Seeking AlphaT3·30mo ago
FPE First Trust Preferred Securities and Income ETF
ETF 16.94 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.
FPE
$16.94
—
Key stats
$16.94
Pre-market
$16.94
+0.00%
- 52-Week Range
- $16.93 – $18.48
- YTD
- -7.28%
- IV Rank (30D)
- 22.1
- Straddle Price
- $0.97
- P/C Vol Ratio
- 8.67
- Open
- $16.98
- Day Range
- $16.93 – $16.99
- Volume
- 1,865,901
- Prev Close
- $17.05
About
First Trust Preferred Securities and Income ETF (FPE) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2013-02-11
- Has Options
- Yes
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.83% prospectus, filed Feb 27, 2026
- Assets
- $5.8B issuer-reported, Oct 19, 2026
- Trailing yield
- 6.29% paid monthly
- Average daily volume
- $31M 30 sessions
- Holdings
- 266 top 10 are 15.0%
- Listed
- Feb 11, 2013 NYSE Arca
- Last fee change
- -2 bp filed Feb 27, 2026
- Net asset value
- $17.07 issuer, Oct 19, 2026
- 30-day SEC yield
- 6.11% issuer, Sep 30, 2026
Cost8
Liquidity83
Scale100
Diversification100
Moves with. US large-cap stocks (32% of its variance, beta 0.18); Long Treasuries (23% of its variance, beta 0.20). These factors explain 58% of its daily moves over the last year.
Stated objective. The First Trust Preferred Securities and Income ETF s (the Fund ) investment objective is to seek total return and to provide current income. (from the fund's prospectus)
All 266 holdingsFlow historyOverlap toolAll Preferred Stock ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$29M latest reported month
- Latest 3 months
- +$63M +1.0% of assets
- Latest 12 months
- +$356M +5.6% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$29M |
| Jun 2026 | +$26M |
| May 2026 | +$7.3M |
| Apr 2026 | +$25M |
| Mar 2026 | −$61M |
| Feb 2026 | +$23M |
| Jan 2026 | +$81M |
| Dec 2025 | +$92M |
| Nov 2025 | +$9.1M |
| Oct 2025 | +$49M |
| Sep 2025 | +$52M |
| Aug 2025 | +$24M |
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 | |
|---|---|---|---|---|---|
| PFFiShares Trust iShares Preferred and Income Securities ETF | — | 0.45% | $11.9B | −8.1% | compare |
| PGXInvesco Preferred ETF | — | 0.50% | $3.6B | −14.0% | compare |
| PFFAVirtus InfraCap U.S. Preferred Stock ETF | — | 2.11% | $2.3B | −11.5% | compare |
| PFXFVanEck Preferred Securities ex Financials ETF | — | 0.40% | $2.3B | −4.3% | compare |
| JPRFJPMorgan Preferred and Income Securities ETF | — | 0.55% | $2.2B | — | compare |
The largest other funds in the Preferred Stock category.
Look-through: what the holdings say
weights as of Oct 19, 2026issuer data- Insider buying
- 0% of weight had net insider buying, 90 days; 0% net selling
- Reporting earnings
- 0.0% of weight in 7 days; 0.0% in 14
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 14, 2026 → Oct 15, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Decrease | SOJEThe Southern Company, Series C, 4.200%, Due 10/15/2060 | 0.03% | 0.02% | −15.3% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.4%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 6 active of 23 with agreements; top 3 did 95%
- Created · redeemed
- $617M · $152M over the fiscal year
- Redemptions in kind
- 4% creations 9% in kind
- Creation unit
- 50,000 shares
- Securities lending
- authorized, none lent
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
267
AUM
$5.8B
Provider
First Trust
Inception
2013-02-11
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.83%
Dividend Yield
6.38%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-21 | 2026-10-30 | $0.0818 | CD |
| 2026-09-24 | 2026-09-30 | $0.0997 | CD |
| 2026-08-21 | 2026-08-31 | $0.0888 | CD |
| 2026-07-21 | 2026-07-31 | $0.0812 | CD |
| 2026-06-25 | 2026-06-30 | $0.0980 | CD |
| 2026-05-21 | 2026-05-29 | $0.0892 | CD |
Asset Allocation
Top Holdings
top 50 of 267 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | BANK OF AMERICA CORP Variable rate | 2.65% | Corporate Bond | US |
| — | Wells Fargo & Company, Series L, 7.500% | 1.82% | Equity (US) | — |
| — | BARCLAYS PLC Variable rate | 1.76% | Corporate Bond | GB |
| — | CITIGROUP INC Series HH, Variable rate | 1.37% | Corporate Bond | US |
| — | NextEra Energy Capital Holdings, Inc., Series U, 6.500%, Due 06/01/2085 | 1.31% | Equity (US) | US |
| — | JPMORGAN CHASE & CO Variable rate | 1.27% | Corporate Bond | — |
| — | BNP PARIBAS Variable rate | 1.25% | Corporate Bond | FR |
| — | CREDIT AGRICOLE SA Variable rate | 1.21% | Corporate Bond | FR |
| XELLL | Xcel Energy Inc., 6.250%, Due 10/15/2085 | 1.18% | Equity (US) | US |
| — | VERIZON COMMUNICATIONS Variable rate, due 02/15/2057 | 1.17% | Corporate Bond | — |
| — | CHARLES SCHWAB CORP Series H, Variable rate | 1.13% | Corporate Bond | US |
| — | GOLDMAN SACHS GROUP INC Variable rate | 1.11% | Corporate Bond | US |
| — | BANK OF MONTREAL Variable rate, due 05/26/2084 | 1.07% | Corporate Bond | CA |
| CRBD | Corebridge Financial, Inc., 6.375%, Due 12/15/2064 | 1.07% | Equity (US) | US |
| ESGRF | Enstar Group Limited, Series D, 7.000%, Variable Rate | 1.03% | Equity (US) | — |
| — | BANCO SANTANDER SA Variable rate | 0.97% | Corporate Bond | ES |
| — | ING GROEP NV Variable rate | 0.97% | Corporate Bond | — |
| TMUSZ | T-Mobile USA Inc., 5.50%, Due 03/01/2070 | 0.97% | Equity (US) | — |
| DTK | DTE Energy Company, Series H, 6.25%, Due 10/01/2085 | 0.96% | Equity (US) | US |
| AEFC | Aegon Funding Company LLC, 5.100%, Due 12/15/2049 | 0.94% | Equity (US) | US |
| — | DOMINION ENERGY INC Variable rate, due 05/15/2055 | 0.93% | Corporate Bond | US |
| — | AMERICAN ELECTRIC POWER 6.95%, due 12/15/2054 | 0.90% | Corporate Bond | — |
| — | BNP PARIBAS Variable rate | 0.90% | Corporate Bond | FR |
| FGSN | F&G Annuities & Life, Inc., 7.30%, Due 01/15/2065 | 0.90% | Equity (US) | US |
| — | ROYAL BANK OF CANADA Variable rate, due 08/24/2085 | 0.90% | Corporate Bond | CA |
| — | BELL CANADA Variable rate, due 09/15/2055 | 0.86% | Corporate Bond | CA |
| — | HSBC HOLDINGS PLC Variable rate | 0.81% | Corporate Bond | GB |
| — | HUNTINGTON BANCSHARES Variable rate | 0.79% | Corporate Bond | — |
| — | BANK OF NOVA SCOTIA Variable rate, due 01/27/2084 | 0.78% | Corporate Bond | — |
| — | LLOYDS BANKING GROUP PLC Variable rate | 0.76% | Corporate Bond | — |
| — | CANADIAN IMPERIAL BANK Variable rate, due 10/28/2085 | 0.75% | Corporate Bond | — |
| — | Athene Holding Ltd., Series A, 6.35% Variable Rate | 0.73% | Equity (US) | — |
| TMUSI | T-Mobile USA Inc., 5.50%, Due 06/01/2070 | 0.73% | Equity (US) | US |
| ATHS | Athene Holding Ltd., 7.250% Variable Rate, Due 03/30/2064 | 0.72% | Equity (US) | — |
| — | CREDIT AGRICOLE SA Variable rate | 0.72% | Corporate Bond | FR |
| — | WELLS FARGO & COMPANY Variable rate | 0.71% | Corporate Bond | US |
| — | ARES FINANCE CO Variable rate, due 06/30/2051 | 0.70% | Corporate Bond | — |
| — | HSBC HOLDINGS PLC Variable rate | 0.70% | Corporate Bond | — |
| FGN | F&G Annuities & Life, Inc., 7.950%, Due 12/15/2053 | 0.69% | Equity (US) | — |
| — | ING GROEP NV Variable rate | 0.68% | Corporate Bond | — |
| — | NATWEST GROUP PLC Variable rate | 0.68% | Corporate Bond | GB |
| — | LAND O'LAKES INC 7% | 0.67% | Corporate Bond | — |
| — | GLOBAL ATLANTIC FIN CO Variable rate, due 03/01/2056 | 0.66% | Corporate Bond | US |
| — | BANK OF NOVA SCOTIA Variable rate, due 04/27/2085 | 0.65% | Corporate Bond | — |
| — | DOMINION ENERGY INC Variable rate, due 02/15/2056 | 0.65% | Corporate Bond | US |
| — | MITSUBISHI UFJ FIN GRP Variable rate | 0.65% | Corporate Bond | — |
| — | COMMERZBANK AG Variable rate | 0.64% | Corporate Bond | — |
| — | BNP PARIBAS Variable rate | 0.63% | Corporate Bond | FR |
| — | VERIZON COMMUNICATIONS Variable rate, due 02/15/2059 | 0.63% | Corporate Bond | US |
| — | GLOBAL ATLANTIC FIN CO Variable rate, due 10/15/2054 | 0.62% | Corporate Bond | US |
Geographic Breakdown
Non-Equity Breakdown
First Trust Preferred Securities and Income ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-24)
Net assets:
$6.32B
· 259 total positions
· equity 27.76%
· non-equity 71.16%
Non-equity holdings
— 152 positions,
71.16% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Corporate | 70.65% | $4.46B | 149 |
| US Govt-Sponsored Entity | 0.52% | $32.7M | 3 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.50% | -2.26% | 6.80% | 1.72% | 0.11% | 0.16% | 1.01% |
| Feb | -0.40% | -3.42% | -3.24% | -0.23% | 0.68% | -0.05% | -1.11% |
| Mar | 0.15% | -1.14% | -9.22% | 1.17% | -1.46% | -2.95% | -2.24% |
| Apr | 0.54% | -4.35% | -0.37% | -2.24% | -1.88% | 1.63% | -1.11% |
| May | 0.15% | 0.44% | -0.31% | 1.11% | 1.62% | -0.50% | 0.42% |
| Jun | 1.03% | -5.43% | 0.19% | 0.17% | 1.48% | -0.67% | -0.54% |
| Jul | 0.19% | 4.52% | 1.56% | 1.21% | 0.62% | -0.78% | 1.22% |
| Aug | -0.19% | -2.43% | -0.43% | 1.02% | 1.01% | -0.95% | -0.33% |
| Sep | -0.53% | -4.90% | -1.11% | 1.74% | 1.33% | -3.13% | -1.10% |
| Oct | -0.34% | -1.29% | -2.14% | -1.16% | 0.33% | -0.76%* | -0.89% |
| Nov | -1.66% | 2.67% | 4.14% | 0.28% | -0.49% | -- | 0.99% |
| Dec | 0.79% | -1.64% | 2.49% | -1.34% | -0.05% | -- | 0.05% |
| Total | -0.80% | -18.03% | -2.49% | 3.41% | 3.28% | -7.80% | -3.74% |
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: $17.08
SMA 50: $17.40
SMA 200: $17.89
Current: $16.94
EMA 12: $17.06
EMA 26: $17.17
MACD: -0.1104 | Signal: 0.0126
BEARISH
ADX (14): 39.09
TREND
+DI: 18.97
−DI: 36.84
Momentum Oscillators
RSI (14): 32.02
NEUTRAL
Stoch %K: 40.90
Stoch %D: 54.90
Williams %R: -95.24
Volume & Volatility
BB Upper: $17.21
BB Lower: $16.94
NEUTRAL
OBV: 55,515,692
Vol SMA 20: 2,159,548
Vol ROC: -33.46%
ATR: $0.08
True Range: $0.12
HV 20: 6.1%
HV 30: 6.1%
HV 60: 5.0%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
Here is a comprehensive stock analysis report for FPE:
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10) Key Drivers: Volatility, Market Sentiment Primary Risks: Low volatility, lack of clear catalysts
Investment Thesis: FPE's neutral trend and low volatility suggest a cautious approach. While the stock has shown resilience during recent market fluctuations, it lacks a clear catalyst to drive significant price moves.
Recent News Sentiment Impact: The recent news headlines highlight a mix of neutral articles, focusing on preferred stocks and ETF investing strategies. This suggests that there is no strong sentiment driving the stock's movement.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Neutral
- Medium-term (1-3 months): Uptrend
- Long-term (3-12 months): Downtrend
Support/Resistance Levels:
- SMA 20: $17.71 (support)
- SMA 50: $17.80 (resistance)
- Bollinger Bands: $17.84 (upper), $17.58 (lower)
Momentum Signals:
- RSI: 39.17 (neutral)
- MACD: -0.05 / Signal: -0.00 / Histogram: -0.05 (bearish)
- Stochastic %K: 20.52
- Stochastic %D: 13.57
Volume Analysis:
- Volume SMA 20: 1013690.61
- OBV: 75820405.31
- Volume Rate of Change: -6.62%
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines are neutral, focusing on preferred stocks and ETF investing strategies.
Sentiment Assessment: Aggregate sentiment is NEUTRAL (based on the recent news headlines).
Catalyst Identification: No clear catalysts have been identified to drive significant price moves in FPE.
Market Narrative: The market narrative suggests that FPE's volatility is low, which may indicate a lack of strong drivers for the stock's movement.
Risk & Volatility Assessment
Risk Interpretation: FPE's beta (0.23) indicates low risk relative to the market.
Volatility Regime: Current vs historical volatility levels suggest low volatility.
Options Market Signals:
- IV Rank: 36.5% (Medium - shows if volatility is historically high/low)
- Current IV: 47.2%
- Expected Move: $1.08 (42 DTE), 7-DTE: $3.12
Downside Protection: Support levels are present at SMA 20 ($17.71) and Bollinger Bands lower band ($17.58).
Market Context & Positioning
Sector Performance: FPE is performing within the average range of its sector.
Institutional Activity: No unusual institutional activity has been observed.
Correlation Analysis: R-squared interpretation suggests that FPE's movement is correlated with the market (0.68).
Relative Valuation: FPE is positioned within a trading range, indicating no clear overvaluation or undervaluation.
Key Levels & Action Items
Critical Price Levels:
- Support: SMA 20 ($17.71), Bollinger Bands lower band ($17.58)
- Resistance: SMA 50 ($17.80)
Breakout/Breakdown Levels:
- Breakout above SMA 50: $18.05 (long-term resistance)
- Breakdown below SMA 20: $17.44 (short-term support)
Time-Sensitive Catalysts: No time-sensitive catalysts have been identified.
Risk Management: Stop-loss levels should be set at SMA 20 ($17.71) and Bollinger Bands lower band ($17.58). Position sizing considerations should take into account the stock's low volatility.
Generated
News
All FPE news →
Seeking AlphaT3·31mo ago
The Motley FoolT3·52mo ago
Zacks Investment ResearchT3·52mo ago
Zacks Investment ResearchT3·54mo ago
Seeking AlphaT3·54mo ago
FPE Options Activity & IV Rank
FPE IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 22.4%
7-DTE IV: —
Expected Move: $0.97
7-DTE Move: $0.97
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 3
Put Volume: 26
P/C Volume: 8.667
BEARISH
Call OI: 1
Put OI: 22
P/C OI: 22.0
Total OI: 23
ATM Options Pricing
ATM Call: $0.47
ATM Put: $0.50
Call %: 2.8%
Put %: 3.0%
Chain Summary
Chain Volume: 30
Chain OI: 24
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.
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 22.4% / 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)22.1LowOct 21
Straddle Price (30 DTE)$0.97Oct 21
Beta Analysis
Risk Metrics
Beta: 0.2273
Alpha: -11.71%
Correlation: 0.6395
R-Squared: 40.9%
Stock Volatility: 4.5%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
FPE 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
417.02K
SI % of Float
0.12%
Days to Cover
1.00
Short Vol Ratio
16.7%
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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