Zacks Investment ResearchT3·40mo ago
FLBR Franklin FTSE Brazil ETF
ETF 26.69 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.
FLBR
$26.69
—
Key stats
$26.69
- 52-Week Range
- $18.39 – $27.42
- YTD
- +38.58%
- IV Rank (30D)
- 100.0
- Straddle Price
- $3.58
- P/C Vol Ratio
- 5.92
- Open
- $26.93
- Day Range
- $26.58 – $26.96
- Volume
- 460,103
- Prev Close
- $26.95
About
Franklin FTSE Brazil ETF (FLBR) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2017-11-03
- Has Options
- Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jun 2026flows, SEC filings
International Equity
Single Country#42 of 163 by assets
Franklin Templeton
Brazil
Emerging Markets
Index-tracking
- Expense ratio
- 0.19% issuer, Oct 21, 2026
- Assets
- $717M issuer-reported, Oct 20, 2026
- Trailing yield
- 4.80% paid semi-annual
- Average daily volume
- $6.4M 30 sessions
- Holdings
- 70 top 10 are 56.5%
- Listed
- Nov 3, 2017 NYSE Arca
- Net asset value
- $26.95 issuer, Oct 20, 2026 · closed +0.00% to NAV
- Median bid/ask spread
- 0.17% 30 days, issuer-reported
- Return on NAV, 1 year
- +31.2% issuer, through Sep 30, 2026 · 3 years +15.4% a year · 5 years +12.4%
- Distributions, 12 months
- $1.29 a share issuer, through Jun 26, 2026: 100% income
- Tracking difference
- -0.10 pts vs index, after fees, FY 2026
Cost87
Liquidity60
Scale69
Diversification49
Moves with. US large-cap stocks (12% of its variance, beta 0.63); Emerging markets over US (8% of its variance, beta 0.32); Developed markets ex-US over US (6% of its variance, beta 0.51); Gold (3% of its variance, beta 0.09). These factors explain 32% of its daily moves over the last year, so most of what drives this fund is something else.
Stated objective. To seek to provide investment results that closely correspond, before fees and expenses, to the performance of the FTSE Brazil RIC Capped Index (the FTSE Brazil Capped Index). (from the fund's prospectus)
All 70 holdingsFlow historySimilar fundsOverlap toolAll Single Country ETFs
Fund flows
daily as of Oct 16, 2026issuer datathrough Jun 2026SEC filings- Oct 16, 2026
- $0 latest day
- Latest 5 trading days
- $0
- Year to date
- $0
Each day
| Day | Net flow |
|---|---|
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jun 2026
- −$26M latest reported month
- Latest 3 months
- +$82M +15.9% of assets
- Latest 12 months
- +$288M +55.6% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$26M |
| May 2026 | +$9.4M |
| Apr 2026 | +$99M |
| Mar 2026 | +$60M |
| Feb 2026 | +$103M |
| Jan 2026 | +$8.3M |
| Dec 2025 | +$10M |
| Nov 2025 | $0 |
| Oct 2025 | +$24M |
| Sep 2025 | $0 |
| Aug 2025 | $0 |
| Jul 2025 | $0 |
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 | |
|---|---|---|---|---|---|
| EWZiShares MSCI Brazil ETF | 84% | 0.59% | $14.1B | +44.5% | compare |
| FLLAFranklin FTSE Latin America | 62% | 0.19% | $122M | +34.3% | compare |
| FLNFirst Trust Latin America AlphaDEX Fund | 29% | 0.80% | $47M | +35.1% | compare |
| BRAZGlobal X Brazil Active ETF | 22% | 0.75% | $10M | +48.2% | compare |
| FTHFFirst Trust Emerging Markets Human Flourishing ETF | 16% | 0.75% | $139M | +48.9% | compare |
Ranked by how much of the two portfolios is the same securities.
What changed in the portfolio
Oct 19, 2026 → Oct 20, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | AXIA ENERGIA-PR C | 0.08% | — | — |
| New position | AXIA ENERGIA-PR C | — | 0.08% | — |
1 new, 1 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.7%. Full holdings and history
Under the hood
fiscal year to Mar 31, 2026SEC census- Authorized participants
- 4 active of 21 with agreements; top 3 did 99%
- Created · redeemed
- $231M · $0 over the fiscal year
- Redemptions in kind
- 0% creations 0% in kind
- Creation unit
- 100,000 shares
- Securities lending
- not authorized
- Return vs index
- -0.10 pts after fees; -0.30 before; daily s.d. 1.34
- 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 2026-10-20
Holdings
70
AUM
$709.2M
Provider
Franklin
Inception
2017-11-03
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.19%
Dividend Yield
4.85%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-26 | 2026-07-06 | $0.2613 | CD |
| 2025-12-30 | 2026-01-08 | $0.4599 | CD |
| 2025-12-19 | 2025-12-29 | $0.5730 | CD |
| 2025-06-20 | 2025-06-27 | $0.4353 | CD |
| 2024-12-20 | 2024-12-30 | $0.5632 | CD |
| 2024-06-21 | 2024-06-28 | $0.5228 | CD |
Asset Allocation
Top Holdings
top 50 of 70 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | PETROBRAS - PETROLEO BRAS | 9.48% | Equity (Foreign) | BR |
| — | ITAU UNIBANCO HOLDING S-P | 9.47% | Equity (Foreign) | BR |
| — | PETROBRAS - PETROLEO BRAS | 8.59% | Equity (Foreign) | BR |
| — | VALE SA | 8.40% | Equity (Foreign) | BR |
| — | B3 SA-BRASIL BOLSA BALCAO | 4.28% | Equity (Foreign) | BR |
| — | BANCO BRADESCO SA-PREF | 4.04% | Equity (Foreign) | BR |
| — | BANCO BTG PACTUAL SA-UNIT | 3.45% | Equity (Foreign) | BR |
| — | ITAUSA SA | 3.29% | Equity (Foreign) | BR |
| — | AXIA ENERGIA SA | 2.81% | Equity (Foreign) | BR |
| — | CIA SANEAMENTO BASICO DE | 2.72% | Equity (Foreign) | BR |
| — | WEG SA | 2.60% | Equity (Foreign) | BR |
| — | AMBEV SA | 2.58% | Equity (Foreign) | BR |
| — | EMBRAER SA | 2.22% | Equity (Foreign) | BR |
| — | PRIO SA | 2.06% | Equity (Foreign) | BR |
| — | EQUATORIAL SA - ORD | 1.80% | Equity (Foreign) | BR |
| — | LOCALIZA RENT A CAR | 1.68% | Equity (Foreign) | BR |
| — | BANCO DO BRASIL S.A. | 1.49% | Equity (Foreign) | BR |
| — | VIBRA ENERGIA SA | 1.36% | Equity (Foreign) | BR |
| — | COMPANHIA PARANAENSE DE E | 1.20% | Equity (Foreign) | BR |
| — | GERDAU SA-PREF | 1.19% | Equity (Foreign) | BR |
| — | REDE D'OR SAO LUIZ SA | 1.18% | Equity (Foreign) | BR |
| — | ULTRAPAR PARTICIPACOES SA | 1.06% | Equity (Foreign) | BR |
| — | ENEVA SA | 1.04% | Equity (Foreign) | BR |
| — | BANCO BRADESCO S.A. | 1.03% | Equity (Foreign) | BR |
| — | ENERGISA SA-UNITS | 1.02% | Equity (Foreign) | BR |
| — | SUZANO SA | 1.02% | Equity (Foreign) | BR |
| — | RAIA DROGASIL SA | 1.01% | Equity (Foreign) | BR |
| — | ITAU UNIBANCO HOLDING SA | 0.98% | Equity (Foreign) | BR |
| — | RUMO SA | 0.97% | Equity (Foreign) | BR |
| — | BB SEGURIDADE PARTICIPACO | 0.94% | Equity (Foreign) | BR |
| — | MOTIVA INFRAESTRUTURA DE | 0.88% | Equity (Foreign) | BR |
| — | TELEFONICA BRASIL S.A. | 0.81% | Equity (Foreign) | BR |
| — | TOTVS SA | 0.81% | Equity (Foreign) | BR |
| — | CIA ENERGETICA MINAS GER- | 0.74% | Equity (Foreign) | BR |
| — | Net Current Assets | 0.69% | Cash/Money Market | — |
| — | SENDAS DISTRIBUIDORA SA | 0.67% | Equity (Foreign) | BR |
| — | KLABIN SA - UNIT | 0.59% | Equity (Foreign) | BR |
| — | CIA SANEAMENTO MINAS GERA | 0.56% | Equity (Foreign) | BR |
| — | TIM SA | 0.52% | Equity (Foreign) | BR |
| — | LOJAS RENNER S.A. | 0.52% | Equity (Foreign) | BR |
| — | MBRF GLOBAL FOODS COMPANY | 0.49% | Equity (Foreign) | BR |
| — | ENGIE BRASIL ENERGIA SA | 0.49% | Equity (Foreign) | BR |
| — | SMARTFIT - ORDINARY | 0.47% | Equity (Foreign) | BR |
| — | CAIXA SEGURIDADE PARTICIP | 0.46% | Equity (Foreign) | BR |
| — | MULTIPLAN EMPREENDIMENTOS | 0.45% | Equity (Foreign) | BR |
| — | ALLOS SA | 0.45% | Equity (Foreign) | BR |
| — | COSAN SA | 0.44% | Equity (Foreign) | BR |
| — | BANCO SANTANDER BRASIL-UN | 0.39% | Equity (Foreign) | BR |
| — | AXIA ENERGIA-PR C | 0.37% | Equity (Foreign) | BR |
| — | HYPERA SA | 0.36% | Equity (Foreign) | BR |
Geographic Breakdown
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -6.27% | 15.32% | 17.05% | -3.82% | 9.94% | 16.51% | 8.12% |
| Feb | -8.57% | 2.18% | -9.37% | -0.97% | -3.74% | 5.90% | -2.43% |
| Mar | 5.55% | 14.49% | -0.16% | -1.78% | 9.15% | 0.17% | 4.57% |
| Apr | 8.99% | -15.86% | 3.78% | -2.53% | 1.92% | 3.63% | -0.01% |
| May | 9.14% | 11.06% | 3.07% | -4.14% | 2.14% | -8.84% | 2.07% |
| Jun | 1.10% | -23.35% | 5.66% | -7.67% | 3.82% | -4.38% | -4.14% |
| Jul | -5.94% | 7.12% | 3.58% | 1.87% | -7.43% | 7.72% | 1.15% |
| Aug | -4.43% | 7.74% | -6.66% | 8.59% | 8.78% | -1.80% | 2.04% |
| Sep | -11.89% | -3.80% | -2.49% | 1.96% | 6.56% | 2.99% | -1.11% |
| Oct | -11.72% | -0.13% | -1.38% | -7.32% | 0.92% | 14.60%* | -0.84% |
| Nov | -3.21% | -5.65% | 11.06% | -3.96% | 6.16% | -- | 0.88% |
| Dec | -0.11% | -9.32% | 1.69% | -9.24% | -6.39% | -- | -4.67% |
| Total | -26.46% | -8.33% | 25.69% | -26.46% | 34.35% | 39.39% | 6.36% |
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: $25.45
SMA 50: $23.71
SMA 200: $23.03
Current: $26.69
EMA 12: $26.27
EMA 26: $25.36
MACD: 0.9082 | Signal: -0.0081
BULLISH
ADX (14): 30.15
TREND
+DI: 38.27
−DI: 20.24
Momentum Oscillators
RSI (14): 64.04
NEUTRAL
Stoch %K: 83.49
Stoch %D: 79.95
Williams %R: -16.70
Volume & Volatility
BB Upper: $28.88
BB Lower: $22.03
NEUTRAL
OBV: -655,684
Vol SMA 20: 255,693
Vol ROC: 136.63%
ATR: $0.59
True Range: $0.38
HV 20: 47.2%
HV 30: 40.3%
HV 60: 33.3%
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 - FLBR
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers: Moderate volatility, trending upward with a weak trend regime.
Primary Risks: Higher volatility potential, market downturns affecting overall performance.
Investment Thesis: FLBR has been trending upward, but the weak trend regime and moderate volatility pose risks. Further analysis is required to determine if this trend will continue or reverse.
Recent News Sentiment Impact: Neutral news headlines did not significantly impact the stock price, as they primarily focused on sector and market performance.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Upward, Medium-term (1-3 months): Sideways to Upward, Long-term (3-12 months): Upward
Support/Resistance Levels:
- SMA 20: $21.78
- SMA 50: $21.97
- Upper Bollinger Band: $23.60
- Lower Bollinger Band: $19.95
Momentum Signals:
- RSI (14): 68.75 (neutral)
- MACD: Bullish signal with a histogram above the zero line (0.10)
Volume Analysis: Moderate volume, institutional interest signals mixed.
News & Sentiment Analysis
Recent Headlines Summary: Neutral news headlines focused on sector and market performance, without significant impact on FLBR's price.
Sentiment Assessment: Neutral
Catalyst Identification: No near-term catalysts identified.
Market Narrative: The neutral news sentiment aligns with the sideways to upward trend in FLBR's price.
Risk & Volatility Assessment
Beta Interpretation: Moderate risk relative to market (beta: 0.91).
Volatility Regime: Moderate volatility, stock generally follows market movements.
Options Market Signals:
- IV Rank: Medium
- Current IV: 46.3%
- Expected Move: $2.35 (42 DTE)
- Volume Flow: 3 calls vs 5 puts
- Open Interest: 13 calls vs 0 puts
Downside Protection: Support levels at SMA 20 and Bollinger Band.
Market Context & Positioning
Sector Performance: FLBR's sector has been trending upward, contributing to its performance.
Institutional Activity: Mixed signals from institutional interest and volume trends.
Correlation Analysis: Correlation with the market is moderate (0.46).
Relative Valuation: FLBR is trading within a relatively tight range.
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $21.78
- Upper Bollinger Band: $23.60
- Lower Bollinger Band: $19.95
Breakout/Breakdown Levels: None identified.
Time-Sensitive Catalysts: No near-term catalysts identified.
Risk Management: Monitor support levels and adjust position sizing accordingly.
This comprehensive analysis highlights FLBR's moderate volatility, trending upward with a weak trend regime. The neutral news sentiment and mixed institutional activity contribute to the overall risk profile. Further monitoring is required to determine if this trend will continue or reverse.
Generated
News
All FLBR news →
Zacks Investment ResearchT3·48mo ago
Zacks Investment ResearchT3·48mo ago
Seeking AlphaT3·63mo ago
FLBR Options Activity & IV Rank
FLBR IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 60.1%
7-DTE IV: —
Expected Move: $3.58
7-DTE Move: $3.58
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 13
Put Volume: 77
P/C Volume: 5.923
BEARISH
Call OI: 100
Put OI: 88
P/C OI: 0.88
Total OI: 188
ATM Options Pricing
ATM Call: $1.62
ATM Put: $1.95
Call %: 6.1%
Put %: 7.3%
Chain Summary
Chain Volume: 102
Chain OI: 262
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 78th 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
78%
vs own history
GEX tilt
+0.78
OI-weighted, today
Vanna tilt
+0.41
δ-sensitivity to IV
Charm tilt
-0.41
δ-decay vs time
Vanna tilt +0.41: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.41: 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 58.0% / 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)100.0HighOct 21
Straddle Price (30 DTE)$3.58Oct 21
Beta Analysis
Risk Metrics
Beta: 0.9254
Alpha: 27.35%
Correlation: 0.4087
R-Squared: 16.7%
Stock Volatility: 28.8%
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
FLBR 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
126.54K
SI % of Float
0.48%
Days to Cover
1.00
Short Vol Ratio
82.8%
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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