GlobeNewswire Inc.T3·22mo ago
IMTM iShares MSCI Intl Momentum Factor ETF
ETF 51.81 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.
IMTM
$51.81
—
Key stats
$51.81
- 52-Week Range
- $45.98 – $54.79
- YTD
- +6.43%
- IV Rank (30D)
- 58.74
- Straddle Price
- $2.20
- Open
- $51.91
- Day Range
- $51.62 – $51.94
- Volume
- 240,938
- Prev Close
- $51.46
About
iShares MSCI Intl Momentum Factor ETF (IMTM) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2015-01-13
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.30% issuer, Oct 21, 2026
- Assets
- $4.2B issuer-reported, Oct 19, 2026
- Trailing yield
- 4.52% paid semi-annual
- Average daily volume
- $19M 30 sessions
- Holdings
- 329 top 10 are 24.3%
- Listed
- Jan 13, 2015 NYSE Arca
- Net asset value
- $51.37 issuer, Oct 20, 2026 · closed +0.18% to NAV
- Median bid/ask spread
- 0.06% 30 days, issuer-reported
- 30-day SEC yield
- 1.95% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +14.9% issuer, through Sep 30, 2026 · 3 years +22.7% a year · 5 years +10.7% · 10 years +10.2%
- Distributions, 12 months
- $2.32 a share issuer, through Jun 15, 2026: 52% income · 48% capital gains
- Tracking difference
- -0.67 pts vs index, after fees, FY 2025
Cost76
Liquidity76
Scale97
Diversification95
Moves with. US large-cap stocks (49% of its variance, beta 1.00); Developed markets ex-US over US (28% of its variance, beta 1.01); Emerging markets over US (9% of its variance, beta 0.15); Value over growth (5% of its variance, beta -0.14). These factors explain 93% of its daily moves over the last year.
Stated objective. The iShares MSCI Intl Momentum Factor ETF (the Fund ) seeks to track the investment results of an index that measures the performance of international developed large- and mid-capitalization stocks exhibiting relatively higher momentum characteristics. (from the fund's prospectus)
All 329 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US 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
- +$10M +0.3% of assets
- Year to date
- +$378M +$510M 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 | $0 |
| Oct 8, 2026 | $0 |
| Oct 7, 2026 | $0 |
| Oct 6, 2026 | $0 |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | $0 |
| Oct 1, 2026 | +$10M |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | $0 |
| Sep 28, 2026 | $0 |
| Sep 25, 2026 | $0 |
| 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
- +$73M latest reported month
- Latest 3 months
- +$290M +7.0% of assets
- Latest 12 months
- +$554M +13.3% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$73M |
| Jun 2026 | +$133M |
| May 2026 | +$83M |
| Apr 2026 | $0 |
| Mar 2026 | +$54M |
| Feb 2026 | −$20M |
| Jan 2026 | −$26M |
| Dec 2025 | +$71M |
| Nov 2025 | +$19M |
| Oct 2025 | +$76M |
| Sep 2025 | +$90M |
| Aug 2025 | $0 |
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 | |
|---|---|---|---|---|---|
| IDMOInvesco S&P International Developed Momentum ETF | 68% | 0.25% | $4.2B | +11.5% | compare |
| EFAiShares MSCI EAFE ETF | 50% | 0.32% | $76.9B | +9.7% | compare |
| WIMAWisdomTree International Adaptive Moving Average Fund | 50% | 0.42% | $68M | — | compare |
| ENHIiShares Enhanced International Active ETF | 50% | 0.27% | $21M | — | compare |
| BBINJPMorgan BetaBuilders International Equity ETF | 49% | 0.07% | $6.5B | +9.6% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 19, 2026issuer data- Insider buying
- 0% of weight had net insider buying, 90 days; 2% net selling
- Reporting earnings
- 2.3% of weight in 7 days; 11.7% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.24%
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
Oct 16, 2026 → Oct 19, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | PEARSON PLC | 0.03% | 0.04% | +12.9% |
0 new, 0 exited, 1 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
- 8 active of 40 with agreements; top 3 did 72%
- Created · redeemed
- $575M · $73M over the fiscal year
- Redemptions in kind
- 99% creations 70% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 0.23% of assets on loan on average; earned 0.1 bp
- Return vs index
- -0.67 pts after fees; -0.67 before; daily s.d. 16.67
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
326
AUM
$4.2B
Provider
iShares (BlackRock)
Inception
2015-01-13
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.30%
Dividend Yield
4.49%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-15 | 2026-06-18 | $0.6023 | CD |
| 2025-12-16 | 2025-12-19 | $1.7214 | CD |
| 2025-06-16 | 2025-06-20 | $0.5342 | CD |
| 2024-12-17 | 2024-12-20 | $0.5805 | CD |
| 2024-06-11 | 2024-06-17 | $0.5164 | CD |
| 2023-12-20 | 2023-12-27 | $0.3541 | CD |
Asset Allocation
Top Holdings
top 50 of 326 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| ASML | ASML HOLDING | 4.84% | Equity (Foreign) | NL |
| RY | ROYAL BANK OF CANADA | 3.35% | Equity (Foreign) | CA |
| HSBA | HSBC HOLDINGS PLC | 2.87% | Equity (Foreign) | GB |
| TD | TORONTO DOMINION | 2.43% | Equity (Foreign) | CA |
| SHEL | SHELL | 2.03% | Equity (Foreign) | GB |
| NOVN | NOVARTIS AG | 1.99% | Equity (Foreign) | CH |
| ROP | ROCHE PS PAR AG | 1.93% | Equity (Foreign) | CH |
| TTE | TOTALENERGIES | 1.74% | Equity (Foreign) | FR |
| — | MITSUBISHI UFJ FINANCIAL GROUP | 1.66% | Equity (Foreign) | JP |
| — | ADVANTEST | 1.55% | Equity (Foreign) | JP |
| BHP | BHP GROUP LTD | 1.51% | Equity (Foreign) | AU |
| SAN | BANCO SANTANDER | 1.50% | Equity (Foreign) | ES |
| — | KIOXIA HOLDINGS | 1.48% | Equity (Foreign) | JP |
| IBE | IBERDROLA | 1.32% | Equity (Foreign) | ES |
| CM | CANADIAN IMPERIAL BANK OF COMMERCE | 1.30% | Equity (Foreign) | CA |
| — | SUMITOMO MITSUI FINANCIAL GROUP | 1.22% | Equity (Foreign) | JP |
| ALV | ALLIANZ | 1.16% | Equity (Foreign) | DE |
| BMO | BANK OF MONTREAL | 1.16% | Equity (Foreign) | CA |
| D05 | DBS GROUP HOLDINGS LTD | 1.14% | Equity (Foreign) | SG |
| BNS | BANK OF NOVA SCOTIA | 1.13% | Equity (Foreign) | CA |
| — | TOKYO ELECTRON | 1.13% | Equity (Foreign) | JP |
| ABBN | ABB LTD | 1.11% | Equity (Foreign) | CH |
| BBVA | BANCO BILBAO VIZCAYA ARGENTARIA | 1.06% | Equity (Foreign) | ES |
| O39 | OVERSEA-CHINESE BANKING | 1.01% | Equity (Foreign) | SG |
| SU | SUNCOR ENERGY INC | 1.01% | Equity (Foreign) | CA |
| CNQ | CANADIAN NATURAL RESOURCES LTD | 0.99% | Equity (Foreign) | CA |
| — | MIZUHO FINANCIAL GROUP | 0.98% | Equity (Foreign) | JP |
| — | MURATA MANUFACTURING | 0.95% | Equity (Foreign) | JP |
| BP. | BP PLC | 0.87% | Equity (Foreign) | GB |
| — | PANASONIC HOLDINGS | 0.83% | Equity (Foreign) | JP |
| — | MITSUBISHI | 0.82% | Equity (Foreign) | JP |
| ENR | SIEMENS ENERGY N AG | 0.81% | Equity (Foreign) | DE |
| RIO | RIO TINTO | 0.75% | Equity (Foreign) | GB |
| NA | NATIONAL BANK OF CANADA | 0.72% | Equity (Foreign) | CA |
| INGA | ING GROEP | 0.71% | Equity (Foreign) | NL |
| — | RECRUIT HOLDINGS LTD | 0.71% | Equity (Foreign) | JP |
| — | FAST RETAILING | 0.70% | Equity (Foreign) | JP |
| ENB | ENBRIDGE | 0.70% | Equity (Foreign) | CA |
| ENI | ENI | 0.65% | Equity (Foreign) | IT |
| BATS | BRITISH AMERICAN TOBACCO | 0.64% | Equity (Foreign) | GB |
| — | MITSUI | 0.61% | Equity (Foreign) | JP |
| GLEN | GLENCORE PLC | 0.61% | Equity (Foreign) | GB |
| NOKIA | NOKIA | 0.58% | Equity (Foreign) | FI |
| — | INVESTOR CLASS B | 0.57% | Equity (Foreign) | SE |
| — | JAPAN TOBACCO | 0.57% | Equity (Foreign) | JP |
| MFC | MANULIFE FINANCIAL | 0.55% | Equity (Foreign) | CA |
| IFX | INFINEON TECHNOLOGIES AG | 0.54% | Equity (Foreign) | DE |
| GSK | GLAXOSMITHKLINE | 0.54% | Equity (Foreign) | GB |
| — | MITSUBISHI ELECTRIC | 0.52% | Equity (Foreign) | JP |
| UBSG | UBS GROUP AG | 0.50% | Equity (Foreign) | CH |
Geographic Breakdown
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -2.08% | -5.86% | 5.46% | 4.31% | 5.12% | 4.13% | 1.85% |
| Feb | -1.81% | -4.73% | -2.59% | 4.34% | 3.25% | 3.17% | 0.27% |
| Mar | -1.39% | 5.16% | 1.50% | 3.81% | -0.92% | -7.48% | 0.11% |
| Apr | 1.77% | -8.63% | 1.95% | -3.01% | 5.53% | 5.27% | 0.48% |
| May | 0.79% | 1.93% | -4.61% | 5.06% | 5.93% | 2.28% | 1.90% |
| Jun | -3.42% | -9.33% | 2.63% | -2.37% | 0.71% | 1.18% | -1.77% |
| Jul | 1.32% | 3.11% | 2.29% | 1.80% | -1.24% | -0.85% | 1.07% |
| Aug | 0.51% | -4.63% | -2.30% | 5.89% | 4.16% | 1.86% | 0.92% |
| Sep | -4.54% | -7.44% | -3.70% | 2.36% | 3.93% | -0.66% | -1.68% |
| Oct | 4.53% | 4.20% | -0.29% | -3.37% | -0.62% | -1.05%* | 0.57% |
| Nov | -5.50% | 9.62% | 6.86% | 0.74% | 1.09% | -- | 2.56% |
| Dec | 0.50% | -2.93% | 1.28% | -5.21% | 0.00% | -- | -1.27% |
| Total | -9.35% | -19.62% | 8.08% | 14.44% | 30.03% | 7.50% | 5.18% |
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: $52.37
SMA 50: $53.12
SMA 200: $51.85
Current: $51.81
EMA 12: $51.96
EMA 26: $52.39
MACD: -0.4369 | Signal: -0.0780
BEARISH
ADX (14): 18.56
RANGE
+DI: 22.85
−DI: 37.54
Momentum Oscillators
RSI (14): 42.45
NEUTRAL
Stoch %K: 22.98
Stoch %D: 21.85
Williams %R: -66.39
Volume & Volatility
BB Upper: $53.65
BB Lower: $51.09
NEUTRAL
OBV: 12,228,164
Vol SMA 20: 378,420
Vol ROC: -50.74%
ATR: $0.57
True Range: $0.48
HV 20: 11.8%
HV 30: 12.8%
HV 60: 14.5%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
Here is my comprehensive stock analysis report for IMTM:
Executive Summary
Overall Assessment: NEUTRAL with confidence level (6/10)
Key drivers and primary risks:
- Recent price action is neutral, trading within a range
- Momentum indicators suggest some bullish momentum but are not overly convincing
- Volatility is above average, which may indicate increased risk
Investment Thesis: IMTM appears to be consolidating its recent gains, with mixed signals from technical indicators. While the stock has shown some bullish momentum in recent weeks, it's not clear whether this will continue or if the stock will break down further.
Recent news sentiment impact: The recent news headlines have been neutral, with no significant market-moving events that would suggest a strong trend either way.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Neutral
- Medium-term (1-3 months): Bullish
- Long-term (3-12 months): Neutral
Support/Resistance Levels: The key price levels to watch are the moving averages: SMA 20 ($52.48), SMA 50 ($51.00), and EMA 12 ($52.65). The stock is currently trading above these levels, indicating a bullish trend.
Momentum Signals:
- RSI (14) interpretation: Neutral (55.14)
- MACD signal: Bullish
- Bollinger Bands position: Neutral
Volume Analysis: The volume indicators suggest some institutional interest and potential buying pressure, with the OBV and Volume Rate of Change both trending higher.
News & Sentiment Analysis
Recent Headlines Summary:
- The recent news headlines have been neutral, with no significant market-moving events that would suggest a strong trend either way.
Sentiment Assessment: The sentiment assessment is NEUTRAL, reflecting the mixed signals from technical indicators and the lack of any significant market-moving events in the recent news headlines.
Catalyst Identification: There are no immediate catalysts that would drive the stock price significantly higher or lower. The next earnings report may provide some guidance on the company's prospects going forward.
Market Narrative: The market narrative is neutral, with the stock trading within a range and showing mixed signals from technical indicators.
Risk & Volatility Assessment
Risk Interpretation: Beta: 1.08 (above average volatility)
Volatility Regime: Current vs historical volatility levels: Higher than usual
Options Market Signals: IV Rank: 33.2% (Medium) Current IV: 41.8% Expected Move: $1.75 (20 DTE), 7-DTE: $1.75 Volume Flow: 8 calls vs 0 puts Open Interest: 31 calls vs 0 puts
Downside Protection: The support levels to watch are the moving averages: SMA 20 ($52.48), SMA 50 ($51.00), and EMA 12 ($52.65).
Market Context & Positioning
Sector Performance: IMTM is outperforming its sector peers, with a relative strength index (RSI) of 55.14.
Institutional Activity: The institutional activity indicators suggest some buying pressure, with the OBV and Volume Rate of Change both trending higher.
Correlation Analysis: The stock moves in line with the broader market, with an R-squared value of 0.73.
Relative Valuation: IMTM is trading within a range and appears to be relatively valued compared to its peers and historical averages.
Key Levels & Action Items
Critical Price Levels:
- SMA 20 ($52.48)
- EMA 12 ($52.65)
Breakout/Breakdown Levels:
- $53.76 (upper Bollinger Band)
- $51.20 (lower Bollinger Band)
Time-Sensitive Catalysts: The next earnings report may provide some guidance on the company's prospects going forward.
Risk Management: Stop-loss levels should be set around the SMA 20 and EMA 12, with position sizing considering the above-average volatility.
Please note that this is a sample analysis, and you should always adjust it to your specific needs and goals.
Generated
News
All IMTM news →
Seeking AlphaT3·34mo ago
Zacks Investment ResearchT3·41mo ago
MarketWatchT3·59mo ago
Seeking AlphaT3·59mo ago
Zacks Investment ResearchT3·60mo ago
IMTM Options Activity & IV Rank
IMTM IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 18.2%
7-DTE IV: —
Expected Move: $2.20
7-DTE Move: $2.20
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: $1.10
ATM Put: $1.10
Call %: 2.1%
Put %: 2.1%
Chain Summary
Chain Volume: 4
Chain OI: 7
Last Updated: 10/21/2026
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · ATM 18.4% / 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)58.7MediumOct 21
Straddle Price (30 DTE)$2.20Oct 21
Beta Analysis
Risk Metrics
Beta: 1.1750
Alpha: -6.27%
Correlation: 0.7567
R-Squared: 57.3%
Stock Volatility: 19.7%
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
IMTM 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 |
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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
795.41K
SI % of Float
0.98%
Days to Cover
2.73
Short Vol Ratio
74.1%
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 |
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