Zacks Investment ResearchT3·10d ago
FSTA Fidelity MSCI Consumer Staples Index ETF
ETF 55.01 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.
FSTA
$55.01
—
Key stats
$55.01
- 52-Week Range
- $47.88 – $56.93
- YTD
- +11.95%
- IV Rank (30D)
- 41.57
- Straddle Price
- $1.15
- P/C Vol Ratio
- 0.38
- Open
- $55.03
- Day Range
- $54.90 – $55.25
- Volume
- 304,160
- Prev Close
- $55.38
About
Fidelity MSCI Consumer Staples Index ETF (FSTA) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2013-10-21
- Has Options
- Yes
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.08% issuer, Oct 21, 2026
- Assets
- $1.5B issuer-reported, Oct 19, 2026
- Trailing yield
- 2.13% paid quarterly
- Average daily volume
- $13M 30 sessions
- Holdings
- 99 top 10 are 65.3%
- Listed
- Oct 21, 2013 NYSE Arca
- Net asset value
- $55.39 issuer, Oct 20, 2026
- 30-day SEC yield
- 2.13% issuer, Oct 16, 2026
- Tracking difference
- -0.09 pts vs index, after fees, FY 2025
Cost93
Liquidity71
Scale80
Diversification38
Moves with. Value over growth (48% of its variance, beta 0.83); Long Treasuries (3% of its variance, beta 0.21). These factors explain 50% of its daily moves over the last year.
Stated objective. Fidelity MSCI Consumer Staples Index ETF seeks to provide investment returns that correspond, before fees and expenses, generally to the performance of the MSCI USA IMI Consumer Staples 25/50 Index. (from the fund's prospectus)
All 99 holdingsFlow historySimilar fundsOverlap toolAll Consumer Staples ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$2.6M latest reported month
- Latest 3 months
- −$11M −0.8% of assets
- Latest 12 months
- +$7.5M +0.5% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$2.6M |
| Jun 2026 | +$109K |
| May 2026 | −$13M |
| Apr 2026 | −$19M |
| Mar 2026 | +$5.4M |
| Feb 2026 | +$30M |
| Jan 2026 | −$23M |
| Dec 2025 | +$17M |
| Nov 2025 | +$5.0M |
| Oct 2025 | +$17M |
| Sep 2025 | −$13M |
| Aug 2025 | −$2.7M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 84 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| VDCVanguard Consumer Staples ETF | 97% | 0.09% | $8.0B | +9.3% | compare |
| GXPSGlobal X PureCap MSCI Consumer Staples ETF | 84% | 0.15% | $60M | +12.7% | compare |
| XLPState Street Consumer Staples Select Sector SPDR ETF | 77% | 0.08% | $14.7B | +10.1% | compare |
| IYKiShares U.S. Consumer Staples ETF | 61% | 0.37% | $1.6B | +11.5% | compare |
| UGEProShares Ultra Consumer Staples | 59% | 0.95% | $9.8M | +15.2% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 19, 2026issuer data- Holdings vs fair value
- +0.6% 24% under, 37% over · 98% covered
- Price / earnings
- 30.8 3% loss-making · 98% covered
- Price / book · sales
- 4.7 · 1.2 revenue growth +4.1%
- Above 200-day average
- 68% 82% above 50-day · by weight
- Short interest
- 3.6% of float, weighted · 3.9 days to cover
- Insider buying
- 11% of weight had net insider buying, 90 days; 62% net selling
- 13F holders
- +2.5% change in shares held by institutions, latest quarter
- Reporting earnings
- 25.7% of weight in 7 days; 48.4% in 14
Holdings reporting in the next 14 days · weighted implied move this week 1.19%
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
Apr 30, 2026 → Jul 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | DLTRDollar Tree Inc | 0.70% | 1.00% | +10.3% |
| Increase | ELFelf Beauty Inc | 0.23% | 0.45% | +47.9% |
| Increase | ELEstee Lauder Cos Inc/The | 0.69% | 0.85% | +13.8% |
| New position | Dole PLC | — | 0.13% | — |
| Increase | LWLamb Weston Holdings Inc | 0.32% | 0.45% | +17.2% |
| Increase | HRLHormel Foods Corp | 0.35% | 0.46% | +14.3% |
| Increase | CPBCampbell's Company/The | 0.24% | 0.34% | +32.7% |
| Increase | MKCMcCormick & Co Inc/MD | 0.51% | 0.60% | +18.6% |
| Increase | GISGeneral Mills Inc | 0.70% | 0.79% | +11.8% |
| Increase | CAGConagra Brands Inc | 0.33% | 0.41% | +24.0% |
0 new, 0 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 Jul 31, 2025SEC census- Authorized participants
- 8 active of 28 with agreements; top 3 did 75%
- Created · redeemed
- $261M · $81M over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 50,000 shares
- Securities lending
- not authorized
- Return vs index
- -0.09 pts after fees; +0.00 before; daily s.d. 0.03
- 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
99
AUM
$1.5B
Provider
Fidelity
Inception
2013-10-21
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.08%
Dividend Yield
2.14%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-18 | 2026-09-22 | $0.2910 | CD |
| 2026-06-18 | 2026-06-23 | $0.2960 | CD |
| 2026-03-20 | 2026-03-24 | $0.2900 | CD |
| 2025-12-19 | 2025-12-23 | $0.3020 | CD |
| 2025-09-19 | 2025-09-23 | $0.2760 | CD |
| 2025-06-20 | 2025-06-24 | $0.2960 | CD |
Asset Allocation
Top Holdings
top 50 of 99 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| WMT | WALMART INC | 14.06% | Equity (US) | US |
| COST | COSTCO WHOLESALE CORP | 11.85% | Equity (US) | US |
| PG | PROCTER & GAMBLE CO | 9.78% | Equity (US) | US |
| KO | COCA COLA CO | 9.52% | Equity (US) | US |
| PEP | PEPSICO INC | 4.38% | Equity (US) | US |
| PM | PHILIP MORRIS INTL INC | 4.33% | Equity (US) | US |
| MO | ALTRIA GROUP INC | 3.91% | Equity (US) | US |
| MDLZ | MONDELEZ INTERNATIONAL INC | 2.62% | Equity (US) | US |
| CL | COLGATE-PALMOLIVE CO | 2.32% | Equity (US) | US |
| TGT | TARGET CORP | 2.25% | Equity (US) | US |
| MNST | MONSTER BEVERAGE CORP | 2.16% | Equity (US) | US |
| KDP | KEURIG DR PEPPER INC | 1.55% | Equity (US) | US |
| — | SECURITIES LENDING CF | 1.49% | Cash/Money Market | — |
| SYY | SYSCO CORP | 1.34% | Equity (US) | US |
| VYLR | VYLOR INC | 1.33% | Equity (US) | US |
| ADM | ARCHER DANIELS MIDLAND CO | 1.31% | Equity (US) | US |
| KVUE | KENVUE INC | 1.26% | Equity (US) | US |
| KMB | KIMBERLY CLARK CORP | 1.23% | Equity (US) | US |
| KR | KROGER CO | 1.21% | Equity (US) | US |
| DG | DOLLAR GENERAL CORP | 1.05% | Equity (US) | US |
| EL | ESTEE LAUDER COS INC CL A | 0.95% | Equity (US) | US |
| CHD | CHURCH & DWIGHT CO INC | 0.91% | Equity (US) | US |
| HSY | HERSHEY CO (THE) | 0.89% | Equity (US) | US |
| CASY | CASEY GENERAL STORES | 0.88% | Equity (US) | US |
| DLTR | DOLLAR TREE INC | 0.82% | Equity (US) | US |
| USFD | US FOODS HOLDING CORP | 0.82% | Equity (US) | US |
| KHC | KRAFT HEINZ CO | 0.75% | Equity (US) | US |
| STZ | CONSTELLATION BRANDS INC CL A | 0.72% | Equity (US) | US |
| GIS | GENERAL MILLS INC | 0.66% | Equity (US) | US |
| TSN | TYSON FOODS INC CL A | 0.61% | Equity (US) | US |
| PFGC | PERFORMANCE FOOD GROUP CO | 0.60% | Equity (US) | US |
| SJM | JM SMUCKER CO/THE | 0.57% | Equity (US) | US |
| BJ | BJS WHSL CLUB HLDGS INC | 0.55% | Equity (US) | US |
| BG | BUNGE GLOBAL SA | 0.52% | Equity (US) | US |
| COKE | COCA COLA CONSOLIDATED INC | 0.49% | Equity (US) | US |
| MKC | MCCORMICK & CO INC NON-VTG | 0.48% | Equity (US) | US |
| CLX | CLOROX CO | 0.43% | Equity (US) | US |
| DAR | DARLING INGREDIENTS INC | 0.41% | Equity (US) | US |
| CART | MAPLEBEAR INC | 0.37% | Equity (US) | US |
| ELF | ELF BEAUTY INC | 0.36% | Equity (US) | US |
| LW | LAMB WESTON HOLDINGS INC | 0.36% | Equity (US) | US |
| CAG | CONAGRA BRANDS INC | 0.33% | Equity (US) | US |
| TAP | MOLSON COORS BEVERAGE CO B | 0.32% | Equity (US) | US |
| INGR | INGREDION INC | 0.31% | Equity (US) | US |
| SFM | SPROUTS FMRS MKT INC | 0.30% | Equity (US) | US |
| HRL | HORMEL FOODS CORP | 0.30% | Equity (US) | US |
| CELH | CELSIUS HOLDINGS INC | 0.29% | Equity (US) | US |
| BF.B | BROWN FORMAN CORP NON VTG CL B | 0.28% | Equity (US) | US |
| PSMT | PRICESMART INC | 0.28% | Equity (US) | US |
| CHEF | CHEFS WAREHOUSE INC | 0.27% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -2.98% | -2.08% | 0.18% | -0.24% | 2.07% | 7.57% | 0.75% |
| Feb | -0.87% | -0.94% | -3.02% | 0.74% | 4.02% | 6.15% | 1.01% |
| Mar | 6.29% | 1.89% | 3.86% | 2.74% | -3.00% | -6.79% | 0.83% |
| Apr | 2.24% | 0.69% | 2.91% | -0.77% | 0.45% | 3.82% | 1.56% |
| May | 0.96% | -3.25% | -5.57% | 3.16% | 2.36% | -3.41% | -0.96% |
| Jun | -1.09% | -1.95% | 2.60% | -1.24% | -2.57% | 1.86% | -0.40% |
| Jul | 2.03% | 2.07% | 1.49% | 2.67% | -2.46% | 2.33% | 1.35% |
| Aug | 1.51% | -2.71% | -2.69% | 4.21% | 0.97% | -0.17% | 0.19% |
| Sep | -4.95% | -9.39% | -4.42% | -0.14% | -2.47% | -5.11% | -4.41% |
| Oct | 3.24% | 7.65% | -1.05% | -2.67% | -2.29% | 8.46%* | 2.22% |
| Nov | -1.70% | 6.28% | 4.09% | 5.38% | 4.05% | -- | 3.62% |
| Dec | 9.89% | -3.32% | 1.96% | -5.43% | -2.19% | -- | 0.18% |
| Total | 14.58% | -6.04% | -0.27% | 8.18% | -1.45% | 14.30% | 4.88% |
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: $52.80
SMA 50: $53.09
SMA 200: $53.27
Current: $55.01
EMA 12: $54.05
EMA 26: $53.33
MACD: 0.7223 | Signal: 0.3945
BULLISH
ADX (14): 29.89
TREND
+DI: 43.13
−DI: 17.21
Momentum Oscillators
RSI (14): 66.57
NEUTRAL
Stoch %K: 86.03
Stoch %D: 86.30
Williams %R: -17.27
Volume & Volatility
BB Upper: $56.03
BB Lower: $49.56
NEUTRAL
OBV: -3,432,828
Vol SMA 20: 291,999
Vol ROC: 163.86%
ATR: $0.66
True Range: $0.48
HV 20: 14.7%
HV 30: 13.7%
HV 60: 13.7%
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
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers:
- Technical indicators suggest a range-bound market, with the stock trading within a narrow band.
- Recent news headlines have been overwhelmingly positive, driving sentiment and potentially influencing price action.
- Options market signals indicate low volatility, which may persist if no significant events or catalysts emerge.
Primary Risks:
- Negative earnings surprise or unexpected regulatory changes could trigger a decline in price.
- Market sentiment shift towards risk aversion could lead to a correction.
Investment Thesis: FSTA's positive news sentiment and range-bound trading have created an attractive entry point for long-term investors. However, caution is advised due to the potential for negative surprises and market volatility.
Recent News Sentiment Impact: The overwhelmingly positive news headlines have likely contributed to the stock's current price level.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): NEUTRAL
- Medium-term (1-3 months): RANGE-BOUND
- Long-term (3-12 months): BULLISH
Support/Resistance Levels:
- SMA 20: $53.18 (support)
- SMA 50: $53.24 (resistance)
- Upper Bollinger Band: $54.30 (resistance)
Momentum Signals:
- RSI interpretation: NEUTRAL (53.71)
- MACD signal: BULLISH
- Bollinger Bands position: NEUTRAL
Volume Analysis:
- Volume SMA 20: 105018.55 (indicating moderate trading volume)
- On-Balance Volume (OBV): -1943584.03 (suggesting a bearish trend in buying and selling pressure)
- Volume Rate of Change: -79.68% (showing a decline in trading activity)
News & Sentiment Analysis
Recent Headlines Summary:
- 6 recent news headlines highlight the stock's positive performance, citing its potential as a consumer staples ETF.
Sentiment Assessment:
- Aggregate sentiment: POSITIVE
Catalyst Identification:
- None identified in recent news headlines
Market Narrative:
- Technical signals suggest a range-bound market, while news sentiment is overwhelmingly positive, indicating potential for continued consolidation or minor price movements.
Risk & Volatility Assessment
Risk Assessment:
- Beta: -0.03 (vs SPY), indicating a negative correlation with the market
- Alpha: 0.06, suggesting the stock has outperformed its benchmark
- Correlation: -0.03, indicating a moderate inverse relationship between the stock and market
Volatility Regime:
- Current vs historical volatility levels: LOW (compared to HV30 and HV60)
Options Market Signals:
- IV Rank: 14.7% (Low), suggesting low implied volatility
- Current IV: 23.2%
- Expected Move: $2.20 (39 DTE), 7-DTE: $1.90
Downside Protection:
- Support levels: SMA 20 ($53.18) and SMA 50 ($53.24)
- Risk management considerations: Monitor volume and volatility to adjust position sizes accordingly.
Market Context & Positioning
Sector Performance:
- Consumer Staples ETFs have generally outperformed the market in recent months.
Institutional Activity:
- Moderate trading volume suggests institutional investors are actively engaged with the stock.
Correlation Analysis:
- The stock has a moderate inverse correlation with the market (R-squared interpretation).
Relative Valuation:
- Position within trading range: NEUTRAL
Key Levels & Action Items
Critical Price Levels:
- Support levels: SMA 20 ($53.18) and SMA 50 ($53.24)
- Resistance levels: Upper Bollinger Band ($54.30)
Breakout/Breakdown Levels:
- None identified in recent data
Time-Sensitive Catalysts:
- No earnings dates or significant events scheduled in the near term.
Risk Management:
- Stop-loss levels: Monitor and adjust based on market conditions.
- Position sizing considerations: Consider reducing position sizes due to low volatility.
By analyzing the provided stock data, I have concluded that FSTA is currently trading within a range-bound market, with positive news sentiment contributing to its price level. While there are no significant events or catalysts on the horizon, investors should remain cautious and consider the potential for negative surprises or market volatility.
Generated
News
All FSTA news →
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FSTA Options Activity & IV Rank
FSTA IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 23.5%
7-DTE IV: —
Expected Move: $1.15
7-DTE Move: $1.15
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 8
Put Volume: 3
P/C Volume: 0.375
BULLISH
Call OI: 9
Put OI: 2
P/C OI: 0.222
Total OI: 11
ATM Options Pricing
ATM Call: $1.15
ATM Put: $0.00
Call %: 2.1%
Put %: 0.0%
Chain Summary
Chain Volume: 37
Chain OI: 36
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 38th 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
38%
vs own history
GEX tilt
+0.33
OI-weighted, today
Vanna tilt
+1.00
δ-sensitivity to IV
Charm tilt
-1.00
δ-decay vs time
Vanna tilt +1.00: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -1.00: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 4 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 11.6% / 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
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Volatility Smile
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IV Rank (7 DTE)
IV Rank (30 DTE)41.6MediumOct 21
Straddle Price (30 DTE)$1.15Oct 21
Beta Analysis
Risk Metrics
Beta: -0.0615
Alpha: 10.56%
Correlation: -0.0538
R-Squared: 0.3%
Stock Volatility: 14.5%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Negative beta - stock moves opposite to market
Negative beta - stock moves opposite to market
Beta & Alpha Over Time
FSTA 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 |
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| # | Filer | Notional Value | % of Total | Period |
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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
128.22K
SI % of Float
0.48%
Days to Cover
1.00
Short Vol Ratio
61.7%
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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