Seeking AlphaT3·28mo ago
IMCV iShares Morningstar Mid-Cap Value ETF
ETFETF quote, holdings, sector allocation, technicals, and options analytics. 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.
IMCV
—
—
Key stats
About
iShares Morningstar Mid-Cap Value ETF (IMCV) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2004-06-28
- Has Options
- No
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.06% issuer, Oct 21, 2026
- Assets
- $1.2B issuer-reported, Oct 19, 2026
- Trailing yield
- 1.88% paid quarterly
- Average daily volume
- $6.0M 30 sessions
- Holdings
- 273 top 10 are 13.4%
- Listed
- Jun 28, 2004 Nasdaq
- Net asset value
- $97.16 issuer, Oct 20, 2026 · closed +0.05% to NAV
- Median bid/ask spread
- 0.06% 30 days, issuer-reported
- 30-day SEC yield
- 2.29% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +16.5% issuer, through Sep 30, 2026 · 3 years +17.4% a year · 5 years +10.2% · 10 years +10.0%
- Distributions, 12 months
- $1.83 a share issuer, through Sep 15, 2026: 100% income
- Tracking difference
- -0.01 pts vs index, after fees, FY 2026
Cost89
Liquidity59
Scale77
Diversification100
Moves with. US large-cap stocks (60% of its variance, beta 0.95); Value over growth (17% of its variance, beta 0.63); Small caps over large (9% of its variance, beta 0.19). These factors explain 89% of its daily moves over the last year.
Stated objective. The iShares Morningstar Mid-Cap Value ETF (the Fund ) seeks to track the investment results of an index composed of mid-capitalization U.S. equities that exhibit value characteristics. (from the fund's prospectus)
All 273 holdingsFlow historySimilar fundsOverlap toolAll Mid Cap Value ETFs
Fund flows
daily as of Oct 19, 2026issuer datathrough Jul 2026SEC filings- Oct 19, 2026
- +$14M latest day
- Latest 5 trading days
- +$24M
- Latest 21 trading days
- +$19M +1.6% of assets
- Year to date
- +$119M +$142M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 19, 2026 | +$14M |
| Oct 16, 2026 | +$9.6M |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | +$4.7M |
| Oct 8, 2026 | −$14M |
| 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 | $0 |
| Sep 25, 2026 | +$4.7M |
| Sep 24, 2026 | $0 |
| Sep 23, 2026 | $0 |
| 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
- +$4.7M latest reported month
- Latest 3 months
- +$38M +3.3% of assets
- Latest 12 months
- +$215M +18.9% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$4.7M |
| Jun 2026 | +$24M |
| May 2026 | +$8.9M |
| Apr 2026 | +$4.2M |
| Mar 2026 | $0 |
| Feb 2026 | +$31M |
| Jan 2026 | +$8.6M |
| Dec 2025 | +$8.0M |
| Nov 2025 | +$8.0M |
| Oct 2025 | +$20M |
| Sep 2025 | +$16M |
| Aug 2025 | +$82M |
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 | |
|---|---|---|---|---|---|
| IMCBiShares Morningstar Mid-Cap ETF | 63% | 0.04% | $1.7B | +19.0% | compare |
| VOEVanguard Morningstar Mid-Cap Value ETF | 62% | 0.05% | $24.1B | +20.4% | compare |
| VOVanguard Morningstar Mid-Cap ETF | 52% | 0.03% | $106.7B | +11.9% | compare |
| IWSiShares Russell Mid-Cap Value ETF | 50% | 0.23% | $15.6B | +21.6% | compare |
| XOEFiShares S&P 500 ex S&P 100 ETF | 46% | 0.20% | $23M | +17.3% | 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- Holdings vs fair value
- +15.2% 53% under, 19% over · 99% covered
- Price / earnings
- 20.0 6% loss-making · 99% covered
- Price / book · sales
- 2.4 · 1.3 revenue growth +7.8%
- Above 200-day average
- 63% 63% above 50-day · by weight
- Short interest
- 4.0% of float, weighted · 3.9 days to cover
- Insider buying
- 6% of weight had net insider buying, 90 days; 58% net selling
- 13F holders
- +3.1% change in shares held by institutions, latest quarter
- Reporting earnings
- 30.4% of weight in 7 days; 63.0% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.12%
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 |
|---|---|---|---|---|
| Increase | FITBFIFTH THIRD BANCORP | 0.48% | 0.62% | +35.3% |
| Increase | MSTRSTRATEGY INC | 0.57% | 0.70% | +17.0% |
| Increase | HBANHUNTINGTON BANCSHARES INC | 0.38% | 0.45% | +28.1% |
| Decrease | FCNCAFIRST CITIZENS BANCSHARES INC | 0.18% | 0.13% | −19.4% |
| Increase | WATWATERS CORP | 0.13% | 0.17% | +66.0% |
| New position | CRBGCOREBRIDGE FINANCIAL INC | — | 0.02% | — |
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 Apr 30, 2026SEC census- Authorized participants
- 7 active of 36 with agreements; top 3 did 72%
- Created · redeemed
- $317M · $113M over the fiscal year
- Redemptions in kind
- 100% creations 99% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 0.81% of assets on loan on average; earned 0.8 bp
- Return vs index
- -0.01 pts after fees; +0.05 before; daily s.d. 0.04
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
273
AUM
$1.2B
Provider
iShares (BlackRock)
Inception
2004-06-28
Exchange
XNAS
Data As Of
2026-10-20
Expense Ratio
0.06%
Dividend Yield
1.87%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-15 | 2026-09-18 | $0.5179 | CD |
| 2026-06-15 | 2026-06-18 | $0.4180 | CD |
| 2026-03-17 | 2026-03-20 | $0.3501 | CD |
| 2025-12-16 | 2025-12-19 | $0.5403 | CD |
| 2025-09-16 | 2025-09-19 | $0.4212 | CD |
| 2025-06-16 | 2025-06-20 | $0.4384 | CD |
Asset Allocation
Top Holdings
top 50 of 273 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| VLO | VALERO ENERGY CORP | 1.74% | Equity (US) | US |
| ADP | AUTOMATIC DATA PROCESSING INC | 1.63% | Equity (US) | US |
| PSX | PHILLIPS 66 | 1.62% | Equity (US) | US |
| ELV | ELEVANCE HEALTH INC | 1.29% | Equity (US) | US |
| USB | US BANCORP | 1.29% | Equity (US) | US |
| MMM | 3M | 1.24% | Equity (US) | US |
| PNC | PNC FINANCIAL SERVICES GROUP | 1.23% | Equity (US) | US |
| MRNA | MODERNA | 1.20% | Equity (US) | US |
| EOG | EOG RESOURCES | 1.16% | Equity (US) | US |
| TRV | TRAVELERS COMPANIES | 1.15% | Equity (US) | US |
| MDLZ | MONDELEZ INTERNATIONAL CLASS A | 1.14% | Equity (US) | US |
| REGN | REGENERON PHARMACEUTICALS | 1.11% | Equity (US) | US |
| CI | CIGNA | 1.09% | Equity (US) | US |
| HPE | HEWLETT PACKARD ENTERPRISE | 1.04% | Equity (US) | US |
| SLB | SLB | 1.04% | Equity (US) | US |
| UPS | UNITED PARCEL SERVICE INC CLASS B | 1.03% | Equity (US) | US |
| TGT | TARGET CORP | 0.98% | Equity (US) | US |
| MPC | MARATHON PETROLEUM | 0.96% | Equity (US) | US |
| GM | GENERAL MOTORS | 0.95% | Equity (US) | US |
| KMI | KINDER MORGAN | 0.92% | Equity (US) | US |
| LNG | CHENIERE ENERGY | 0.82% | Equity (US) | US |
| OKE | ONEOK | 0.81% | Equity (US) | US |
| TFC | TRUIST FINANCIAL | 0.81% | Equity (US) | US |
| MRSH | MARSH | 0.79% | Equity (US) | US |
| DVN | DEVON ENERGY | 0.77% | Equity (US) | US |
| PCAR | PACCAR INC | 0.76% | Equity (US) | US |
| SRE | SEMPRA | 0.76% | Equity (US) | US |
| MET | METLIFE | 0.75% | Equity (US) | US |
| AFL | AFLAC | 0.75% | Equity (US) | US |
| BDX | BECTON DICKINSON | 0.74% | Equity (US) | US |
| D | DOMINION ENERGY | 0.74% | Equity (US) | US |
| MSTR | STRATEGY INC CLASS A | 0.73% | Equity (US) | US |
| DAL | DELTA AIR LINES | 0.70% | Equity (US) | US |
| CL | COLGATE-PALMOLIVE | 0.70% | Equity (US) | US |
| WMB | WILLIAMS | 0.69% | Equity (US) | US |
| PYPL | PAYPAL HOLDINGS | 0.68% | Equity (US) | US |
| XEL | XCEL ENERGY INC | 0.67% | Equity (US) | US |
| F | FORD MOTOR CO | 0.67% | Equity (US) | US |
| KDP | KEURIG DR PEPPER INC | 0.65% | Equity (US) | US |
| OXY | OCCIDENTAL PETROLEUM CORP | 0.64% | Equity (US) | US |
| NOC | NORTHROP GRUMMAN CORP | 0.63% | Equity (US) | US |
| NKE | NIKE CLASS B | 0.62% | Equity (US) | US |
| EXC | EXELON CORP | 0.62% | Equity (US) | US |
| IQV | IQVIA HOLDINGS INC | 0.61% | Equity (US) | US |
| ED | CONSOLIDATED EDISON | 0.58% | Equity (US) | US |
| AIG | AMERICAN INTERNATIONAL GROUP | 0.57% | Equity (US) | US |
| NSC | NORFOLK SOUTHERN CORP | 0.57% | Equity (US) | US |
| AEP | AMERICAN ELECTRIC POWER INC | 0.56% | Equity (US) | US |
| WDAY | WORKDAY CLASS A | 0.56% | Equity (US) | US |
| PRU | PRUDENTIAL FINANCIAL INC | 0.56% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -- | -2.14% | 7.92% | -2.24% | 3.06% | 2.69% | 1.86% |
| Feb | -- | -0.65% | -4.34% | 2.69% | 0.75% | 4.36% | 0.56% |
| Mar | -0.79% | 5.03% | -3.90% | 4.61% | -1.93% | -4.81% | -0.30% |
| Apr | 3.01% | -5.24% | 0.27% | -3.61% | -3.85% | 5.41% | -0.67% |
| May | 1.75% | 2.30% | -5.41% | 3.71% | 4.00% | 0.89% | 1.21% |
| Jun | -3.31% | -10.63% | 7.49% | -1.56% | 2.33% | 1.68% | -0.67% |
| Jul | -1.27% | 6.39% | 3.38% | 6.54% | -0.20% | 3.81% | 3.11% |
| Aug | 2.64% | -2.21% | -3.36% | 3.57% | 4.82% | 1.17% | 1.11% |
| Sep | -3.17% | -10.02% | -5.52% | 1.93% | 1.12% | -5.12% | -3.46% |
| Oct | 2.83% | 6.75% | -2.40% | -0.67% | -0.91% | 5.72%* | 1.89% |
| Nov | -3.74% | 6.21% | 8.62% | 7.28% | 3.05% | -- | 4.28% |
| Dec | 7.56% | -5.25% | 4.59% | -7.60% | 1.15% | -- | 0.09% |
| Total | 5.04% | -11.03% | 5.86% | 14.45% | 13.84% | 16.21% | 7.39% |
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: $94.20
SMA 50: $95.72
SMA 200: $90.67
Current: $97.42
EMA 12: $95.60
EMA 26: $95.08
MACD: 0.5168 | Signal: 0.5153
BULLISH
ADX (14): 30.49
TREND
+DI: 40.73
−DI: 18.89
Momentum Oscillators
RSI (14): 66.23
NEUTRAL
Stoch %K: 92.69
Stoch %D: 91.65
Williams %R: -3.01
Volume & Volatility
BB Upper: $97.61
BB Lower: $90.78
NEUTRAL
OBV: 28,200
Vol SMA 20: 85,651
Vol ROC: -72.14%
ATR: $0.81
True Range: $0.39
HV 20: 10.0%
HV 30: 10.7%
HV 60: 9.8%
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: IMCV
Executive Summary
BULLISH/BEARISH: NEUTRAL (6/10)
Key Drivers:
- Trend direction: Short-term (1-4 weeks): Neutral, Medium-term (1-3 months): Bullish, Long-term (3-12 months): Bearish
- Support/resistance levels:
- Upper Bollinger Band ($90.03)
- Resistance at SMA 20 ($88.70)
- Momentum signals:
- MACD bullish crossover
- RSI neutral (64.51)
Primary Risks:
- Overbought condition in Bollinger Bands
- Weak short-term trend
Recent News Sentiment Impact:
The recent news headlines are generally neutral, which aligns with the technical analysis indicating a range-bound market.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Neutral, Medium-term (1-3 months): Bullish, Long-term (3-12 months): Bearish
Support/Resistance Levels:
- Upper Bollinger Band ($90.03)
- Resistance at SMA 20 ($88.70)
Momentum Signals: + MACD bullish crossover + RSI neutral (64.51)
Volume Analysis: Volume SMA 20: 15381.85, On-Balance Volume (OBV): -383639.32
News & Sentiment Analysis
Recent Headlines Summary:
The recent news headlines are generally neutral, focusing on market commentary and routine announcements.
Sentiment Assessment: Neutral
Catalyst Identification:
- Earnings dates: No earnings data available
- Regulatory changes: N/A
Market Narrative:
The technical signals align with the neutral sentiment from the recent news headlines. The stock is trading within a range, making it difficult to determine the trend direction.
Risk & Volatility Assessment
Risk Metrics: + Beta: 0.67 (vs SPY) + Alpha: 0.03 + Correlation: 0.68 + Stock Volatility: 0.12
Interpretation:
- Low volatility - stock moves less than market
- Risk is relatively low due to the stable trend direction
Options Market Signals: + IV rank: N/A (positive = implied richer than realized) + Put/call ratios: N/A + Unusual activity: N/A
Downside Protection: Support levels: + Lower Bollinger Band ($87.38)
Market Context & Positioning
Sector Performance:
The stock is trading within its sector's range, indicating a neutral performance.
Institutional Activity:
Volume patterns suggest institutional interest in the stock.
Correlation Analysis:
The stock moves in line with the market (R-squared interpretation), indicating a moderate correlation.
Relative Valuation:
The stock is positioned within its trading range, making it difficult to determine its relative value.
Key Levels & Action Items
Critical Price Levels: + Upper Bollinger Band ($90.03) + Resistance at SMA 20 ($88.70)
Breakout/Breakdown Levels: + Lower Bollinger Band ($87.38) - potential breakdown level
Time-Sensitive Catalysts:
Earnings dates: No earnings data available Regulatory changes: N/A
Risk Management: Stop-loss levels and position sizing considerations are essential in this range-bound market.
Conclusion
The analysis suggests a neutral sentiment, with the stock trading within a range. The technical signals indicate a potential breakout above the upper Bollinger Band ($90.03) or breakdown below the lower Bollinger Band ($87.38). A cautious approach is recommended, considering the low volatility and moderate correlation with the market.
Generated
News
All IMCV news →
Seeking AlphaT3·28mo ago
Seeking AlphaT3·28mo ago
Seeking AlphaT3·28mo ago
Seeking AlphaT3·28mo ago
Seeking AlphaT3·29mo ago
Zacks Investment ResearchT3·29mo ago
Seeking AlphaT3·30mo ago
Seeking AlphaT3·32mo ago
Seeking AlphaT3·32mo ago
Showing 1–10 of 50
Page 1 of 5
IMCV Options Activity & IV Rank
Loading options activity...
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
ATM — / Wing —
30 DTE / 10d
—
—
pts
EXTREME
ATM — / 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)
Straddle Price (30 DTE)
Beta Analysis
Risk Metrics
Beta: 0.4819
Alpha: 12.85%
Correlation: 0.5461
R-Squared: 29.8%
Stock Volatility: 11.2%
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
IMCV 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 |
|---|
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|