Zacks Investment ResearchT3·13d ago
IJK iShares S&P Mid-Cap 400 Growth ETF
ETF 107.53 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.
IJK
$107.53
—
Key stats
$107.53
- 52-Week Range
- $91.30 – $119.39
- YTD
- +9.29%
- IV Rank (30D)
- 25.27
- Straddle Price
- $3.50
- P/C Vol Ratio
- 2.50
- Open
- $108.30
- Day Range
- $106.83 – $108.34
- Volume
- 337,062
- Prev Close
- $109.87
About
iShares S&P Mid-Cap 400 Growth ETF (IJK) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2000-07-24
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.16% issuer, Oct 22, 2026
- Assets
- $10.5B issuer-reported, Oct 20, 2026
- Trailing yield
- 0.58% paid quarterly
- Average daily volume
- $49M 30 sessions
- Holdings
- 253 top 10 are 13.5%
- Listed
- Jul 24, 2000 NYSE Arca
- Net asset value
- $109.86 issuer, Oct 21, 2026 · closed +0.01% to NAV
- Median bid/ask spread
- 0.03% 30 days, issuer-reported
- 30-day SEC yield
- 0.58% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +15.0% issuer, through Sep 30, 2026 · 3 years +15.7% a year · 5 years +7.7% · 10 years +10.6%
- Distributions, 12 months
- $0.64 a share issuer, through Sep 15, 2026: 100% income
- Tracking difference
- -0.20 pts vs index, after fees, FY 2026
Cost76
Liquidity90
Scale100
Diversification100
Moves with. US large-cap stocks (62% of its variance, beta 1.05); Small caps over large (22% of its variance, beta 0.63); Emerging markets over US (6% of its variance, beta 0.12). These factors explain 85% of its daily moves over the last year.
Stated objective. The iShares S&P Mid-Cap 400 Growth ETF (the Fund ) seeks to track the investment results of an index composed of mid-capitalization U.S. equities that exhibit growth characteristics. (from the fund's prospectus)
All 253 holdingsFlow historySimilar fundsOverlap toolAll Mid Cap Growth ETFs
Fund flows
daily as of Oct 21, 2026issuer datathrough Jun 2026SEC filings- Oct 21, 2026
- $0 latest day
- Latest 5 trading days
- +$11M
- Latest 21 trading days
- +$129M +1.2% of assets
- Year to date
- +$144M +$107M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 21, 2026 | $0 |
| Oct 20, 2026 | $0 |
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | +$11M |
| Oct 14, 2026 | +$22M |
| Oct 13, 2026 | +$5.5M |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | $0 |
| Oct 8, 2026 | +$17M |
| Oct 7, 2026 | +$11M |
| Oct 6, 2026 | +$57M |
| Oct 5, 2026 | −$22M |
| Oct 2, 2026 | +$129M |
| Oct 1, 2026 | −$11M |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | $0 |
| Sep 28, 2026 | −$5.5M |
| Sep 25, 2026 | −$83M |
| Sep 24, 2026 | −$5.5M |
| Sep 23, 2026 | +$5.5M |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jun 2026
- +$4.0M latest reported month
- Latest 3 months
- −$247M −2.2% of assets
- Latest 12 months
- −$103M −0.9% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$4.0M |
| May 2026 | −$113M |
| Apr 2026 | −$138M |
| Mar 2026 | +$584M |
| Feb 2026 | −$21M |
| Jan 2026 | −$107M |
| Dec 2025 | −$38M |
| Nov 2025 | +$9.2M |
| Oct 2025 | −$24M |
| Sep 2025 | −$83M |
| Aug 2025 | −$60M |
| Jul 2025 | −$116M |
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 | |
|---|---|---|---|---|---|
| MDYGState Street SPDR S&P 400 Mid Cap Growth ETF | 100% | 0.15% | $2.8B | +14.8% | compare |
| IVOGVanguard S&P Mid-Cap 400 Growth ETF | 94% | 0.10% | $1.7B | +15.1% | compare |
| SPMDState Street SPDR Portfolio S&P 400 Mid Cap ETF | 65% | 0.03% | $18.4B | +12.4% | compare |
| IJHiShares Core S&P Mid-Cap ETF | 65% | 0.05% | $123.0B | +12.5% | compare |
| PTMCPacer Trendpilot US Mid Cap ETF | 65% | 0.60% | $370M | +11.4% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 20, 2026issuer data- Holdings vs fair value
- +9.2% 42% under, 24% over · 100% covered
- Price / earnings
- 27.2 6% loss-making · 100% covered
- Price / book · sales
- 4.2 · 2.9 revenue growth +11.1%
- Above 200-day average
- 50% 41% above 50-day · by weight
- Short interest
- 6.7% of float, weighted · 4.2 days to cover
- Insider buying
- 8% of weight had net insider buying, 90 days; 62% net selling
- 13F holders
- +3.2% change in shares held by institutions, latest quarter
- Reporting earnings
- 32.3% of weight in 7 days; 74.4% in 14
Holdings reporting in the next 14 days · weighted implied move this week 3.54%
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
Dec 31, 2025 → Jun 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | CIENCiena Corp. | 2.02% | — | — |
| Exit | COHRCoherent Corp. | 1.78% | — | — |
| Exit | LITELumentum Holdings, Inc. | 1.60% | — | — |
| Exit | Flex Ltd. | 1.37% | — | — |
| Exit | CASYCasey's General Stores, Inc. | 1.26% | — | — |
| New position | TTMITTM Technologies, Inc. | — | 1.03% | — |
| New position | ROKURoku, Inc. | — | 0.96% | — |
| Exit | ECHOEchoStar Corp. | 0.90% | — | — |
| New position | CDECoeur Mining, Inc. | — | 0.89% | — |
| New position | SITMSiTime Corp. | — | 0.88% | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.8%. Full holdings and history
Under the hood
fiscal year to Mar 31, 2026SEC census- Authorized participants
- 10 active of 36 with agreements; top 3 did 69%
- Created · redeemed
- $2.0B · $2.2B over the fiscal year
- Redemptions in kind
- 99% creations 99% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 5.92% of assets on loan on average; earned 1.6 bp
- Return vs index
- -0.20 pts after fees; +0.00 before; daily s.d. 0.02
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
253
AUM
$10.5B
Provider
iShares (BlackRock)
Inception
2000-07-24
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.16%
Dividend Yield
0.58%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-15 | 2026-09-18 | $0.1929 | CD |
| 2026-06-15 | 2026-06-18 | $0.1338 | CD |
| 2026-03-17 | 2026-03-20 | $0.1023 | CD |
| 2025-12-16 | 2025-12-19 | $0.2084 | CD |
| 2025-09-16 | 2025-09-19 | $0.1646 | CD |
| 2025-06-16 | 2025-06-20 | $0.1478 | CD |
Asset Allocation
Top Holdings
top 50 of 253 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| OKTA | OKTA CLASS A | 1.85% | Equity (US) | US |
| FTI | TECHNIPFMC PLC | 1.55% | Equity (US) | US |
| ATI | ATI | 1.43% | Equity (US) | US |
| UTHR | UNITED THERAPEUTICS | 1.37% | Equity (US) | US |
| NVT | NVENT ELECTRIC PLC | 1.30% | Equity (US) | US |
| THC | TENET HEALTHCARE CORP | 1.26% | Equity (US) | US |
| XPO | XPO | 1.26% | Equity (US) | US |
| ROKU | ROKU CLASS A | 1.20% | Equity (US) | US |
| RGLD | ROYAL GOLD | 1.16% | Equity (US) | US |
| WWD | WOODWARD | 1.10% | Equity (US) | US |
| CRS | CARPENTER TECHNOLOGY | 1.06% | Equity (US) | US |
| DT | DYNATRACE INC | 1.06% | Equity (US) | US |
| CW | CURTISS WRIGHT | 1.05% | Equity (US) | US |
| MTSI | MACOM TECHNOLOGY SOLUTIONS | 1.05% | Equity (US) | US |
| ITT | ITT INC | 1.01% | Equity (US) | US |
| TOST | TOAST CLASS A | 0.96% | Equity (US) | US |
| EXEL | EXELIXIS INC | 0.92% | Equity (US) | US |
| RBC | RBC BEARINGS | 0.90% | Equity (US) | US |
| TLN | TALEN ENERGY | 0.89% | Equity (US) | US |
| CDE | COEUR MINING | 0.89% | Equity (US) | US |
| APG | API GROUP | 0.88% | Equity (US) | US |
| GWRE | GUIDEWIRE SOFTWARE | 0.88% | Equity (US) | US |
| RBA | RB GLOBAL | 0.86% | Equity (Foreign) | CA |
| SGI | SOMNIGROUP INTERNATIONAL | 0.85% | Equity (US) | US |
| NBIX | NEUROCRINE BIOSCIENCES | 0.83% | Equity (US) | US |
| HALO | HALOZYME THERAPEUTICS | 0.81% | Equity (US) | US |
| MEDP | MEDPACE HOLDINGS | 0.81% | Equity (US) | US |
| JAZZ | JAZZ PHARMACEUTICALS PLC | 0.80% | Equity (US) | US |
| CACI | CACI INTERNATIONAL INC CLASS A | 0.77% | Equity (US) | US |
| PEN | PENUMBRA | 0.73% | Equity (US) | US |
| FN | FABRINET | 0.73% | Equity (US) | US |
| STRL | STERLING INFRASTRUCTURE | 0.72% | Equity (US) | US |
| FIVE | FIVE BELOW | 0.71% | Equity (US) | US |
| BWXT | BWX TECHNOLOGIES INC | 0.71% | Equity (US) | US |
| COKE | COCA COLA CONSOLIDATED INC | 0.69% | Equity (US) | US |
| EHC | ENCOMPASS HEALTH | 0.69% | Equity (US) | US |
| MTZ | MASTEC INC | 0.67% | Equity (US) | US |
| SITM | SITIME | 0.66% | Equity (US) | US |
| ELAN | ELANCO ANIMAL HEALTH | 0.65% | Equity (US) | US |
| TXRH | TEXAS ROADHOUSE INC | 0.64% | Equity (US) | US |
| NTNX | NUTANIX CLASS A | 0.64% | Equity (US) | US |
| CORT | CORCEPT THERAPEUTICS | 0.64% | Equity (US) | US |
| ROIV | ROIVANT SCIENCES LTD | 0.63% | Equity (US) | US |
| BTSG | BRIGHTSPRING HEALTH SERVICES INC | 0.61% | Equity (US) | US |
| MOG.A | MOOG INC CLASS A | 0.60% | Equity (US) | US |
| ENSG | ENSIGN GROUP | 0.58% | Equity (US) | US |
| MKSI | MKS | 0.58% | Equity (US) | US |
| HL | HECLA MINING | 0.58% | Equity (US) | US |
| AMG | AFFILIATED MANAGERS GROUP | 0.58% | Equity (US) | US |
| TTMI | TTM TECHNOLOGIES INC | 0.58% | Equity (US) | US |
Non-Equity Breakdown
iShares S&P Mid-Cap 400 Growth ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-25)
Net assets:
$11.30B
· 248 total positions
· equity 99.87%
· non-equity 5.86%
Non-equity holdings
— 5 positions,
5.86% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 5.86% | $662.2M | 2 |
| Derivative (equity) | 0.00% | $177040 | 3 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 3.34% | -10.31% | 8.00% | 0.31% | 3.56% | 2.35% | 1.21% |
| Feb | 1.98% | -0.23% | -2.22% | 7.87% | -4.70% | 4.72% | 1.24% |
| Mar | -0.42% | 1.85% | -1.80% | 4.56% | -4.23% | -6.87% | -1.15% |
| Apr | 2.28% | -8.31% | -0.78% | -5.57% | -1.06% | 6.85% | -1.10% |
| May | -1.79% | -1.57% | -3.04% | 4.14% | 5.46% | 4.54% | 1.29% |
| Jun | 1.05% | -9.42% | 7.50% | -0.33% | 3.11% | 2.93% | 0.81% |
| Jul | 0.16% | 11.46% | 3.59% | 5.38% | 1.57% | -3.91% | 3.04% |
| Aug | 1.72% | -3.44% | -1.84% | 1.39% | 3.62% | -0.14% | 0.22% |
| Sep | -4.76% | -8.49% | -5.99% | 4.08% | 1.10% | -1.84% | -2.65% |
| Oct | 6.42% | 6.19% | -3.67% | -0.66% | 0.02% | -3.00%* | 0.88% |
| Nov | -5.33% | 5.21% | 6.82% | 8.56% | 1.45% | -- | 3.34% |
| Dec | 5.83% | -6.30% | 4.82% | -7.64% | 0.34% | -- | -0.59% |
| Total | 10.21% | -23.18% | 10.58% | 22.83% | 10.17% | 4.85% | 5.91% |
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: $110.29
SMA 50: $112.03
SMA 200: $109.40
Current: $107.53
EMA 12: $109.53
EMA 26: $110.37
MACD: -0.8411 | Signal: -0.1828
BEARISH
ADX (14): 25.95
TREND
+DI: 17.04
−DI: 34.98
Momentum Oscillators
RSI (14): 38.26
NEUTRAL
Stoch %K: 24.38
Stoch %D: 21.51
Williams %R: -89.60
Volume & Volatility
BB Upper: $113.11
BB Lower: $107.47
NEUTRAL
OBV: 26,598,296
Vol SMA 20: 455,962
Vol ROC: 2.82%
ATR: $1.59
True Range: $3.04
HV 20: 16.4%
HV 30: 14.8%
HV 60: 15.3%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
BULLISH (Confidence Level: 6/10)
Key drivers: Momentum signals from MACD and Bollinger Bands, recent trend direction, and moderate institutional interest.
Primary risks:
- Volatility: Above average stock volatility could amplify price movements.
- Earnings uncertainty: No earnings data available, making it challenging to assess the company's financial performance.
Investment thesis: IJK's recent price action is driven by a mix of fundamental and technical factors. The bearish MACD signal and neutral RSI reading suggest a potential pause or correction in the near term. However, the stock remains above its key moving averages, indicating a strong underlying trend. As such, I recommend a cautious approach with a focus on risk management.
Recent news sentiment impact: No recent news headlines are available to assess their impact on the stock's price movement.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Bullish
- Medium-term (1-3 months): Neutral
- Long-term (3-12 months): Bullish
Support/Resistance Levels: The stock is trading above its key moving averages, indicating a strong trend. Key resistance levels are at $98.39 and $95.58.
Momentum Signals:
- MACD: Bearish signal with a reading of -0.18
- Bollinger Bands: Neutral signal with the price near the middle band
- RSI (14): 56.01 (neutral)
Volume Analysis: Moderate volume with an increase in buying interest, suggesting institutional support.
News & Sentiment Analysis
Recent Headlines Summary: No recent news headlines are available to assess their impact on the stock's price movement.
Sentiment Assessment: Neutral sentiment due to the absence of recent news.
Catalyst Identification: No significant catalysts or events are scheduled in the near term, making it challenging to predict future price movements.
Market Narrative: The lack of recent news and mixed technical signals create a neutral market narrative.
Risk & Volatility Assessment
Beta Interpretation: The stock's beta is 1.04, indicating above average volatility relative to the broader market.
Volatility Regime: Above average stock volatility could amplify price movements.
Options Market Signals:
- IV Rank: High (100.0%) - historically high volatility
- Put/Call Volume Ratio: Bearish sentiment (1.61)
- Put/Call OI Ratio: 0.47
Downside Protection: Support levels are at $95.11 and $91.84, with potential risks if the stock breaks below these levels.
Market Context & Positioning
Sector Performance: Moderate performance within the sector, with no significant divergences.
Institutional Activity: Moderate institutional interest with an increase in buying activity.
Correlation Analysis: The stock has a high correlation (0.92) with the broader market, suggesting amplification of price movements.
Relative Valuation: The stock is trading at its 50-day SMA, indicating a neutral valuation.
Key Levels & Action Items
Critical Price Levels:
- Support: $95.11 and $91.84
- Resistance: $98.39
Breakout/Breakdown Levels:
- Break above the upper Bollinger Band for potential upside continuation
- Break below the lower Bollinger Band for potential downside acceleration
Time-Sensitive Catalysts: No significant events or earnings dates are scheduled in the near term.
Risk Management: Set stop-loss levels at $94.50 and position sizing considerations based on risk tolerance.
This analysis provides a comprehensive overview of IJK's technical, fundamental, and market factors. The mixed signals from MACD and Bollinger Bands suggest caution, while the stock's recent trend direction and moderate institutional interest support a bullish thesis. The absence of recent news headlines makes it challenging to assess sentiment and predict future price movements.
Generated
News
All IJK news →
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Showing 1–10 of 50
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IJK Options Activity & IV Rank
IJK IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 14.6%
7-DTE IV: —
Expected Move: $3.50
7-DTE Move: $3.50
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 2
Put Volume: 5
P/C Volume: 2.5
BEARISH
Call OI: 2
Put OI: 5
P/C OI: 2.5
Total OI: 7
ATM Options Pricing
ATM Call: $1.90
ATM Put: $1.60
Call %: 1.8%
Put %: 1.5%
Chain Summary
Chain Volume: 169
Chain OI: 122
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.
Dealer Positioning
HIGH γ vs HISTORY
Estimated net dealer gamma is at the 98th percentile of this name's own daily history, near the high end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
98%
vs own history
GEX tilt
+1.00
OI-weighted, today
Vanna tilt
-0.90
δ-sensitivity to IV
Charm tilt
-0.97
δ-decay vs time
Vanna tilt -0.90: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.97: the estimated dealer exposure leans negative, 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
—
—
pts
EXTREME
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 14.2% / 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)25.3MediumOct 22
Straddle Price (30 DTE)$3.50Oct 22
Beta Analysis
Risk Metrics
Beta: 1.1516
Alpha: -2.40%
Correlation: 0.8270
R-Squared: 68.4%
Stock Volatility: 17.8%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Above average volatility - stock moves with market amplification
Above average volatility - stock moves with market amplification
Beta & Alpha Over Time
IJK 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.
4 filers$2.65M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $1.20M | 45.30% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $1.14M | 43.08% | 2026-06-30 |
| 3 | Susquehanna International Group, LLP Custodian | $270.25K | 10.21% | 2026-06-30 |
| 4 | ELEVATION POINT WEALTH PARTNERS, LLC | $37.37K | 1.41% | 2026-06-30 |
2 filers$1.63M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Jane Street Group, LLC Custodian | $1.12M | 68.35% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $517.00K | 31.65% | 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
232.04K
SI % of Float
0.24%
Days to Cover
1.00
Short Vol Ratio
56.7%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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