Zacks Investment ResearchT3·5d ago
FDLO Fidelity Low Volatility Factor ETF
ETF 73.96 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.
FDLO
$73.96
—
Key stats
$73.96
- 52-Week Range
- $63.36 – $74.19
- YTD
- +10.83%
- IV Rank (30D)
- 32.75
- Straddle Price
- $1.23
- P/C Vol Ratio
- 2.00
- Open
- $73.92
- Day Range
- $73.92 – $74.06
- Volume
- 12,811
- Prev Close
- $74.15
About
Fidelity Low Volatility Factor ETF (FDLO) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2016-09-12
- Has Options
- Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.15% issuer, Oct 22, 2026
- Assets
- $1.5B issuer-reported, Oct 20, 2026
- Trailing yield
- 1.34% paid quarterly
- Average daily volume
- $5.9M 30 sessions
- Holdings
- 139 top 10 are 36.7%
- Listed
- Sep 12, 2016 NYSE Arca
- Last fee change
- -1 bp filed Nov 24, 2025
- Net asset value
- $74.10 issuer, Oct 21, 2026
- 30-day SEC yield
- 1.23% issuer, Oct 19, 2026
- Tracking difference
- -0.16 pts vs index, after fees, FY 2025
Cost87
Liquidity59
Scale81
Diversification71
Moves with. US large-cap stocks (80% of its variance, beta 0.84). These factors explain 81% of its daily moves over the last year.
Stated objective. Fidelity Low Volatility Factor ETF seeks to provide investment returns that correspond, before fees and expenses, generally to the performance of the Fidelity U.S. Low Volatility Factor Index . (from the fund's prospectus)
All 139 holdingsFlow historySimilar fundsOverlap toolAll Low Volatility ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- −$18M latest reported month
- Latest 3 months
- −$30M −2.1% of assets
- Latest 12 months
- +$5.8M +0.4% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | −$18M |
| Jun 2026 | −$7.0M |
| May 2026 | −$5.7M |
| Apr 2026 | −$44M |
| Mar 2026 | −$39M |
| Feb 2026 | −$14M |
| Jan 2026 | −$30M |
| Dec 2025 | −$13M |
| Nov 2025 | +$49M |
| Oct 2025 | +$43M |
| Sep 2025 | +$56M |
| Aug 2025 | +$29M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 84 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| IWLiShares Russell Top 200 ETF | 60% | 0.15% | $2.3B | +14.6% | compare |
| ILCViShares Morningstar Value ETF | 59% | 0.04% | $1.4B | +20.6% | compare |
| MGCVanguard Morningstar Mega Cap ETF | 59% | 0.05% | $10.4B | +15.6% | compare |
| OEFiShares S&P 100 ETF | 57% | 0.20% | $20.6B | +14.4% | compare |
| LDRXSGI Enhanced Market Leaders ETF | 57% | 0.59% | $248M | +14.7% | 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- Holdings vs fair value
- +2.0% 29% under, 30% over · 100% covered
- Price / earnings
- 24.2 1% loss-making · 100% covered
- Price / book · sales
- 5.0 · 3.7 revenue growth +11.3%
- Above 200-day average
- 71% 74% above 50-day · by weight
- Short interest
- 1.9% of float, weighted · 3.0 days to cover
- Insider buying
- 3% of weight had net insider buying, 90 days; 69% net selling
- 13F holders
- +2.3% change in shares held by institutions, latest quarter
- Reporting earnings
- 40.4% of weight in 7 days; 61.2% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.00%
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
Apr 30, 2026 → Jul 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | HONAHONEYWELL AEROSPACE INC | — | 0.26% | — |
| Decrease | HONHONEYWELL INTERNATIONAL INC | 0.57% | 0.31% | −50.0% |
| Exit | CTRACOTERRA ENERGY INC | 0.22% | — | — |
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 Jul 31, 2025SEC census- Authorized participants
- 7 active of 24 with agreements; top 3 did 67%
- Created · redeemed
- $422M · $411M over the fiscal year
- Redemptions in kind
- 99% creations 99% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 0.24% of assets on loan on average; earned 0.0 bp
- Return vs index
- -0.16 pts after fees; +0.01 before; daily s.d. 0.02
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
139
AUM
$1.5B
Provider
Fidelity
Inception
2016-09-12
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.15%
Dividend Yield
1.34%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-18 | 2026-09-22 | $0.2320 | CD |
| 2026-06-18 | 2026-06-23 | $0.2640 | CD |
| 2026-03-20 | 2026-03-24 | $0.2790 | CD |
| 2025-12-19 | 2025-12-23 | $0.2200 | CD |
| 2025-09-19 | 2025-09-23 | $0.2190 | CD |
| 2025-06-20 | 2025-06-24 | $0.2320 | CD |
Asset Allocation
Top Holdings
top 50 of 139 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| AAPL | APPLE INC | 8.27% | Equity (US) | US |
| MSFT | MICROSOFT CORP | 6.81% | Equity (US) | US |
| GOOGL | ALPHABET INC CL A | 5.14% | Equity (US) | US |
| AMZN | AMAZON.COM INC | 3.71% | Equity (US) | US |
| AVGO | BROADCOM INC | 3.20% | Equity (US) | US |
| META | META PLATFORMS INC CL A | 2.33% | Equity (US) | US |
| ACN | ACCENTURE PLC CL A | 2.00% | Equity (US) | US |
| BRK.B | BERKSHIRE HATHAWAY INC CL B | 1.78% | Equity (US) | US |
| LLY | ELI LILLY & CO | 1.76% | Equity (US) | US |
| CSCO | CISCO SYSTEMS INC | 1.72% | Equity (US) | US |
| IBM | INTL BUS MACH CORP | 1.65% | Equity (US) | US |
| TXN | TEXAS INSTRUMENTS INC | 1.63% | Equity (US) | US |
| ADI | ANALOG DEVICES INC | 1.62% | Equity (US) | US |
| JPM | JPMORGAN CHASE & CO | 1.62% | Equity (US) | US |
| INTU | INTUIT INC | 1.47% | Equity (US) | US |
| APH | AMPHENOL CORPORATION CL A | 1.47% | Equity (US) | US |
| VRSN | VERISIGN INC | 1.38% | Equity (US) | US |
| V | VISA INC CL A | 1.37% | Equity (US) | US |
| MSI | MOTOROLA SOLUTIONS INC | 1.36% | Equity (US) | US |
| ROP | ROPER TECHNOLOGIES INC | 1.35% | Equity (US) | US |
| CDNS | CADENCE DESIGN SYSTEMS INC | 1.34% | Equity (US) | US |
| TDY | TELEDYNE TECHNOLOGIES INC | 1.22% | Equity (US) | US |
| JNJ | JOHNSON & JOHNSON | 1.20% | Equity (US) | US |
| XOM | EXXONMOBIL HOLDINGS CORP | 1.19% | Equity (US) | US |
| MA | MASTERCARD INC CL A | 1.12% | Equity (US) | US |
| ABBV | ABBVIE INC | 1.10% | Equity (US) | US |
| MRK | MERCK & CO INC NEW | 0.89% | Equity (US) | US |
| UNH | UNITEDHEALTH GROUP INC | 0.87% | Equity (US) | US |
| WMT | WALMART INC | 0.85% | Equity (US) | US |
| — | SECURITIES LENDING CF | 0.83% | Cash/Money Market | — |
| BAC | BANK OF AMERICA CORPORATION | 0.78% | Equity (US) | US |
| CVX | CHEVRON CORP | 0.76% | Equity (US) | US |
| TMO | THERMO FISHER SCIENTIFIC INC | 0.75% | Equity (US) | US |
| COST | COSTCO WHOLESALE CORP | 0.75% | Equity (US) | US |
| WFC | WELLS FARGO & CO | 0.72% | Equity (US) | US |
| AMGN | AMGEN INC | 0.69% | Equity (US) | US |
| RTX | RTX CORP | 0.68% | Equity (US) | US |
| GILD | GILEAD SCIENCES INC | 0.67% | Equity (US) | US |
| PG | PROCTER & GAMBLE CO | 0.65% | Equity (US) | US |
| KO | COCA COLA CO | 0.64% | Equity (US) | US |
| DE | DEERE & CO | 0.60% | Equity (US) | US |
| CME | CME GROUP INC CL A | 0.60% | Equity (US) | US |
| UNP | UNION PACIFIC CORP | 0.60% | Equity (US) | US |
| PGR | PROGRESSIVE CORP OHIO | 0.59% | Equity (US) | US |
| HD | HOME DEPOT INC | 0.59% | Equity (US) | US |
| CB | CHUBB LTD | 0.59% | Equity (US) | US |
| PM | PHILIP MORRIS INTL INC | 0.57% | Equity (US) | US |
| MCK | MCKESSON CORP | 0.57% | Equity (US) | US |
| ABT | ABBOTT LABORATORIES | 0.56% | Equity (US) | US |
| ADP | AUTOMATIC DATA PROCESSING INC | 0.56% | Equity (US) | US |
Non-Equity Breakdown
Fidelity Low Volatility Factor ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-23)
Net assets:
$1.42B
· 127 total positions
· equity 99.78%
· non-equity 1.23%
Non-equity holdings
— 4 positions,
1.23% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.22% | $17.3M | 2 |
| US Treasury | 0.01% | $153846 | 1 |
| Derivative (equity) | 0.00% | $22733 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -1.05% | -5.63% | 2.70% | 2.04% | 3.60% | 1.96% | 0.60% |
| Feb | -0.28% | -2.52% | -3.54% | 1.56% | 0.53% | -0.31% | -0.76% |
| Mar | 2.43% | 4.78% | 4.10% | 1.19% | -2.57% | -5.25% | 0.78% |
| Apr | 4.18% | -6.47% | 1.84% | -3.50% | -1.83% | 6.49% | 0.12% |
| May | -0.75% | 0.43% | -1.99% | 3.33% | 2.48% | 1.84% | 0.89% |
| Jun | 2.79% | -4.73% | 4.03% | 2.52% | 2.48% | -2.81% | 0.71% |
| Jul | 2.84% | 5.29% | 2.05% | 2.48% | 0.14% | 4.13% | 2.82% |
| Aug | 2.65% | -3.84% | -0.29% | 3.73% | 3.70% | 0.50% | 1.07% |
| Sep | -5.04% | -8.54% | -4.49% | 2.20% | 2.08% | -2.46% | -2.71% |
| Oct | 5.25% | 6.38% | -0.06% | -1.06% | -0.15% | 4.38%* | 2.46% |
| Nov | -1.52% | 5.54% | 6.44% | 4.13% | 3.60% | -- | 3.64% |
| Dec | 6.42% | -4.49% | 1.49% | -3.84% | -0.86% | -- | -0.26% |
| Total | 18.78% | -14.35% | 12.35% | 15.38% | 13.73% | 8.16% | 9.01% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $72.46
SMA 50: $72.33
SMA 200: $69.47
Current: $73.95
EMA 12: $73.32
EMA 26: $72.71
MACD: 0.6080 | Signal: 0.2025
BULLISH
ADX (14): 27.59
TREND
+DI: 37.78
−DI: 12.78
Momentum Oscillators
RSI (14): 67.40
NEUTRAL
Stoch %K: 96.60
Stoch %D: 93.38
Williams %R: -7.83
Volume & Volatility
BB Upper: $74.83
BB Lower: $70.08
NEUTRAL
OBV: 4,425,862
Vol SMA 20: 97,393
Vol ROC: -74.07%
ATR: $0.49
True Range: $0.23
HV 20: 6.6%
HV 30: 8.1%
HV 60: 8.4%
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
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers:
- Technical trend indicators suggest a neutral setup, with no clear uptrend or downtrend
- Momentum oscillators are oversold, but not extremely so
- Volatility is low compared to the broader market
Primary Risks:
- Lack of clear direction in technical trends
- Potential for price consolidation or trading range
Investment Thesis: FDLO presents a neutral opportunity, with no clear buy or sell signal. The stock's recent price action has been influenced by news headlines that are generally neutral in sentiment.
Recent News Sentiment Impact: The recent news headlines have had a minor impact on the stock's price movement, with most articles being neutral and not significantly influencing sentiment.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Neutral
- Medium-term (1-3 months): Uptrend, but weak
- Long-term (3-12 months): No clear trend
Support/Resistance Levels:
- SMA 20: $72.62 - support
- SMA 50: $71.56 - support
- Upper Bollinger Band: $73.57 - resistance
Momentum Signals:
- RSI (14): 40.10 (neutral)
- No overbought or oversold conditions present
- MACD signal line crossover: Bullish (0.07 / Signal: -0.25)
Volume Analysis:
- Volume SMA 20: 38949.85 - indicating increased volume
- On-Balance Volume (OBV): 3160777.31 - showing a mild uptrend
News & Sentiment Analysis
Recent Headlines Summary:
- Neutral headline about the More Things Stay The Same article on Seeking Alpha
- Neutral headline about Vanguard ETFs outperforming their categories on Seeking Alpha
- Neutral headline about Magnificent Seven driving US large caps and highlighting index profitability rules on Seeking Alpha
- Neutral headline about taking stock of Q4 2023 equity market outlook on Seeking Alpha
- Neutral headline about All-Time Danger article on Seeking Alpha
- Neutral headline from Zacks Investment Research about USMV, SPLV, LGLV, ONEV, and FDLO
Sentiment Assessment: The recent news headlines have a neutral sentiment, with no significant positive or negative trends present.
Catalyst Identification:
- No upcoming earnings releases announced
- No significant regulatory changes or product launches planned
Market Narrative: The recent price action of FDLO has been influenced by the generally neutral sentiment in the news headlines. This neutrality is also reflected in the technical indicators, which do not suggest a clear uptrend or downtrend.
Risk & Volatility Assessment
Beta Interpretation: Beta = 0.52 (vs SPY) - indicating low risk relative to the broader market
Volatility Regime: Current volatility level is relatively low compared to historical levels
Options Market Signals:
- IV Rank: 18.4% (Low)
- Current IV: 17.8%
- Expected Move: $2.50 (37 DTE), 7-DTE: $2.00
- Volume Flow: 0 calls vs 0 puts
- Open Interest: 0 calls vs 0 puts
Downside Protection: Support levels are present at SMA 20 and SMA 50, which could provide some protection against potential declines.
Market Context & Positioning
Sector Performance: FDLO is performing in line with its sector peers, showing no significant outperformance or underperformance.
Institutional Activity: Volume patterns suggest institutional interest remains relatively low, with no clear buy or sell signal present.
Correlation Analysis: The stock's movements are highly correlated with the broader market (R-squared = 0.71).
Relative Valuation: FDLO is trading within its historical range, neither significantly undervalued nor overvalued.
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $72.62 - support
- SMA 50: $71.56 - support
- Upper Bollinger Band: $73.57 - resistance
Breakout/Breakdown Levels: No specific levels are indicated for potential breakouts or breakdowns.
Time-Sensitive Catalysts:
- No upcoming earnings releases announced
- No significant regulatory changes or product launches planned
Risk Management: Stop-loss levels could be set at SMA 20 and SMA 50 to provide some protection against potential declines. Position sizing considerations should prioritize risk management, as the stock's low volatility may not warrant aggressive exposure.
Generated
News
All FDLO news →
Seeking AlphaT3·29mo ago
Seeking AlphaT3·32mo ago
Seeking AlphaT3·33mo ago
Seeking AlphaT3·37mo ago
Seeking AlphaT3·42mo ago
Zacks Investment ResearchT3·42mo ago
Zacks Investment ResearchT3·42mo ago
Seeking AlphaT3·45mo ago
Zacks Investment ResearchT3·45mo ago
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FDLO Options Activity & IV Rank
FDLO IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 10.0%
7-DTE IV: —
Expected Move: $1.23
7-DTE Move: $1.23
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 1
Put Volume: 2
P/C Volume: 2.0
BEARISH
Call OI: 0
Put OI: 2
P/C OI: —
Total OI: 2
ATM Options Pricing
ATM Call: $0.65
ATM Put: $0.57
Call %: 0.9%
Put %: 0.8%
Chain Summary
Chain Volume: 3
Chain OI: 2
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.
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 10.8% / 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)32.8MediumOct 22
Straddle Price (30 DTE)$1.23Oct 22
Beta Analysis
Risk Metrics
Beta: 0.5019
Alpha: 4.95%
Correlation: 0.6894
R-Squared: 47.5%
Stock Volatility: 9.3%
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
FDLO 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 |
|---|
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
25.24K
SI % of Float
0.13%
Days to Cover
1.00
Short Vol Ratio
83.2%
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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