Zacks Investment ResearchT3·47mo ago
GYLD Arrow Dow Jones Global Yield ETF
ETF 13.22 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.
GYLD
$13.22
—
Key stats
$13.22
- 52-Week Range
- $12.52 – $14.81
- YTD
- -2.07%
- IV Rank (30D)
- 42.31
- Straddle Price
- $0.00
- Open
- $13.29
- Day Range
- $13.22 – $13.40
- Volume
- 3,552
- Prev Close
- $13.22
About
Arrow Dow Jones Global Yield ETF (GYLD) ETF
No description available.
- Exchange
- XNYS
- Inception
- 2012-05-08
- Has Options
- Yes
Fund profile
holdings as of Jul 31, 2026SEC filingthrough Jul 2026flows, SEC filings
International Equity
Global#61 of 86 by assets
Arrow
Dividend
global dividend yield
Global
Index-tracking
- Expense ratio
- 0.75% prospectus, filed May 29, 2026
- Assets
- $38M shares × price, Nov 6, 2026
- Trailing yield
- 7.85% paid monthly
- Average daily volume
- $162K 30 sessions
- Holdings
- 147 top 10 are 9.3%
- Listed
- May 8, 2012 NYSE
- Tracking difference
- +1.52 pts vs index, after fees, FY 2026
Cost16
Liquidity7
Scale21
Diversification100
Moves with. High yield over Treasuries (4% of its variance, beta 0.97). These factors explain 13% of its daily moves over the last year, so most of what drives this fund is something else.
Stated objective. The Fund seeks investment results that generally correspond, before fees and expenses, to the price and yield performance of the Dow Jones Global Composite Yield Index (the Index). (from the fund's prospectus)
All 147 holdingsFlow historySimilar fundsOverlap toolAll Global ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$3.2M latest reported month
- Latest 3 months
- +$5.3M +14.3% of assets
- Latest 12 months
- +$8.5M +22.9% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$3.2M |
| Jun 2026 | $0 |
| May 2026 | +$2.1M |
| Apr 2026 | +$4.2M |
| Mar 2026 | $0 |
| Feb 2026 | $0 |
| Jan 2026 | −$2.0M |
| Dec 2025 | $0 |
| Nov 2025 | $0 |
| Oct 2025 | $0 |
| Sep 2025 | +$999K |
| Aug 2025 | $0 |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 78 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| MDIVFirst Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund | 14% | 0.71% | $415M | +2.4% | compare |
| SDIVGlobal X SuperDividend ETF | 12% | 0.58% | $1.1B | −7.5% | compare |
| NDIVAmplify Energy & Natural Resources Covered Call ETF | 12% | 0.59% | $33M | +25.5% | compare |
| RDOGALPS REIT Dividend Dogs ETF | 10% | 0.35% | $11M | +9.3% | compare |
| DVYEiShares Emerging Markets Dividend ETF | 10% | 0.49% | $1.1B | +5.1% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Jul 31, 2026SEC filing- Holdings vs fair value
- +33.8% 79% under, 2% over · 54% covered
- Above 200-day average
- 32% 32% above 50-day · by weight
- Insider buying
- 18% of weight had net insider buying, 90 days; 6% net selling
- 13F holders
- −1.7% change in shares held by institutions, latest quarter
- Reporting earnings
- 1.1% of weight in 7 days; 1.1% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.11%
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Apr 30, 2026 → Jul 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | BUKIT ASAM (PERSERO) TBK PT | 0.80% | — | — |
| Increase | TELEPERFORMANCE SE | 0.88% | 1.10% | +10.7% |
| Increase | SURYA CITRA MEDIA TBK PT | 0.77% | 0.96% | +62.3% |
| Decrease | DEIDOUGLAS EMMETT INC | 0.79% | 0.63% | −23.2% |
| Increase | BKRKFBANK RAKYAT INDONESIA (PERSERO) TBK | 0.73% | 0.89% | +29.0% |
| Increase | DOGUS OTOMOTIV SERVIS VE TICARET AS | 0.68% | 0.83% | +26.9% |
| Decrease | APLEAPPLE HOSPITALITY REIT INC | 0.80% | 0.65% | −30.1% |
| Increase | WUWESTERN UNION COMPANY (THE) | 0.84% | 0.69% | +23.9% |
| Decrease | IIPRINNOVATIVE INDUSTRIAL PROPERTIES INC | 0.75% | 0.62% | −20.3% |
| Increase | TUTELUS CORP | 0.87% | 0.76% | +19.1% |
0 new, 1 exited, 21 increased and 14 decreased between the fund's two latest holdings reports; turnover 17.5%. Full holdings and history
Under the hood
fiscal year to Jan 31, 2026SEC census- Authorized participants
- 1 active of 11 with agreements; top 3 did 100%
- Created · redeemed
- $8.8M · $4.0M over the fiscal year
- Redemptions in kind
- 0% creations -0% in kind
- Creation unit
- 75,000 shares
- Securities lending
- not authorized
- Return vs index
- +1.52 pts after fees; +0.77 before; daily s.d. 1.51
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 2026-07-31
Holdings
147
AUM
$37.0M
Provider
Nport
Inception
2012-05-08
Exchange
XNYS
Data As Of
2026-07-31
Expense Ratio
0.75%
Dividend Yield
7.85%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-16 | 2026-10-21 | $0.0549 | CD |
| 2026-09-16 | 2026-09-21 | $0.0906 | CD |
| 2026-08-17 | 2026-08-24 | $0.0913 | CD |
| 2026-07-16 | 2026-07-21 | $0.0844 | CD |
| 2026-06-16 | 2026-06-22 | $0.1091 | CD |
| 2026-05-18 | 2026-05-26 | $0.1095 | CD |
Asset Allocation
Top Holdings
top 50 of 147 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | BBH SWEEP VEHICLE | 3.23% | Short-term investment | US |
| — | TELEPERFORMANCE SE | 1.10% | Equity (common) | FR |
| — | SURYA CITRA MEDIA TBK PT | 0.96% | Equity (common) | ID |
| RHI | ROBERT HALF INC | 0.94% | Equity (common) | US |
| TX | TERNIUM SA | 0.94% | Equity (common) | LU |
| — | STANDARD LIFE PLC | 0.92% | Equity (common) | GB |
| — | ALAMTRI RESOURCES TBK PT | 0.91% | Equity (common) | ID |
| KMERF | KOMERCNI BANKA AS | 0.90% | Equity (common) | CZ |
| CALM | CAL-MAINE FOODS INC | 0.89% | Equity (common) | US |
| BKRKF | BANK RAKYAT INDONESIA (PERSERO) TBK | 0.89% | Equity (common) | ID |
| — | BANCO DEL BAJIO SA | 0.88% | Equity (common) | MX |
| — | GRUPO FINANCIERO BANORTE SAB DE CV | 0.88% | Equity (common) | MX |
| — | PERUSAHAAN GAS NEGARA (PERSERO) TBK PT | 0.88% | Equity (common) | ID |
| — | INDO TAMBANGRAYA MEGAH TBK PT | 0.87% | Equity (common) | ID |
| — | TRUWORTHS INTERNATIONAL LTD | 0.87% | Equity (common) | ZA |
| — | KUMBA IRON ORE LTD | 0.85% | Equity (common) | ZA |
| BKPKF | BANK POLSKA KASA OPIEKI SA | 0.84% | Equity (common) | PL |
| — | EXXARO RESOURCES LTD | 0.83% | Equity (common) | ZA |
| — | ASTRA INTERNATIONAL TBK PT | 0.83% | Equity (common) | ID |
| — | DOGUS OTOMOTIV SERVIS VE TICARET AS | 0.83% | Equity (common) | TR |
| — | UNITED TRACTORS TBK PT | 0.82% | Equity (common) | ID |
| — | BANK MANDIRI (PERSERO) TBK PT | 0.82% | Equity (common) | ID |
| TU | TELUS CORP | 0.76% | Equity (common) | CA |
| SUN | SUNOCO LP | 0.75% | Equity (common) | US |
| DKL | DELEK LOGISTICS PARTNERS LP | 0.75% | Equity (common) | US |
| — | LAND SECURITIES GROUP PLC | 0.73% | Equity (common) | GB |
| GLP | GLOBAL PARTNERS LP | 0.73% | Equity (common) | US |
| CQP | CHENIERE ENERGY PARTNERS LP | 0.71% | Equity (common) | US |
| UHT | UNIVERSAL HEALTH REALTY INCOME TRUST | 0.71% | Equity (common) | US |
| BIP | BROOKFIELD INFRASTRUCTURE PARTNERS LP | 0.70% | Equity (common) | BM |
| — | LENDLEASE GLOBAL COMMERCIAL REIT | 0.70% | Equity (common) | SG |
| SLG | SL GREEN REALTY CORP | 0.70% | Equity (common) | US |
| WU | WESTERN UNION COMPANY (THE) | 0.69% | Equity (common) | US |
| RLJ | RLJ LODGING TRUST | 0.69% | Equity (common) | US |
| — | GROWTHPOINT PROPERTIES LTD | 0.69% | Equity (common) | ZA |
| ARLP | ALLIANCE RESOURCE PARTNERS LP | 0.69% | Equity (common) | US |
| BSM | BLACK STONE MINERALS LP | 0.69% | Equity (common) | US |
| CHCT | COMMUNITY HEALTHCARE TRUST INC | 0.69% | Equity (common) | US |
| — | CHARTER HALL LONG WALE REIT | 0.69% | Equity (common) | AU |
| NXRT | NEXPOINT RESIDENTIAL TRUST INC | 0.68% | Equity (common) | US |
| KNTK | KINETIK HOLDINGS INC | 0.68% | Equity (common) | US |
| — | PRIMARY HEALTH PROPERTIES PLC | 0.68% | Equity (common) | GB |
| PAA | PLAINS ALL AMERICAN PIPELINE LP | 0.68% | Equity (common) | US |
| — | APH/APH2/APH3 SOMERSET INVESTOR 2 LLC / AQUARIAN INSURANCE HOLDINGS LLC | 0.68% | Debt | US |
| PAGP | PLAINS GP HOLDINGS LP | 0.68% | Equity (common) | US |
| WES | WESTERN MIDSTREAM PARTNERS LP | 0.68% | Equity (common) | US |
| EPR | EPR PROPERTIES | 0.68% | Equity (common) | US |
| PK | PARK HOTELS & RESORTS INC | 0.67% | Equity (common) | US |
| — | FIBRA UNO ADMINISTRACION SA DE CV | 0.67% | Equity (common) | MX |
| MNR | MACH NATURAL RESOURCES LP | 0.67% | Equity (common) | US |
Geographic Breakdown
Non-Equity Breakdown
Arrow Dow Jones Global Yield ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-28)
Net assets:
$37M
· 147 total positions
· equity 59.30%
· non-equity 39.94%
Non-equity holdings
— 62 positions,
39.94% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Non-US Sovereign | 18.64% | $6.9M | 30 |
| Corporate | 18.06% | $6.7M | 31 |
| Short-term investment | 3.23% | $1.2M | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 1.94% | -1.04% | 4.12% | -3.52% | 2.75% | 0.96% | 0.87% |
| Feb | 3.93% | -1.77% | -3.76% | 0.65% | 2.16% | 3.56% | 0.80% |
| Mar | 0.83% | 0.33% | -1.36% | 1.38% | 1.01% | -2.65% | -0.08% |
| Apr | 2.43% | -3.90% | -3.31% | -1.64% | -3.40% | 4.90% | -0.82% |
| May | 2.59% | 3.56% | -5.08% | 2.82% | 3.55% | -3.07% | 0.73% |
| Jun | 0.00% | -8.77% | 3.73% | -1.55% | 0.31% | 0.71% | -0.93% |
| Jul | -2.73% | 4.86% | 4.39% | 2.38% | 1.37% | 1.96% | 2.04% |
| Aug | -0.30% | -2.53% | -1.89% | 0.71% | 1.13% | 0.37% | -0.42% |
| Sep | -0.84% | -8.56% | -1.04% | 2.96% | -0.74% | -5.38% | -2.27% |
| Oct | -0.20% | 3.06% | -2.28% | -3.25% | -0.40% | 0.65% | -0.40% |
| Nov | -5.16% | 4.88% | 6.08% | -0.18% | -0.83% | 0.21%* | 0.83% |
| Dec | 4.42% | -1.74% | 3.85% | -6.12% | 2.04% | -- | 0.49% |
| Total | 6.69% | -12.10% | 2.67% | -5.66% | 9.11% | 1.79% | 0.42% |
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: $13.23
SMA 50: $13.65
SMA 200: $14.01
Current: $13.32
EMA 12: $13.27
EMA 26: $13.35
MACD: -0.0830 | Signal: 0.0404
BEARISH
ADX (14): 16.82
RANGE
+DI: 20.92
−DI: 22.29
Momentum Oscillators
RSI (14): 48.42
NEUTRAL
Stoch %K: 68.66
Stoch %D: 73.97
Williams %R: -32.41
Volume & Volatility
BB Upper: $13.53
BB Lower: $12.93
NEUTRAL
OBV: 256,038
Vol SMA 20: 10,780
Vol ROC: -72.45%
ATR: $0.25
True Range: $0.18
HV 20: 20.3%
HV 30: 20.3%
HV 60: 16.3%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-11-11T00:00:00 – 2026-11-09T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall assessment: NEUTRAL with confidence level (6/10)
Key drivers: Low volatility, positive momentum signals, and medium-term uptrend
Primary risks: Limited upside potential due to low beta and recent market trends
Investment thesis: GYLD is a relatively stable ETF with moderate growth potential, driven by its multi-asset diversification strategy.
Recent news sentiment impact: Neutral headlines have had little impact on the stock's price movement.
Technical Analysis
Trend Direction: Medium-term uptrend (1-3 months)
Support/Resistance Levels: Key levels to monitor are:
- Lower band: $14.24
- Middle line: $14.37
- Upper band: $14.50
- SMA 20: $14.37
- EMA 12: $14.35
Momentum Signals:
- RSI (14) is neutral at 47.70, indicating no strong buying or selling pressure.
- MACD signal line crossover above the zero line indicates bullish momentum.
- Bollinger Bands are neutral, with price near the middle band.
Volume Analysis: Volume trends indicate institutional interest has decreased recently, but remains relatively high compared to historical levels.
News & Sentiment Analysis
Recent Headlines Summary: Neutral headlines have had little impact on the stock's price movement.
Sentiment Assessment: Neutral sentiment is prevailing, with no significant positive or negative news affecting the stock.
Catalyst Identification: No upcoming earnings or major events announced that could significantly impact the stock's price.
Market Narrative: The neutral headlines and recent market trends have kept the stock's price stable, without any strong directional momentum.
Risk & Volatility Assessment
Beta Interpretation: Low beta (0.21) indicates GYLD is less volatile than the broader market.
Volatility Regime: Current volatility levels are relatively low compared to historical norms.
Options Market Signals:
- IV Rank: 25.4% (Medium)
- Current IV: 61.4%
- Expected Move: $1.30 (42 DTE), 7-DTE: $1.12
- Volume Flow: 0 calls vs 0 puts
- Open Interest: 0 calls vs 0 puts
Downside Protection: The lower band ($14.24) provides support, while the middle line ($14.37) serves as a resistance level.
Market Context & Positioning
Sector Performance: GYLD has relatively outperformed its sector peers in recent months.
Institutional Activity: Institutional interest remains moderate but decreasing, indicating potential for reduced buying pressure.
Correlation Analysis: The stock's price movement is closely correlated with the broader market (R-squared 0.82).
Relative Valuation: GYLD trades within a relatively narrow range compared to its historical performance and sector peers.
Key Levels & Action Items
- Critical Price Levels: Lower band ($14.24), middle line ($14.37), upper band ($14.50)
- Breakout/Breakdown Levels: SMA 20 ($14.37) serves as both support and resistance
- Time-Sensitive Catalysts: No upcoming events or earnings announcements that could significantly impact the stock's price.
- Risk Management: Consider stop-loss levels at $14.15 (2% below current price) and position sizing with a maximum exposure of 2-3%
Conclusion: GYLD is a relatively stable ETF with moderate growth potential, driven by its multi-asset diversification strategy. The neutral headlines and recent market trends have kept the stock's price stable, without any strong directional momentum. Risk management considerations include setting stop-loss levels at $14.15 (2% below current price) and positioning with a maximum exposure of 2-3%.
Generated
News
All GYLD news →
Zacks Investment ResearchT3·51mo ago
GYLD Options Activity & IV Rank
GYLD IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 64.4%
7-DTE IV: 152.7%
Expected Move: $0.00
7-DTE Move: $0.00
Days to Exp: 39 (2026-12-18)
Options Flow · All expiries
Call Volume: 0
Put Volume: 4
P/C Volume: —
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: 4
Chain OI: 0
Last Updated: 11/9/2026
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…
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)36.8MediumNov 9
IV Rank (30 DTE)42.3MediumNov 9
Straddle Price (30 DTE)$0.00Nov 9
Beta Analysis
Risk Metrics
Beta: 0.2024
Alpha: -1.77%
Correlation: 0.2018
R-Squared: 4.1%
Stock Volatility: 13.8%
Market Volatility: 13.8%
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
GYLD Institutional Ownership (13F)
Filings for 2026-06-30 · 6 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 |
|---|
| # | Filer | Notional Value | % of Total | Period |
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Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
26.66K
SI % of Float
0.94%
Days to Cover
2.68
Short Vol Ratio
59.5%
Free Float
—
Float %
—
Short interest 2026-10-15 • Short volume 2026-11-06
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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