Seeking AlphaT3·59mo ago
ISVL iShares International Developed Small Cap Value Factor ETF
ETFETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels
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ISVL
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Key stats
About
iShares International Developed Small Cap Value Factor ETF (ISVL) ETF
No description available.
- Exchange
- BATS
- Inception
- 2021-03-23
- Has Options
- No
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jun 2026flows, SEC filings
International Equity
International Small Cap#14 of 19 by assets
iShares
Developed ex-US
Index-tracking
- Expense ratio
- 0.31% issuer, Oct 22, 2026
- Assets
- $328M issuer-reported, Oct 20, 2026
- Trailing yield
- 3.05% paid semi-annual
- Average daily volume
- $786K 30 sessions
- Holdings
- 566 top 10 are 8.0%
- Listed
- Mar 23, 2021 Cboe BZX
- Last fee change
- +1 bp filed Jul 22, 2025
- Net asset value
- $52.83 issuer, Oct 21, 2026 · closed +0.28% to NAV
- Median bid/ask spread
- 0.21% 30 days, issuer-reported
- 30-day SEC yield
- 2.79% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +23.0% issuer, through Sep 30, 2026 · 3 years +25.0% a year · 5 years +12.5%
- Distributions, 12 months
- $1.61 a share issuer, through Jun 15, 2026: 100% income
- Tracking difference
- +3.50 pts vs index, after fees, FY 2026
Cost75
Liquidity30
Scale56
Diversification100
Moves with. US large-cap stocks (46% of its variance, beta 0.81); Developed markets ex-US over US (36% of its variance, beta 0.92); Gold (4% of its variance, beta 0.04). These factors explain 85% of its daily moves over the last year.
Stated objective. The iShares International Developed Small Cap Value Factor ETF (the Fund ) seeks to track the investment results of an index composed of international developed market small-capitalization stocks, excluding the U.S. and Korea, with prominent value characteristics. (from the fund's prospectus)
All 566 holdingsFlow historySimilar fundsOverlap toolAll International Small Cap ETFs
Fund flows
daily as of Oct 20, 2026issuer datathrough Jun 2026SEC filings- Oct 20, 2026
- $0 latest day
- Latest 5 trading days
- $0
- Latest 21 trading days
- $0 0.0% of assets
- Year to date
- +$235M +$253M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 20, 2026 | $0 |
| 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 | $0 |
| 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 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jun 2026
- $0 latest reported month
- Latest 3 months
- $0 0.0% of assets
- Latest 12 months
- +$271M +86.6% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | $0 |
| May 2026 | $0 |
| Apr 2026 | $0 |
| Mar 2026 | −$4.8M |
| Feb 2026 | +$214M |
| Jan 2026 | +$25M |
| Dec 2025 | +$9.3M |
| Nov 2025 | $0 |
| Oct 2025 | +$14M |
| Sep 2025 | +$4.5M |
| Aug 2025 | +$8.8M |
| Jul 2025 | $0 |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 64 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| DISVDimensional International Small Cap Value ETF | 31% | 0.42% | $5.1B | +19.6% | compare |
| AVDVAvantis International Small Cap Value ETF | 29% | 0.36% | $20.0B | +20.2% | compare |
| DFJWisdomTree Japan SmallCap Dividend Fund | 25% | 0.58% | $442M | +21.0% | compare |
| SCHCSchwab International Small-Cap Equity ETF | 23% | 0.06% | $5.5B | +7.1% | compare |
| IEUSiShares MSCI Europe Small-Cap ETF | 23% | 0.41% | $166M | +4.6% | 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- Insider buying
- 0% of weight had net insider buying, 90 days; 0% net selling
- Reporting earnings
- 0.0% of weight in 7 days; 0.5% in 14
Holdings reporting in the next 14 days
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 19, 2026 → Oct 20, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | SPAREBANK SMNS | 0.33% | — | — |
| Increase | SERCO GROUP PLC | 0.32% | 0.50% | +55.9% |
| Exit | DEME GROUP NV | 0.08% | — | — |
| Decrease | EQUITAL | 0.09% | 0.02% | −74.6% |
| Decrease | DELTA GALIL INDUSTRIES LTD | 0.07% | 0.01% | −88.4% |
| Exit | BIC SA | 0.03% | — | — |
| Exit | FORTYFORMULA SYSTEMS LTD | 0.02% | — | — |
| Increase | IDI INSURANCE COMPANY LTD | 0.08% | 0.10% | +15.3% |
0 new, 4 exited, 2 increased and 2 decreased between the fund's two latest holdings reports; turnover 4.0%. Full holdings and history
Under the hood
fiscal year to Mar 31, 2026SEC census- Authorized participants
- 4 active of 36 with agreements; top 3 did 97%
- Created · redeemed
- $284M · −$4.8M over the fiscal year
- Redemptions in kind
- 99% creations 99% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 0.97% of assets on loan on average; earned 0.8 bp
- Return vs index
- +3.50 pts after fees; +3.50 before; daily s.d. 23.12
- Diversification status
- Non-diversified may concentrate in fewer issuers
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
566
AUM
$327.6M
Provider
iShares (BlackRock)
Inception
2021-03-23
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.31%
Dividend Yield
3.05%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-15 | 2026-06-18 | $1.0106 | CD |
| 2025-12-16 | 2025-12-19 | $0.5999 | CD |
| 2025-06-16 | 2025-06-20 | $0.6795 | CD |
| 2024-12-17 | 2024-12-20 | $0.7224 | CD |
| 2024-06-11 | 2024-06-17 | $0.6204 | CD |
| 2023-12-20 | 2023-12-27 | $0.6299 | CD |
Asset Allocation
Top Holdings
top 50 of 566 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| ALSYDB | AL SYDBANK | 0.96% | Equity (Foreign) | DK |
| VOE | VOESTALPINE AG | 0.83% | Equity (Foreign) | AT |
| ISS | ISS A S | 0.82% | Equity (Foreign) | DK |
| ABDN | ABERDEEN GROUP PLC | 0.81% | Equity (Foreign) | GB |
| BGEO | LION FINANCE GROUP PLC | 0.80% | Equity (Foreign) | GB |
| LMP | LONDONMETRIC PROPERTY REIT PLC | 0.80% | Equity (Foreign) | GB |
| PRU | PERSEUS MINING LTD | 0.80% | Equity (Foreign) | AU |
| BBY | BALFOUR BEATTY PLC | 0.75% | Equity (Foreign) | GB |
| BBOX | TRITAX BIG BOX REIT PLC | 0.72% | Equity (Foreign) | GB |
| MOH | MOTOR OIL (HELLAS) CORINTH REFINER | 0.68% | Equity (Foreign) | GR |
| TVE | TAMARACK VALLEY ENERGY | 0.68% | Equity (Foreign) | CA |
| INVP | INVESTEC PLC | 0.67% | Equity (Foreign) | GB |
| ONEX | ONEX | 0.67% | Equity (Foreign) | CA |
| GL9 | GLANBIA PLC | 0.66% | Equity (Foreign) | IE |
| AZA | AVANZA BANK HOLDING | 0.66% | Equity (Foreign) | SE |
| ACX | ACERINOX | 0.63% | Equity (Foreign) | ES |
| MNDI | MONDI PLC | 0.62% | Equity (Foreign) | GB |
| AZM | AZIMUT HOLDING | 0.61% | Equity (Foreign) | IT |
| VALMT | VALMET CORP | 0.61% | Equity (Foreign) | FI |
| ADEN | ADECCO GROUP AG | 0.61% | Equity (Foreign) | CH |
| ATH | ATHABASCA OIL | 0.57% | Equity (Foreign) | CA |
| BOCHGR | BANK OF CYPRUS HOLDING | 0.57% | Equity (Foreign) | GB |
| LOOMIS | LOOMIS CLASS B | 0.54% | Equity (Foreign) | SE |
| GRT.UN | GRANITE REAL ESTATE INVESTMENT STA | 0.52% | Equity (Foreign) | CA |
| TECN | TECAN GROUP AG | 0.52% | Equity (Foreign) | CH |
| BTE | BAYTEX ENERGY | 0.51% | Equity (Foreign) | CA |
| — | DAISHI HOKUETSU FINANCIAL GROUP | 0.51% | Equity (Foreign) | JP |
| PGE | PGE POLSKA GRUPA ENERGETYCZNA SA | 0.51% | Equity (Foreign) | PL |
| NDA | AURUBIS AG | 0.51% | Equity (Foreign) | DE |
| DRX | DRAX GROUP PLC | 0.51% | Equity (Foreign) | GB |
| PEY | PEYTO EXPLORATION & DEVELOPMENT | 0.50% | Equity (Foreign) | CA |
| SUN | SULZER AG | 0.50% | Equity (Foreign) | CH |
| AKE | ARKEMA SA | 0.50% | Equity (Foreign) | FR |
| RUS | RUSSEL METALS | 0.50% | Equity (Foreign) | CA |
| SRP | SERCO GROUP PLC | 0.50% | Equity (Foreign) | GB |
| — | HKD CASH | 0.49% | Cash/Money Market | HK |
| DLG | DELONGHI | 0.48% | Equity (Foreign) | IT |
| EZJ | EASYJET | 0.48% | Equity (Foreign) | GB |
| — | SHIGA BANK | 0.48% | Equity (Foreign) | JP |
| BAMNB | BAM GROEP KONINKLIJKE NV | 0.47% | Equity (Foreign) | NL |
| — | NISHI-NIPPON FINANCIAL HOLDINGS IN | 0.47% | Equity (Foreign) | JP |
| DKSH | DKSH HOLDING AG | 0.45% | Equity (Foreign) | CH |
| PUIG | PUIG BRANDS SA CLASS B | 0.45% | Equity (Foreign) | ES |
| RBREW | ROYAL UNIBREW | 0.44% | Equity (Foreign) | DK |
| GRG | GREGGS PLC | 0.44% | Equity (Foreign) | GB |
| TCAP | TP ICAP GROUP PLC | 0.44% | Equity (Foreign) | GB |
| UTG | UNITE GROUP REIT PLC | 0.43% | Equity (Foreign) | GB |
| IVG | IVECO GROUP NV | 0.43% | Equity (Foreign) | IT |
| MANTA | MANDATUM | 0.43% | Equity (Foreign) | FI |
| IP | INTERPUMP GROUP | 0.43% | Equity (Foreign) | IT |
Geographic Breakdown
Non-Equity Breakdown
iShares International Developed Small Cap Value Factor ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-24)
Net assets:
$312M
· 531 total positions
· equity 93.80%
· non-equity 7.41%
Non-equity holdings
— 37 positions,
7.41% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Other | 5.97% | $18.6M | 32 |
| Short-term investment | 1.43% | $4.5M | 2 |
| Derivative (equity) | 0.01% | $28542 | 3 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -- | -4.31% | 7.87% | -0.81% | 2.63% | 6.17% | 2.31% |
| Feb | -- | -2.73% | -3.40% | 0.82% | 3.16% | 3.78% | 0.33% |
| Mar | 0.23% | 2.62% | -1.05% | 3.84% | 2.74% | -6.74% | 0.27% |
| Apr | 2.41% | -6.07% | 2.50% | -2.13% | 4.08% | 4.71% | 0.92% |
| May | 2.42% | 1.77% | -4.88% | 6.04% | 7.08% | 2.58% | 2.50% |
| Jun | -4.11% | -11.51% | 0.04% | -4.79% | 0.41% | -2.78% | -3.79% |
| Jul | 2.34% | 7.57% | 3.48% | 5.15% | -0.45% | 3.19% | 3.55% |
| Aug | 0.18% | -6.05% | -1.98% | 4.15% | 5.34% | 4.08% | 0.95% |
| Sep | -4.68% | -8.99% | -3.65% | 3.86% | 3.38% | -1.17% | -1.88% |
| Oct | 3.71% | 3.16% | -1.68% | -4.73% | -0.48% | -1.16%* | -0.20% |
| Nov | -6.59% | 10.71% | 8.37% | 0.52% | 3.71% | -- | 3.34% |
| Dec | 3.53% | -2.46% | 4.08% | -4.82% | 2.76% | -- | 0.62% |
| Total | -1.19% | -17.21% | 8.99% | 6.38% | 39.96% | 12.58% | 8.25% |
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: $53.18
SMA 50: $53.92
SMA 200: $51.61
Current: $52.43
EMA 12: $52.89
EMA 26: $53.25
MACD: -0.3567 | Signal: -0.0428
BEARISH
ADX (14): 24.28
WEAK TREND
+DI: 22.91
−DI: 42.79
Momentum Oscillators
RSI (14): 39.90
NEUTRAL
Stoch %K: 36.05
Stoch %D: 35.27
Williams %R: -76.63
Volume & Volatility
BB Upper: $54.28
BB Lower: $52.08
NEUTRAL
OBV: 4,485,538
Vol SMA 20: 15,573
Vol ROC: -42.04%
ATR: $0.52
True Range: $0.66
HV 20: 12.0%
HV 30: 12.3%
HV 60: 11.9%
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: ISVL
Executive Summary
BULLISH/NEUTRAL (6/10)
Key drivers: Technical indicators, momentum signals, and neutral news sentiment.
Primary risks: Volatility, potential breakdown below $50.84.
Investment thesis: ISVL is in a consolidation phase with a neutral bias, driven by its historical volatility and moderate beta relative to the market. The stock's technical indicators suggest a short-term uptrend, while recent news headlines are neutral.
Recent news sentiment impact: The Seeking Alpha article "This Again?" has a neutral sentiment, which aligns with the overall trend direction.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Uptrend
Support/Resistance Levels: Key price levels include:
- Upper Bollinger Band: $52.81
- Middle Bollinger Band: $51.83
- Lower Bollinger Band: $50.84
Momentum Signals: RSI interpretation: 58.99 (neutral)
MACD signal: Bullish crossover (0.44 / -0.00)
Bollinger Bands position: Neutral
Volume Analysis: Moderate volume rate of change (157.82%) with a slight increase in recent days.
News & Sentiment Analysis
Recent Headlines Summary: The only recent headline, "Weekly Market Pulse: This Again?" is neutral.
Sentiment Assessment: Neutral sentiment due to the lack of significant news events.
Catalyst Identification: No earnings data available. Options activity analysis unavailable as well.
Market Narrative: The stock's technical indicators and momentum signals suggest a short-term uptrend, which aligns with its historical volatility and moderate beta relative to the market.
Risk & Volatility Assessment
Beta Interpretation: Beta 0.83 (vs SPY) suggests a relatively stable stock with moderate volatility.
Volatility Regime: Current volatility is lower than historical levels.
Options Market Signals: No options data available to analyze.
Downside Protection: Support level at $50.84 should be monitored for potential breakdowns.
Market Context & Positioning
Sector Performance: ISVL's performance is moderate within its sector and market.
Institutional Activity: Moderate institutional interest, with a slight increase in recent days.
Correlation Analysis: R-squared interpretation suggests that ISVL moves relatively in sync with the market (0.68).
Relative Valuation: Position within trading range; no clear valuation anomalies present.
Key Levels & Action Items
Critical Price Levels: Upper Bollinger Band: $52.81, Middle Bollinger Band: $51.83, Lower Bollinger Band: $50.84
Breakout/Breakdown Levels: Breakout above $52.81 or breakdown below $50.84 could trigger significant moves.
Time-Sensitive Catalysts: No earnings dates available. Options activity analysis unavailable as well.
Risk Management: Stop-loss levels should be set around the lower Bollinger Band ($50.84) to manage risk.
This comprehensive analysis provides a detailed assessment of ISVL's technical, news, and sentiment indicators. The report highlights the stock's short-term uptrend, moderate volatility, and neutral news sentiment. Key levels and action items are provided to facilitate informed investment decisions.
Generated
News
All ISVL news →
ISVL 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: 0.8205
Alpha: 4.44%
Correlation: 0.6838
R-Squared: 46.8%
Stock Volatility: 15.3%
Market Volatility: 12.8%
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
ISVL 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 |
|---|