Seeking AlphaT3·29mo ago
FLEE Franklin FTSE Europe ETF
ETF 37.95 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.
FLEE
$37.95
—
Key stats
$37.95
- 52-Week Range
- $34.16 – $40.53
- YTD
- +2.26%
- IV Rank (30D)
- 37.46
- Straddle Price
- $1.85
- Open
- $37.95
- Day Range
- $37.95 – $37.95
- Volume
- 981
- Prev Close
- $38.23
About
Franklin FTSE Europe ETF (FLEE) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2017-11-02
- Has Options
- Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.09% issuer, Oct 22, 2026
- Assets
- $100M issuer-reported, Oct 20, 2026
- Trailing yield
- 3.20% paid semi-annual
- Average daily volume
- $584K 30 sessions
- Holdings
- 500 top 10 are 21.1%
- Listed
- Nov 2, 2017 NYSE Arca
- Last fee change
- -3 bp filed Jul 28, 2025
- Net asset value
- $38.30 issuer, Oct 21, 2026 · closed -0.18% to NAV
- Median bid/ask spread
- 0.21% 30 days, issuer-reported
- Return on NAV, 1 year
- +13.0% issuer, through Sep 30, 2026 · 3 years +18.0% a year · 5 years +9.7%
- Distributions, 12 months
- $1.22 a share issuer, through Jun 26, 2026: 100% income
- Tracking difference
- +0.50 pts vs index, after fees, FY 2026
Cost94
Liquidity26
Scale37
Diversification100
Moves with. US large-cap stocks (54% of its variance, beta 0.97); Developed markets ex-US over US (32% of its variance, beta 0.93); Long Treasuries (4% of its variance, beta 0.15). These factors explain 87% of its daily moves over the last year.
Stated objective. To seek to provide investment results that closely correspond, before fees and expenses, to the performance of the FTSE Developed Europe RIC Capped Index (the FTSE Developed Europe Capped Index). (from the fund's prospectus)
All 500 holdingsFlow historySimilar fundsOverlap toolAll Europe ETFs
Fund flows
daily as of Oct 20, 2026issuer datathrough Jun 2026SEC filings- Oct 20, 2026
- $0 latest day
- Latest 5 trading days
- $0
- Year to date
- $0
Each day
| Day | Net flow |
|---|---|
| Oct 20, 2026 | $0 |
| 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
- $0 latest reported month
- Latest 3 months
- $0 0.0% of assets
- Latest 12 months
- −$14M −12.2% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | $0 |
| May 2026 | $0 |
| Apr 2026 | $0 |
| Mar 2026 | −$7.0M |
| Feb 2026 | $0 |
| Jan 2026 | $0 |
| Dec 2025 | $0 |
| Nov 2025 | $0 |
| Oct 2025 | −$7.1M |
| 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 | |
|---|---|---|---|---|---|
| IEViShares Europe ETF | 93% | 0.60% | $1.6B | +7.6% | compare |
| BBEUJPMorgan BetaBuilders Europe ETF | 91% | 0.09% | $9.0B | +7.6% | compare |
| IEURiShares Core MSCI Europe ETF | 91% | 0.10% | $9.5B | +7.3% | compare |
| SPEUState Street SPDR Portfolio Europe ETF | 90% | 0.07% | $700M | +7.0% | compare |
| DBEUXtrackers MSCI Europe Hedged Equity ETF | 89% | 0.45% | $782M | +14.2% | compare |
Ranked by how much of the two portfolios is the same securities.
What changed in the portfolio
Mar 31, 2026 → Jun 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | TELECOM ITALIA SPA | — | 0.11% | — |
| Exit | Wise PLC | 0.07% | — | — |
| Decrease | SAAB AB | 0.17% | 0.11% | −13.7% |
| New position | WISE GROUP PLC | — | 0.06% | — |
| Exit | Telecom Italia S.p.A. | 0.06% | — | — |
| Increase | ABN AMRO BANK NV | 0.12% | 0.17% | +17.2% |
| Exit | JDE Peets N.V | 0.04% | — | — |
| Exit | Swissquote Group Holding AG | 0.04% | — | — |
| Exit | Telecom Italia S.p.A. | 0.04% | — | — |
| New position | SWISSQUOTE GROUP HOLDING SA | — | 0.04% | — |
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 Mar 31, 2026SEC census- Authorized participants
- 2 active of 21 with agreements; top 3 did 100%
- Created · redeemed
- $20M · $14M over the fiscal year
- Redemptions in kind
- 99% creations 98% in kind
- Creation unit
- 200,000 shares
- Securities lending
- yes of assets on loan on average; earned 0.0 bp
- Return vs index
- +0.50 pts after fees; +0.40 before; daily s.d. 10.35
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
500
AUM
$99.6M
Provider
Franklin
Inception
2017-11-02
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.09%
Dividend Yield
3.20%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-26 | 2026-07-06 | $0.8688 | CD |
| 2025-12-19 | 2025-12-29 | $0.3532 | CD |
| 2025-06-20 | 2025-06-27 | $0.6543 | CD |
| 2024-12-20 | 2024-12-30 | $0.2823 | CD |
| 2024-06-21 | 2024-06-28 | $0.8067 | CD |
| 2023-12-15 | 2023-12-26 | $0.1879 | CD |
Asset Allocation
Top Holdings
top 50 of 500 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | ASML HOLDING NV | 4.43% | Equity (Foreign) | NL |
| — | ROCHE HOLDING AG | 2.33% | Equity (Foreign) | CH |
| — | HSBC HOLDINGS PLC | 2.23% | Equity (Foreign) | GB |
| — | SHELL PLC | 2.14% | Equity (Foreign) | GB |
| — | NOVARTIS AG-REG | 2.00% | Equity (Foreign) | CH |
| — | NESTLE SA-REG | 1.81% | Equity (Foreign) | CH |
| — | ASTRAZENECA PLC | 1.77% | Equity (Foreign) | GB |
| — | SAP SE | 1.55% | Equity (Foreign) | DE |
| — | SIEMENS AG-REG | 1.49% | Equity (Foreign) | DE |
| — | BANCO SANTANDER SA | 1.33% | Equity (Foreign) | ES |
| — | ALLIANZ SE-REG | 1.30% | Equity (Foreign) | DE |
| — | TOTALENERGIES SE | 1.26% | Equity (Foreign) | FR |
| — | IBERDROLA SA | 1.11% | Equity (Foreign) | ES |
| — | SCHNEIDER ELECTRIC SE | 1.04% | Equity (Foreign) | FR |
| — | ROLLS-ROYCE HOLDINGS PLC | 1.04% | Equity (Foreign) | GB |
| — | UBS GROUP AG-REG | 1.03% | Equity (Foreign) | CH |
| — | BANCO BILBAO VIZCAYA ARGE | 1.01% | Equity (Foreign) | ES |
| — | UNILEVER PLC | 0.96% | Equity (Foreign) | GB |
| — | ABB LTD-REG | 0.93% | Equity (Foreign) | CH |
| — | BP PLC | 0.89% | Equity (Foreign) | GB |
| — | AIRBUS SE | 0.89% | Equity (Foreign) | FR |
| — | NOVO NORDISK A/S-B | 0.88% | Equity (Foreign) | DK |
| — | AIR LIQUIDE SA | 0.86% | Equity (Foreign) | FR |
| — | SAFRAN SA | 0.85% | Equity (Foreign) | FR |
| — | BRITISH AMERICAN TOBACCO | 0.84% | Equity (Foreign) | GB |
| — | UNICREDIT SPA | 0.83% | Equity (Foreign) | IT |
| — | CIE FINANCIERE RICHEMO-A | 0.80% | Equity (Foreign) | CH |
| — | SIEMENS ENERGY AG | 0.78% | Equity (Foreign) | DE |
| — | ZURICH INSURANCE GROUP AG | 0.77% | Equity (Foreign) | CH |
| — | LVMH MOET HENNESSY LOUIS | 0.75% | Equity (Foreign) | FR |
| — | L'OREAL | 0.73% | Equity (Foreign) | FR |
| — | INTESA SANPAOLO | 0.72% | Equity (Foreign) | IT |
| — | GSK PLC | 0.70% | Equity (Foreign) | GB |
| — | DEUTSCHE TELEKOM AG-REG | 0.70% | Equity (Foreign) | DE |
| — | BNP PARIBAS | 0.67% | Equity (Foreign) | FR |
| — | ING GROEP NV | 0.66% | Equity (Foreign) | NL |
| — | RIO TINTO PLC | 0.64% | Equity (Foreign) | GB |
| — | SANOFI | 0.62% | Equity (Foreign) | FR |
| — | NATIONAL GRID PLC | 0.57% | Equity (Foreign) | GB |
| — | LLOYDS BANKING GROUP PLC | 0.56% | Equity (Foreign) | GB |
| — | ANHEUSER-BUSCH INBEV SA/N | 0.56% | Equity (Foreign) | BE |
| — | AXA SA | 0.55% | Equity (Foreign) | FR |
| — | ENEL SPA | 0.55% | Equity (Foreign) | IT |
| — | MUENCHENER RUECKVER AG-RE | 0.54% | Equity (Foreign) | DE |
| — | BAE SYSTEMS PLC | 0.54% | Equity (Foreign) | GB |
| — | INFINEON TECHNOLOGIES AG | 0.53% | Equity (Foreign) | DE |
| — | BARCLAYS PLC | 0.53% | Equity (Foreign) | GB |
| — | GLENCORE PLC | 0.52% | Equity (Foreign) | GB |
| — | INVESTOR AB-B SHS | 0.52% | Equity (Foreign) | SE |
| — | Net Current Assets | 0.51% | Cash/Money Market | — |
Geographic Breakdown
Non-Equity Breakdown
Franklin FTSE Europe ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-27)
Net assets:
$116M
· 501 total positions
· equity 99.34%
· non-equity 2.14%
Non-equity holdings
— 3 positions,
2.14% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 2.13% | $2.5M | 1 |
| Derivative (equity) | 0.00% | $3408 | 2 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -2.19% | -3.97% | 8.38% | 0.13% | 6.86% | 3.29% | 2.08% |
| Feb | 1.24% | -6.24% | -2.66% | 1.58% | 6.81% | 1.87% | 0.43% |
| Mar | 1.83% | 2.86% | 2.55% | 3.12% | -0.23% | -5.97% | 0.69% |
| Apr | 2.64% | -7.37% | 3.38% | -2.21% | 5.31% | 5.03% | 1.13% |
| May | 3.23% | 2.91% | -5.01% | 6.00% | 6.75% | 2.13% | 2.67% |
| Jun | -3.67% | -10.38% | 1.05% | -5.48% | -1.52% | -0.12% | -3.35% |
| Jul | 1.31% | 4.93% | 2.92% | 1.92% | -1.63% | 1.84% | 1.88% |
| Aug | 1.34% | -6.62% | -2.97% | 5.88% | 5.63% | 0.74% | 0.67% |
| Sep | -5.77% | -8.26% | -3.83% | 2.32% | 2.44% | -3.91% | -2.83% |
| Oct | 4.25% | 6.11% | -1.38% | -4.50% | -0.28% | 1.84%* | 1.01% |
| Nov | -5.92% | 12.50% | 8.76% | -2.07% | 1.70% | -- | 2.99% |
| Dec | 4.38% | -3.87% | 3.25% | -4.00% | 2.67% | -- | 0.49% |
| Total | 1.93% | -18.39% | 14.18% | 1.87% | 39.73% | 6.42% | 7.63% |
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: $37.79
SMA 50: $38.83
SMA 200: $38.44
Current: $37.95
EMA 12: $37.88
EMA 26: $38.09
MACD: -0.2105 | Signal: 0.1212
BEARISH
ADX (14): 29.32
TREND
+DI: 31.11
−DI: 44.65
Momentum Oscillators
RSI (14): 47.52
NEUTRAL
Stoch %K: 85.35
Stoch %D: 82.24
Williams %R: -19.42
Volume & Volatility
BB Upper: $38.57
BB Lower: $37.02
NEUTRAL
OBV: 1,623,991
Vol SMA 20: 16,687
Vol ROC: -87.71%
ATR: $0.41
True Range: $0.28
HV 20: 12.6%
HV 30: 12.7%
HV 60: 12.4%
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 analysis of FLEE stock:
Executive Summary
BULLISH with a confidence level of 7/10.
Key drivers: Technical indicators suggest a strong uptrend, while news sentiment remains neutral. Primary risks include volatility and potential reversals.
2-3 sentence investment thesis: FLEE stock has been trending upwards, driven by technical momentum and moderate volatility. While there are no clear catalysts driving the stock's movement, it appears to be in a range-bound environment with limited downside risk.
Recent news sentiment impact: The neutral news headlines have not significantly impacted the stock price, as market expectations remain stable.
Technical Analysis
Trend Direction: Short-term (1-4 weeks) - Bullish; Medium-term (1-3 months) - Neutral; Long-term (3-12 months) - Bullish.
Support/Resistance Levels:
- Lower: $37.65 (Bollinger Band lower)
- Middle: $38.63 (SMA 20)
- Upper: $39.62 (Bollinger Band upper)
Momentum Signals:
- RSI interpretation: Neutral (53.73), indicating no clear buying or selling pressure.
- MACD signal: Bullish, with a positive histogram and bullish crossover above the signal line.
- Bollinger Bands position: Neutral, as price remains within the bands.
Volume Analysis:
- Volume SMA 20: $16664.85, indicating moderate volume activity.
- On-Balance Volume (OBV): 1972112.41, showing no clear trend or momentum.
News & Sentiment Analysis
Recent Headlines Summary: All recent news headlines are neutral, with no significant market-moving events.
Sentiment Assessment: Neutral, as the headlines do not suggest any strong bullish or bearish sentiment.
Catalyst Identification: No near-term catalysts are evident in the data.
Market Narrative: The lack of clear market-moving events and moderate volatility suggest a range-bound environment, with FLEE stock potentially trading within its current price range.
Risk & Volatility Assessment
Risk Assessment: Moderate risk, given the moderate volatility and beta relative to the SPY (0.95).
Volatility Regime: Current vs historical volatility levels - The stock's volatility is relatively low compared to its historical average.
Options Market Signals:
- IV rank: 54.8% (Medium), indicating moderately high implied volatility.
- Put/call ratios: Neutral, with no significant skew or bias.
- Unusual activity: No unusual options activity observed.
Downside Protection:
- Support levels: $37.65 (Bollinger Band lower) and $38.63 (SMA 20).
- Risk management considerations: Monitor volume and price action at these support levels to assess potential reversals.
Market Context & Positioning
Sector Performance: Neutral, with FLEE's sector performing similarly to the broader market.
Institutional Activity: No clear institutional interest or activity is evident in the data.
Correlation Analysis: Moderate correlation (0.72) between FLEE and the SPY, indicating that the stock generally follows market trends.
Relative Valuation: FLEE appears to be within its historical trading range, with no clear overbought or oversold conditions.
Key Levels & Action Items
Critical Price Levels:
- Lower: $37.65 (Bollinger Band lower)
- Middle: $38.63 (SMA 20)
- Upper: $39.62 (Bollinger Band upper)
Breakout/Breakdown Levels: No clear technical levels that could trigger significant moves are evident.
Time-Sensitive Catalysts: No near-term earnings dates or product launches that could significantly impact the stock price are available in the data.
Risk Management:
- Stop-loss levels: Monitor and adjust stop-losses based on price action and volume activity.
- Position sizing considerations: Consider reducing position sizes due to moderate risk and volatility.
Please note that this analysis is not a buy/sell recommendation, but rather a comprehensive report highlighting key drivers, risks, and market context for FLEE stock.
Generated
News
All FLEE news →
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FLEE Options Activity & IV Rank
FLEE IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 25.7%
7-DTE IV: —
Expected Move: $1.85
7-DTE Move: $1.85
Days to Exp: 29 (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: $0.93
ATM Put: $0.93
Call %: 2.4%
Put %: 2.4%
Chain Summary
Chain Volume: 0
Chain OI: 0
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 17.8% / 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)37.5MediumOct 22
Straddle Price (30 DTE)$1.85Oct 22
Beta Analysis
Risk Metrics
Beta: 0.9501
Alpha: -5.37%
Correlation: 0.7301
R-Squared: 53.3%
Stock Volatility: 16.5%
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
FLEE Institutional Ownership (13F)
Latest filings — 2026-06-30Institutional 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
306.00
SI % of Float
0.01%
Days to Cover
1.00
Short Vol Ratio
3.6%
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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