE AUSTRALIA GROUP | 0.96% | $16.26 | -0.97% | -10.12% | -17.46% |
| TLS | TELSTRA GROUP | 0.94% | $4.87 | +6.56% | +21.45% | +20.54% |
| SOL | WASHINGTON H SOUL PATTINSON & COMP | 0.78% | $1.94 | +0.52% | +7.78% | +6.01% |
| APA | APA GROUP UNITS | 0.76% | $51.9 | +4.98% | +5.60% | +21.43% |
| SIG | SIGMA HEALTHCARE | 0.71% | $117.18 | +0.21% | -1.11% | +14.59% |
| MPL | MEDIBANK PRIVATE | 0.66% | $15.95 | -0.56% | +14.07% | +91.70% |
| ASX | ASX LTD | 0.62% | $38.69 | +2.52% | -2.12% | -12.68% |
| TLC | THE LOTTERY CORPORATION LTD | 0.58% | $7 | +0.00% | +0.79% | -2.78% |
| PME | PRO MEDICUS | 0.52% | $0.27 | -6.90% | -19.33% | -59.28% |
| VCX | VICINITY CENTRES | 0.46% | $24.92 | +5.24% | +2.21% | -17.43% |
| REA | REA GROUP LTD | 0.40% | $7.05 | -2.22% | -2.35% | -36.14% |
| SGH | SGH | 0.40% | $20.85 | +0.43% | +0.14% | +8.03% |