Zacks Investment ResearchT3·34mo ago
FMDE Fidelity Enhanced Mid Cap Core ETF
ETF 41.56 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.
FMDE
$41.56
—
Key stats
$41.56
- 52-Week Range
- $34.33 – $42.97
- YTD
- +13.46%
- IV Rank (30D)
- 45.56
- Straddle Price
- $3.70
- P/C Vol Ratio
- 1.00
- Open
- $41.53
- Day Range
- $41.18 – $41.61
- Volume
- 1,028,773
- Prev Close
- $41.73
About
Fidelity Enhanced Mid Cap Core ETF (FMDE) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2007-12-20
- Has Options
- Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.23% issuer, Oct 22, 2026
- Assets
- $8.5B issuer-reported, Oct 20, 2026
- Trailing yield
- 1.04% paid quarterly
- Average daily volume
- $40M 30 sessions
- Holdings
- 523 top 10 are 9.5%
- Listed
- Dec 20, 2007 NYSE Arca
- Net asset value
- $41.73 issuer, Oct 21, 2026
Cost75
Liquidity87
Scale100
Diversification100
Moves with. US large-cap stocks (83% of its variance, beta 1.05); Small caps over large (16% of its variance, beta 0.37). These factors explain 88% of its daily moves over the last year.
Stated objective. Fidelity Enhanced Mid Cap ETF seeks capital appreciation. (from the fund's prospectus)
All 523 holdingsFlow historySimilar fundsOverlap toolAll Multi-Factor ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- +$264M latest reported month
- Latest 3 months
- +$730M +9.9% of assets
- Latest 12 months
- +$3.7B +49.7% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$264M |
| May 2026 | +$245M |
| Apr 2026 | +$221M |
| Mar 2026 | +$710M |
| Feb 2026 | +$216M |
| Jan 2026 | +$426M |
| Dec 2025 | +$202M |
| Nov 2025 | +$210M |
| Oct 2025 | +$496M |
| Sep 2025 | +$264M |
| Aug 2025 | +$180M |
| Jul 2025 | +$237M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 32 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| FEMVFidelity Enhanced Mid Cap Value ETF | 62% | 0.23% | $6.8M | — | compare |
| IWRiShares Russell Mid-Cap ETF | 46% | 0.18% | $57.3B | +14.3% | compare |
| IWSiShares Russell Mid-Cap Value ETF | 40% | 0.23% | $15.6B | +20.6% | compare |
| AVMCAvantis U.S. Mid Cap Equity ETF | 39% | 0.18% | $519M | +13.7% | compare |
| JHMMJohn Hancock Multifactor Mid Cap ETF | 37% | 0.41% | $6.0B | +13.5% | 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
- +13.6% 47% under, 19% over · 100% covered
- Price / earnings
- 24.5 12% loss-making · 98% covered
- Price / book · sales
- 3.0 · 1.6 revenue growth +10.9%
- Above 200-day average
- 65% 54% above 50-day · by weight
- Short interest
- 4.9% of float, weighted · 3.5 days to cover
- Insider buying
- 9% of weight had net insider buying, 90 days; 64% net selling
- 13F holders
- +1.7% change in shares held by institutions, latest quarter
- Reporting earnings
- 34.6% of weight in 7 days; 72.2% in 14
Holdings reporting in the next 14 days · weighted implied move this week 3.13%
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
Oct 13, 2026 → Oct 14, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | REGNREGENERON PHARMACEUTICALS INC | — | 0.26% | — |
| Decrease | HOODROBINHOOD MARKETS INC | 0.57% | 0.35% | −34.4% |
| Increase | GHGUARDANT HEALTH INC | 0.29% | 0.44% | +48.0% |
| Decrease | TRGPTARGA RESOURCES CORP | 0.22% | 0.08% | −65.7% |
| Decrease | NDAQNASDAQ INC | 0.56% | 0.42% | −24.9% |
| Decrease | FFIVF5 INC | 0.54% | 0.41% | −22.2% |
| Decrease | SWKSSKYWORKS SOLUTIONS INC | 0.33% | 0.21% | −36.9% |
| New position | NVRNVR INC | — | 0.11% | — |
| Increase | HIGHARTFORD INSURANCE GRP INC/THE | 0.23% | 0.35% | +45.0% |
| Decrease | NINISOURCE INC | 0.11% | 0.01% | −94.2% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.8%. Full holdings and history
Under the hood
fiscal year to Jun 30, 2026SEC census- Authorized participants
- 10 active of 25 with agreements; top 3 did 69%
- Created · redeemed
- $4.6B · $831M over the fiscal year
- Redemptions in kind
- 96% creations 94% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 1.51% of assets on loan on average; earned 0.2 bp
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
523
AUM
$8.5B
Provider
Fidelity
Inception
2007-12-20
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.23%
Dividend Yield
1.04%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-18 | 2026-09-22 | $0.1160 | CD |
| 2026-06-18 | 2026-06-23 | $0.1040 | CD |
| 2026-03-20 | 2026-03-24 | $0.1070 | CD |
| 2025-12-19 | 2025-12-23 | $0.1060 | CD |
| 2025-09-19 | 2025-09-23 | $0.1210 | CD |
| 2025-06-20 | 2025-06-24 | $0.1080 | CD |
Asset Allocation
Top Holdings
top 50 of 523 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| MPC | MARATHON PETROLEUM CORP | 1.40% | Equity (US) | US |
| ALL | ALLSTATE CORPORATION | 1.01% | Equity (US) | US |
| SNOW | SNOWFLAKE INC | 0.98% | Equity (US) | US |
| NUE | NUCOR CORP | 0.92% | Equity (US) | US |
| AME | AMETEK INC NEW | 0.91% | Equity (US) | US |
| — | SECURITIES LENDING CF | 0.90% | Cash/Money Market | — |
| KEYS | KEYSIGHT TECHNOLOGIES INC | 0.88% | Equity (US) | US |
| LHX | L3HARRIS TECHNOLOGIES INC | 0.86% | Equity (US) | US |
| OXY | OCCIDENTAL PETROLEUM CORP | 0.86% | Equity (US) | US |
| — | CASH CF | 0.85% | Cash/Money Market | — |
| HUM | HUMANA INC | 0.82% | Equity (US) | US |
| F | FORD MOTOR CO | 0.82% | Equity (US) | US |
| XYZ | BLOCK INC CL A | 0.81% | Equity (US) | US |
| EXPE | EXPEDIA INC | 0.80% | Equity (US) | US |
| STT | STATE STREET CORP | 0.79% | Equity (US) | US |
| SYY | SYSCO CORP | 0.78% | Equity (US) | US |
| VTR | VENTAS INC REIT | 0.78% | Equity (US) | US |
| NTAP | NETAPP INC | 0.77% | Equity (US) | US |
| CAH | CARDINAL HEALTH INC | 0.73% | Equity (US) | US |
| KMI | KINDER MORGAN INC | 0.73% | Equity (US) | US |
| DOCU | DOCUSIGN INC | 0.72% | Equity (US) | US |
| PPL | PPL CORPORATION | 0.71% | Equity (US) | US |
| NTRS | NORTHERN TRUST CORP | 0.69% | Equity (US) | US |
| ILMN | ILLUMINA INC | 0.68% | Equity (US) | US |
| FIX | COMFORT SYSTEMS USA INC | 0.68% | Equity (US) | US |
| MDB | MONGODB INC CL A | 0.66% | Equity (US) | US |
| FISV | FISERV INC | 0.66% | Equity (US) | US |
| VLTO | VERALTO CORP | 0.65% | Equity (US) | US |
| VICI | VICI PPTYS INC | 0.64% | Equity (US) | US |
| FTI | TECHNIPFMC PLC | 0.63% | Equity (US) | US |
| NET | CLOUDFLARE INC | 0.62% | Equity (US) | US |
| INCY | INCYTE CORP | 0.62% | Equity (US) | US |
| LAMR | LAMAR ADVERTISING CO CL A | 0.61% | Equity (US) | US |
| CCL | CARNIVAL CORP LTD | 0.61% | Equity (US) | US |
| ED | CONSOLIDATED EDISON INC | 0.61% | Equity (US) | US |
| AIZ | ASSURANT INC | 0.60% | Equity (US) | US |
| LYFT | LYFT INC | 0.60% | Equity (US) | US |
| WCC | WESCO INTERNATIONAL INC | 0.60% | Equity (US) | US |
| GLPI | GAMING AND LEISURE PROPRTI INC | 0.59% | Equity (US) | US |
| HUBS | HUBSPOT INC | 0.58% | Equity (US) | US |
| DLR | DIGITAL REALTY TRUST INC | 0.58% | Equity (US) | US |
| CART | MAPLEBEAR INC | 0.58% | Equity (US) | US |
| PHM | PULTEGROUP INC | 0.57% | Equity (US) | US |
| CR | CRANE CO | 0.57% | Equity (US) | US |
| HPE | HEWLETT PACKARD ENTERPRISE CO | 0.57% | Equity (US) | US |
| U | UNITY SOFTWARE INC | 0.57% | Equity (US) | US |
| ALLE | ALLEGION PLC | 0.56% | Equity (US) | US |
| GEHC | GE HEALTHCARE TECHNOLOGIES INC | 0.56% | Equity (US) | US |
| FIVE | FIVE BELOW INC | 0.56% | Equity (US) | US |
| GWW | WW GRAINGER INC | 0.56% | Equity (US) | US |
Non-Equity Breakdown
Fidelity Enhanced Mid Cap Core ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-24)
Net assets:
$7.39B
· 427 total positions
· equity 98.61%
· non-equity 2.06%
Non-equity holdings
— 6 positions,
2.06% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.68% | $124.1M | 2 |
| US Treasury | 0.36% | $26.9M | 3 |
| Derivative (equity) | 0.01% | $1.1M | 1 |
Chart
Seasonality
| Month | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|
| Jan | -- | 0.44% | 5.00% | 0.49% | 1.98% |
| Feb | -- | 5.51% | -2.49% | 2.73% | 1.92% |
| Mar | -- | 3.97% | -3.92% | -5.54% | -1.83% |
| Apr | -- | -4.95% | -0.38% | 5.97% | 0.21% |
| May | -- | 3.00% | 5.60% | 3.09% | 3.90% |
| Jun | -- | 0.08% | 3.16% | 1.68% | 1.64% |
| Jul | -- | 4.65% | 0.55% | 1.45% | 2.22% |
| Aug | -- | 4.36% | 4.25% | 1.16% | 3.26% |
| Sep | -- | 4.12% | 1.40% | -3.00% | 0.84% |
| Oct | -- | 0.95% | -1.05% | 2.11%* | 0.67% |
| Nov | 1.44% | 9.34% | 1.39% | -- | 4.06% |
| Dec | 5.41% | -6.60% | 0.47% | -- | -0.24% |
| Total | 6.93% | 26.56% | 14.38% | 10.10% | 14.49% |
* Only 4 year(s) of data available.
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: $41.12
SMA 50: $41.52
SMA 200: $39.31
Current: $41.56
EMA 12: $41.32
EMA 26: $41.27
MACD: 0.0590 | Signal: 0.0771
BEARISH
ADX (14): 20.01
WEAK TREND
+DI: 23.66
−DI: 25.82
Momentum Oscillators
RSI (14): 54.32
NEUTRAL
Stoch %K: 84.14
Stoch %D: 77.74
Williams %R: -27.47
Volume & Volatility
BB Upper: $41.87
BB Lower: $40.37
NEUTRAL
OBV: 16,653,578
Vol SMA 20: 1,020,084
Vol ROC: -32.58%
ATR: $0.46
True Range: $0.55
HV 20: 11.8%
HV 30: 11.2%
HV 60: 11.1%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis
LLM Stock Analysis Report
SYMBOL: FMDE
Executive Summary Overall Assessment: NEUTRAL (Confidence Level: 6/10) Key Drivers:
- Trend Direction: Consolidation, with a slight uptrend
- Support/Resistance Levels: $38.65 (SMA 20) and $37.86 (Lower Bollinger Band)
- Momentum Signals: Bullish MACD signal, overbought RSI
Primary Risks:
- High volatility in recent months
- Options market indicating high expectations for a move
- Recent news sentiment is neutral
Investment Thesis: FMDE is consolidating after a recent rally, with a slight uptrend. The options market indicates high expectations for a move, while the trend indicators suggest a potential breakout above $39.44 (Upper Bollinger Band). However, the RSI is overbought, and the MACD signal is bullish but not extremely strong.
Recent News Sentiment Impact: The recent news headline was neutral, which did not significantly impact the stock price. The lack of significant news events has contributed to the consolidation phase.
Technical Analysis
Trend Direction:
- Short-term: Consolidation
- Medium-term: Slight uptrend
- Long-term: Bullish
Support/Resistance Levels:
- $38.65 (SMA 20): Support
- $37.86 (Lower Bollinger Band): Resistance
- $39.44 (Upper Bollinger Band): Resistance
Momentum Signals:
- MACD signal: Bullish, with a histogram of 0.31
- RSI: Overbought (66.44), indicating potential for a correction
- Stochastic %K and %D are not extreme, suggesting no strong momentum signals
Volume Analysis:
- Volume SMA 20: 848464.95, indicating moderate trading activity
- On-Balance Volume (OBV): 10785921.71, showing a slight uptrend
- Volume Rate of Change: -8.51%, indicating decreasing volume over the past few days
News & Sentiment Analysis
Recent Headlines Summary: The only recent news headline was neutral, focusing on ETF stories.
Sentiment Assessment: The sentiment is NEUTRAL, with no significant news events driving the stock price.
Catalyst Identification: There are no imminent catalysts, but the options market suggests a potential move in the coming weeks.
Market Narrative: The recent trend has been consolidation, with some slight uptrend. The options market indicates high expectations for a move, while the technical indicators suggest a potential breakout above $39.44 (Upper Bollinger Band).
Risk & Volatility Assessment
Beta Interpretation: FMDE has a beta of 0.97 compared to SPY, indicating moderate risk.
Volatility Regime: The current volatility is moderate, with historical volatility ranging from 11.8% to 15.8%.
Options Market Signals:
- IV Rank: 62.7%, indicating medium volatility
- Current IV: 52.9%
- Expected Move: $2.52 (23 DTE), showing high expectations for a move
Downside Protection: The support level is at $38.65 (SMA 20), and the Lower Bollinger Band is at $37.86.
Market Context & Positioning
Sector Performance: FMDE's sector, Technology, has performed moderately well recently.
Institutional Activity: There is moderate institutional interest in FMDE, with a slight uptrend in volume and open interest.
Correlation Analysis: FMDE has a high correlation with the market (R-squared interpretation), indicating that it generally follows market trends.
Relative Valuation: FMDE's valuation is relatively low compared to its historical averages.
Key Levels & Action Items
Critical Price Levels:
- $38.65 (SMA 20): Support
- $37.86 (Lower Bollinger Band): Resistance
Breakout/Breakdown Levels:
- $39.44 (Upper Bollinger Band): Resistance
- $36.69 (SMA 200): Support
Time-Sensitive Catalysts: There are no imminent catalysts, but the options market suggests a potential move in the coming weeks.
Risk Management: A stop-loss level could be set at $37.86 (Lower Bollinger Band), and position sizing considerations would depend on individual risk tolerance.
By analyzing the technical indicators, news sentiment, and market context, FMDE appears to be consolidating after a recent rally, with some slight uptrend. The options market indicates high expectations for a move, while the trend indicators suggest a potential breakout above $39.44 (Upper Bollinger Band). However, the RSI is overbought, and the MACD signal is bullish but not extremely strong.
Generated
News
All FMDE news →
FMDE Options Activity & IV Rank
FMDE IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 30.5%
7-DTE IV: —
Expected Move: $3.70
7-DTE Move: $3.70
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 2
Put Volume: 2
P/C Volume: 1.0
NEUTRAL
Call OI: 2
Put OI: 1
P/C OI: 0.5
Total OI: 3
ATM Options Pricing
ATM Call: $2.70
ATM Put: $1.00
Call %: 6.5%
Put %: 2.4%
Chain Summary
Chain Volume: 12
Chain OI: 10
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 61.0% / 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)45.6MediumOct 22
Straddle Price (30 DTE)$3.70Oct 22
Beta Analysis
Risk Metrics
Beta: 0.8776
Alpha: 3.43%
Correlation: 0.8327
R-Squared: 69.3%
Stock Volatility: 13.4%
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
FMDE 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
370.20K
SI % of Float
—
Days to Cover
1.00
Short Vol Ratio
66.1%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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