GlobeNewswire Inc.T3·22mo ago
FIVA Fidelity International Value Factor ETF
ETF 38.28 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.
FIVA
$38.28
—
Key stats
$38.28
- 52-Week Range
- $31.09 – $40.50
- YTD
- +10.48%
- IV Rank (30D)
- 95.27
- Straddle Price
- $0.00
- Open
- $38.31
- Day Range
- $38.12 – $38.38
- Volume
- 37,077
- Prev Close
- $38.21
About
Fidelity International Value Factor ETF (FIVA) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2018-01-16
- Has Options
- Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.18% issuer, Oct 22, 2026
- Assets
- $633M issuer-reported, Oct 20, 2026
- Trailing yield
- 2.82% paid quarterly
- Average daily volume
- $3.0M 30 sessions
- Holdings
- 127 top 10 are 16.3%
- Listed
- Jan 16, 2018 NYSE Arca
- Last fee change
- -21 bp filed Nov 9, 2023
- Net asset value
- $38.25 issuer, Oct 21, 2026
- 30-day SEC yield
- 2.56% issuer, Oct 19, 2026
- Tracking difference
- -0.35 pts vs index, after fees, FY 2025
Cost90
Liquidity49
Scale67
Diversification98
Moves with. US large-cap stocks (56% of its variance, beta 0.95); Developed markets ex-US over US (30% of its variance, beta 0.84); Gold (5% of its variance, beta 0.05). These factors explain 92% of its daily moves over the last year.
Stated objective. Fidelity International Value Factor ETF seeks to provide investment returns that correspond, before fees and expenses, generally to the performance of the Fidelity International Value Factor Index?. (from the fund's prospectus)
All 127 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$15M latest reported month
- Latest 3 months
- +$19M +3.3% of assets
- Latest 12 months
- +$242M +41.1% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$15M |
| Jun 2026 | +$3.9M |
| May 2026 | +$64K |
| Apr 2026 | $0 |
| Mar 2026 | $0 |
| Feb 2026 | +$71M |
| Jan 2026 | +$84M |
| Dec 2025 | +$27M |
| Nov 2025 | +$13M |
| Oct 2025 | +$9.5M |
| Sep 2025 | +$9.2M |
| Aug 2025 | +$8.7M |
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 | |
|---|---|---|---|---|---|
| IVLUiShares MSCI Intl Value Factor ETF | 40% | 0.31% | $4.5B | +19.0% | compare |
| WIMAWisdomTree International Adaptive Moving Average Fund | 36% | 0.42% | $68M | — | compare |
| JIREJPMorgan International Research Enhanced Equity ETF | 36% | 0.24% | $11.0B | +9.7% | compare |
| HOLAJPMorgan International Hedged Equity Laddered Overlay ETF | 36% | 0.50% | $285M | +5.8% | compare |
| ENHIiShares Enhanced International Active ETF | 35% | 0.27% | $21M | — | compare |
Ranked by how much of the two portfolios is the same securities.
What changed in the portfolio
Oct 8, 2026 → Oct 9, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | FRESENIUS MEDICAL CARE AG | 0.03% | 0.28% | +779.6% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 1.1%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 6 active of 24 with agreements; top 3 did 72%
- Created · redeemed
- $201M · $126M over the fiscal year
- Redemptions in kind
- 98% creations 94% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 0.10% of assets on loan on average; earned 0.1 bp
- Return vs index
- -0.35 pts after fees; -0.11 before; daily s.d. 9.35
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
127
AUM
$632.8M
Provider
Fidelity
Inception
2018-01-16
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.18%
Dividend Yield
2.82%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-18 | 2026-09-22 | $0.2440 | CD |
| 2026-06-18 | 2026-06-23 | $0.3880 | CD |
| 2026-03-20 | 2026-03-24 | $0.3070 | CD |
| 2025-12-19 | 2025-12-23 | $0.1420 | CD |
| 2025-09-19 | 2025-09-23 | $0.1760 | CD |
| 2025-06-20 | 2025-06-24 | $0.3420 | CD |
Asset Allocation
Top Holdings
top 50 of 127 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | ASML HOLDING NV | 2.63% | Equity (Foreign) | NL |
| — | MITSUBISHI UFJ FINL GRP INC | 1.75% | Equity (Foreign) | JP |
| — | ROCHE HOLDING AG | 1.71% | Equity (Foreign) | CH |
| — | NESTLE SA (REG) | 1.55% | Equity (Foreign) | CH |
| — | TOYOTA MOTOR CORP | 1.49% | Equity (Foreign) | JP |
| — | BANCO SANTANDER SA (SPAIN) | 1.45% | Equity (Foreign) | ES |
| — | KDDI CORP | 1.45% | Equity (Foreign) | JP |
| — | NOVARTIS AG (REG) | 1.43% | Equity (Foreign) | CH |
| — | SHELL PLC | 1.43% | Equity (Foreign) | GB |
| — | TORONTO-DOMINION BANK | 1.43% | Equity (Foreign) | CA |
| — | SUNCOR ENERGY INC | 1.41% | Equity (Foreign) | CA |
| — | CGI INC CL A SUB VTG | 1.40% | Equity (Foreign) | CA |
| — | ASTRAZENECA PLC (UK) | 1.38% | Equity (Foreign) | GB |
| — | ITOCHU CORP | 1.32% | Equity (Foreign) | JP |
| — | SHIONOGI & CO LTD | 1.25% | Equity (Foreign) | JP |
| — | QBE INSURANCE GROUP LTD | 1.25% | Equity (Foreign) | AU |
| — | VOLVO AB SER B | 1.25% | Equity (Foreign) | SE |
| — | MITSUBISHI CORP | 1.22% | Equity (Foreign) | JP |
| — | SAP SE | 1.20% | Equity (Foreign) | DE |
| — | BANK OF NOVA SCOTIA | 1.16% | Equity (Foreign) | CA |
| — | NATWEST GROUP PLC | 1.15% | Equity (Foreign) | GB |
| — | BARRICK MINING CORP | 1.15% | Equity (Foreign) | CA |
| — | CENOVUS ENERGY INC | 1.15% | Equity (Foreign) | CA |
| — | UNILEVER PLC ORD | 1.15% | Equity (Foreign) | GB |
| — | IBERDROLA SA | 1.11% | Equity (Foreign) | ES |
| — | A P MOLLER - MAERSK A/S B | 1.10% | Equity (Foreign) | DK |
| — | BARCLAYS PLC ORD | 1.10% | Equity (Foreign) | GB |
| — | ROLLS-ROYCE HOLDINGS PLC | 1.09% | Equity (Foreign) | GB |
| — | MACQUARIE GROUP LTD | 1.07% | Equity (Foreign) | AU |
| — | CANON INC | 1.06% | Equity (Foreign) | JP |
| — | SHIN-ETSU CHEMICAL CO LTD | 1.06% | Equity (Foreign) | JP |
| — | CANADIAN NATL RAILWAY CO | 1.04% | Equity (Foreign) | CA |
| — | NORDEA BANK ABP | 1.03% | Equity (Foreign) | FI |
| — | RICOH CO LTD | 1.02% | Equity (Foreign) | JP |
| — | BHP GROUP LIMITED | 1.02% | Equity (Foreign) | AU |
| — | SUMITOMO CORP | 1.01% | Equity (Foreign) | JP |
| — | PROSUS NV | 1.01% | Equity (Foreign) | NL |
| — | AXA SA | 1.01% | Equity (Foreign) | FR |
| — | DAIMLER TRUCK HOLDING AG | 1.00% | Equity (Foreign) | DE |
| — | TOTALENERGIES SE | 1.00% | Equity (Foreign) | FR |
| — | ABB LTD (REG) (SWIT) | 0.99% | Equity (Foreign) | CH |
| — | MS&AD INSURANCE GRP HLDGS INC | 0.98% | Equity (Foreign) | JP |
| — | SEVEN & I HOLDINGS CO LTD | 0.98% | Equity (Foreign) | JP |
| — | TELEPERFORMANCE | 0.98% | Equity (Foreign) | FR |
| — | MUNICH REINSURANCE (REG) | 0.98% | Equity (Foreign) | DE |
| — | RIO TINTO PLC (REGD) | 0.98% | Equity (Foreign) | GB |
| — | KINROSS GOLD CORP | 0.96% | Equity (Foreign) | CA |
| — | MERCEDES-BENZ GROUP AG (GERW) | 0.95% | Equity (Foreign) | DE |
| — | BUZZI SPA | 0.95% | Equity (Foreign) | IT |
| — | YARA INTERNATIONAL ASA | 0.94% | Equity (Foreign) | NO |
Geographic Breakdown
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.09% | -0.18% | 8.87% | 0.00% | 5.22% | 5.31% | 3.19% |
| Feb | 3.45% | -3.97% | -2.87% | 0.96% | 5.69% | 3.62% | 1.15% |
| Mar | 2.13% | 1.24% | -0.73% | 2.29% | -0.64% | -6.97% | -0.45% |
| Apr | 1.23% | -6.22% | 1.96% | -1.06% | 3.41% | 4.13% | 0.58% |
| May | 3.27% | 2.96% | -4.60% | 5.30% | 5.51% | 3.73% | 2.70% |
| Jun | -2.96% | -10.27% | 3.17% | -4.63% | 0.24% | 1.45% | -2.17% |
| Jul | -0.33% | 2.80% | 2.79% | 2.67% | -0.56% | 2.17% | 1.59% |
| Aug | 0.74% | -5.14% | -1.05% | 5.51% | 5.86% | 0.66% | 1.10% |
| Sep | -3.76% | -9.56% | -3.00% | 1.74% | 2.68% | -3.84% | -2.62% |
| Oct | 2.77% | 4.81% | -2.31% | -4.34% | 0.19% | 1.59%* | 0.45% |
| Nov | -5.91% | 11.96% | 6.43% | -1.06% | 3.40% | -- | 2.96% |
| Dec | 5.00% | -1.97% | 2.48% | -4.01% | 4.72% | -- | 1.24% |
| Total | 5.06% | -14.70% | 10.74% | 2.74% | 41.71% | 11.76% | 9.55% |
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: $38.00
SMA 50: $39.08
SMA 200: $37.66
Current: $38.28
EMA 12: $38.04
EMA 26: $38.31
MACD: -0.2679 | Signal: 0.1064
BEARISH
ADX (14): 26.62
TREND
+DI: 27.69
−DI: 30.75
Momentum Oscillators
RSI (14): 49.23
NEUTRAL
Stoch %K: 70.18
Stoch %D: 64.88
Williams %R: -15.79
Volume & Volatility
BB Upper: $38.66
BB Lower: $37.34
NEUTRAL
OBV: 6,128,553
Vol SMA 20: 71,841
Vol ROC: -28.08%
ATR: $0.39
True Range: $0.26
HV 20: 10.6%
HV 30: 12.4%
HV 60: 12.3%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
Here is my comprehensive stock analysis report for FIVA:
Executive Summary
Overall assessment: NEUTRAL with a confidence level of 6/10.
Key drivers: Trend direction, momentum signals, and volume analysis.
Primary risks: Moderate volatility, mixed sentiment in recent news headlines, and potential divergence between technical and fundamental data.
Investment thesis: FIVA's stock price has been range-bound for some time, reflecting its moderate volatility. The stock's trend is currently neutral, with a mix of positive and negative momentum signals. The options market suggests a relatively low level of implied volatility, which may indicate a stable or slightly upward-trending market. Recent news headlines have been largely neutral, without significant catalysts that could impact the stock price.
Recent news sentiment impact: The recent news headlines have had a neutral impact on the stock's price movement. There are no major developments that could significantly influence the stock's trajectory.
Technical Analysis
Trend direction:
- Short-term (1-4 weeks): Range-bound
- Medium-term (1-3 months): Neutral
- Long-term (3-12 months): Uptrend
Support/Resistance Levels:
- SMA 20: $40.02 (support)
- SMA 50: $39.29 (resistance)
- Upper Bollinger Band: $40.50 (resistance)
Momentum Signals:
- RSI interpretation: Neutral (60.30)
- MACD signal: Bullish (0.22 / Signal: -0.03 / Histogram: 0.24)
- Stochastic %K and %D: Neutral
- Williams %R: Negative (-13.05%)
Volume Analysis:
- Volume SMA 20: 94111.61
- On-Balance Volume (OBV): 6333747.32
- Volume Rate of Change: -42.99% (negative)
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines have been neutral, without significant catalysts that could impact the stock price.
Sentiment Assessment: Neutral
Catalyst Identification: No major developments or announcements have been reported recently.
Market Narrative: The market narrative is currently neutral, reflecting a lack of significant market-moving events.
Risk & Volatility Assessment
Beta Interpretation: Moderate risk relative to market (beta 0.95).
Volatility Regime: Current volatility is relatively low compared to historical levels.
Options Market Signals:
- IV rank: Low (9.3%)
- Current IV: 25.2%
- Expected Move: $2.05 (42 DTE), 7-DTE: $1.70
- Volume Flow: 0 calls vs 0 puts
- Open Interest: 0 calls vs 0 puts
- Put/Call Volume Ratio: Neutral sentiment
Downside Protection:
- Support levels: SMA 20 ($40.02) and Lower Bollinger Band ($39.55)
- Risk management considerations: Consider stop-loss orders at $38.50 or lower, depending on market conditions.
Market Context & Positioning
Sector Performance: FIVA's sector is currently in a neutral trend.
Institutional Activity: Moderate institutional interest, but no significant buy or sell signals.
Correlation Analysis: FIVA's stock price is moderately correlated with the broader market (R-squared 0.75).
Relative Valuation: FIVA's relative valuation is neutral within its trading range.
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $40.02 (support)
- Upper Bollinger Band: $40.50 (resistance)
Breakout/Breakdown Levels:
- SMA 50: $39.29 (breakout)
- Lower Bollinger Band: $39.55 (breakdown)
Time-Sensitive Catalysts:
- No major earnings announcements or catalysts in the near term.
Risk Management:
- Consider stop-loss orders at $38.50 or lower, depending on market conditions.
- Monitor the options market for unusual activity or changes in implied volatility.
Please note that this analysis is based on the provided data and should not be considered as buy/sell advice.
Generated
News
All FIVA news →
MarketWatchT3·44mo ago
Seeking AlphaT3·59mo ago
FIVA Options Activity & IV Rank
FIVA IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 33.1%
7-DTE IV: —
Expected Move: $0.00
7-DTE Move: $0.00
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 0
Put Volume: 0
P/C Volume: —
Call OI: 0
Put OI: 0
P/C OI: —
Total OI: 0
ATM Options Pricing
ATM Call: $0.00
ATM Put: $0.00
Call %: 0.0%
Put %: 0.0%
Chain Summary
Chain Volume: 5
Chain OI: 4
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.
Dealer Positioning
TYPICAL γ
Estimated net dealer gamma is at the 46th 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
46%
vs own history
GEX tilt
-1.00
OI-weighted, today
Vanna tilt
+1.00
δ-sensitivity to IV
Charm tilt
-1.00
δ-decay vs time
Vanna tilt +1.00: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -1.00: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 3 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
as of Oct 21 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · ATM 18.0% / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
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)95.3HighOct 21
Straddle Price (30 DTE)$0.00Oct 21
Beta Analysis
Risk Metrics
Beta: 0.9561
Alpha: 6.54%
Correlation: 0.7474
R-Squared: 55.9%
Stock Volatility: 16.2%
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
FIVA 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
37.49K
SI % of Float
0.23%
Days to Cover
1.00
Short Vol Ratio
30.0%
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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