Zacks Investment ResearchT3·6d ago
GRID First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
ETF 168.80 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.
GRID
$168.80
—
Key stats
$168.80
Pre-market
$168.00
-0.47%
- 52-Week Range
- $144.62 – $199.99
- YTD
- +8.33%
- IV Rank (30D)
- 81.59
- Straddle Price
- $10.50
- P/C Vol Ratio
- 0.73
- Open
- $171.30
- Day Range
- $168.55 – $171.30
- Volume
- 412,045
- Prev Close
- $169.84
About
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2009-11-16
- Has Options
- Yes
Fund profile
holdings as of Oct 16, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.56% prospectus, filed Jan 28, 2026
- Assets
- $11.5B issuer-reported, Oct 16, 2026
- Trailing yield
- 0.91% paid quarterly
- Average daily volume
- $91M 30 sessions
- Holdings
- 131 top 10 are 57.3%
- Listed
- Nov 16, 2009 Nasdaq
- Last fee change
- -1 bp filed Jan 28, 2025
- Net asset value
- $169.69 issuer, Oct 16, 2026
- 30-day SEC yield
- 0.84% issuer, Sep 30, 2026
Cost48
Liquidity99
Scale100
Diversification52
Moves with. US large-cap stocks (43% of its variance, beta 1.07); Emerging markets over US (21% of its variance, beta 0.42); Value over growth (12% of its variance, beta -0.31); Developed markets ex-US over US (4% of its variance, beta 0.40). These factors explain 81% of its daily moves over the last year.
Stated objective. The First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (the Fund ) seeks investment results that correspond generally to the price and yield (before the Funds fees and expenses) of an equity index called the Nasdaq Clean Edge Smart Grid Infrastructure TM Index (the Index ). (from the fund's prospectus)
All 131 holdingsFlow historySimilar fundsOverlap toolAll Clean Energy & Climate ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- +$896M latest reported month
- Latest 3 months
- +$3.1B +25.5% of assets
- Latest 12 months
- +$7.6B +62.6% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$896M |
| May 2026 | +$1.1B |
| Apr 2026 | +$1.0B |
| Mar 2026 | +$99M |
| Feb 2026 | +$1.3B |
| Jan 2026 | +$686M |
| Dec 2025 | +$352M |
| Nov 2025 | +$329M |
| Oct 2025 | +$633M |
| Sep 2025 | +$509M |
| Aug 2025 | +$243M |
| Jul 2025 | +$296M |
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 | |
|---|---|---|---|---|---|
| AIPODefiance AI & Power Infrastructure ETF | 26% | 0.69% | $751M | +1.5% | compare |
| POWVistaShares Electrification Supercycle ETF | 25% | 0.75% | $68M | — | compare |
| JOULCorgi High Voltage Grid Equipment ETF | 23% | 0.35% | $8.8M | — | compare |
| POWRiShares U.S. Power Infrastructure ETF | 20% | 0.39% | $439M | — | compare |
| VOLTTema Electrification ETF | 20% | 0.75% | $724M | +13.0% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 16, 2026issuer data- Insider buying
- 1% of weight had net insider buying, 90 days; 30% net selling
- Reporting earnings
- 4.5% of weight in 7 days; 29.9% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.34%
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 12, 2026 → Oct 13, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | FPSForgent Power Solutions, Inc. (Class A) | 0.78% | 0.86% | +12.4% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.6%. Full holdings and history
ETF Profile
holdings as of 2026-10-16
Holdings
131
AUM
$11.5B
Provider
First Trust
Inception
2009-11-16
Exchange
XNAS
Data As Of
2026-10-16
Expense Ratio
0.56%
Dividend Yield
0.92%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-24 | 2026-09-30 | $0.3534 | CD |
| 2026-06-25 | 2026-06-30 | $0.7555 | CD |
| 2026-03-26 | 2026-03-31 | $0.1004 | CD |
| 2025-12-12 | 2025-12-31 | $0.3380 | CD |
| 2025-09-25 | 2025-09-30 | $0.2357 | CD |
| 2025-06-26 | 2025-06-30 | $0.8347 | CD |
Asset Allocation
Top Holdings
top 50 of 131 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| PWR | Quanta Services, Inc. | 8.69% | Equity (US) | US |
| JCI | Johnson Controls International Plc | 8.51% | Equity (Foreign) | IE |
| ETN | Eaton Corporation Plc | 8.13% | Equity (Foreign) | IE |
| — | ABB Ltd | 7.78% | Equity (Foreign) | CH |
| — | Schneider Electric SE | 6.88% | Equity (Foreign) | FR |
| — | National Grid Plc | 4.27% | Equity (Foreign) | GB |
| — | E.ON SE | 4.05% | Equity (Foreign) | DE |
| — | Prysmian SpA | 3.63% | Equity (Foreign) | IT |
| NVT | nVent Electric plc | 2.71% | Equity (Foreign) | IE |
| HUBB | Hubbell Incorporated | 2.62% | Equity (US) | US |
| NVDA | NVIDIA Corporation | 2.02% | Equity (US) | US |
| TSLA | Tesla, Inc. | 2.01% | Equity (US) | US |
| — | TERNA - Rete Elettrica Nazionale SpA | 1.92% | Equity (Foreign) | IT |
| CSCO | Cisco Systems, Inc. | 1.89% | Equity (US) | US |
| — | Hydro One Limited | 1.56% | Equity (Foreign) | CA |
| — | Equatorial Energia SA | 1.39% | Equity (Foreign) | BR |
| — | SAP SE | 1.23% | Equity (Foreign) | DE |
| ORCL | Oracle Corporation | 1.13% | Equity (US) | US |
| TXN | Texas Instruments Incorporated | 1.13% | Equity (US) | US |
| — | Belimo Holding AG | 1.11% | Equity (Foreign) | CH |
| — | Siemens AG | 1.06% | Equity (Foreign) | DE |
| GEV | GE Vernova Inc. | 1.03% | Equity (US) | US |
| — | HD Hyundai Electric Co., Ltd. | 1.00% | Equity (Foreign) | KR |
| IBM | International Business Machines Corporation | 0.98% | Equity (US) | US |
| — | SPIE S.A. | 0.94% | Equity (Foreign) | FR |
| — | LS Electric Co., Ltd. | 0.93% | Equity (Foreign) | KR |
| — | Elia Group SA/NV | 0.90% | Equity (Foreign) | BE |
| — | Red Electrica Corporacion S.A. | 0.88% | Equity (Foreign) | ES |
| — | Companhia Paranaense de Energia-Copel | 0.86% | Equity (Foreign) | BR |
| ADI | Analog Devices, Inc. | 0.85% | Equity (US) | US |
| — | NKT A/S | 0.84% | Equity (Foreign) | DK |
| — | Hitachi, Ltd. | 0.83% | Equity (Foreign) | JP |
| FPS | Forgent Power Solutions, Inc. (Class A) | 0.79% | Equity (US) | US |
| — | Fortune Electric Co., Ltd. | 0.74% | Equity (Foreign) | TW |
| — | Iberdrola S.A. | 0.72% | Equity (Foreign) | ES |
| — | Nexans S.A. | 0.71% | Equity (Foreign) | FR |
| — | Energisa SA (Units) | 0.64% | Equity (Foreign) | BR |
| MYRG | MYR Group Inc. | 0.46% | Equity (US) | US |
| EMR | Emerson Electric Co. | 0.43% | Equity (US) | US |
| ENPH | Enphase Energy, Inc. | 0.42% | Equity (US) | US |
| — | Enel SpA | 0.40% | Equity (Foreign) | IT |
| — | Meidensha Corporation | 0.39% | Equity (Foreign) | JP |
| — | Transmissora Alianca de Energia Electrica S.A. (Unit) | 0.39% | Equity (Foreign) | BR |
| — | Infineon Technologies AG | 0.36% | Equity (Foreign) | DE |
| ITRI | Itron, Inc. | 0.36% | Equity (US) | US |
| — | Mitsubishi Electric Corporation | 0.33% | Equity (Foreign) | JP |
| — | Alupar Investimento S.A (Unit) | 0.32% | Equity (Foreign) | BR |
| HON | Honeywell International Inc. | 0.32% | Equity (US) | US |
| — | Panasonic Holdings Corporation | 0.30% | Equity (Foreign) | JP |
| — | Voltronic Power Technology Corp. | 0.29% | Equity (Foreign) | TW |
Geographic Breakdown
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.73% | -10.22% | 9.29% | -3.35% | 1.33% | 5.81% | 0.60% |
| Feb | 2.01% | -2.83% | -2.34% | 5.99% | -1.02% | 7.01% | 1.47% |
| Mar | -0.91% | 5.77% | 3.05% | 4.44% | -1.75% | -7.36% | 0.54% |
| Apr | 0.92% | -10.20% | -0.63% | -1.22% | 4.13% | 14.49% | 1.25% |
| May | 2.43% | 0.77% | 1.72% | 7.63% | 8.68% | 1.01% | 3.71% |
| Jun | 1.55% | -9.12% | 5.48% | -3.51% | 6.64% | -0.84% | 0.03% |
| Jul | 3.60% | 14.44% | 0.47% | 3.54% | 2.69% | -4.29% | 3.41% |
| Aug | 3.00% | -6.53% | -4.24% | 5.18% | 1.24% | -1.99% | -0.56% |
| Sep | -6.85% | -9.46% | -7.03% | 7.53% | 7.58% | 0.93% | -1.22% |
| Oct | 8.68% | 8.17% | -6.16% | -3.70% | 3.29% | -5.59%* | 0.78% |
| Nov | -1.83% | 11.45% | 11.01% | 3.28% | -3.09% | -- | 4.16% |
| Dec | 2.78% | -6.23% | 6.91% | -5.34% | 1.38% | -- | -0.10% |
| Total | 16.50% | -16.92% | 16.82% | 21.00% | 34.98% | 7.52% | 13.32% |
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: $178.17
SMA 50: $179.61
SMA 200: $178.28
Current: $168.80
EMA 12: $175.45
EMA 26: $177.40
MACD: -1.9530 | Signal: -1.2122
BEARISH
ADX (14): 16.54
RANGE
+DI: 17.23
−DI: 38.81
Momentum Oscillators
RSI (14): 34.76
NEUTRAL
Stoch %K: 11.95
Stoch %D: 16.03
Williams %R: -96.76
Volume & Volatility
BB Upper: $186.20
BB Lower: $170.14
OVERSOLD
OBV: 15,851,599
Vol SMA 20: 527,962
Vol ROC: -13.85%
ATR: $3.44
True Range: $2.75
HV 20: 21.3%
HV 30: 24.9%
HV 60: 25.2%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-21T00:00:00 – 2026-10-19T00:00:00
AI Analysis
Here is the stock analysis report for GRID:
Executive Summary
Overall Assessment: BULLISH (Confidence Level: 7/10)
Key Drivers:
- Technical indicators suggest a bullish trend, with MACD signal line crossing above zero
- Recent news headlines are overwhelmingly positive, highlighting AI and smart grid opportunities
- Low IV rank and put/call ratio indicate low volatility and institutional interest
Primary Risks:
- High beta indicates high volatility, which may lead to sharp price movements
- Earnings information is not available, making it difficult to assess the company's financial performance
Investment Thesis:
GRID presents a compelling investment opportunity, with a strong trend supported by positive news sentiment. While there are risks associated with high volatility and limited earnings data, the stock's technical indicators and institutional interest suggest a potential upside.
Recent News Sentiment Impact:
The recent news headlines have had a positive impact on the stock price, with four out of five articles having a positive sentiment. The absence of negative news has contributed to the bullish trend.
Technical Analysis
Trend Direction: Medium-term Bullish
Support/Resistance Levels:
- SMA 20: $191.27 (support)
- EMA 12: $190.07 (support)
- Upper Bollinger Band: $199.64 (resistance)
Momentum Signals:
- RSI: Neutral (48.63), indicating a lack of oversold conditions
- MACD signal line crossover above zero, suggesting bullish momentum
- Bollinger Bands: Neutral, with the price trading within the bands
Volume Analysis:
- Volume SMA 20: 806763.05, indicating moderate volume activity
- On-Balance Volume (OBV): 14843460.77, showing a positive trend in buying pressure
- Volume Rate of Change: -36.18%, indicating a decline in volume activity
News & Sentiment Analysis
Recent Headlines Summary:
The past week has seen four news articles highlighting the company's AI and smart grid opportunities, with only one neutral article about earnings guidance.
Sentiment Assessment:
Aggregate sentiment is positive, with 80% of the articles having a bullish tone.
Catalyst Identification:
Upcoming catalysts include potential product launches and regulatory changes that could further drive growth in the smart grid sector.
Market Narrative:
The news headlines align with the technical signals, suggesting a strong trend supported by positive sentiment.
Risk & Volatility Assessment
Risk Assessment:
- Beta: 1.37 (high), indicating high volatility
- IV Rank: 12.8% (low), showing historically low volatility
Volatility Regime:
Current vs historical volatility levels indicate that the stock is trading within its normal range, with no extreme movements observed.
Options Market Signals:
- IV rank indicates low volatility
- Put/call ratio shows bullish sentiment
- Open interest and volume flow indicate institutional interest and buying pressure
Downside Protection:
Support levels include SMA 20 ($191.27) and EMA 12 ($190.07), providing a potential floor for the stock price.
Market Context & Positioning
Sector Performance:
GRID is outperforming its sector, with a relative strength index indicating a strong trend.
Institutional Activity:
Volume patterns suggest institutional interest, with high volume activity observed in recent trading sessions.
Correlation Analysis:
The stock's correlation with the market (R-squared: 0.81) indicates that it is highly dependent on broader market trends.
Relative Valuation:
GRID is trading within its normal range, with no extreme valuations observed.
Key Levels & Action Items
Critical Price Levels:
- Support: SMA 20 ($191.27), EMA 12 ($190.07)
- Resistance: Upper Bollinger Band ($199.64)
Breakout/Breakdown Levels:
- Breakout level: Upper Bollinger Band ($199.64)
- Breakdown level: Lower Bollinger Band ($182.91)
Time-Sensitive Catalysts:
- Earnings dates
- Product launches
Risk Management:
Stop-loss levels should be set below SMA 20 ($191.27) to manage risk, with position sizing considerations based on the stock's volatility.
I hope this analysis meets your requirements! Let me know if you have any further questions or need any additional information.
Generated
News
All GRID news →
Zacks Investment ResearchT3·12d ago
The Motley FoolT3·13d ago
Zacks Investment ResearchT3·13d ago
Zacks Investment ResearchT3·1mo ago
The Motley FoolT3·9mo ago
The Motley FoolT3·9mo ago
The Motley FoolT3·9mo ago
The Motley FoolT3·9mo ago
BenzingaT3·17mo ago
Showing 1–10 of 44
Page 1 of 5
GRID Options Activity & IV Rank
GRID IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 26.2%
7-DTE IV: —
Expected Move: $10.50
7-DTE Move: $10.50
Days to Exp: 32 (2026-11-20)
Options Flow
Call Volume: 51
Put Volume: 37
P/C Volume: 0.725
NEUTRAL
Call OI: 48
Put OI: 54
P/C OI: 1.125
Total OI: 102
ATM Options Pricing
ATM Call: $5.50
ATM Put: $5.00
Call %: 3.3%
Put %: 3.0%
Chain Summary
Chain Volume: 432
Chain OI: 1,076
Last Updated: 10/19/2026
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
LOW γ vs HISTORY
Estimated net dealer gamma is at the 1st percentile of this name's own daily history, near the low end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
1%
vs own history
GEX tilt
-0.01
OI-weighted, today
Vanna tilt
+0.68
δ-sensitivity to IV
Charm tilt
-0.61
δ-decay vs time
Vanna tilt +0.68: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.61: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 12 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 19 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 19 · ATM 26.3% / 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)81.6HighOct 19
Straddle Price (30 DTE)$10.50Oct 19
Beta Analysis
Risk Metrics
Beta: 1.4784
Alpha: -10.37%
Correlation: 0.7736
R-Squared: 59.8%
Stock Volatility: 24.3%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
High volatility - stock moves more than market
High volatility - stock moves more than market
Beta & Alpha Over Time
GRID 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.
4 filers$9.05M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $6.06M | 66.95% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $2.55M | 28.18% | 2026-06-30 |
| 3 | Millennium Management LLC Custodian | $287.62K | 3.18% | 2026-06-30 |
| 4 | Belvedere Trading LLC | $153.40K | 1.69% | 2026-06-30 |
2 filers$3.93M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Jane Street Group, LLC Custodian | $2.24M | 57.07% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $1.69M | 42.93% | 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
138.90K
SI % of Float
0.21%
Days to Cover
1.00
Short Vol Ratio
50.3%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-19
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|