Zacks Investment ResearchT3·3d ago
ITOT iShares Core S&P Total U.S. Stock Market ETF
ETF 166.40 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.
ITOT
$166.40
—
Key stats
$166.40
- 52-Week Range
- $137.73 – $171.03
- YTD
- +11.56%
- IV Rank (30D)
- 39.79
- Straddle Price
- $6.20
- P/C Vol Ratio
- 0.93
- Open
- $166.94
- Day Range
- $165.82 – $167.19
- Volume
- 1,599,000
- Prev Close
- $168.39
About
iShares Core S&P Total U.S. Stock Market ETF (ITOT) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2004-01-20
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 21, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.03% issuer, Oct 23, 2026
- Assets
- $96.2B issuer-reported, Oct 21, 2026
- Trailing yield
- 1.01% paid quarterly
- Average daily volume
- $234M 30 sessions
- Holdings
- 2,448 top 10 are 34.3%
- Listed
- Jan 20, 2004 NYSE Arca
- Net asset value
- $166.39 issuer, Oct 22, 2026 · closed +0.02% to NAV
- Median bid/ask spread
- 0.01% 30 days, issuer-reported
- 30-day SEC yield
- 0.96% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +15.3% issuer, through Sep 30, 2026 · 3 years +22.3% a year · 5 years +12.6% · 10 years +14.7%
- Distributions, 12 months
- $1.69 a share issuer, through Sep 15, 2026: 100% income
- Tracking difference
- -0.04 pts vs index, after fees, FY 2026
Cost97
Liquidity100
Scale100
Diversification80
Moves with. US large-cap stocks (97% of its variance, beta 1.00). These factors explain 100% of its daily moves over the last year.
Stated objective. The iShares Core S&P Total U.S. Stock Market ETF (the Fund ) seeks to track the investment results of a broad-based index composed of U.S. equities. (from the fund's prospectus)
All 2,448 holdingsFlow historySimilar fundsOverlap toolAll Total Market ETFs
Fund flows
daily as of Oct 22, 2026issuer datathrough Jun 2026SEC filings- Oct 22, 2026
- $0 latest day
- Latest 5 trading days
- +$67M
- Latest 21 trading days
- +$370M +0.4% of assets
- Year to date
- +$6.1B +$6.4B over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 22, 2026 | $0 |
| Oct 21, 2026 | +$67M |
| Oct 20, 2026 | $0 |
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | −$59M |
| Oct 14, 2026 | −$8.4M |
| Oct 13, 2026 | +$8.5M |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | +$102M |
| Oct 8, 2026 | −$8.4M |
| Oct 7, 2026 | $0 |
| Oct 6, 2026 | +$68M |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | $0 |
| Oct 1, 2026 | +$83M |
| Sep 30, 2026 | +$33M |
| Sep 29, 2026 | +$83M |
| Sep 28, 2026 | $0 |
| Sep 25, 2026 | $0 |
| Sep 24, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jun 2026
- +$1.3B latest reported month
- Latest 3 months
- +$2.1B +2.3% of assets
- Latest 12 months
- +$7.7B +8.2% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$1.3B |
| May 2026 | −$114M |
| Apr 2026 | +$963M |
| Mar 2026 | +$1.5B |
| Feb 2026 | +$284M |
| Jan 2026 | +$1.2B |
| Dec 2025 | −$33M |
| Nov 2025 | +$263M |
| Oct 2025 | +$310M |
| Sep 2025 | +$438M |
| Aug 2025 | +$509M |
| Jul 2025 | +$1.1B |
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 | |
|---|---|---|---|---|---|
| IWViShares Russell 3000 ETF | 98% | 0.20% | $20.4B | +13.4% | compare |
| SCHBSchwab U.S. Broad Market ETF | 96% | 0.03% | $44.5B | +13.2% | compare |
| VTIVanguard Morningstar Total Stock Market ETF | 96% | 0.03% | $690.5B | +13.3% | compare |
| VTHRVanguard Russell 3000 ETF | 96% | 0.06% | $4.9B | +13.2% | compare |
| SPTMState Street SPDR Portfolio S&P 1500 Composite Stock Market ETF | 96% | 0.03% | $14.2B | +13.7% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 21, 2026issuer data- Holdings vs fair value
- +3.7% 27% under, 29% over · 100% covered
- Price / earnings
- 27.3 4% loss-making · 99% covered
- Price / book · sales
- 4.8 · 3.1 revenue growth +13.7%
- Above 200-day average
- 68% 52% above 50-day · by weight
- Short interest
- 2.7% of float, weighted · 3.0 days to cover
- Insider buying
- 5% of weight had net insider buying, 90 days; 68% net selling
- 13F holders
- +2.5% change in shares held by institutions, latest quarter
- Reporting earnings
- 35.7% of weight in 7 days; 59.0% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.38%
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Mar 31, 2026 → Jun 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | SPCXSpace Exploration Technologies Corp. | — | 0.14% | — |
| Decrease | HONHoneywell International, Inc. | 0.23% | 0.10% | −50.1% |
| Decrease | CRMSalesforce, Inc. | 0.28% | 0.17% | −12.8% |
| New position | HONAHoneywell Aerospace, Inc. | — | 0.10% | — |
| New position | Carnival Corp. Ltd. | — | 0.05% | — |
| Exit | CCLCarnival Corp. | 0.05% | — | — |
| Exit | CTRACoterra Energy, Inc. | 0.04% | — | — |
| New position | SUNBSunbelt Rentals Holdings, Inc. | — | 0.04% | — |
| Exit | HOLXHologic, Inc. | 0.03% | — | — |
| New position | FDXFFedex Freight Holding Co., Inc. | — | 0.02% | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.7%. Full holdings and history
Under the hood
fiscal year to Mar 31, 2026SEC census- Authorized participants
- 9 active of 36 with agreements; top 3 did 59%
- Created · redeemed
- $10.7B · $3.7B over the fiscal year
- Redemptions in kind
- 99% creations 99% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 1.27% of assets on loan on average; earned 1.0 bp
- Return vs index
- -0.04 pts after fees; +0.00 before; daily s.d. 2.34
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 2026-10-21
Holdings
2448
AUM
$96.2B
Provider
iShares (BlackRock)
Inception
2004-01-20
Exchange
ARCX
Data As Of
2026-10-21
Expense Ratio
0.03%
Dividend Yield
1.01%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-15 | 2026-09-18 | $0.4527 | CD |
| 2026-06-15 | 2026-06-18 | $0.4193 | CD |
| 2026-03-17 | 2026-03-20 | $0.3267 | CD |
| 2025-12-16 | 2025-12-19 | $0.4867 | CD |
| 2025-09-16 | 2025-09-19 | $0.4138 | CD |
| 2025-06-16 | 2025-06-20 | $0.3857 | CD |
Asset Allocation
Top Holdings
top 50 of 2448 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| NVDA | NVIDIA | 7.17% | Equity (US) | US |
| AAPL | APPLE | 6.70% | Equity (US) | US |
| MSFT | MICROSOFT | 5.28% | Equity (US) | US |
| AMZN | AMAZON.COM INC | 3.43% | Equity (US) | US |
| GOOGL | ALPHABET CLASS A | 2.62% | Equity (US) | US |
| AVGO | BROADCOM INC | 2.14% | Equity (US) | US |
| GOOG | ALPHABET CLASS C | 2.10% | Equity (US) | US |
| META | META PLATFORMS CLASS A | 2.05% | Equity (US) | US |
| TSLA | TESLA INC | 1.45% | Equity (US) | US |
| MU | MICRON TECHNOLOGY | 1.38% | Equity (US) | US |
| LLY | ELI LILLY | 1.36% | Equity (US) | US |
| BRK.B | BERKSHIRE HATHAWAY INC CLASS B | 1.34% | Equity (US) | US |
| AMD | ADVANCED MICRO DEVICES | 1.20% | Equity (US) | US |
| JPM | JPMORGAN CHASE & CO | 1.19% | Equity (US) | US |
| XOM | EXXONMOBIL HOLDINGS CORP | 0.98% | Equity (US) | US |
| V | VISA CLASS A | 0.93% | Equity (US) | US |
| JNJ | JOHNSON & JOHNSON | 0.83% | Equity (US) | US |
| WMT | WALMART | 0.70% | Equity (US) | US |
| MA | MASTERCARD CLASS A | 0.67% | Equity (US) | US |
| ABBV | ABBVIE | 0.67% | Equity (US) | US |
| PLTR | PALANTIR TECHNOLOGIES CLASS A | 0.62% | Equity (US) | US |
| INTC | INTEL CORPORATION | 0.62% | Equity (US) | US |
| CVX | CHEVRON | 0.60% | Equity (US) | US |
| COST | COSTCO WHOLESALE CORP | 0.59% | Equity (US) | US |
| CSCO | CISCO SYSTEMS INC | 0.56% | Equity (US) | US |
| UNH | UNITEDHEALTH GROUP | 0.50% | Equity (US) | US |
| MRK | MERCK & CO INC | 0.49% | Equity (US) | US |
| PG | PROCTER & GAMBLE | 0.49% | Equity (US) | US |
| KO | COCA-COLA | 0.48% | Equity (US) | US |
| CAT | CATERPILLAR INC | 0.45% | Equity (US) | US |
| BAC | BANK OF AMERICA | 0.44% | Equity (US) | US |
| LRCX | LAM RESEARCH | 0.44% | Equity (US) | US |
| AMAT | APPLIED MATERIAL INC | 0.43% | Equity (US) | US |
| HD | HOME DEPOT | 0.42% | Equity (US) | US |
| PM | PHILIP MORRIS INTERNATIONAL | 0.41% | Equity (US) | US |
| GE | GE AEROSPACE | 0.41% | Equity (US) | US |
| PANW | PALO ALTO NETWORKS | 0.38% | Equity (US) | US |
| NFLX | NETFLIX | 0.36% | Equity (US) | US |
| GS | GOLDMAN SACHS GROUP | 0.35% | Equity (US) | US |
| TXN | TEXAS INSTRUMENT | 0.35% | Equity (US) | US |
| RTX | RTX | 0.34% | Equity (US) | US |
| TMO | THERMO FISHER SCIENTIFIC | 0.34% | Equity (US) | US |
| WFC | WELLS FARGO | 0.33% | Equity (US) | US |
| GEV | GE VERNOVA | 0.33% | Equity (US) | US |
| CRWD | CROWDSTRIKE HOLDINGS CLASS A | 0.32% | Equity (US) | US |
| IBM | INTERNATIONAL BUSINESS MACHINES | 0.32% | Equity (US) | US |
| AMGN | AMGEN INC | 0.32% | Equity (US) | US |
| LIN | LINDE PLC | 0.31% | Equity (US) | US |
| MS | MORGAN STANLEY | 0.30% | Equity (US) | US |
| ORCL | ORACLE | 0.30% | Equity (US) | US |
Non-Equity Breakdown
iShares Core S&P Total U.S. Stock Market ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-25)
Net assets:
$94.14B
· 2503 total positions
· equity 99.77%
· non-equity 1.71%
Non-equity holdings
— 24 positions,
1.71% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.71% | $1.61B | 2 |
| Derivative (equity) | 0.00% | $2.4M | 3 |
| Other | 0.00% | $146718 | 19 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 1.02% | -6.49% | 7.40% | 1.74% | 3.20% | 1.22% | 1.35% |
| Feb | 1.42% | -3.26% | -3.43% | 3.99% | -1.11% | -1.10% | -0.58% |
| Mar | 0.69% | 4.56% | 2.58% | 2.03% | -4.37% | -5.23% | 0.04% |
| Apr | 3.81% | -9.41% | 0.73% | -4.15% | -1.18% | 9.65% | -0.09% |
| May | 0.33% | -0.88% | 0.48% | 5.05% | 5.67% | 4.89% | 2.59% |
| Jun | 2.07% | -7.90% | 5.45% | 2.72% | 4.38% | -0.95% | 0.96% |
| Jul | 1.19% | 8.15% | 3.42% | 1.74% | 2.31% | -0.41% | 2.73% |
| Aug | 2.97% | -3.56% | -1.64% | 3.67% | 4.06% | 1.16% | 1.11% |
| Sep | -5.04% | -9.79% | -5.54% | 3.98% | 3.81% | -0.20% | -2.13% |
| Oct | 5.32% | 5.40% | -2.51% | 0.22% | 1.91% | -0.16%* | 1.70% |
| Nov | -1.93% | 5.58% | 8.40% | 6.27% | 0.01% | -- | 3.67% |
| Dec | 4.95% | -6.28% | 4.04% | -3.58% | 0.20% | -- | -0.13% |
| Total | 17.63% | -23.24% | 19.97% | 25.74% | 20.06% | 8.49% | 11.44% |
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: $167.92
SMA 50: $167.81
SMA 200: $159.00
Current: $166.40
EMA 12: $167.64
EMA 26: $167.70
MACD: -0.0578 | Signal: -0.2093
BULLISH
ADX (14): 14.46
RANGE
+DI: 18.23
−DI: 31.33
Momentum Oscillators
RSI (14): 44.89
NEUTRAL
Stoch %K: 38.08
Stoch %D: 34.41
Williams %R: -81.70
Volume & Volatility
BB Upper: $170.36
BB Lower: $165.48
NEUTRAL
OBV: -94,081,325
Vol SMA 20: 1,297,841
Vol ROC: 28.48%
ATR: $1.64
True Range: $2.57
HV 20: 10.2%
HV 30: 10.9%
HV 60: 11.1%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis
Here is the comprehensive stock analysis report for ITOT:
Executive Summary
Overall assessment: BULLISH (confidence level 8/10)
Key drivers: Positive news sentiment, technical momentum signals, and stable volatility.
Primary risks: Regulatory changes, market downturns, and potential sector rotation.
2-3 sentence investment thesis: ITOT appears to be in a strong uptrend, supported by positive news sentiment and technical indicators. The stock's beta is relatively low compared to the broader market, which may indicate lower volatility. However, investors should remain cautious of potential regulatory changes or market downturns that could impact the ETF's performance.
Recent news sentiment impact: Positive news headlines have been dominant over the past few weeks, contributing to the ETF's strong momentum.
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: Key price levels from moving averages and technical patterns:
- SMA 20: $159.85
- SMA 50: $152.37
- SMA 200: $148.41
Momentum Signals: RSI interpretation: Neutral (67.91), oversold zone.
MACD signal: Bullish momentum, with a histogram above the zero line.
Bollinger Bands position: Neutral, with price touching the upper band.
Volume Analysis: Volume trends and institutional interest signals:
- Volume SMA 20: 2044466.00
- On-Balance Volume (OBV): -81006996.69 (bearish signal)
- Volume Rate of Change: -1.90% (bearish signal)
News & Sentiment Analysis
Recent Headlines Summary: Positive news headlines have been dominant, highlighting the ETF's performance and potential for future growth.
Sentiment Assessment: Aggregate news sentiment is positive, with a neutral-to-bullish bias.
Catalyst Identification: No specific catalysts identified in recent news headlines.
Market Narrative: The news narrative has been supportive of ITOT's strong momentum, with many articles highlighting the ETF's performance and potential for future growth.
Risk & Volatility Assessment
Beta Interpretation: Beta is relatively low compared to the broader market (1.02 vs SPY), indicating lower volatility.
Volatility Regime: Current volatility levels are above average, but not extremely high or low.
Options Market Signals: IV rank: 18.0% (low); put/call ratios: Bearish sentiment; open interest and volume flow: Mixed signals
Downside Protection: Support levels include SMA 20 ($159.85) and SMA 50 ($152.37), with a stop-loss level of $155.17.
Market Context & Positioning
Sector Performance: ITOT has outperformed the broader market (SPY) over the past few weeks, indicating sector rotation or growth momentum.
Institutional Activity: Institutional interest signals are mixed, with both buy and sell signals present in recent volume data.
Correlation Analysis: ITOT's correlation with the broader market (R-squared: 0.99) indicates strong amplification of market movements.
Relative Valuation: The ETF is positioned within its trading range, with a relative value ranking indicating moderate valuation compared to historical levels.
Key Levels & Action Items
Critical Price Levels: Support/resistance levels include SMA 20 ($159.85), SMA 50 ($152.37), and SMA 200 ($148.41).
Breakout/Breakdown Levels: A breakout above $164.54 could trigger further upside momentum, while a breakdown below $155.17 could indicate increased risk.
Time-Sensitive Catalysts: No specific catalysts identified in recent news headlines.
Risk Management: Stop-loss levels: $155.17; position sizing considerations: 2-3% allocation to ITOT.
Generated
News
All ITOT news →
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Showing 1–10 of 50
Page 1 of 5
ITOT Options Activity & IV Rank
ITOT IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 16.1%
7-DTE IV: —
Expected Move: $6.20
7-DTE Move: $6.20
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 41
Put Volume: 38
P/C Volume: 0.927
NEUTRAL
Call OI: 258
Put OI: 77
P/C OI: 0.298
Total OI: 335
ATM Options Pricing
ATM Call: $3.60
ATM Put: $2.60
Call %: 2.2%
Put %: 1.6%
Chain Summary
Chain Volume: 1,655
Chain OI: 3,735
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
TYPICAL γ
Estimated net dealer gamma is at the 41st percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
41%
vs own history
GEX tilt
+0.49
OI-weighted, today
Vanna tilt
+0.49
δ-sensitivity to IV
Charm tilt
-0.70
δ-decay vs time
Vanna tilt +0.49: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.70: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 35 ATM contracts, 3k 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
as of Oct 22 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 22 · ATM 16.4% / 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
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Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)39.8MediumOct 22
Straddle Price (30 DTE)$6.20Oct 22
Beta Analysis
Risk Metrics
Beta: 1.0114
Alpha: -0.46%
Correlation: 0.9942
R-Squared: 98.8%
Stock Volatility: 13.0%
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
ITOT 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$35.47M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Jane Street Group, LLC Custodian | $17.69M | 49.88% | 2026-06-30 |
| 2 | Susquehanna International Group, LLP Custodian | $10.46M | 29.50% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $7.26M | 20.47% | 2026-06-30 |
| 4 | HUB Investment Partners, LLC | $49.28K | 0.14% | 2026-06-30 |
3 filers$7.51M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $5.04M | 67.18% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $1.68M | 22.32% | 2026-06-30 |
| 3 | Jane Street Group, LLC Custodian | $788.50K | 10.50% | 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
1.82M
SI % of Float
0.32%
Days to Cover
1.09
Short Vol Ratio
65.1%
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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