The Motley FoolT3·8mo ago
IEUR iShares Core MSCI Europe ETF
ETF 74.30 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.
IEUR
$74.30
—
Key stats
$74.30
- 52-Week Range
- $66.45 – $78.90
- YTD
- +3.66%
- IV Rank (30D)
- 63.43
- Straddle Price
- $1.68
- Open
- $74.47
- Day Range
- $73.98 – $74.56
- Volume
- 449,051
- Prev Close
- $74.01
About
iShares Core MSCI Europe ETF (IEUR) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2014-06-10
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.10% issuer, Oct 21, 2026
- Assets
- $9.5B issuer-reported, Oct 19, 2026
- Trailing yield
- 3.23% paid semi-annual
- Average daily volume
- $100M 30 sessions
- Holdings
- 1,028 top 10 are 19.8%
- Listed
- Jun 10, 2014 NYSE Arca
- Last fee change
- +1 bp filed Nov 21, 2025
- Net asset value
- $73.90 issuer, Oct 20, 2026 · closed +0.15% to NAV
- Median bid/ask spread
- 0.01% 30 days, issuer-reported
- 30-day SEC yield
- 2.53% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +11.2% issuer, through Sep 30, 2026 · 3 years +17.7% a year · 5 years +9.1% · 10 years +9.2%
- Distributions, 12 months
- $2.39 a share issuer, through Jun 15, 2026: 100% income
- Tracking difference
- -0.38 pts vs index, after fees, FY 2025
Cost93
Liquidity100
Scale100
Diversification100
Moves with. US large-cap stocks (56% of its variance, beta 0.97); Developed markets ex-US over US (41% of its variance, beta 1.03). These factors explain 96% of its daily moves over the last year.
Stated objective. The iShares Core MSCI Europe ETF (the Fund ) seeks to track the investment results of an index composed of large-, mid- and small-capitalization European equities. (from the fund's prospectus)
All 1,028 holdingsFlow historySimilar fundsOverlap toolAll Europe ETFs
Fund flows
daily as of Oct 19, 2026issuer datathrough Jul 2026SEC filings- Oct 19, 2026
- $0 latest day
- Latest 5 trading days
- $0
- Latest 21 trading days
- +$439M +4.7% of assets
- Year to date
- +$2.0B +$2.1B over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | +$73M |
| Oct 8, 2026 | $0 |
| Oct 7, 2026 | $0 |
| Oct 6, 2026 | $0 |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | $0 |
| Oct 1, 2026 | $0 |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | $0 |
| Sep 28, 2026 | +$120M |
| Sep 25, 2026 | +$135M |
| Sep 24, 2026 | $0 |
| Sep 23, 2026 | +$112M |
| 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
- +$120M latest reported month
- Latest 3 months
- −$22M −0.2% of assets
- Latest 12 months
- +$911M +10.2% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$120M |
| Jun 2026 | −$142M |
| May 2026 | $0 |
| Apr 2026 | −$111M |
| Mar 2026 | +$1.3B |
| Feb 2026 | $0 |
| Jan 2026 | +$108M |
| Dec 2025 | +$70M |
| Nov 2025 | $0 |
| Oct 2025 | $0 |
| Sep 2025 | −$311M |
| Aug 2025 | −$134M |
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 | |
|---|---|---|---|---|---|
| SPEUState Street SPDR Portfolio Europe ETF | 94% | 0.07% | $700M | +7.0% | compare |
| VGKVanguard FTSE Europe ETF | 92% | 0.06% | $29.7B | +7.9% | compare |
| FLEEFranklin FTSE Europe ETF | 91% | 0.09% | $99M | +7.6% | compare |
| IEViShares Europe ETF | 88% | 0.60% | $1.6B | +7.6% | compare |
| DBEUXtrackers MSCI Europe Hedged Equity ETF | 87% | 0.45% | $777M | +14.2% | 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; 0% net selling
- Reporting earnings
- 4.1% of weight in 7 days; 11.4% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.38%
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 |
|---|---|---|---|---|
| Exit | Roche Holding AG | 2.02% | — | — |
| New position | Roche Holding AG | — | 1.82% | — |
| Exit | RECKITT BENCKISER GROUP PLC | 0.35% | — | — |
| New position | RECKITT BENCKISER GROUP PLC | — | 0.26% | — |
| New position | SUNBSUNBELT RENTALS HOLDINGS, INC. | — | 0.20% | — |
| Exit | ASHTEAD GROUP PUBLIC LIMITED COMPANY | 0.17% | — | — |
| Increase | GDERFGalderma Group AG | 0.18% | 0.25% | +19.6% |
| Exit | JDE Peet's N.V. | 0.04% | — | — |
| New position | TELECOM ITALIA SPA | — | 0.03% | — |
| New position | CSG NV | — | 0.03% | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.7%. Full holdings and history
Under the hood
fiscal year to Jul 31, 2025SEC census- Authorized participants
- 9 active of 40 with agreements; top 3 did 81%
- Created · redeemed
- $2.3B · $661M over the fiscal year
- Redemptions in kind
- 97% creations 75% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 0.49% of assets on loan on average; earned 0.6 bp
- Return vs index
- -0.38 pts after fees; -0.38 before; daily s.d. 14.11
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
1030
AUM
$9.5B
Provider
iShares (BlackRock)
Inception
2014-06-10
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.10%
Dividend Yield
3.22%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-15 | 2026-06-18 | $1.5425 | CD |
| 2025-12-16 | 2025-12-19 | $0.8491 | CD |
| 2025-06-16 | 2025-06-20 | $1.2612 | CD |
| 2024-12-17 | 2024-12-20 | $0.7179 | CD |
| 2024-06-11 | 2024-06-17 | $1.1922 | CD |
| 2023-12-20 | 2023-12-27 | $0.5676 | CD |
Asset Allocation
Top Holdings
top 50 of 1030 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| ASML | ASML HOLDING | 4.17% | Equity (Foreign) | NL |
| ROP | ROCHE PS PAR AG | 2.18% | Equity (Foreign) | CH |
| HSBA | HSBC HOLDINGS PLC | 2.09% | Equity (Foreign) | GB |
| SHEL | SHELL | 1.98% | Equity (Foreign) | GB |
| NOVN | NOVARTIS AG | 1.84% | Equity (Foreign) | CH |
| NESN | NESTLE SA | 1.70% | Equity (Foreign) | CH |
| AZN | ASTRAZENECA PLC | 1.67% | Equity (Foreign) | GB |
| SAP | SAP | 1.51% | Equity (Foreign) | DE |
| SIE | SIEMENS N AG | 1.39% | Equity (Foreign) | DE |
| SAN | BANCO SANTANDER | 1.23% | Equity (Foreign) | ES |
| ALV | ALLIANZ | 1.21% | Equity (Foreign) | DE |
| TTE | TOTALENERGIES | 1.15% | Equity (Foreign) | FR |
| SU | SCHNEIDER ELECTRIC | 0.99% | Equity (Foreign) | FR |
| IBE | IBERDROLA | 0.97% | Equity (Foreign) | ES |
| RR. | ROLLS-ROYCE HOLDINGS PLC | 0.97% | Equity (Foreign) | GB |
| UBSG | UBS GROUP AG | 0.97% | Equity (Foreign) | CH |
| BBVA | BANCO BILBAO VIZCAYA ARGENTARIA | 0.93% | Equity (Foreign) | ES |
| ULVR | UNILEVER PLC | 0.93% | Equity (Foreign) | GB |
| ABBN | ABB LTD | 0.88% | Equity (Foreign) | CH |
| AIR | AIRBUS GROUP | 0.85% | Equity (Foreign) | FR |
| BP. | BP PLC | 0.83% | Equity (Foreign) | GB |
| — | NOVO NORDISK CLASS B | 0.83% | Equity (Foreign) | DK |
| SAF | SAFRAN SA | 0.80% | Equity (Foreign) | FR |
| AI | LAIR LIQUIDE SOCIETE ANONYME POUR | 0.79% | Equity (Foreign) | FR |
| BATS | BRITISH AMERICAN TOBACCO | 0.78% | Equity (Foreign) | GB |
| CFR | COMPAGNIE FINANCIERE RICHEMONT SA | 0.75% | Equity (Foreign) | CH |
| ENR | SIEMENS ENERGY N AG | 0.75% | Equity (Foreign) | DE |
| UCG | UNICREDIT | 0.74% | Equity (Foreign) | IT |
| ZURN | ZURICH INSURANCE GROUP AG | 0.72% | Equity (Foreign) | CH |
| OR | LOREAL SA | 0.71% | Equity (Foreign) | FR |
| MC | LVMH | 0.70% | Equity (Foreign) | FR |
| GSK | GLAXOSMITHKLINE | 0.66% | Equity (Foreign) | GB |
| DTE | DEUTSCHE TELEKOM N AG | 0.64% | Equity (Foreign) | DE |
| BNP | BNP PARIBAS SA | 0.63% | Equity (Foreign) | FR |
| INGA | ING GROEP | 0.62% | Equity (Foreign) | NL |
| ISP | INTESA SANPAOLO | 0.62% | Equity (Foreign) | IT |
| RIO | RIO TINTO | 0.61% | Equity (Foreign) | GB |
| SAN | SANOFI SA | 0.59% | Equity (Foreign) | FR |
| NG. | NATIONAL GRID PLC | 0.52% | Equity (Foreign) | GB |
| LLOY | LLOYDS BANKING GROUP PLC | 0.51% | Equity (Foreign) | GB |
| ENEL | ENEL | 0.51% | Equity (Foreign) | IT |
| MUV2 | MUENCHENER RUECKVERSICHERUNGS-GESE | 0.51% | Equity (Foreign) | DE |
| SPOT | SPOTIFY TECHNOLOGY | 0.51% | Equity (Foreign) | SE |
| IFX | INFINEON TECHNOLOGIES AG | 0.50% | Equity (Foreign) | DE |
| BA. | BAE SYSTEMS PLC | 0.50% | Equity (Foreign) | GB |
| BARC | BARCLAYS PLC | 0.50% | Equity (Foreign) | GB |
| CS | AXA SA | 0.49% | Equity (Foreign) | FR |
| ABI | ANHEUSER-BUSCH INBEV SA | 0.49% | Equity (Foreign) | BE |
| — | INVESTOR CLASS B | 0.48% | Equity (Foreign) | SE |
| ITX | INDUSTRIA DE DISENO TEXTIL SA | 0.45% | Equity (Foreign) | ES |
Geographic Breakdown
Non-Equity Breakdown
iShares Core MSCI Europe ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-23)
Net assets:
$8.95B
· 1020 total positions
· equity 99.47%
· non-equity 1.38%
Non-equity holdings
— 14 positions,
1.38% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.12% | $100.3M | 2 |
| Other | 0.26% | $22.9M | 10 |
| Derivative (equity) | 0.01% | $557496 | 2 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -2.14% | -4.33% | 8.25% | 0.24% | 6.77% | 3.56% | 2.06% |
| Feb | 1.50% | -6.37% | -2.55% | 1.27% | 5.88% | 2.22% | 0.33% |
| Mar | 1.70% | 3.15% | 1.65% | 2.92% | -0.92% | -6.16% | 0.39% |
| Apr | 3.14% | -7.43% | 3.45% | -2.25% | 3.83% | 4.29% | 0.84% |
| May | 2.98% | 2.80% | -5.37% | 6.53% | 5.54% | 2.17% | 2.44% |
| Jun | -3.62% | -10.62% | 0.79% | -5.15% | -0.33% | -0.50% | -3.24% |
| Jul | 1.18% | 5.14% | 2.99% | 1.97% | -2.71% | 2.88% | 1.91% |
| Aug | 1.33% | -7.27% | -2.92% | 5.80% | 4.00% | 0.64% | 0.26% |
| Sep | -6.08% | -8.07% | -4.04% | 2.61% | 3.38% | -3.91% | -2.69% |
| Oct | 4.36% | 6.11% | -1.58% | -4.93% | -0.68% | 2.27%* | 0.93% |
| Nov | -5.59% | 12.67% | 8.97% | -2.17% | 1.64% | -- | 3.10% |
| Dec | 4.19% | -3.14% | 3.42% | -4.10% | 2.60% | -- | 0.59% |
| Total | 2.22% | -18.43% | 12.59% | 1.89% | 32.54% | 7.16% | 6.33% |
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: $73.69
SMA 50: $75.68
SMA 200: $74.57
Current: $74.30
EMA 12: $73.74
EMA 26: $74.20
MACD: -0.4584 | Signal: 0.2209
BEARISH
ADX (14): 26.98
TREND
+DI: 29.94
−DI: 30.20
Momentum Oscillators
RSI (14): 50.49
NEUTRAL
Stoch %K: 66.79
Stoch %D: 63.96
Williams %R: -18.57
Volume & Volatility
BB Upper: $75.28
BB Lower: $72.10
NEUTRAL
OBV: 24,209,178
Vol SMA 20: 1,285,832
Vol ROC: -89.32%
ATR: $0.77
True Range: $0.58
HV 20: 12.6%
HV 30: 12.7%
HV 60: 11.8%
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 (6/10)
Key drivers and primary risks:
- Technical signals indicate a range-bound market with moderate volatility.
- News sentiment is generally positive, but lacks strong catalysts for a significant move.
- Risk metrics suggest a moderate risk profile.
Investment thesis: IEUR appears to be stuck in a range, with no clear trend direction. While news headlines are generally positive, they do not appear to be driving the stock's price movements. Our analysis suggests that IEUR is likely to continue trading within this range until a catalyst emerges or technical signals improve.
Recent news sentiment impact: The news headlines have had little impact on the stock's price movement, indicating a lack of strong catalysts driving the market.
Technical Analysis
Trend Direction: Range-bound (short-term), Neutral (medium-term), and Neutral (long-term)
Support/Resistance Levels: $76.62 (SMA 50) and $78.90 (Upper Bollinger Band)
Momentum Signals:
- RSI interpretation: Neutral (50.02)
- MACD signal: Bullish
- Bollinger Bands position: Neutral
Volume Analysis: Volume has been moderate, with no clear trend direction.
News & Sentiment Analysis
Recent Headlines Summary: Positive news headlines have dominated the narrative, but there is a lack of strong catalysts driving the market.
Sentiment Assessment: Aggregate sentiment is positive (60%).
Catalyst Identification: No imminent earnings or events that could significantly impact the stock's price movement.
Market Narrative: The technical signals and volume analysis suggest a range-bound market, while news headlines are generally positive but lack strong momentum drivers.
Risk & Volatility Assessment
Beta Interpretation: IEUR has a moderate risk profile (beta: 0.89).
Volatility Regime: Moderate volatility (stock volatility: 0.16).
Options Market Signals:
- IV rank: Low
- Current IV: 19.0%
- Expected move: $3.20 (38 DTE)
- Volume flow: 4 calls vs 0 puts
- Open interest: 4 calls vs 0 puts
- Put/Call volume ratio: 0.00 (Bullish sentiment)
Downside Protection: Support levels at $76.62 (SMA 50) and $76.88 (Lower Bollinger Band).
Market Context & Positioning
Sector Performance: IEUR's sector is performing relatively well, but not strongly outperforming the broader market.
Institutional Activity: Institutional interest appears moderate, with no clear trend direction.
Correlation Analysis: IEUR has a high correlation with the market (R-squared: 0.73).
Relative Valuation: IEUR's price is within its historical trading range, indicating fair value.
Key Levels & Action Items
- Critical price levels: $76.62 (SMA 50) and $78.90 (Upper Bollinger Band)
- Breakout/breakdown levels: None apparent
- Time-sensitive catalysts: No imminent events or earnings that could significantly impact the stock's price movement.
- Risk management: Consider using stop-loss levels at $76.62 (SMA 50) or $76.88 (Lower Bollinger Band).
Please note that this analysis is based on the provided data and should not be considered as investment advice.
Generated
News
All IEUR news →
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Showing 1–10 of 50
Page 1 of 5
IEUR Options Activity & IV Rank
IEUR IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 20.6%
7-DTE IV: —
Expected Move: $1.68
7-DTE Move: $1.68
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: $1.68
ATM Put: $0.00
Call %: 2.3%
Put %: 0.0%
Chain Summary
Chain Volume: 91
Chain OI: 22
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.
Dealer Positioning
LOW γ vs HISTORY
Estimated net dealer gamma is at the 16th 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
16%
vs own history
GEX tilt
-1.00
OI-weighted, today
Vanna tilt
-0.45
δ-sensitivity to IV
Charm tilt
+0.95
δ-decay vs time
Vanna tilt -0.45: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt +0.95: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 3 ATM contracts, 0k 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
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pts
EXTREME
as of Oct 21 · No data
30 DTE / 10d
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pts
EXTREME
as of Oct 21 · ATM 17.6% / 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
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Volatility Smile
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IV Rank (7 DTE)
IV Rank (30 DTE)63.4MediumOct 21
Straddle Price (30 DTE)$1.68Oct 21
Beta Analysis
Risk Metrics
Beta: 0.9161
Alpha: -4.77%
Correlation: 0.7263
R-Squared: 52.8%
Stock Volatility: 16.0%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Moderate volatility - stock generally follows market
Beta & Alpha Over Time
IEUR 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 |
|---|
2 filers$481.09K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $240.54K | 50.00% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $240.54K | 50.00% | 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
903.84K
SI % of Float
0.71%
Days to Cover
1.00
Short Vol Ratio
51.0%
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 |
|---|