The Motley FoolT3·1d ago
GOVT iShares U.S. Treasury Bond ETF
ETF 22.06 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.
GOVT
$22.06
—
Key stats
$22.06
- 52-Week Range
- $21.73 – $23.53
- YTD
- -4.15%
- IV Rank (30D)
- 32.17
- Straddle Price
- $0.80
- P/C Vol Ratio
- 2.50
- Open
- $22.07
- Day Range
- $22.01 – $22.09
- Volume
- 9,324,901
- Prev Close
- $22.05
About
iShares U.S. Treasury Bond ETF (GOVT) ETF
No description available.
- Exchange
- BATS
- Inception
- 2012-02-14
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.05% issuer, Oct 21, 2026
- Assets
- $42.4B issuer-reported, Oct 19, 2026
- Trailing yield
- 3.78% paid monthly
- Average daily volume
- $274M 30 sessions
- Holdings
- 231 top 10 are 21.0%
- Listed
- Feb 14, 2012 Cboe BZX
- Net asset value
- $22.05 issuer, Oct 20, 2026 · closed +0.00% to NAV
- Median bid/ask spread
- 0.05% 30 days, issuer-reported
- 30-day SEC yield
- 5.03% issuer, Oct 19, 2026
- Return on NAV, 1 year
- −1.9% issuer, through Sep 30, 2026 · 3 years +3.2% a year · 5 years −1.1% · 10 years +0.5%
- Distributions, 12 months
- $0.83 a share issuer, through Oct 1, 2026: 100% income
- Tracking difference
- -0.03 pts vs index, after fees, FY 2025
Cost92
Liquidity100
Scale100
Diversification100
Moves with. Long Treasuries (72% of its variance, beta 0.31); High yield over Treasuries (8% of its variance, beta -0.14). These factors explain 88% of its daily moves over the last year.
Stated objective. The iShares U.S. Treasury Bond ETF (the Fund ) seeks to track the investment results of an index composed of U.S. Treasury bonds. (from the fund's prospectus)
All 231 holdingsFlow historyOverlap toolAll Treasury (Broad) ETFs
Fund flows
daily as of Oct 19, 2026issuer datathrough Jul 2026SEC filings- Oct 19, 2026
- +$40M latest day
- Latest 5 trading days
- +$197M
- Latest 21 trading days
- +$864M +2.0% of assets
- Year to date
- +$10.6B +$13.5B over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 19, 2026 | +$40M |
| Oct 16, 2026 | +$188M |
| Oct 15, 2026 | +$29M |
| Oct 14, 2026 | −$35M |
| Oct 13, 2026 | −$24M |
| Oct 12, 2026 | +$116M |
| Oct 9, 2026 | +$26M |
| Oct 8, 2026 | +$44M |
| Oct 7, 2026 | +$15M |
| Oct 6, 2026 | +$94M |
| Oct 5, 2026 | +$33M |
| Oct 2, 2026 | +$85M |
| Oct 1, 2026 | +$24M |
| Sep 30, 2026 | +$31M |
| Sep 29, 2026 | −$28M |
| Sep 28, 2026 | +$18M |
| Sep 25, 2026 | +$24M |
| Sep 24, 2026 | +$121M |
| Sep 23, 2026 | +$51M |
| Sep 22, 2026 | −$8.9M |
| Sep 21, 2026 | +$24M |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jul 2026
- +$443M latest reported month
- Latest 3 months
- +$3.2B +7.4% of assets
- Latest 12 months
- +$16.8B +38.7% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$443M |
| Jun 2026 | +$1.8B |
| May 2026 | +$950M |
| Apr 2026 | +$498M |
| Mar 2026 | +$5.2B |
| Feb 2026 | +$202M |
| Jan 2026 | +$1.9B |
| Dec 2025 | +$388M |
| Nov 2025 | +$335M |
| Oct 2025 | +$4.1B |
| Sep 2025 | +$693M |
| Aug 2025 | +$174M |
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 | |
|---|---|---|---|---|---|
| VWOBVanguard Emerging Markets Government Bond ETF | — | 0.15% | $6.1B | −5.7% | compare |
| GGOViShares Global Government Bond USD Hedged Active ETF | — | 0.39% | $4.2B | −1.0% | compare |
| XHLFBondBloxx Bloomberg Six Month Target Duration US Treasury ETF | — | 0.03% | $1.9B | −0.3% | compare |
| IGOViShares International Treasury Bond ETF | — | 0.35% | $1.3B | −6.0% | compare |
| BWXState Street SPDR Bloomberg International Treasury Bond ETF | — | 0.35% | $1.3B | −7.2% | compare |
The largest other funds in the Treasury (Broad) category.
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 8 active of 36 with agreements; top 3 did 96%
- Created · redeemed
- $10.6B · $6.8B over the fiscal year
- Redemptions in kind
- 100% creations 99% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 0.12% of assets on loan on average; earned 0.0 bp
- Return vs index
- -0.03 pts after fees; +0.02 before; daily s.d. 0.71
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
231
AUM
$42.4B
Provider
iShares (BlackRock)
Inception
2012-02-14
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.05%
Dividend Yield
3.78%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-06 | $0.0706 | CD |
| 2026-09-01 | 2026-09-04 | $0.0761 | CD |
| 2026-08-03 | 2026-08-06 | $0.0725 | CD |
| 2026-07-01 | 2026-07-07 | $0.0685 | CD |
| 2026-06-01 | 2026-06-04 | $0.0709 | CD |
| 2026-05-01 | 2026-05-06 | $0.0694 | CD |
Asset Allocation
Top Holdings
top 50 of 231 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | TREASURY NOTE | 5.18% | Treasury | US |
| — | TREASURY NOTE | 3.00% | Treasury | US |
| — | TREASURY NOTE | 2.13% | Treasury | US |
| — | TREASURY NOTE | 1.96% | Treasury | US |
| — | TREASURY NOTE | 1.66% | Treasury | US |
| — | TREASURY BOND | 1.49% | Treasury | US |
| — | TREASURY BOND | 1.45% | Treasury | US |
| — | TREASURY BOND | 1.43% | Treasury | US |
| — | TREASURY BOND | 1.39% | Treasury | US |
| — | TREASURY BOND | 1.32% | Treasury | US |
| — | TREASURY NOTE | 1.23% | Treasury | US |
| — | TREASURY NOTE | 1.10% | Treasury | US |
| — | TREASURY NOTE | 1.02% | Treasury | US |
| — | TREASURY NOTE | 1.00% | Treasury | US |
| — | TREASURY NOTE | 0.99% | Treasury | US |
| — | TREASURY NOTE | 0.99% | Treasury | US |
| — | TREASURY NOTE | 0.98% | Treasury | US |
| — | TREASURY NOTE | 0.95% | Treasury | US |
| — | TREASURY NOTE | 0.93% | Treasury | US |
| — | TREASURY NOTE | 0.92% | Treasury | US |
| — | TREASURY NOTE | 0.91% | Treasury | US |
| — | TREASURY NOTE (OLD) | 0.88% | Treasury | US |
| — | TREASURY NOTE | 0.85% | Treasury | US |
| — | TREASURY NOTE | 0.84% | Treasury | US |
| — | TREASURY BOND | 0.83% | Treasury | US |
| — | TREASURY NOTE | 0.83% | Treasury | US |
| — | TREASURY NOTE | 0.82% | Treasury | US |
| — | TREASURY NOTE | 0.80% | Treasury | US |
| — | TREASURY NOTE | 0.79% | Treasury | US |
| — | TREASURY NOTE | 0.79% | Treasury | US |
| — | TREASURY NOTE | 0.78% | Treasury | US |
| — | TREASURY NOTE | 0.76% | Treasury | US |
| — | TREASURY NOTE | 0.76% | Treasury | US |
| — | TREASURY NOTE | 0.74% | Treasury | US |
| — | TREASURY NOTE | 0.73% | Treasury | US |
| — | TREASURY NOTE (2OLD) | 0.73% | Treasury | US |
| — | TREASURY NOTE | 0.71% | Treasury | US |
| — | TREASURY NOTE | 0.71% | Treasury | US |
| — | TREASURY NOTE | 0.69% | Treasury | US |
| — | TREASURY NOTE | 0.67% | Treasury | US |
| — | TREASURY NOTE | 0.65% | Treasury | US |
| — | TREASURY NOTE | 0.65% | Treasury | US |
| — | TREASURY NOTE | 0.65% | Treasury | US |
| — | TREASURY NOTE | 0.64% | Treasury | US |
| — | TREASURY NOTE | 0.63% | Treasury | US |
| — | TREASURY NOTE | 0.62% | Treasury | US |
| — | TREASURY NOTE | 0.61% | Treasury | US |
| — | TREASURY BOND | 0.61% | Treasury | US |
| — | TREASURY NOTE (2OLD) | 0.60% | Treasury | US |
| — | US TREASURY N/B | 0.60% | Treasury | US |
Non-Equity Breakdown
iShares U.S. Treasury Bond ETF ·
NPORT-P period 2026-04-30
(filed 2026-06-26)
Net assets:
$41.03B
· 225 total positions
· equity 0.00%
· non-equity 99.28%
Non-equity holdings
— 225 positions,
99.28% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| US Treasury | 98.78% | $40.53B | 223 |
| Short-term investment | 0.51% | $208.0M | 2 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.95% | -0.92% | 2.15% | 0.13% | 0.51% | 0.09% | 0.17% |
| Feb | -1.92% | -0.58% | -2.84% | -1.86% | 2.09% | 1.92% | -0.53% |
| Mar | -1.17% | -3.93% | 3.47% | 0.40% | 0.00% | -1.25% | -0.41% |
| Apr | 0.44% | -2.70% | 0.15% | -1.58% | 0.48% | -0.04% | -0.54% |
| May | 0.15% | 0.67% | -0.22% | 1.15% | -0.65% | 0.00% | 0.18% |
| Jun | 0.99% | -0.58% | -1.04% | 0.47% | 1.59% | 0.40% | 0.30% |
| Jul | 1.36% | 0.79% | -0.13% | 2.82% | -0.28% | -0.95% | 0.60% |
| Aug | -0.45% | -3.12% | 0.00% | 0.87% | 0.17% | 0.13% | -0.40% |
| Sep | -1.04% | -2.90% | -1.83% | 0.69% | 1.12% | -2.02% | -1.00% |
| Oct | -0.32% | -2.05% | -0.66% | -2.67% | 0.43% | 0.96%* | -0.72% |
| Nov | 0.81% | 2.64% | 2.65% | 1.24% | 0.67% | -- | 1.60% |
| Dec | 0.04% | -1.82% | 2.17% | 0.35% | -0.35% | -- | 0.08% |
| Total | -2.09% | -13.75% | 3.73% | 1.90% | 5.90% | -0.81% | -0.85% |
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: $21.92
SMA 50: $22.17
SMA 200: $22.67
Current: $22.06
EMA 12: $21.99
EMA 26: $22.02
MACD: -0.0307 | Signal: 0.0407
BEARISH
ADX (14): 15.58
RANGE
+DI: 24.50
−DI: 25.40
Momentum Oscillators
RSI (14): 53.53
NEUTRAL
Stoch %K: 79.78
Stoch %D: 80.86
Williams %R: -15.79
Volume & Volatility
BB Upper: $22.10
BB Lower: $21.74
NEUTRAL
OBV: -433,471,619
Vol SMA 20: 13,516,978
Vol ROC: -45.30%
ATR: $0.09
True Range: $0.08
HV 20: 3.4%
HV 30: 4.4%
HV 60: 4.0%
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 neutral trend, with the stock hovering around its SMAs.
- Momentum oscillators are mixed, with RSI indicating a neutral reading and stochastic signals showing some bullish momentum.
- Volatility is low, but options market sentiment suggests a moderate level of implied volatility.
Primary Risks:
- Negative news sentiment from recent headlines could impact the stock's price.
- Low volatility may indicate limited upside potential.
Investment Thesis: GOVT appears to be stuck in a trading range, with mixed technical and momentum signals. The stock's low volatility and neutral trend suggest a lack of clear direction, but recent negative news headlines pose some risk to the downside. A cautious approach is recommended, with a focus on managing risk and capitalizing on any potential mean-reversion opportunities.
Recent News Sentiment Impact: The majority of recent headlines are negative, suggesting a bearish sentiment impact. However, the impact may be mitigated by the stock's low volatility and neutral trend.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): NEUTRAL
- Medium-term (1-3 months): BEARISH (based on MACD signal)
- Long-term (3-12 months): BULLISH (based on SMAs)
Support/Resistance Levels: The stock is currently trading near its SMAs, with the $22.51 lower band serving as a key support level.
Momentum Signals:
- RSI Interpretation: NEUTRAL (42.69)
- MACD Signal: BEARISH (negative histogram)
- Bollinger Bands Position: MEAN REVERSION (price touching upper band)
Volume Analysis: Low volume and a neutral OBV signal suggest limited institutional interest.
News & Sentiment Analysis
Recent Headlines Summary:
The majority of recent headlines are negative, focusing on potential risks to the US economy and global markets. This could impact GOVT's price, particularly if investors become more risk-averse.
Sentiment Assessment: NEGATIVE (aggregate sentiment)
Catalyst Identification: No specific catalysts identified in recent news headlines.
Market Narrative: The market narrative is largely bearish, with negative news headlines and a potential increase in risk aversion impacting investor sentiment. This could be an issue for GOVT if the stock's low volatility does not translate into price strength.
Risk & Volatility Assessment
Beta Interpretation: LOW RISK (beta 0.05 vs SPY)
Volatility Regime: LOW VOLATILITY (historical volatility: HV20 4.1%, HV30 4.0%, HV60 4.5%)
Options Market Signals: MODERATE IMPLIED VOLATILITY (IV Rank: 9.7%, Current IV: 16.5%)
Downside Protection: The stock's low volatility and neutral trend suggest some support from its SMAs, but recent negative news headlines pose some risk to the downside.
Market Context & Positioning
Sector Performance: NEUTRAL (GOVT is trading in line with its sector)
Institutional Activity: LOW INSTITUTIONAL INTEREST (volume and OBV signals are neutral)
Correlation Analysis: LOW CORRELATION (R-squared interpretation: 0.15, indicating limited correlation between GOVT and market)
Relative Valuation: NEUTRAL (GOVT is trading in line with its peers)
Key Levels & Action Items
Critical Price Levels: $22.51 (lower band) and $23.03 (SMA 200) serve as key support and resistance levels.
Breakout/Breakdown Levels: A move above the upper Bollinger band or below the lower band could trigger significant price movements.
Time-Sensitive Catalysts: No specific catalysts identified in recent news headlines, but potential earnings announcements or market events could impact GOVT's price.
Risk Management: Consider using stop-loss levels and position sizing considerations to manage risk, given the stock's low volatility and neutral trend.
Generated
News
All GOVT news →
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Showing 1–10 of 50
Page 1 of 5
GOVT Options Activity & IV Rank
GOVT IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 16.0%
7-DTE IV: —
Expected Move: $0.80
7-DTE Move: $0.80
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 2
Put Volume: 5
P/C Volume: 2.5
BEARISH
Call OI: 3
Put OI: 5
P/C OI: 1.667
Total OI: 8
ATM Options Pricing
ATM Call: $0.68
ATM Put: $0.12
Call %: 3.1%
Put %: 0.6%
Chain Summary
Chain Volume: 83
Chain OI: 425
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 73rd 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
73%
vs own history
GEX tilt
+0.71
OI-weighted, today
Vanna tilt
-0.04
δ-sensitivity to IV
Charm tilt
-0.47
δ-decay vs time
Charm tilt -0.47: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 5 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 15.8% / 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)32.2MediumOct 21
Straddle Price (30 DTE)$0.80Oct 21
Beta Analysis
Risk Metrics
Beta: 0.0929
Alpha: -7.00%
Correlation: 0.3075
R-Squared: 9.5%
Stock Volatility: 3.8%
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
GOVT 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.
1 filers$287.03K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $287.03K | 100.00% | 2026-06-30 |
1 filers$234.63K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $234.63K | 100.00% | 2026-06-30 |
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
48.05M
SI % of Float
2.51%
Days to Cover
4.36
Short Vol Ratio
62.0%
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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