Seeking AlphaT3·28mo ago
HYS PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
ETF 89.64 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.
HYS
$89.64
—
Key stats
$89.64
- 52-Week Range
- $89.44 – $95.88
- YTD
- -5.57%
- IV Rank (30D)
- 54.65
- Straddle Price
- $3.17
- Open
- $89.67
- Day Range
- $89.51 – $89.84
- Volume
- 45,096
- Prev Close
- $89.69
About
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund (HYS) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2011-06-16
- Has Options
- Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.56% issuer, Oct 22, 2026
- Assets
- $1.6B issuer-reported, Oct 20, 2026
- Trailing yield
- 7.63% paid monthly
- Average daily volume
- $13M 30 sessions
- Holdings
- 872 top 10 are 5.0%
- Listed
- Jun 16, 2011 NYSE Arca
- Last fee change
- -1 bp filed Oct 24, 2025
- Net asset value
- $89.54 issuer, Oct 20, 2026 · closed +0.01% to NAV
- Median bid/ask spread
- 0.07% 30 days, issuer-reported
- 30-day SEC yield
- 7.44% issuer, Oct 20, 2026
- Distributions, 12 months
- $6.84 a share issuer, through Oct 1, 2026: 100% income
- Tracking difference
- +0.50 pts vs index, after fees, FY 2026
Cost16
Liquidity70
Scale82
Diversification100
Moves with. Long Treasuries (39% of its variance, beta 0.31); US large-cap stocks (9% of its variance, beta 0.05); High yield over Treasuries (8% of its variance, beta 0.53). These factors explain 66% of its daily moves over the last year.
Stated objective. The Fund seeks to provide total return that closely corresponds, before fees and expenses, to the total return of ICE BofA 0-5 Year US High Yield Constrained Index. (from the fund's prospectus)
All 872 holdingsFlow historyOverlap toolAll High Yield Bond ETFs
Fund flows
daily as of Oct 19, 2026issuer datathrough Jun 2026SEC filings- Oct 19, 2026
- $0 latest day
- Latest 5 trading days
- −$13M
- Year to date
- −$13M
Each day
| Day | Net flow |
|---|---|
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | −$13M |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jun 2026
- +$19M latest reported month
- Latest 3 months
- +$80M +4.7% of assets
- Latest 12 months
- +$261M +15.5% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$19M |
| May 2026 | −$28M |
| Apr 2026 | +$89M |
| Mar 2026 | −$28M |
| Feb 2026 | +$24M |
| Jan 2026 | +$114M |
| Dec 2025 | +$9.5M |
| Nov 2025 | $0 |
| Oct 2025 | +$48M |
| Sep 2025 | +$19M |
| Aug 2025 | +$38M |
| Jul 2025 | −$42M |
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% | $25.8B | −5.5% | compare |
| HYGiShares iBoxx $ High Yield Corporate Bond ETF | — | 0.49% | $16.5B | −4.8% | compare |
| SPHYState Street SPDR Portfolio High Yield Bond ETF | — | 0.05% | $11.7B | −5.6% | compare |
| SHYGiShares 0-5 Year High Yield Corporate Bond ETF | — | 0.30% | $7.6B | −4.7% | compare |
| JNKState Street SPDR Bloomberg High Yield Bond ETF | — | 0.40% | $5.5B | −5.2% | compare |
The largest other funds in the High Yield Bond category.
What changed in the portfolio
Mar 31, 2026 → Jun 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | AMSURG (AMBULATORY TOPCO LLC) | 0.06% | — | — |
| Exit | INCORA TOP HOLDCO LLC | 0.04% | — | — |
| New position | INCORA NEW EQUITY | — | 0.04% | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 5.1%. Full holdings and history
Under the hood
fiscal year to Jun 30, 2026SEC census- Authorized participants
- 4 active of 28 with agreements; top 3 did 94%
- Created · redeemed
- $477M · $187M over the fiscal year
- Redemptions in kind
- 97% creations 101% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 2.23% of assets on loan on average; earned 5.5 bp
- Return vs index
- +0.50 pts after fees; +1.08 before; daily s.d. 3.42
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
872
AUM
$1.6B
Provider
PIMCO
Inception
2011-06-16
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.56%
Dividend Yield
7.63%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-05 | $0.5200 | CD |
| 2026-09-01 | 2026-09-03 | $0.4900 | CD |
| 2026-08-03 | 2026-08-05 | $0.5500 | CD |
| 2026-07-01 | 2026-07-06 | $0.5700 | CD |
| 2026-06-01 | 2026-06-03 | $0.5700 | CD |
| 2026-05-01 | 2026-05-05 | $0.5600 | CD |
Asset Allocation
Top Holdings
top 50 of 872 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | U S TREASURY REPO | 3.50% | Cash/Money Market | — |
| — | U S TREASURY REPO | 3.31% | Cash/Money Market | — |
| — | PARAMOUNT SKYDANCE CORP SR 2L 144A SMR | 0.60% | Corporate Bond | US |
| — | NISSAN MOTOR CO SR UNSEC 144A | 0.55% | Corporate Bond | JP |
| — | U S TIPS REPO | 0.54% | Cash/Money Market | — |
| — | CLOUD SOFTWARE GRP HOLDG 1L SMR 144A | 0.53% | Corporate Bond | US |
| — | VENTURE GLOBAL LNG INC SR SEC 144A | 0.49% | Corporate Bond | US |
| — | ECHOSTAR CORP | 0.48% | Corporate Bond | US |
| — | MERIDIAN ARC HOLDCO LLC SR SEC 144A | 0.48% | Corporate Bond | US |
| — | SPRINGLEAF FINANCE CORP SR UNSEC | 0.48% | Corporate Bond | — |
| — | NIELSEN SMR SR SEC 144A | 0.47% | Corporate Bond | US |
| — | RAKUTEN GROUP INC SR UNSEC 144A | 0.46% | Corporate Bond | JP |
| — | JANE STREET GRP/JSG FIN SR SEC 144A | 0.45% | Corporate Bond | — |
| — | CLOUD SOFTWARE GRP INC 144A | 0.45% | Corporate Bond | US |
| — | PR RNO PROPERTY OWNER 1 SR SEC 144A SMR | 0.44% | Corporate Bond | US |
| — | US ACUTE CARE SOLUTIONS SR SEC 144A | 0.44% | Corporate Bond | US |
| — | JANE STREET GRP/JSG FIN SR SEC 144A | 0.43% | Corporate Bond | — |
| — | NATIONAL MENTOR HOLDINGS SR SEC 144A SMR | 0.43% | Corporate Bond | US |
| — | PLS GROUP LTD SR UNSEC 144A | 0.42% | Corporate Bond | AU |
| — | AMERICAN AIRLINES/AADVAN 144A | 0.40% | Corporate Bond | — |
| — | RAKUTEN GROUP INC SR UNSEC 144A | 0.39% | Corporate Bond | — |
| — | TRANSOCEAN INC SR UNSEC 144A | 0.39% | Corporate Bond | BM |
| — | BEUSA INVESTMENTS LLC SR UNSEC 144A | 0.37% | Corporate Bond | US |
| — | STAGWELL SR UNSEC 144A | 0.35% | Corporate Bond | US |
| — | PRIME HEALTHCARE SERVICE SR SEC 144A | 0.35% | Corporate Bond | US |
| — | CORE SCIENTIFIC FINANCE SR SEC 144A | 0.35% | Corporate Bond | US |
| — | CENTENE CORP SR UNSEC | 0.33% | Corporate Bond | US |
| — | CHARTER COMM / CCO SR UNSEC 144A | 0.33% | Corporate Bond | US |
| — | DISH DBS CORP SEC 144A SMR | 0.33% | Corporate Bond | — |
| — | SV RNO PROPERTY OWNER 1 SEC 144A SMR | 0.33% | Corporate Bond | US |
| — | APLD COMPUTECO 2 LLC SR SEC 144A SMR | 0.32% | Corporate Bond | US |
| — | BLOCK INC SR UNSEC | 0.32% | Corporate Bond | US |
| — | MAUSER PACKAGING SOLUT | 0.32% | Corporate Bond | US |
| — | ALLIED UNI HLD / ALL FIN SEC 144A SMR | 0.32% | Corporate Bond | — |
| — | UKG INC SR SEC 144A SMR | 0.32% | Corporate Bond | US |
| — | GALAXY HELIOS DATA CNTR SR SEC 144A SMR | 0.32% | Corporate Bond | US |
| — | ALBION FINANCING 1SARL SEC 144A | 0.31% | Corporate Bond | LU |
| — | ZI TECH LLC/ZI FIN CORP SR UNSEC 144A | 0.30% | Corporate Bond | US |
| — | COINBASE GLOBAL INC SR UNSEC 144A | 0.30% | Corporate Bond | US |
| — | JANE STREET GRP/JSG FIN SR SEC 144A | 0.29% | Corporate Bond | — |
| — | ADVANCE AUTO PARTS SR UNSEC 144A | 0.29% | Corporate Bond | US |
| — | SIRIUS XM RADIO INC SR UNSEC 144A | 0.29% | Corporate Bond | US |
| — | LIFEPOINT HEALTH INC SR UNSEC 144A | 0.29% | Corporate Bond | US |
| — | WR GRACE HOLDING LLC SR UNSEC 144A | 0.29% | Corporate Bond | US |
| — | MINERAL RESOURCES LTD SR UNSEC 144A | 0.28% | Corporate Bond | AU |
| — | SIMMONS FOOD INC/SIMMONS SR SEC 144A | 0.28% | Corporate Bond | US |
| — | CHARTER COMM / CCO SR UNSEC 144A | 0.28% | Corporate Bond | US |
| — | CVS HEALTH CORP JR SUB RVC | 0.28% | Corporate Bond | US |
| — | OPEN TEXT INC SR UNSEC 144A | 0.28% | Corporate Bond | US |
| — | ELLUCIAN HOLDINGS INC SR SEC 144A | 0.28% | Corporate Bond | US |
Non-Equity Breakdown
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund ·
NPORT-P period 2026-06-30
(filed 2026-08-31)
Net assets:
$1.69B
· 871 total positions
· equity 0.11%
· non-equity 101.21%
Non-equity holdings
— 864 positions,
101.21% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Corporate | 87.83% | $1.48B | 771 |
| Debt | 4.79% | $80.7M | 42 |
| Repurchase agreement | 3.72% | $62.8M | 1 |
| Short-term investment | 3.16% | $53.3M | 3 |
| Corporate | 1.56% | $26.2M | 26 |
| US Treasury | 0.10% | $1.6M | 2 |
| Derivative (credit) | 0.06% | $1.1M | 8 |
| Derivative (equity) | 0.00% | $1005 | 2 |
| Derivative (interest rate) | -0.01% | $-116914 | 9 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.01% | -1.48% | 2.88% | 0.55% | 1.11% | 0.27% | 0.56% |
| Feb | 0.38% | -0.72% | -1.79% | -0.03% | 1.17% | -0.19% | -0.20% |
| Mar | 0.86% | 0.17% | 1.47% | 0.41% | -0.95% | -0.48% | 0.25% |
| Apr | 0.43% | -2.61% | 0.42% | -0.55% | -0.41% | 1.21% | -0.25% |
| May | 0.34% | 0.94% | -0.03% | 0.86% | 1.54% | 0.41% | 0.68% |
| Jun | 0.75% | -5.33% | 1.36% | 0.30% | 1.65% | 0.21% | -0.18% |
| Jul | -0.43% | 4.21% | 1.09% | 2.03% | 0.59% | -0.28% | 1.20% |
| Aug | 0.64% | -2.36% | 0.88% | 1.69% | 1.08% | 0.56% | 0.42% |
| Sep | -0.18% | -2.86% | -0.87% | 1.81% | 0.90% | -1.92% | -0.52% |
| Oct | -0.26% | 1.53% | -0.58% | -0.55% | -0.01% | -0.28%* | -0.03% |
| Nov | -0.85% | 2.43% | 3.07% | 1.70% | 0.92% | -- | 1.45% |
| Dec | 1.71% | -1.96% | 1.31% | -0.95% | 0.34% | -- | 0.09% |
| Total | 3.43% | -8.11% | 9.49% | 7.46% | 8.19% | -0.52% | 3.32% |
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: $90.08
SMA 50: $91.45
SMA 200: $93.11
Current: $89.67
EMA 12: $89.87
EMA 26: $90.40
MACD: -0.5208 | Signal: 0.0287
BEARISH
ADX (14): 36.69
TREND
+DI: 18.05
−DI: 29.38
Momentum Oscillators
RSI (14): 31.90
NEUTRAL
Stoch %K: 18.95
Stoch %D: 13.87
Williams %R: -76.03
Volume & Volatility
BB Upper: $90.89
BB Lower: $89.26
NEUTRAL
OBV: -914,375
Vol SMA 20: 142,809
Vol ROC: -59.79%
ATR: $0.35
True Range: $0.33
HV 20: 3.9%
HV 30: 3.8%
HV 60: 3.6%
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
BULLISH (Confidence Level: 6/10)
Key drivers:
- Low volatility relative to market
- Neutral news sentiment
- Trend indicators suggest a range-bound environment
Primary risks:
- Bearish MACD signal
- Historical volatility may increase
Investment thesis: HYS presents a neutral-to-bullish scenario, with low volatility and recent news headlines suggesting no significant catalysts. However, the bearish MACD signal and historical volatility levels warrant caution.
Recent news sentiment impact: Neutral sentiment from recent headlines suggests no material impact on stock price.
Technical Analysis
Trend Direction: Range-bound (1-4 weeks), Medium-term (1-3 months) - trend indicators suggest a sideways movement.
Support/Resistance Levels:
- SMA 20: $92.81
- SMA 50: $92.86
- Upper Bollinger Band: $93.34
Momentum Signals:
- RSI interpretation: Neutral (39.02)
- MACD signal: Bearish (-0.11 / -0.07 / -0.04)
- Bollinger Bands position: Neutral (signal: neutral)
Volume Analysis:
- Volume SMA 20: 83054.36
- On-Balance Volume (OBV): 1396737.40
- Volume Rate of Change: 54.46%
News & Sentiment Analysis
Recent Headlines Summary: Neutral sentiment from recent headlines, with no significant catalysts.
Sentiment Assessment: Neutral (average sentiment across all news headlines)
Catalyst Identification: No imminent earnings or regulatory events that could significantly impact the stock price.
Market Narrative: The technical analysis and recent news headlines suggest a range-bound environment, with no strong catalysts driving the stock price.
Risk & Volatility Assessment
Beta Interpretation: Low risk relative to market (beta: 0.19)
Volatility Regime: Low volatility - stock moves less than market
Options Market Signals: IV Rank: 0.3% (Low), Current IV: 9.3%, Expected Move: $4.00, Put/Call Volume Ratio: 0.00 (Neutral sentiment)
Downside Protection: Support levels and risk management considerations: SMA 20 ($92.81), Lower Bollinger Band ($92.28)
Market Context & Positioning
Sector Performance: Neutral - HYS is not significantly outperforming or underperforming its sector.
Institutional Activity: No unusual institutional buying or selling patterns observed.
Correlation Analysis: R-squared interpretation: 0.60 (HYS moves in line with the market)
Relative Valuation: Position within trading range - no strong valuation signal suggesting a buy or sell decision.
Key Levels & Action Items
Critical Price Levels:
- SMA 20 ($92.81)
- Upper Bollinger Band ($93.34)
- Lower Bollinger Band ($92.28)
Breakout/Breakdown Levels: None identified, as the stock is currently range-bound.
Time-Sensitive Catalysts: No immediate earnings or regulatory events that could significantly impact the stock price.
Risk Management: Monitor SMA 20 and Bollinger Bands for potential trend changes or breakouts. Consider adjusting position size based on volatility levels.
This comprehensive analysis provides a neutral-to-bullish view of HYS, with low volatility and recent news sentiment suggesting no significant catalysts. The bearish MACD signal and historical volatility levels warrant caution, while the low beta relative to market and range-bound technical indicators suggest a relatively stable environment.
Generated
News
All HYS news →
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HYS Options Activity & IV Rank
HYS IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 28.9%
7-DTE IV: —
Expected Move: $3.17
7-DTE Move: $3.17
Days to Exp: 29 (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: $1.38
ATM Put: $1.80
Call %: 1.5%
Put %: 2.0%
Chain Summary
Chain Volume: 15
Chain OI: 15
Last Updated: 10/22/2026
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
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 34.9% / 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)54.6MediumOct 22
Straddle Price (30 DTE)$3.17Oct 22
Beta Analysis
Risk Metrics
Beta: 0.1862
Alpha: -8.49%
Correlation: 0.5854
R-Squared: 34.3%
Stock Volatility: 4.1%
Market Volatility: 12.8%
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
HYS 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
16.15K
SI % of Float
0.09%
Days to Cover
1.00
Short Vol Ratio
43.8%
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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