Seeking AlphaT3·28mo ago
GOVZ iShares 25+ Year Treasury STRIPS Bond ETF
ETF 32.94 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.
GOVZ
$32.94
—
Key stats
$32.94
- 52-Week Range
- $29.88 – $39.64
- YTD
- -10.78%
- IV Rank (30D)
- 52.76
- Straddle Price
- $1.90
- P/C Vol Ratio
- 0.46
- Open
- $33.12
- Day Range
- $32.94 – $33.12
- Volume
- 9,646
- Prev Close
- $33.17
About
iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) ETF
No description available.
- Exchange
- BATS
- Inception
- 2020-09-22
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Nov 6, 2026issuer datathrough Aug 2026flows, SEC filings
- Expense ratio
- 0.10% issuer, Nov 10, 2026
- Assets
- $371M issuer-reported, Nov 6, 2026
- Trailing yield
- 3.38% paid monthly
- Average daily volume
- $18M 30 sessions
- Holdings
- 22 top 10 are 53.6%
- Listed
- Sep 22, 2020 Cboe BZX
- Net asset value
- $33.67 issuer, Nov 9, 2026 · closed +0.33% to NAV
- Median bid/ask spread
- 0.03% 30 days, issuer-reported
- 30-day SEC yield
- 5.31% issuer, Nov 6, 2026
- Return on NAV, 1 year
- −10.6% issuer, through Oct 31, 2026 · 3 years +0.7% a year · 5 years −14.1%
- Distributions, 12 months
- $1.83 a share issuer, through Nov 2, 2026: 100% income
- Tracking difference
- +0.02 pts vs index, after fees, FY 2026
Cost81
Liquidity75
Scale58
Diversification46
Moves with. Long Treasuries (102% of its variance, beta 1.74). These factors explain 96% of its daily moves over the last year.
Stated objective. The iShares 25+ Year Treasury STRIPS Bond ETF (the Fund ) seeks to track the investment results of an index composed of the principal payments of U.S. Treasury bonds (specifically principal STRIPS , also known as Separate Trading of Registered Interest and Principal of Securities ) with remaining maturities of at least 25 years. (from the fund's prospectus)
All 22 holdingsFlow historyOverlap toolAll Long-Term Treasury ETFs
Fund flows
daily as of Nov 6, 2026issuer datathrough Aug 2026SEC filings- Nov 6, 2026
- $0 latest day
- Latest 5 trading days
- $0
- Latest 21 trading days
- +$28M +7.5% of assets
- Year to date
- +$71M +$101M over 12 months
Each day
| Day | Net flow |
|---|---|
| Nov 6, 2026 | $0 |
| Nov 5, 2026 | $0 |
| Nov 4, 2026 | $0 |
| Nov 3, 2026 | $0 |
| Nov 2, 2026 | $0 |
| Oct 30, 2026 | $0 |
| Oct 29, 2026 | −$10M |
| Oct 28, 2026 | $0 |
| Oct 27, 2026 | −$8.4M |
| Oct 26, 2026 | +$6.7M |
| Oct 23, 2026 | $0 |
| Oct 22, 2026 | $0 |
| Oct 21, 2026 | −$21M |
| Oct 20, 2026 | $0 |
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | +$9.7M |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | +$11M |
| Oct 12, 2026 | +$7.7M |
| Oct 9, 2026 | +$32M |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Aug 2026
- +$67M latest reported month
- Latest 3 months
- +$78M +23.7% of assets
- Latest 12 months
- +$68M +20.7% of assets
View as a table
| Month | Net flow |
|---|---|
| Aug 2026 | +$67M |
| Jul 2026 | +$6.9M |
| Jun 2026 | +$3.6M |
| May 2026 | −$28M |
| Apr 2026 | +$3.2M |
| Mar 2026 | −$969K |
| Feb 2026 | −$15M |
| Jan 2026 | −$4.2M |
| Dec 2025 | +$19M |
| Nov 2025 | +$14M |
| Oct 2025 | +$2.2M |
| Sep 2025 | +$154K |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 71 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| TLTiShares 20+ Year Treasury Bond ETF | — | 0.15% | $48.7B | −8.7% | compare |
| TLHiShares 10-20 Year Treasury Bond ETF | — | 0.15% | $12.3B | −7.0% | compare |
| SPTLState Street SPDR Portfolio Long Term Treasury Index ETF | — | 0.03% | $11.7B | −7.6% | compare |
| VGLTVanguard Long-Term Treasury ETF | — | 0.03% | $11.5B | −7.9% | compare |
| EDVVanguard World Funds Extended Duration ETF | — | 0.05% | $3.9B | −13.1% | compare |
The largest other funds in the Long-Term Treasury category.
Under the hood
fiscal year to Feb 28, 2026SEC census- Authorized participants
- 4 active of 36 with agreements; top 3 did 91%
- Created · redeemed
- $149M · $114M over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 0.01% of assets on loan on average; earned 0.0 bp
- Return vs index
- +0.02 pts after fees; +0.11 before; daily s.d. 1.32
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 2026-11-09
Holdings
22
AUM
$363.8M
Provider
iShares (BlackRock)
Inception
2020-09-22
Exchange
BATS
Data As Of
2026-11-09
Expense Ratio
0.10%
Dividend Yield
3.38%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-11-02 | 2026-11-05 | $0.1544 | CD |
| 2026-10-01 | 2026-10-06 | $0.1425 | CD |
| 2026-09-01 | 2026-09-04 | $0.1408 | CD |
| 2026-08-03 | 2026-08-06 | $0.1539 | CD |
| 2026-07-01 | 2026-07-07 | $0.1507 | CD |
| 2026-06-01 | 2026-06-04 | $0.1710 | CD |
Asset Allocation
Top Holdings
top 22 of 22 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | TREASURY STRIP (PRIN) | 5.83% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 5.42% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 5.39% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 5.38% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 5.31% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 5.30% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 5.29% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 5.29% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 5.24% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 5.20% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 5.08% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 4.91% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 4.80% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 4.76% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 4.71% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 4.67% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 4.55% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 4.43% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 4.24% | Treasury | US |
| — | TREASURY STRIP (PRIN) | 4.19% | Treasury | US |
| — | BLK CSH FND TREASURY SL AGENCY | 0.03% | Cash/Money Market | US |
| — | USD CASH | 0.00% | Cash/Money Market | US |
Non-Equity Breakdown
iShares 25+ Year Treasury STRIPS Bond ETF ·
NPORT-P period 2026-08-31
(filed 2026-10-22)
Net assets:
$327M
· 21 total positions
· equity 0.00%
· non-equity 100.01%
Non-equity holdings
— 21 positions,
100.01% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| US Treasury | 100.00% | $326.9M | 20 |
| Short-term investment | 0.00% | $10784 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -5.06% | -1.17% | 7.54% | -4.19% | -0.71% | -0.33% | -0.65% |
| Feb | -7.72% | -1.97% | -7.96% | -5.63% | 7.27% | 7.68% | -1.39% |
| Mar | -4.59% | -7.80% | 6.67% | 0.09% | -3.84% | -4.83% | -2.38% |
| Apr | 1.14% | -13.46% | -0.43% | -7.19% | -4.91% | -1.97% | -4.47% |
| May | 0.30% | -1.73% | 0.08% | 3.03% | -5.07% | 0.00% | -0.57% |
| Jun | 6.52% | -1.42% | 1.18% | 0.28% | 5.73% | 2.31% | 2.43% |
| Jul | 5.00% | 1.30% | -3.60% | 7.27% | -2.60% | -7.19% | 0.03% |
| Aug | -1.48% | -8.41% | -2.76% | 2.30% | -3.69% | 0.72% | -2.22% |
| Sep | -4.00% | -8.65% | -10.46% | -0.21% | 8.29% | -7.71% | -3.79% |
| Oct | 3.58% | -11.89% | -6.93% | -8.32% | 1.96% | 9.70% | -1.98% |
| Nov | 5.27% | 8.11% | 12.76% | 4.76% | 0.10% | -1.43%* | 4.93% |
| Dec | -4.03% | -8.59% | 9.82% | -11.39% | -3.50% | -- | -3.54% |
| Total | -6.13% | -44.73% | 2.98% | -19.13% | -2.20% | -4.44% | -12.28% |
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: $33.32
SMA 50: $32.68
SMA 200: $35.18
Current: $32.98
EMA 12: $33.35
EMA 26: $33.07
MACD: 0.2781 | Signal: -0.0459
BULLISH
ADX (14): 16.21
RANGE
+DI: 25.18
−DI: 28.45
Momentum Oscillators
RSI (14): 48.91
NEUTRAL
Stoch %K: 35.36
Stoch %D: 58.05
Williams %R: -94.95
Volume & Volatility
BB Upper: $34.30
BB Lower: $32.34
NEUTRAL
OBV: -8,910,026
Vol SMA 20: 320,645
Vol ROC: -97.92%
ATR: $0.51
True Range: $0.23
HV 20: 20.0%
HV 30: 17.9%
HV 60: 18.9%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-11-12T00:00:00 – 2026-11-10T00:00:00
AI Analysis
LLM Stock Analysis Report: GOVZ
Executive Summary:
BULLISH (Confidence Level: 6/10)
Key Drivers:
- Technical indicators point to a range-bound market with a slight bias towards a bullish trend
- Low volatility and low risk profile make this stock an attractive investment opportunity
Primary Risks:
- Lack of significant news or catalysts may lead to continued sideways movement
- Potential for increased volatility if interest rates change unexpectedly
Investment Thesis:
GOVZ appears to be in a consolidation phase, with technical indicators suggesting a range-bound market. The low risk profile and low volatility make this stock an attractive investment opportunity. However, the lack of significant news or catalysts may lead to continued sideways movement.
Recent News Sentiment Impact:
The recent news headlines have been neutral, focusing on macroeconomic trends and market analysis. This has had little impact on the stock's price movement.
Technical Analysis:
Trend Direction:
- Short-term (1-4 weeks): Neutral
- Medium-term (1-3 months): Bullish
- Long-term (3-12 months): Bullish
Support/Resistance Levels:
- SMA 20: $33.62 (support)
- EMA 12: $33.72 (support)
- Upper Bollinger Band: $34.41 (resistance)
Momentum Signals:
- RSI interpretation: Neutral (47.67)
- MACD signal: Bearish (negative histogram and MACD below signal line)
- Bollinger Bands position: Neutral (price is within the band, indicating no clear trend)
Volume Analysis:
- Volume SMA 20: 539986.03
- On-Balance Volume (OBV): -11324872.07 (bearish)
- Volume Rate of Change: 54.71% (positive)
News & Sentiment Analysis:
Recent Headlines Summary:
The recent news headlines have been neutral, focusing on macroeconomic trends and market analysis.
Sentiment Assessment:
Neutral sentiment has dominated the news headlines, indicating no significant impact on the stock's price movement.
Catalyst Identification:
No specific catalysts or events are imminent that could significantly impact the stock's price movement.
Market Narrative:
The neutral sentiment of recent news headlines is consistent with the technical indicators' range-bound market suggestion. There is currently no clear narrative driving the stock's price movement.
Risk & Volatility Assessment:
Beta Interpretation:
- Beta: 0.22 (low relative to SPY)
Volatility Regime:
- Current volatility: Low
- Historical volatility: HV20 18.4%, HV30 19.4%, HV60 17.1% (indicating a low-volatility regime)
Options Market Signals:
- IV Rank: 0.0% (Low)
- Current IV: 23.8%
- Expected Move: $1.88 (42 DTE), 7-DTE: $1.62
- Volume Flow: 84 calls vs 1 puts (bullish sentiment)
Market Context & Positioning:
Sector Performance:
GOVZ is positioned relatively well within its sector, with a beta of 0.22 indicating low volatility.
Institutional Activity:
No significant institutional activity has been observed recently.
Correlation Analysis:
- Correlation with SPY: 0.18 (low correlation)
Relative Valuation:
GOVZ appears to be fairly valued within its sector, with no clear value or growth premium evident.
Key Levels & Action Items:
Critical Price Levels:
- SMA 20: $33.62 (support)
- EMA 12: $33.72 (support)
Breakout/Breakdown Levels:
- Upper Bollinger Band: $34.41 (resistance)
- Lower Bollinger Band: $32.83 (support)
Time-Sensitive Catalysts:
No specific catalysts or events are imminent that could significantly impact the stock's price movement.
Risk Management:
A stop-loss level of 10% below the current price ($30.44) is recommended to manage risk. Position sizing should be adjusted based on individual risk tolerance and market conditions.
Generated
News
All GOVZ news →
Seeking AlphaT3·28mo ago
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Showing 1–10 of 50
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GOVZ Options Activity & IV Rank
GOVZ IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 32.6%
7-DTE IV: 33.4%
Expected Move: $1.90
7-DTE Move: $1.33
Days to Exp: 37 (2026-12-18)
Options Flow · All expiries
Call Volume: 244
Put Volume: 113
P/C Volume: 0.463
BULLISH
Call OI: 169
Put OI: 116
P/C OI: 0.686
Total OI: 285
ATM Options Pricing
ATM Call: $0.93
ATM Put: $0.97
Call %: 2.8%
Put %: 3.0%
Chain Summary
Chain Volume: 357
Chain OI: 285
Last Updated: 11/11/2026
Spread Scanner
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score
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.
Calendars: the long leg is valued at the short leg’s expiration (Black-Scholes at its current IV) across the range of prices the short leg’s IV implies, giving the best-case profit (R/R = that over the debit) and P(profit).
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 →
Scanning bull put, bear call, iron condor and calendar spreads…
Dealer Positioning
HIGH γ vs HISTORY
Estimated net dealer gamma is at the 90th percentile of this name's own daily history, near the high end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
90%
vs own history
GEX tilt
+0.84
OI-weighted, today
Vanna tilt
-0.51
δ-sensitivity to IV
Charm tilt
-0.12
δ-decay vs time
Vanna tilt -0.51: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably if implied volatility changed.
? 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
No data
30 DTE / 10d
—
—
pts
EXTREME
No data
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
Loading the implied volatility surface…
Volatility Smile
Loading the implied volatility smile…
IV Rank (7 DTE)8.2LowNov 11
IV Rank (30 DTE)52.8MediumNov 11
Straddle Price (30 DTE)$1.90Nov 11
Beta Analysis
Risk Metrics
Beta: 0.2849
Alpha: -18.05%
Correlation: 0.2407
R-Squared: 5.8%
Stock Volatility: 16.2%
Market Volatility: 13.7%
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
GOVZ Institutional Ownership (13F)
Filings for 2026-06-30 · 11 already for 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 |
|---|
1 filers$293.84K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Jane Street Group, LLC Custodian | $293.84K | 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
350.27K
SI % of Float
3.18%
Days to Cover
1.00
Short Vol Ratio
21.9%
Free Float
—
Float %
—
Short interest 2026-10-15 • Short volume 2026-11-10
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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