The Motley FoolT3·2mo ago
IEI iShares 3-7 Year Treasury Bond ETF
ETF 114.24 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.
IEI
$114.24
—
Key stats
$114.24
- 52-Week Range
- $112.88 – $120.78
- YTD
- -4.26%
- IV Rank (30D)
- 43.81
- Straddle Price
- $1.50
- P/C Vol Ratio
- 0.13
- Open
- $113.99
- Day Range
- $113.95 – $114.30
- Volume
- 2,101,521
- Prev Close
- $114.09
About
iShares 3-7 Year Treasury Bond ETF (IEI) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2007-01-05
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 14, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.15% issuer, Oct 16, 2026
- Assets
- $16.9B issuer-reported, Oct 14, 2026
- Trailing yield
- 3.82% paid monthly
- Average daily volume
- $334M 30 sessions
- Holdings
- 84 top 10 are 23.2%
- Listed
- Jan 5, 2007 Nasdaq
- Net asset value
- $114.06 issuer, Oct 15, 2026 · closed +0.02% to NAV
- Median bid/ask spread
- 0.01% 30 days, issuer-reported
- 30-day SEC yield
- 4.90% issuer, Oct 14, 2026
- Return on NAV, 1 year
- −1.5% issuer, through Sep 30, 2026 · 3 years +3.5% a year · 5 years −0.1% · 10 years +1.0%
- Distributions, 12 months
- $4.36 a share issuer, through Oct 1, 2026: 100% income
- Tracking difference
- -0.15 pts vs index, after fees, FY 2026
Cost72
Liquidity100
Scale100
Diversification86
Moves with. Long Treasuries (44% of its variance, beta 0.19); High yield over Treasuries (13% of its variance, beta -0.21); US large-cap stocks (4% of its variance, beta 0.04); US dollar (4% of its variance, beta -0.05). These factors explain 71% of its daily moves over the last year.
Stated objective. The iShares 3-7 Year Treasury Bond ETF (the Fund ) seeks to track the investment results of an index composed of U.S. Treasury bonds with remaining maturities between three and seven years. (from the fund's prospectus)
All 84 holdingsFlow historyOverlap toolAll Intermediate Treasury ETFs
Fund flows
daily as of Oct 14, 2026issuer datathrough May 2026SEC filings- Oct 14, 2026
- −$23M latest day
- Latest 5 trading days
- +$68M
- Latest 21 trading days
- −$88M −0.5% of assets
- Year to date
- +$176M +$499M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 14, 2026 | −$23M |
| Oct 13, 2026 | +$45M |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | −$91M |
| Oct 8, 2026 | +$136M |
| Oct 7, 2026 | −$45M |
| Oct 6, 2026 | $0 |
| Oct 5, 2026 | −$113M |
| Oct 2, 2026 | +$23M |
| Oct 1, 2026 | +$79M |
| Sep 30, 2026 | −$11M |
| Sep 29, 2026 | −$204M |
| Sep 28, 2026 | −$102M |
| Sep 25, 2026 | −$125M |
| Sep 24, 2026 | +$23M |
| Sep 23, 2026 | +$45M |
| Sep 22, 2026 | +$126M |
| Sep 21, 2026 | +$46M |
| Sep 18, 2026 | +$69M |
| Sep 17, 2026 | +$34M |
| Sep 16, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- May 2026
- −$58M latest reported month
- Latest 3 months
- +$416M +2.3% of assets
- Latest 12 months
- +$3.0B +16.2% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | −$58M |
| Apr 2026 | +$24M |
| Mar 2026 | +$451M |
| Feb 2026 | +$586M |
| Jan 2026 | +$215M |
| Dec 2025 | +$48M |
| Nov 2025 | +$370M |
| Oct 2025 | +$119M |
| Sep 2025 | +$216M |
| Aug 2025 | +$855M |
| Jul 2025 | +$438M |
| Jun 2025 | −$270M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 81 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| IEFiShares 7-10 Year Treasury Bond ETF | — | 0.15% | $41.6B | −7.1% | compare |
| VGITVanguard Intermediate-Term Treasury ETF | — | 0.03% | $40.0B | −5.4% | compare |
| SCHRSchwab Intermediately-Term U.S. Treasury ETF | — | 0.03% | $13.3B | −5.5% | compare |
| SPTIState Street SPDR Portfolio Intermediate Term Treasury ETF | — | 0.03% | $10.6B | −5.4% | compare |
| UTENUS Treasury 10 Year Note ETF | — | 0.15% | $262M | −7.7% | compare |
The largest other funds in the Intermediate Treasury category.
Under the hood
fiscal year to Feb 28, 2026SEC census- Authorized participants
- 6 active of 36 with agreements; top 3 did 87%
- Created · redeemed
- $7.2B · $5.0B over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 0.89% of assets on loan on average; earned 0.0 bp
- Return vs index
- -0.15 pts after fees; +0.01 before; daily s.d. 0.34
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 2026-10-14
Holdings
84
AUM
$16.9B
Provider
iShares (BlackRock)
Inception
2007-01-05
Exchange
XNAS
Data As Of
2026-10-14
Expense Ratio
0.15%
Dividend Yield
3.82%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-06 | $0.3683 | CD |
| 2026-09-01 | 2026-09-04 | $0.3713 | CD |
| 2026-08-03 | 2026-08-06 | $0.3790 | CD |
| 2026-07-01 | 2026-07-07 | $0.3625 | CD |
| 2026-06-01 | 2026-06-04 | $0.3694 | CD |
| 2026-05-01 | 2026-05-06 | $0.3597 | CD |
Asset Allocation
Top Holdings
top 50 of 84 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | TREASURY NOTE | 2.95% | Treasury | US |
| — | TREASURY NOTE (2OLD) | 2.36% | Treasury | US |
| — | TREASURY NOTE | 2.31% | Treasury | US |
| — | TREASURY NOTE | 2.31% | Treasury | US |
| — | TREASURY NOTE | 2.28% | Treasury | US |
| — | TREASURY NOTE | 2.27% | Treasury | US |
| — | TREASURY NOTE | 2.26% | Treasury | US |
| — | TREASURY NOTE | 2.19% | Treasury | US |
| — | TREASURY NOTE | 2.16% | Treasury | US |
| — | TREASURY NOTE | 2.12% | Treasury | US |
| — | TREASURY NOTE | 2.11% | Treasury | US |
| — | TREASURY NOTE | 2.11% | Treasury | US |
| — | TREASURY NOTE | 2.09% | Treasury | US |
| — | TREASURY NOTE | 1.95% | Treasury | US |
| — | TREASURY NOTE | 1.95% | Treasury | US |
| — | TREASURY NOTE | 1.89% | Treasury | US |
| — | US TREASURY N/B | 1.85% | Treasury | US |
| — | TREASURY NOTE | 1.68% | Treasury | US |
| — | TREASURY NOTE | 1.65% | Treasury | US |
| — | TREASURY NOTE | 1.64% | Treasury | US |
| — | TREASURY NOTE | 1.60% | Treasury | US |
| — | TREASURY NOTE | 1.60% | Treasury | US |
| — | TREASURY NOTE | 1.56% | Treasury | US |
| — | TREASURY NOTE | 1.53% | Treasury | US |
| — | TREASURY NOTE | 1.44% | Treasury | US |
| — | TREASURY NOTE | 1.42% | Treasury | US |
| — | TREASURY NOTE | 1.41% | Treasury | US |
| — | TREASURY NOTE | 1.27% | Treasury | US |
| — | TREASURY NOTE | 1.27% | Treasury | US |
| — | TREASURY NOTE | 1.19% | Treasury | US |
| — | TREASURY NOTE | 1.16% | Treasury | US |
| — | TREASURY NOTE | 1.15% | Treasury | US |
| — | TREASURY NOTE | 1.14% | Treasury | US |
| — | TREASURY NOTE | 1.14% | Treasury | US |
| — | TREASURY NOTE | 1.13% | Treasury | US |
| — | TREASURY NOTE | 1.13% | Treasury | US |
| — | TREASURY NOTE | 1.13% | Treasury | US |
| — | TREASURY NOTE | 1.12% | Treasury | US |
| — | TREASURY NOTE | 1.09% | Treasury | US |
| — | TREASURY NOTE | 1.07% | Treasury | US |
| — | TREASURY NOTE | 1.05% | Treasury | US |
| — | TREASURY NOTE | 1.04% | Treasury | US |
| — | TREASURY NOTE | 1.00% | Treasury | US |
| — | TREASURY NOTE | 0.99% | Treasury | US |
| — | TREASURY NOTE | 0.99% | Treasury | US |
| — | TREASURY NOTE | 0.99% | Treasury | US |
| — | TREASURY NOTE (OTR) | 0.97% | Treasury | US |
| — | TREASURY NOTE | 0.96% | Treasury | US |
| — | TREASURY NOTE | 0.95% | Treasury | US |
| — | TREASURY NOTE | 0.94% | Treasury | US |
Non-Equity Breakdown
iShares 3-7 Year Treasury Bond ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-24)
Net assets:
$18.49B
· 84 total positions
· equity 0.00%
· non-equity 99.05%
Non-equity holdings
— 84 positions,
99.05% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| US Treasury | 98.84% | $18.28B | 83 |
| Short-term investment | 0.21% | $38.0M | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.31% | -1.01% | 1.80% | 0.60% | 0.51% | 0.03% | 0.27% |
| Feb | -1.17% | -0.39% | -2.74% | -1.66% | 1.76% | 1.60% | -0.43% |
| Mar | -0.87% | -3.84% | 3.39% | 0.07% | 0.35% | -1.07% | -0.33% |
| Apr | 0.36% | -1.47% | 0.32% | -1.26% | 1.17% | 0.08% | -0.13% |
| May | 0.25% | 1.09% | -0.30% | 1.04% | -0.36% | -0.14% | 0.26% |
| Jun | -0.13% | -0.28% | -1.48% | 0.60% | 1.28% | 0.19% | 0.03% |
| Jul | 1.04% | 0.87% | 0.35% | 2.56% | -0.15% | -0.40% | 0.71% |
| Aug | -0.46% | -2.81% | 0.25% | 0.83% | 0.57% | -0.04% | -0.28% |
| Sep | -0.84% | -2.60% | -0.98% | 0.67% | 0.31% | -1.81% | -0.88% |
| Oct | -1.05% | -1.18% | -0.14% | -2.33% | 0.23% | 0.74%* | -0.62% |
| Nov | 0.27% | 2.38% | 2.01% | 0.87% | 0.76% | -- | 1.26% |
| Dec | -0.55% | -1.32% | 1.46% | -1.05% | -0.18% | -- | -0.33% |
| Total | -3.43% | -10.22% | 3.85% | 0.84% | 6.41% | -0.86% | -0.57% |
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: $113.64
SMA 50: $114.96
SMA 200: $117.38
Current: $114.24
EMA 12: $113.74
EMA 26: $114.03
MACD: -0.2902 | Signal: 0.1758
BEARISH
ADX (14): 36.00
TREND
+DI: 23.05
−DI: 28.20
Momentum Oscillators
RSI (14): 53.92
NEUTRAL
Stoch %K: 81.24
Stoch %D: 72.89
Williams %R: -11.40
Volume & Volatility
BB Upper: $114.39
BB Lower: $112.89
NEUTRAL
OBV: -12,231,782
Vol SMA 20: 3,548,739
Vol ROC: -66.68%
ATR: $0.40
True Range: $0.34
HV 20: 3.7%
HV 30: 3.7%
HV 60: 3.4%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-18T00:00:00 – 2026-10-16T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL with a confidence level of 6/10.
Key Drivers:
- Technical indicators suggest a range-bound market, with the stock trading within a narrow band.
- Momentum oscillators are neutral, indicating a lack of strong buy or sell signals.
- Recent news headlines have been neutral to positive, with no significant catalysts driving the stock price.
Primary Risks:
- Low volatility and beta suggest that the stock may not be as responsive to market changes as other stocks.
- Options activity is low, indicating limited institutional interest.
Investment Thesis: IEI appears to be a stable, low-volatility bond ETF trading within a range. The lack of strong momentum signals suggests that investors should focus on risk management rather than trying to time the market. Recent news headlines have been neutral to positive, but there are no significant catalysts driving the stock price.
Recent News Sentiment Impact: The recent news headlines have had a neutral impact on the stock price, with no significant movements or surprises.
Technical Analysis
Trend Direction:
- Short-term: Neutral
- Medium-term: Range-bound
- Long-term: Uptrend
Support/Resistance Levels:
- Key levels to watch include the upper Bollinger Band ($116.81) and the lower Bollinger Band ($116.22).
Momentum Signals:
- RSI interpretation: 45.79 (neutral)
- MACD signal: Bearish, but note that the MACD is below its signal line.
- Bollinger Bands position: Neutral, with the stock trading within a narrow band.
Volume Analysis: Volume has been trending downward, indicating reduced institutional interest and volatility.
News & Sentiment Analysis
Recent Headlines Summary:
- The recent news headlines have been neutral to positive, focusing on bond market trends and ETF performance.
Sentiment Assessment: The aggregate sentiment is NEUTRAL, with no significant surprises or movements driving the stock price.
Catalyst Identification: There are no immediate catalysts driving the stock price, but investors should monitor earnings releases and options activity for potential surprises.
Market Narrative: The market narrative suggests that IEI is a stable, low-volatility bond ETF trading within a range. The lack of strong momentum signals and neutral news sentiment indicate that investors should focus on risk management rather than trying to time the market.
Risk & Volatility Assessment
Risk Metrics:
- Beta: 0.06 (low volatility)
- Alpha: -0.03
- Correlation: 0.23
- Stock Volatility: 0.03
Interpretation: The stock has low volatility, indicating that it may not be as responsive to market changes as other stocks.
Options Market Signals:
- IV Rank: 7.8% (low)
- Current IV: 13.3%
- Expected Move: $1.02 (28 DTE), 7-DTE: $8.22
- Volume Flow: 52 calls vs 46 puts
- Open Interest: 140 calls vs 91 puts
- Put/Call Volume Ratio: 0.89 (neutral sentiment)
- Put/Call OI Ratio: 0.65
Downside Protection: The support levels include the lower Bollinger Band ($116.22) and the SMA 20 ($116.52).
Market Context & Positioning
Sector Performance: IEI is trading within its sector, with no significant outperformance or underperformance.
Institutional Activity: Volume has been trending downward, indicating reduced institutional interest and volatility.
Correlation Analysis: The stock has a low correlation coefficient (0.23), suggesting that it may not be as closely tied to the market as other stocks.
Relative Valuation: IEI is trading within its trading range, with no significant deviations from its mean.
Key Levels & Action Items
Critical Price Levels:
- Support: SMA 20 ($116.52) and lower Bollinger Band ($116.22)
- Resistance: Upper Bollinger Band ($116.81)
Breakout/Breakdown Levels: There are no immediate catalysts driving the stock price, but investors should monitor earnings releases and options activity for potential surprises.
Time-Sensitive Catalysts: No significant earnings releases or options activity in the near term.
Risk Management: Investors should focus on risk management rather than trying to time the market. The support levels include the lower Bollinger Band ($116.22) and the SMA 20 ($116.52).
I hope this report meets your requirements! Let me know if you have any further questions or requests.
Generated
News
All IEI news →
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Showing 1–10 of 50
Page 1 of 5
IEI Options Activity & IV Rank
IEI IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 5.2%
7-DTE IV: —
Expected Move: $1.50
7-DTE Move: $1.27
Days to Exp: 35 (2026-11-20)
Options Flow
Call Volume: 161
Put Volume: 21
P/C Volume: 0.13
BULLISH
Call OI: 205
Put OI: 69
P/C OI: 0.337
Total OI: 274
ATM Options Pricing
ATM Call: $0.88
ATM Put: $0.62
Call %: 0.8%
Put %: 0.5%
Chain Summary
Chain Volume: 11,894
Chain OI: 80,664
Last Updated: 10/16/2026
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.
Dealer Positioning
LOW γ vs HISTORY
Estimated net dealer gamma is at the 15th percentile of this name's own daily history, near the low end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
15%
vs own history
GEX tilt
-0.70
OI-weighted, today
Vanna tilt
-0.49
δ-sensitivity to IV
Charm tilt
+0.68
δ-decay vs time
Vanna tilt -0.49: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt +0.68: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 22 ATM contracts, 13k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
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
36%
+0.0
pts
EXTREME
ATM 5.2% / Wing 5.3%
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)43.8MediumOct 16
Straddle Price (30 DTE)$1.50Oct 16
Beta Analysis
Risk Metrics
Beta: 0.0737
Alpha: -6.30%
Correlation: 0.2806
R-Squared: 7.9%
Stock Volatility: 3.3%
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
IEI 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.
5 filers$13.13M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $5.10M | 38.81% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $4.15M | 31.56% | 2026-06-30 |
| 3 | Susquehanna International Group, LLP Custodian | $2.27M | 17.26% | 2026-06-30 |
| 4 | Wolverine Trading, LLC Custodian | $1.62M | 12.37% | 2025-09-30 |
| 5 | Cetera Investment Advisers Custodian | $100 | <0.01% | 2026-06-30 |
4 filers$3.27M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $1.56M | 47.79% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $1.10M | 33.77% | 2026-06-30 |
| 3 | Jane Street Group, LLC Custodian | $375.84K | 11.50% | 2026-06-30 |
| 4 | Wolverine Trading, LLC Custodian | $226.99K | 6.94% | 2025-09-30 |
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
5.17M
SI % of Float
3.48%
Days to Cover
1.48
Short Vol Ratio
69.0%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-16
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|