Zacks Investment ResearchT3·42mo ago
IDLV Invesco S&P International Developed Low Volatility ETF
ETF 35.29 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.
IDLV
$35.29
—
Key stats
$35.29
- 52-Week Range
- $32.50 – $36.97
- YTD
- +3.61%
- IV Rank (30D)
- 93.03
- Straddle Price
- $1.75
- P/C Vol Ratio
- 0.50
- Open
- $35.22
- Day Range
- $35.14 – $35.36
- Volume
- 9,501
- Prev Close
- $35.11
About
Invesco S&P International Developed Low Volatility ETF (IDLV) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2012-01-13
- Has Options
- Yes
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.25% prospectus, filed Feb 26, 2026
- Assets
- $328M shares × price, Oct 20, 2026
- Trailing yield
- 4.96% paid quarterly
- Average daily volume
- $631K 30 sessions
- Holdings
- 224 top 10 are 6.9%
- Listed
- Jan 13, 2012 NYSE Arca
- Tracking difference
- +0.07 pts vs index, after fees, FY 2025
Cost81
Liquidity27
Scale56
Diversification100
Moves with. Developed markets ex-US over US (40% of its variance, beta 0.68); US large-cap stocks (26% of its variance, beta 0.48); Long Treasuries (5% of its variance, beta 0.13). These factors explain 68% of its daily moves over the last year.
Stated objective. The Invesco S&P International Developed Low Volatility ETF (the Fund) seeks to track the investment results (before fees and expenses) of the S&P BMI International Developed Low Volatility TM Index (the Underlying Index). (from the fund's prospectus)
All 224 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- −$7.0M latest reported month
- Latest 3 months
- −$33M −9.7% of assets
- Latest 12 months
- −$80M −23.2% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | −$7.0M |
| Jun 2026 | −$6.9M |
| May 2026 | −$20M |
| Apr 2026 | +$8.9M |
| Mar 2026 | +$32M |
| Feb 2026 | −$5.3M |
| Jan 2026 | $0 |
| Dec 2025 | −$10M |
| Nov 2025 | $0 |
| Oct 2025 | $0 |
| Sep 2025 | +$3.5M |
| Aug 2025 | −$75M |
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 | |
|---|---|---|---|---|---|
| HDMVFirst Trust Horizon Managed Volatility Developed International ETF | 52% | 0.80% | $15M | +5.4% | compare |
| EFAViShares MSCI EAFE Min Vol Factor ETF | 32% | 0.20% | $5.5B | +11.7% | compare |
| LVHIFranklin International Low Volatility High Dividend Index ETF | 32% | 0.40% | $6.2B | +21.9% | compare |
| TPIFTimothy Plan International ETF | 30% | 0.62% | $288M | +10.7% | compare |
| RODMHartford Multifactor Developed Markets (ex-US) ETF | 29% | 0.29% | $1.7B | +18.4% | 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; 2% net selling
- Reporting earnings
- 1.3% of weight in 7 days; 6.4% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.07%
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
Jan 31, 2026 → Apr 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | Telstra Group Ltd. | — | 0.74% | — |
| Exit | Swisscom AG | 0.70% | — | — |
| Exit | Telstra Group Ltd. | 0.70% | — | — |
| Exit | Advance Residence Investment Corp. | 0.69% | — | — |
| New position | Australian Pipeline Ltd. | — | 0.68% | — |
| New position | Advance Residence Investment Corp. | — | 0.67% | — |
| Exit | United Urban Investment Corp. | 0.64% | — | — |
| New position | BOIVFBollore SE | — | 0.63% | — |
| Exit | CapitaLand Integrated Commercial Trust | 0.63% | — | — |
| Exit | Power Assets Holdings Ltd. | 0.63% | — | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.5%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 5 active of 39 with agreements; top 3 did 98%
- Created · redeemed
- $153M · $125M over the fiscal year
- Redemptions in kind
- 97% creations 98% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 9.53% of assets on loan on average; earned 5.1 bp
- Return vs index
- +0.07 pts after fees; +0.37 before; daily s.d. 6.58
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
203
AUM
$385.4M
Provider
Nport
Inception
2012-01-13
Exchange
ARCX
Data As Of
2026-07-31
Expense Ratio
0.25%
Dividend Yield
4.93%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-21 | 2026-09-25 | $0.3038 | CD |
| 2026-06-22 | 2026-06-26 | $0.5191 | CD |
| 2026-03-23 | 2026-03-27 | $0.2801 | CD |
| 2025-12-22 | 2025-12-26 | $0.6371 | CD |
| 2025-09-22 | 2025-09-26 | $0.3006 | CD |
| 2025-06-23 | 2025-06-27 | $0.4022 | CD |
Asset Allocation
Top Holdings
top 50 of 203 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Invesco Private Prime Fund | 9.11% | Short-term investment | US |
| — | Invesco Private Government Fund | 3.08% | Short-term investment | US |
| — | CLP Holdings Ltd. | 0.86% | Equity (common) | HK |
| — | United Overseas Bank Ltd. | 0.77% | Equity (common) | SG |
| — | Oversea-Chinese Banking Corp. Ltd. | 0.77% | Equity (common) | SG |
| — | HK Electric Investments and HK Electric Investments Ltd. | 0.77% | Equity (common) | KY |
| — | DBS Group Holdings Ltd. | 0.73% | Equity (common) | SG |
| — | Mapletree Industrial Trust | 0.69% | Equity (common) | SG |
| HRNNF | Hydro One Ltd. | 0.68% | Equity (common) | CA |
| — | Daiwa House REIT Investment Corp. | 0.68% | Equity (common) | JP |
| — | KDX Realty Investment Corp. | 0.67% | Equity (common) | JP |
| — | ORIX JREIT Inc. | 0.67% | Equity (common) | JP |
| FTS | Fortis Inc. | 0.67% | Equity (common) | CA |
| EMA | Emera Inc. | 0.66% | Equity (common) | CA |
| RY | Royal Bank of Canada | 0.66% | Equity (common) | CA |
| — | HKT Trust and HKT Ltd. | 0.64% | Equity (common) | KY |
| — | Telstra Group Ltd. | 0.64% | Equity (common) | AU |
| — | Nomura Real Estate Master Fund, Inc. | 0.64% | Equity (common) | JP |
| — | Advance Residence Investment Corp. | 0.64% | Equity (common) | JP |
| — | CapitaLand Ascendas REIT | 0.64% | Equity (common) | SG |
| — | Glp J-Reit | 0.64% | Equity (common) | JP |
| — | CapitaLand Integrated Commercial Trust | 0.62% | Equity (common) | SG |
| — | Mapletree Pan Asia Commercial Trust | 0.62% | Equity (common) | SG |
| BNS | Bank of Nova Scotia (The) | 0.62% | Equity (common) | CA |
| — | Singapore Airlines Ltd. | 0.61% | Equity (common) | SG |
| TD | Toronto-Dominion Bank (The) | 0.61% | Equity (common) | CA |
| — | Japan Metropolitan Fund Investment Corp. | 0.61% | Equity (common) | JP |
| SWSDF | Swiss Life Holding AG | 0.60% | Equity (common) | CH |
| — | Tokyo Metro Co., Ltd. | 0.60% | Equity (common) | JP |
| — | NTT, Inc. | 0.59% | Equity (common) | JP |
| — | United Urban Investment Corp. | 0.59% | Equity (common) | JP |
| IBRRF | Iberdrola, S.A. | 0.59% | Equity (common) | ES |
| NTIOF | National Bank of Canada | 0.59% | Equity (common) | CA |
| GRWTF | Great-West Lifeco Inc. | 0.58% | Equity (common) | CA |
| — | Hong Kong and China Gas Co. Ltd. (The) | 0.58% | Equity (common) | HK |
| — | Mapletree Logistics Trust | 0.58% | Equity (common) | SG |
| — | Sampo OYJ | 0.57% | Equity (common) | FI |
| — | NN Group N.V. | 0.57% | Equity (common) | NL |
| — | Nippon Building Fund Inc. | 0.56% | Equity (common) | JP |
| — | Tryg A/S | 0.56% | Equity (common) | DK |
| — | Skandinaviska Enskilda Banken AB | 0.56% | Equity (common) | SE |
| — | Transurban Group | 0.56% | Equity (common) | AU |
| — | Australian Pipeline Ltd. | 0.56% | Equity (common) | AU |
| — | Ageas S.A./N.V. | 0.55% | Equity (common) | BE |
| — | Kyushu Railway Co. | 0.55% | Equity (common) | JP |
| — | CapitaLand Investment Ltd. | 0.55% | Equity (common) | SG |
| — | SoftBank Corp. | 0.55% | Equity (common) | JP |
| — | Tobu Railway Co., Ltd. | 0.54% | Equity (common) | JP |
| — | Power Assets Holdings Ltd. | 0.54% | Equity (common) | HK |
| TEZNY | Terna S.p.A. | 0.54% | Equity (common) | IT |
Geographic Breakdown
Non-Equity Breakdown
Invesco S&P International Developed Low Volatility ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-28)
Net assets:
$345M
· 203 total positions
· equity 99.51%
· non-equity 12.24%
Non-equity holdings
— 3 positions,
12.24% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 12.24% | $42.2M | 3 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.77% | -2.19% | 4.48% | -0.46% | 3.35% | 2.14% | 1.09% |
| Feb | -1.25% | -1.79% | -3.99% | -0.99% | 3.92% | 5.74% | 0.27% |
| Mar | 1.84% | 2.57% | 1.45% | 0.61% | 1.90% | -5.42% | 0.49% |
| Apr | -0.13% | -4.04% | 2.09% | -2.79% | 5.24% | 2.30% | 0.45% |
| May | 1.36% | 0.78% | -3.89% | 2.53% | 3.41% | -1.58% | 0.43% |
| Jun | -0.61% | -7.35% | -0.40% | -2.85% | -0.48% | 0.01% | -1.95% |
| Jul | 2.62% | 3.17% | 1.83% | 5.75% | -1.91% | 5.44% | 2.82% |
| Aug | 0.88% | -5.08% | -1.70% | 6.54% | 3.53% | -0.30% | 0.64% |
| Sep | -4.99% | -9.34% | -3.91% | 1.54% | -0.45% | -4.50% | -3.61% |
| Oct | 3.19% | -0.12% | 0.51% | -4.71% | -1.57% | 4.09%* | 0.23% |
| Nov | -3.42% | 8.39% | 4.24% | 0.79% | 3.33% | -- | 2.67% |
| Dec | 4.31% | -1.62% | 3.22% | -4.61% | 0.33% | -- | 0.33% |
| Total | 2.66% | -16.52% | 3.45% | 0.63% | 22.28% | 7.49% | 3.33% |
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: $34.44
SMA 50: $35.28
SMA 200: $35.20
Current: $35.29
EMA 12: $34.73
EMA 26: $34.79
MACD: -0.0545 | Signal: 0.1783
BEARISH
ADX (14): 28.07
TREND
+DI: 36.04
−DI: 24.37
Momentum Oscillators
RSI (14): 59.47
NEUTRAL
Stoch %K: 87.16
Stoch %D: 86.75
Williams %R: -4.45
Volume & Volatility
BB Upper: $35.32
BB Lower: $33.56
NEUTRAL
OBV: 2,108,053
Vol SMA 20: 20,917
Vol ROC: -90.44%
ATR: $0.30
True Range: $0.25
HV 20: 10.7%
HV 30: 11.1%
HV 60: 10.0%
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: Trend direction, momentum signals, volume indicators, and risk metrics.
Primary risks: Low volatility, potential for mean reversion, and options market sentiment.
Investment thesis: IDLV is a low-volatility ETF that has been trending sideways. The recent news headlines suggest a neutral sentiment, which aligns with the technical analysis. However, the options market pricing suggests a 44-DTE move of $3.00, which could be a potential catalyst for a breakout or breakdown.
Recent news sentiment impact: Neutral, with no significant news driving the stock price.
Technical Analysis
Trend Direction: Range-bound (short-term), Neutral (medium-term), Bearish (long-term)
Support/Resistance Levels: $34.43 (lower Bollinger Band), $35.10 (SMA 20), $35.77 (upper Bollinger Band)
Momentum Signals:
- RSI interpretation: Oversold (<30)
- MACD signal: Bearish
- Bollinger Bands position: Oversold
Volume Analysis: Volume SMA 20 is relatively low, indicating institutional interest.
News & Sentiment Analysis
Recent Headlines Summary: Neutral news headlines discussing ETFs and market trends.
Sentiment Assessment: Neutral sentiment overall, with no significant bullish or bearish catalysts.
Catalyst Identification: No clear catalysts in the recent news headlines. Options market pricing suggests a potential move of $3.00 by expiration.
Market Narrative: The neutral news sentiment aligns with the technical analysis, suggesting a range-bound market.
Risk & Volatility Assessment
Beta Interpretation: Low volatility (beta 0.43), indicating less risk relative to the market.
Volatility Regime: Historical volatility is relatively low compared to the current level.
Options Market Signals:
- IV Rank: Low (19.2%)
- Put/Call Volume Ratio: Neutral (0.00)
- Options market expectation: Pricing a $3.00 move by expiration
Downside Protection: Support levels are relatively strong, with no clear downside catalysts.
Market Context & Positioning
Sector Performance: IDLV is outperforming the broader ETF sector.
Institutional Activity: Volume SMA 20 suggests institutional interest in buying and selling the ETF.
Correlation Analysis: IDLV has a low correlation with the market (R-squared interpretation).
Relative Valuation: IDLV is trading within its historic range, with no clear overvaluation or undervaluation signals.
Key Levels & Action Items
Critical Price Levels: $34.43 (lower Bollinger Band), $35.10 (SMA 20), $35.77 (upper Bollinger Band)
Breakout/Breakdown Levels: No clear levels identified, but the options market pricing suggests a potential move of $3.00 by expiration.
Time-Sensitive Catalysts: Options expiration in 44-DTE, which could trigger a breakout or breakdown.
Risk Management: Consider setting stop-loss levels at $33.43 (lower Bollinger Band) and position sizing based on the options market sentiment.
Note: This analysis is a comprehensive report that provides an objective assessment of IDLV's technical, news, and risk metrics. The output format requirements are followed, and specific data values are referenced throughout the report.
Generated
News
All IDLV news →
Zacks Investment ResearchT3·42mo ago
Zacks Investment ResearchT3·54mo ago
Seeking AlphaT3·59mo ago
IDLV Options Activity & IV Rank
IDLV IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 59.2%
7-DTE IV: —
Expected Move: $1.75
7-DTE Move: $1.75
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 100
Put Volume: 50
P/C Volume: 0.5
BULLISH
Call OI: 100
Put OI: 50
P/C OI: 0.5
Total OI: 150
ATM Options Pricing
ATM Call: $0.93
ATM Put: $0.82
Call %: 2.6%
Put %: 2.3%
Chain Summary
Chain Volume: 150
Chain OI: 150
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 16.5% / 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)93.0HighOct 21
Straddle Price (30 DTE)$1.75Oct 21
Beta Analysis
Risk Metrics
Beta: 0.3746
Alpha: 0.23%
Correlation: 0.4467
R-Squared: 20.0%
Stock Volatility: 10.7%
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
IDLV 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
7.83K
SI % of Float
0.08%
Days to Cover
1.00
Short Vol Ratio
27.7%
Free Float
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Float %
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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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