Seeking AlphaT3·28mo ago
HYGH iShares Interest Rate Hedged High Yield Bond ETF
ETF 84.93 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.
HYGH
$84.93
—
Key stats
$84.93
- 52-Week Range
- $84.25 – $87.19
- YTD
- -1.39%
- IV Rank (30D)
- 72.36
- Straddle Price
- $0.00
- Open
- $84.80
- Day Range
- $84.71 – $84.99
- Volume
- 54,638
- Prev Close
- $84.80
About
iShares Interest Rate Hedged High Yield Bond ETF (HYGH) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2014-05-27
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.52% issuer, Oct 21, 2026
- Assets
- $640M issuer-reported, Oct 19, 2026
- Trailing yield
- 6.53% paid monthly
- Average daily volume
- $5.6M 30 sessions
- Holdings
- 209 top 10 are 95.2%
- Listed
- May 27, 2014 NYSE Arca
- Last fee change
- +1 bp filed Feb 23, 2024
- Net asset value
- $84.78 issuer, Oct 20, 2026 · closed -0.06% to NAV
- Median bid/ask spread
- 0.13% 30 days, issuer-reported
- 30-day SEC yield
- 6.26% issuer, Oct 19, 2026
- Return on NAV, 1 year
- +5.2% issuer, through Sep 30, 2026 · 3 years +8.8% a year · 5 years +6.8% · 10 years +5.8%
- Distributions, 12 months
- $5.54 a share issuer, through Oct 2, 2026: 100% income
- Tracking difference
- +0.58 pts vs index, after fees, FY 2025
Cost19
Liquidity58
Scale67
Diversification0
Moves with. High yield over Treasuries (25% of its variance, beta 0.50); US large-cap stocks (21% of its variance, beta 0.10); Small caps over large (5% of its variance, beta 0.05). These factors explain 54% of its daily moves over the last year.
Stated objective. The iShares Interest Rate Hedged High Yield Bond ETF (the Fund ) seeks to track the investment results of an index designed to mitigate the interest rate risk of a portfolio composed of U.S. dollar-denominated, high yield corporate bonds. (from the fund's prospectus)
All 209 holdingsFlow historyOverlap toolAll High Yield Bond ETFs
Fund flows
daily as of Oct 19, 2026issuer datathrough Jul 2026SEC filings- Oct 19, 2026
- −$13M latest day
- Latest 5 trading days
- −$13M
- Latest 21 trading days
- −$4.1M −0.7% of assets
- Year to date
- +$212M +$220M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 19, 2026 | −$13M |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | +$4.3M |
| Oct 8, 2026 | $0 |
| Oct 7, 2026 | +$4.3M |
| Oct 6, 2026 | −$4.3M |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | $0 |
| Oct 1, 2026 | $0 |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | $0 |
| Sep 28, 2026 | $0 |
| Sep 25, 2026 | $0 |
| Sep 24, 2026 | $0 |
| Sep 23, 2026 | +$4.3M |
| Sep 22, 2026 | $0 |
| Sep 21, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jul 2026
- +$48M latest reported month
- Latest 3 months
- +$112M +18.8% of assets
- Latest 12 months
- +$168M +28.2% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$48M |
| Jun 2026 | +$22M |
| May 2026 | +$43M |
| Apr 2026 | +$26M |
| Mar 2026 | −$34M |
| Feb 2026 | +$43M |
| Jan 2026 | +$8.7M |
| Dec 2025 | −$4.3M |
| Nov 2025 | +$13M |
| Oct 2025 | −$4.3M |
| Sep 2025 | +$4.3M |
| Aug 2025 | +$4.3M |
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 | |
|---|---|---|---|---|---|
| USHYiShares Broad USD High Yield Corporate Bond ETF | — | 0.08% | $25.6B | −5.4% | compare |
| HYGiShares iBoxx $ High Yield Corporate Bond ETF | — | 0.49% | $16.2B | −4.8% | compare |
| SPHYState Street SPDR Portfolio High Yield Bond ETF | — | 0.05% | $11.7B | −5.7% | compare |
| SHYGiShares 0-5 Year High Yield Corporate Bond ETF | — | 0.30% | $7.6B | −4.6% | compare |
| JNKState Street SPDR Bloomberg High Yield Bond ETF | — | 0.40% | $5.6B | −5.1% | compare |
The largest other funds in the High Yield Bond category.
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 4 active of 41 with agreements; top 3 did 98%
- Created · redeemed
- $177M · $76M over the fiscal year
- Redemptions in kind
- 96% creations 94% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 44.47% of assets on loan on average; earned 36.5 bp
- Return vs index
- +0.58 pts after fees; +0.58 before; daily s.d. 5.82
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
209
AUM
$641.5M
Provider
iShares (BlackRock)
Inception
2014-05-27
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.52%
Dividend Yield
6.52%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-02 | 2026-10-07 | $0.4040 | CD |
| 2026-09-02 | 2026-09-08 | $0.4784 | CD |
| 2026-08-04 | 2026-08-07 | $0.4443 | CD |
| 2026-07-02 | 2026-07-08 | $0.4474 | CD |
| 2026-06-02 | 2026-06-05 | $0.4553 | CD |
| 2026-05-04 | 2026-05-07 | $0.4884 | CD |
Asset Allocation
Top Holdings
top 50 of 209 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| HYG | ISHARES IBOXX $ HIGH YIELD CORPORA | 94.51% | Corporate Bond | US |
| — | BLK CSH FND TREASURY SL AGENCY | 3.54% | Cash/Money Market | US |
| — | CASH COLLATERAL USD XJPM | 1.91% | Cash/Money Market | US |
| — | SWP: OIS 0.774500 01-APR-2030 | 0.23% | Derivative | US |
| — | SWP: OIS 1.417000 07-APR-2028 | 0.08% | Derivative | US |
| — | SWP: OIS 3.279700 20-FEB-2029 SOF | 0.07% | Derivative | US |
| — | SWP: OIS 1.321000 05-JAN-2029 | 0.06% | Derivative | US |
| — | SWP: OIS 1.445500 27-JAN-2029 | 0.06% | Derivative | US |
| — | SWP: OIS 1.588500 04-JUN-2031 | 0.06% | Derivative | US |
| — | SWP: OIS 1.233000 08-JUN-2028 | 0.06% | Derivative | US |
| — | SWP: OIS 1.613500 12-JAN-2032 | 0.05% | Derivative | US |
| — | SWP: OIS 3.425700 12-MAR-2031 SOF | 0.05% | Derivative | US |
| — | SWP: OIS 3.479700 26-JAN-2029 SOF | 0.04% | Derivative | US |
| — | SWP: OIS 3.696200 06-FEB-2033 SOF | 0.04% | Derivative | US |
| — | SWP: OIS 3.279200 17-OCT-2030 SOF | 0.04% | Derivative | US |
| — | SWP: OIS 3.362200 09-MAR-2029 SOF | 0.04% | Derivative | US |
| — | SWP: OIS 3.543700 02-FEB-2031 SOF | 0.03% | Derivative | US |
| — | USD CASH | 0.03% | Cash/Money Market | US |
| — | SWP: OIS 3.735200 03-APR-2033 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 1.130500 18-NOV-2026 | 0.03% | Cash/Money Market | US |
| — | SWP: OIS 3.507200 14-JAN-2031 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 3.370200 10-NOV-2030 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 3.971700 11-JUN-2031 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 3.906700 08-JUL-2031 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 1.282000 30-NOV-2031 | 0.03% | Derivative | US |
| — | SWP: OIS 1.214000 22-OCT-2028 | 0.03% | Derivative | US |
| — | SWP: OIS 3.636700 30-APR-2029 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 3.539200 12-MAR-2033 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 3.519200 19-NOV-2032 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 3.393700 17-OCT-2032 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 3.755700 30-MAR-2031 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 3.555700 06-FEB-2031 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 3.945200 05-MAY-2036 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 3.600700 25-FEB-2036 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 4.052700 06-AUG-2031 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 1.143500 12-OCT-2028 | 0.03% | Derivative | US |
| — | SWP: OIS 3.596200 21-AUG-2032 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 4.135700 29-JUL-2029 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 3.442200 19-MAR-2029 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 3.579200 17-JUL-2030 SOF | 0.02% | Derivative | US |
| — | SWP: OIS 3.583700 19-MAR-2033 SOF | 0.02% | Derivative | US |
| — | SWP: OIS 3.723700 26-JAN-2033 SOF | 0.02% | Derivative | US |
| — | SWP: OIS 3.984700 17-JUL-2029 SOF | 0.02% | Derivative | US |
| — | SWP: OIS 3.718700 08-MAY-2031 SOF | 0.02% | Derivative | US |
| — | SWP: OIS 4.168200 14-AUG-2033 SOF | 0.02% | Derivative | US |
| — | SWP: OIS 1.358500 20-OCT-2031 | 0.02% | Derivative | US |
| — | SWP: OIS 3.407700 15-OCT-2032 SOF | 0.02% | Derivative | US |
| — | SWP: OIS 3.944700 26-JUN-2029 SOF | 0.02% | Derivative | US |
| — | SWP: OIS 3.496700 06-MAR-2033 SOF | 0.02% | Derivative | US |
| — | SWP: OIS 3.571200 21-OCT-2029 SOF | 0.02% | Derivative | US |
Non-Equity Breakdown
iShares Interest Rate Hedged High Yield Bond ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-25)
Net assets:
$597M
· 196 total positions
· equity 93.46%
· non-equity 50.40%
Non-equity holdings
— 195 positions,
50.40% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 48.51% | $289.5M | 2 |
| Derivative (interest rate) | 1.89% | $11.3M | 193 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.12% | -1.59% | 2.48% | 0.59% | 1.00% | 0.71% | 0.55% |
| Feb | 0.18% | -1.23% | -0.98% | 0.59% | -0.38% | -1.51% | -0.56% |
| Mar | 0.49% | 2.11% | -1.15% | 0.24% | -1.40% | -0.58% | -0.05% |
| Apr | -0.13% | -2.87% | -0.20% | -0.28% | -1.30% | 0.97% | -0.64% |
| May | -0.46% | 0.09% | -0.67% | -0.04% | 1.45% | 0.29% | 0.11% |
| Jun | 0.57% | -6.60% | 2.06% | -0.85% | 0.66% | -0.23% | -0.73% |
| Jul | -1.14% | 4.16% | 0.72% | 0.16% | -0.03% | -0.27% | 0.60% |
| Aug | 0.77% | -2.28% | 0.32% | 0.73% | 0.35% | 0.22% | 0.02% |
| Sep | -0.31% | -2.34% | -1.21% | 1.40% | 0.39% | -1.44% | -0.58% |
| Oct | -0.14% | 2.85% | -0.88% | 0.05% | -0.37% | -0.48%* | 0.17% |
| Nov | -1.34% | 0.34% | 1.77% | 0.65% | 0.06% | -- | 0.30% |
| Dec | 1.73% | -1.92% | -0.35% | -0.86% | -0.20% | -- | -0.32% |
| Total | 0.30% | -9.33% | 1.83% | 2.38% | 0.19% | -2.33% | -1.16% |
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: $85.31
SMA 50: $86.06
SMA 200: $86.23
Current: $84.93
EMA 12: $85.07
EMA 26: $85.45
MACD: -0.3730 | Signal: -0.0220
BEARISH
ADX (14): 31.72
TREND
+DI: 9.74
−DI: 30.91
Momentum Oscillators
RSI (14): 36.41
NEUTRAL
Stoch %K: 42.67
Stoch %D: 35.06
Williams %R: -45.60
Volume & Volatility
BB Upper: $86.17
BB Lower: $84.45
NEUTRAL
OBV: -2,457,755
Vol SMA 20: 73,611
Vol ROC: -0.78%
ATR: $0.38
True Range: $0.28
HV 20: 3.6%
HV 30: 3.4%
HV 60: 2.9%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL (confidence level: 6/10)
Key Drivers:
- Recent news sentiment has been neutral, with no significant events driving stock price movements.
- Low volatility, as reflected in the beta value of 0.19.
Primary Risks:
- Potential for increased volatility if market conditions change.
- Earnings reports can impact stock price, but there is no current earnings data available.
Investment Thesis: HYGH has been trading within a range, with technical indicators suggesting a neutral sentiment. The low volatility and beta value of 0.19 indicate a relatively stable stock price movement.
Recent News Sentiment Impact: The recent news headlines have been neutral, with no significant events driving stock price movements. This is reflected in the overall sentiment assessment as NEUTRAL.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Consolidation
- Medium-term (1-3 months): Range-bound
- Long-term (3-12 months): Uptrend
Support/Resistance Levels:
- SMA 20: $86.56
- SMA 50: $86.49
- Upper Bollinger Band: $86.99
Momentum Signals: RSI interpretation: Neutral (39.14) MACD signal: Bearish (-0.06 / Signal: -0.05)
Volume Analysis:
- Volume trend: Range-bound
- Institutional interest signals: Low volatility, indicating a relatively stable stock price movement.
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines have been neutral, with no significant events driving stock price movements.
Sentiment Assessment: Neutral sentiment is dominant, reflecting the lack of significant events or market-moving news.
Catalyst Identification: No upcoming events or earnings reports are currently scheduled that could impact stock price movement.
Market Narrative: The technical signals and news sentiment align in suggesting a neutral sentiment, with no significant catalysts driving stock price movements.
Risk & Volatility Assessment
Risk Interpretation: Low risk due to the low volatility (beta: 0.19) and relatively stable stock price movement.
Volatility Regime: Current volatility is lower than historical levels, indicating a relatively stable market environment.
Options Market Signals: IV rank: 80.8% (High - shows if volatility is historically high/low) Put/call ratios: Neutral sentiment
Downside Protection: Support levels are established at SMA 20 ($86.56) and SMA 50 ($86.49).
Market Context & Positioning
Sector Performance: HYGH has performed relatively well compared to its sector, with a positive correlation.
Institutional Activity: Low institutional interest is indicated by the low volume flow and open interest in options markets.
Correlation Analysis: The stock has a moderate correlation (0.63) with the broader market, indicating a relatively stable relationship.
Relative Valuation: HYGH is trading within its expected range, with no significant deviations from historical price levels.
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $86.56
- SMA 50: $86.49
- Upper Bollinger Band: $86.99
Breakout/Breakdown Levels: No significant technical breakouts or breakdowns are currently present, indicating a neutral sentiment.
Time-Sensitive Catalysts: No upcoming events or earnings reports are currently scheduled that could impact stock price movement.
Risk Management: Stop-loss levels should be set around SMA 20 ($86.56) to protect against potential downside movements.
This comprehensive analysis report provides an objective assessment of HYGH's technical and fundamental performance, highlighting the key drivers, risks, and market positioning. The neutral sentiment reflects the lack of significant events or market-moving news, while the low volatility indicates a relatively stable stock price movement.
Generated
News
All HYGH news →
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Showing 1–10 of 16
Page 1 of 2
HYGH Options Activity & IV Rank
HYGH IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 24.2%
7-DTE IV: —
Expected Move: $0.00
7-DTE Move: $0.00
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 0
Put Volume: 0
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: 3
Chain OI: 1
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
—
—
pts
EXTREME
as of Oct 21 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · ATM 16.6% / 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)72.4MediumOct 21
Straddle Price (30 DTE)$0.00Oct 21
Beta Analysis
Risk Metrics
Beta: 0.1839
Alpha: -3.89%
Correlation: 0.6078
R-Squared: 36.9%
Stock Volatility: 3.8%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
HYGH 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 |
|---|
1 filers$1.30M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $1.30M | 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
42.12K
SI % of Float
0.55%
Days to Cover
1.00
Short Vol Ratio
47.5%
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 |
|---|