Seeking AlphaT3·36mo ago
GSIE Goldman Sachs ActiveBeta International Equity ETF
ETF 46.41 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.
GSIE
$46.41
—
Key stats
$46.41
- 52-Week Range
- $40.05 – $48.49
- YTD
- +7.26%
- IV Rank (30D)
- 19.5
- Straddle Price
- $0.00
- P/C Vol Ratio
- 0.00
- Open
- $46.52
- Day Range
- $46.21 – $46.53
- Volume
- 543,134
- Prev Close
- $46.21
About
Goldman Sachs ActiveBeta International Equity ETF (GSIE) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2015-11-06
- Has Options
- Yes
Fund profile
holdings as of Oct 19, 2026issuer datathrough May 2026flows, SEC filings
International Equity
Developed ex-US#29 of 189 by assets
Goldman Sachs
Developed ex-US
Index-tracking
- Expense ratio
- 0.25% issuer, Oct 21, 2026
- Assets
- $5.9B issuer-reported, Oct 19, 2026
- Trailing yield
- 2.62% paid quarterly
- Average daily volume
- $19M 30 sessions
- Holdings
- 647 top 10 are 10.8%
- Listed
- Nov 6, 2015 NYSE Arca
- Net asset value
- $46.05 issuer, Oct 19, 2026 · closed -0.48% to NAV
- Median bid/ask spread
- 0.02% 30 days, issuer-reported
- 30-day SEC yield
- 2.24% issuer, Sep 30, 2026
- Tracking difference
- -0.06 pts vs index, after fees, FY 2025
Cost81
Liquidity76
Scale100
Diversification100
Moves with. US large-cap stocks (58% of its variance, beta 0.87); Developed markets ex-US over US (32% of its variance, beta 0.83). These factors explain 95% of its daily moves over the last year.
Stated objective. The Goldman Sachs ActiveBeta International Equity ETF (the Fund) seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the Goldman Sachs ActiveBeta International Equity Index (the Index). (from the fund's prospectus)
All 647 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US ETFs
Fund flows
through May 2026SEC filings- May 2026
- +$46M latest reported month
- Latest 3 months
- +$366M +6.3% of assets
- Latest 12 months
- +$1.2B +20.2% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$46M |
| Apr 2026 | +$114M |
| Mar 2026 | +$206M |
| Feb 2026 | +$160M |
| Jan 2026 | +$174M |
| Dec 2025 | +$591 |
| Nov 2025 | +$58M |
| Oct 2025 | +$50M |
| Sep 2025 | +$298M |
| Aug 2025 | +$32M |
| Jul 2025 | $0 |
| Jun 2025 | +$35M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 81 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| IDEViShares Core MSCI International Developed Markets ETF | 62% | 0.04% | $33.8B | +10.9% | compare |
| BKIEBNY Mellon International Equity ETF | 61% | 0.04% | $1.3B | +11.4% | compare |
| DFAIDimensional International Core Equity Market ETF | 60% | 0.18% | $18.1B | +13.7% | compare |
| EFAiShares MSCI EAFE ETF | 60% | 0.32% | $76.9B | +9.7% | compare |
| SPDWState Street SPDR Portfolio Developed World ex-US ETF | 59% | 0.03% | $41.0B | +14.4% | 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- Insider buying
- 0% of weight had net insider buying, 90 days; 0% net selling
- Reporting earnings
- 0.2% of weight in 7 days; 0.3% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.01%
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Oct 14, 2026 → Oct 15, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | SCHRODERS PLC | 0.03% | — | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.6%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 5 active of 20 with agreements; top 3 did 90%
- Created · redeemed
- $271M · $315M over the fiscal year
- Redemptions in kind
- 99% creations 12% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 1.95% of assets on loan on average; earned 2.4 bp
- Return vs index
- -0.06 pts after fees; +0.21 before; daily s.d. 0.25
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
647
AUM
$5.9B
Provider
Goldman
Inception
2015-11-06
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.25%
Dividend Yield
2.61%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-24 | 2026-09-30 | $0.2600 | CD |
| 2026-06-24 | 2026-06-30 | $0.5881 | CD |
| 2026-03-25 | 2026-03-31 | $0.1433 | CD |
| 2025-12-23 | 2025-12-30 | $0.2187 | CD |
| 2025-09-24 | 2025-09-30 | $0.2241 | CD |
| 2025-06-24 | 2025-06-30 | $0.5633 | CD |
Asset Allocation
Top Holdings
top 50 of 647 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | ASML HOLDING N.V. | 2.19% | Equity (Foreign) | NL |
| — | ROCHE HOLDING AG | 1.14% | Equity (Foreign) | CH |
| — | ROYAL BANK OF CANADA | 1.11% | Equity (Foreign) | CA |
| — | HSBC HOLDINGS PLC | 1.07% | Equity (Foreign) | GB |
| — | NOVARTIS AG SHS | 1.02% | Equity (Foreign) | CH |
| — | ADVANTEST CORP | 0.96% | Equity (Foreign) | JP |
| — | RECRUIT HOLDINGS CO., LTD. | 0.85% | Equity (Foreign) | JP |
| — | TORONTO DOMINION BANK | 0.84% | Equity (Foreign) | CA |
| — | BANCO SANTANDER, S.A. | 0.81% | Equity (Foreign) | ES |
| — | SHELL PLC | 0.78% | Equity (Foreign) | GB |
| — | ASTRAZENECA PLC ORD | 0.78% | Equity (Foreign) | GB |
| — | Allianz SE | 0.62% | Equity (Foreign) | DE |
| — | BANCO BILBAO VIZCAYA | 0.59% | Equity (Foreign) | ES |
| — | NESTLE S.A. | 0.58% | Equity (Foreign) | CH |
| — | SAP SE | 0.56% | Equity (Foreign) | DE |
| — | MITSUBISHI UFJ FINANCIAL GROUP | 0.56% | Equity (Foreign) | JP |
| — | SIEMENS AG REG SHS | 0.52% | Equity (Foreign) | DE |
| — | BHP GROUP LIMITED | 0.50% | Equity (Foreign) | AU |
| — | TOKYO ELECTRON LTD | 0.50% | Equity (Foreign) | JP |
| — | CANADIAN IMPERIAL BANK OF | 0.49% | Equity (Foreign) | CA |
| — | BANK OF NOVA SCOTIA (THE) | 0.47% | Equity (Foreign) | CA |
| — | DHL GROUP | 0.47% | Equity (Foreign) | DE |
| — | INCE/ICUS MSCI EAFE 12/2026 | 0.46% | Derivative | — |
| — | DBS GROUP HOLDINGS LTD | 0.46% | Equity (Foreign) | SG |
| — | BP PLC | 0.45% | Equity (Foreign) | GB |
| — | KONINKLIJKE AHOLD DELHAIZE NV | 0.45% | Equity (Foreign) | NL |
| — | TOTALENERGIES SE | 0.45% | Equity (Foreign) | FR |
| — | KINGFISHER PLC | 0.44% | Equity (Foreign) | GB |
| — | IBERDROLA SOCIEDAD ANONIMA | 0.41% | Equity (Foreign) | ES |
| — | MAGNA INTERNATIONAL INC. | 0.41% | Equity (Foreign) | CA |
| — | GSK PLC | 0.39% | Equity (Foreign) | GB |
| — | IDEMITSU KOSAN CO.,LTD. | 0.39% | Equity (Foreign) | JP |
| — | BANK OF MONTREAL | 0.39% | Equity (Foreign) | CA |
| — | ING GROEP N.V. | 0.39% | Equity (Foreign) | NL |
| — | HITACHI, LTD. | 0.38% | Equity (Foreign) | JP |
| — | SGS SA | 0.38% | Equity (Foreign) | CH |
| — | UBS GROUP AG | 0.38% | Equity (Foreign) | CH |
| — | L'OREAL | 0.38% | Equity (Foreign) | FR |
| — | VODAFONE GROUP PLC | 0.37% | Equity (Foreign) | GB |
| — | WOOLWORTHS GROUP LIMITED | 0.37% | Equity (Foreign) | AU |
| — | BOUYGUES S.A. (ORD) | 0.37% | Equity (Foreign) | FR |
| — | BNP PARIBAS | 0.37% | Equity (Foreign) | FR |
| — | BAYER AKTIENGESELLSCHAFT | 0.37% | Equity (Foreign) | DE |
| — | UNICREDIT, SOCIETA' PER AZIONI | 0.36% | Equity (Foreign) | IT |
| — | NOVO NORDISK A/S | 0.36% | Equity (Foreign) | DK |
| — | COMMONWEALTH BANK OF AUSTRALIA | 0.36% | Equity (Foreign) | AU |
| — | DEUTSCHE BANK REG SHS | 0.35% | Equity (Foreign) | DE |
| — | MITSUBISHI CHEMICAL GROUP CORPORATION | 0.35% | Equity (Foreign) | JP |
| — | BARCLAYS PLC | 0.35% | Equity (Foreign) | GB |
| — | FAIRFAX FINANCIAL HLDGS LTD | 0.34% | Equity (Foreign) | CA |
Geographic Breakdown
Non-Equity Breakdown
Goldman Sachs ActiveBeta(R) International Equity ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-24)
Net assets:
$5.82B
· 660 total positions
· equity 99.36%
· non-equity 4.90%
Non-equity holdings
— 3 positions,
4.90% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 4.89% | $284.3M | 2 |
| Derivative (equity) | 0.01% | $678563 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -1.34% | -4.69% | 7.82% | 0.59% | 4.42% | 3.05% | 1.64% |
| Feb | 0.16% | -3.88% | -3.79% | 1.61% | 3.84% | 3.76% | 0.28% |
| Mar | 1.16% | 2.12% | 1.32% | 1.90% | -0.81% | -5.79% | -0.02% |
| Apr | 1.97% | -7.34% | 2.09% | -2.78% | 4.22% | 3.26% | 0.24% |
| May | 2.85% | 1.71% | -4.38% | 5.28% | 5.55% | 1.75% | 2.13% |
| Jun | -1.49% | -9.40% | 1.82% | -3.64% | 0.13% | 0.02% | -2.09% |
| Jul | 0.74% | 5.06% | 2.84% | 2.94% | -1.56% | 3.38% | 2.23% |
| Aug | 0.87% | -5.91% | -2.01% | 6.39% | 4.37% | 1.30% | 0.83% |
| Sep | -5.21% | -8.77% | -3.81% | 2.20% | 2.29% | -3.27% | -2.76% |
| Oct | 3.18% | 3.83% | -1.73% | -4.34% | -0.16% | 2.13%* | 0.49% |
| Nov | -4.90% | 11.32% | 6.79% | 0.44% | 1.16% | -- | 2.96% |
| Dec | 4.75% | -2.93% | 3.35% | -3.78% | 3.05% | -- | 0.89% |
| Total | 2.25% | -19.17% | 9.83% | 6.29% | 29.58% | 9.52% | 6.38% |
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: $45.97
SMA 50: $47.02
SMA 200: $45.69
Current: $46.41
EMA 12: $46.05
EMA 26: $46.27
MACD: -0.2254 | Signal: 0.1128
BEARISH
ADX (14): 15.60
RANGE
+DI: 32.90
−DI: 29.04
Momentum Oscillators
RSI (14): 51.61
NEUTRAL
Stoch %K: 73.16
Stoch %D: 66.54
Williams %R: -8.57
Volume & Volatility
BB Upper: $46.64
BB Lower: $45.30
NEUTRAL
OBV: 23,785,297
Vol SMA 20: 477,429
Vol ROC: -8.17%
ATR: $0.45
True Range: $0.32
HV 20: 11.5%
HV 30: 12.0%
HV 60: 11.7%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
GSIE Stock Analysis Report
Goldman Sachs ActiveBeta International Equity ETF
Executive Summary
Overall Assessment: NEUTRAL | Confidence Level: 6/10
GSIE is a passively managed international equity ETF holding 660 developed-market ex-US positions with a well-diversified portfolio (top 10 holdings = 10.1% of assets). The fund is currently in a consolidation phase with mixed technical signals and relatively stale news data. Strong recent inflows (+$1.2B over 12 months, +20.2% of assets) suggest investor appetite for international developed-market exposure, but technical momentum remains weak.
Key Drivers:
- Positive: Attractive 0.25% expense ratio (cheaper than 76% of peers), substantial asset growth, diversified holdings, recent tactical additions (ROCHE, ASML, STMicroelectronics)
- Primary Risks: Bearish MACD (-0.48 vs signal -0.06), weak momentum indicators (RSI 40.53, Stochastic %K 17.33), negative volume trend (-23.61% VROC), outdated news headlines (oldest from Oct 2023)
Investment Thesis: GSIE reflects international developed-market valuations at a fair price point. The fund benefits from strong inflows and reasonable cost structure, but technical deterioration and weak momentum suggest consolidation rather than breakout potential. Suitable for passive international equity exposure; tactical entry points may emerge below current support.
Recent News Sentiment Impact: News data is significantly outdated (most recent from Oct 2023, others from 2021-2022), limiting current catalyst assessment. Headlines reflect neutral/cyclical macro commentary with no fund-specific catalysts identified.
Technical Analysis
Trend Direction
| Timeframe | Direction | Assessment | |-----------|-----------|------------| | Short-term (1-4 weeks) | NEUTRAL/WEAKLY BEARISH | Price ($45.76) trades below SMA 20 ($46.41) and SMA 50 ($47.30), but above SMA 200 ($45.58). Range-bound consolidation. | | Medium-term (1-3 months) | NEUTRAL | ADX (14) = 19.88 indicates weak trend strength—market in range mode, not directional. | | Long-term (3-12 months) | NEUTRAL | Price proximity to SMA 200 ($45.58) suggests long-term support intact; no clear uptrend established. |
Support & Resistance Levels
| Level | Type | Price | Relevance | |-------|------|-------|-----------| | SMA 200 | Dynamic Support | $45.58 | Long-term support; current price $45.76 = only 0.39% above this level. Critical hold area. | | Bollinger Lower Band | Statistical Support | $45.12 | 1.4% below current price; mean reversion target if weakness accelerates. | | SMA 50 | Intermediate Resistance | $47.30 | 3.4% above current price; acts as near-term overhead resistance. | | Bollinger Upper Band | Statistical Resistance | $47.70 | 4.2% above current price; would indicate overbought recovery if tested. |
Momentum Signals
RSI (14): 40.53
- Interpretation: Neutral (30-70 range). Not oversold (<30) or overbought (>70). Slight bias toward weakness as reading is in lower half of neutral zone.
- Signal Strength: Moderate—RSI neither confirming strong selling pressure nor establishing buy signal.
MACD: -0.48 (Line) / -0.06 (Signal) / -0.41 (Histogram)
- Interpretation: BEARISH. MACD line (-0.48) trades below signal line (-0.06), indicating bearish crossover. Histogram (-0.41) is negative and widening.
- Signal Strength: Strong—clear momentum deterioration; MACD below zero suggests sustained downward pressure.
Stochastic Oscillator:
- %K: 17.33 / %D: 20.94
- Interpretation: OVERSOLD EXTREMES. Both readings near/below 20 threshold indicate potential exhaustion of selling pressure and possible mean reversion setup.
- Williams %R: -74.29 confirms extreme oversold condition (<-80 typical threshold).
- Signal Strength: Reversal Setup—extreme readings often precede bounces, but momentum must confirm.
Bollinger Bands: $45.12 (Lower) / $46.41 (Middle) / $47.70 (Upper)
- Position: Price near middle band; width 5.56 = moderate (not squeezed).
- Interpretation: NEUTRAL/CONSOLIDATION. Width neither extreme nor collapsed; bands suggest sideways price action rather than breakout potential.
Volume Analysis
| Metric | Value | Interpretation | |--------|-------|-----------------| | Volume SMA 20 | 461,856 | Recent daily average volume baseline | | Volume Rate of Change | -23.61% | SIGNIFICANT DECLINE—trading volume 23.61% below 20-day average. Weakness in institutional interest. | | On-Balance Volume | 23,249,586 | Positive cumulative volume suggests buyers have been active, but recent VROC decline indicates momentum loss. |
Volume Assessment:
- Declining volume trend is bearish—fewer shares traded reduces conviction behind any directional move.
- Low volume on recent consolidation suggests weak institutional engagement; breakout would require volume confirmation.
News & Sentiment Analysis
Recent Headlines Summary
| Date | Headline | Sentiment | Relevance | |------|----------|-----------|-----------| | 2023-10-13 | Cyclical Outlook October 2023: Post Peak | NEUTRAL | Macro commentary on market cycle; suggests maturity phase. | | 2022-06-01 | Sticking With Our Strategic Views | NEUTRAL | Generic positioning update; no fund-specific catalysts. | | 2022-05-26 | Q2 2022 Global Outlook: Bracing For Volatility | NEUTRAL | Macro volatility concern; dated (4+ years old). | | 2022-03-23 | Tough Fed Talk On Inflation, Little Bite | NEUTRAL | Monetary policy commentary; outdated context. | | 2022-01-29 | What Microsoft's Planned Acquisition Means | NEUTRAL | Sector-specific M&A; minimal direct relevance to international equity fund. | | 2021-11-29 | Weekly Market Pulse: This Again? | NEUTRAL | Generic market commentary; very outdated. |
Sentiment Assessment
Aggregate News Sentiment: NEUTRAL
- No positive or negative catalysts identified.
- All headlines are macro/market commentary rather than fund-specific drivers.
- News data is significantly stale (most recent Oct 2023; majority from 2021-2022). This is 2-4 years old.
Catalyst Identification
Data Quality Issue: News headlines do not align with current price action or provide forward-looking catalysts. Unable to identify:
- Earnings dates for fund holdings
- Product launches
- Regulatory changes
- Management announcements specific to GSIE or constituent holdings
Note: For international equity ETF analysis, relevant catalysts would include:
- Earnings seasons for major holdings (ASML, HSBC, Novartis, Roche, AstraZeneca)
- Central bank policy (ECB, BOJ, BOE) affecting currency/valuations
- Geopolitical events impacting emerging developed markets
Market Narrative Alignment
CONFLICTING SIGNALS:
- Technical: MACD bearish, RSI neutral-weak, volume declining → suggests deteriorating momentum
- News: Neutral sentiment, no negative catalysts → neutral backdrop
- Flows: Strong inflows (+$1.2B YTD) → contradicts weakness
Interpretation: Technical weakness may reflect tactical profit-taking or sector rotation within developed ex-US markets, rather than fundamental deterioration. Neutral news environment lacks new bearish catalysts; weakness may be temporary consolidation.
Risk & Volatility Assessment
Beta Interpretation
Beta: 0.88 (vs SPY)
- Classification: DEFENSIVE—stock is 12% less volatile than broad market.
- Risk Profile: International developed equities typically demonstrate lower beta; consistent with diversified global portfolio.
- Implication: GSIE should decline less in
Generated
News
All GSIE news →
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GSIE Options Activity & IV Rank
GSIE IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 20.9%
7-DTE IV: —
Expected Move: $0.00
7-DTE Move: $0.00
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 2
Put Volume: 0
P/C Volume: —
BULLISH
Call OI: 0
Put OI: 0
P/C OI: —
Total OI: 0
ATM Options Pricing
ATM Call: $0.00
ATM Put: $0.00
Call %: 0.0%
Put %: 0.0%
Chain Summary
Chain Volume: 7
Chain OI: 5
Last Updated: 10/21/2026
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
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pts
EXTREME
as of Oct 21 · No data
30 DTE / 10d
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pts
EXTREME
as of Oct 21 · ATM 39.2% / 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)19.5LowOct 21
Straddle Price (30 DTE)$0.00Oct 21
Beta Analysis
Risk Metrics
Beta: 0.8967
Alpha: -0.18%
Correlation: 0.7729
R-Squared: 59.7%
Stock Volatility: 14.7%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Moderate volatility - stock generally follows market
Beta & Alpha Over Time
GSIE Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
48.05K
SI % of Float
0.04%
Days to Cover
1.00
Short Vol Ratio
60.4%
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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