IVLU iShares MSCI Intl Value Factor ETF

ETF 42.15 Delayed

ETF 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.

IVLU $42.15 —
Key stats
$42.15
52-Week Range
$35.31 – $45.09
YTD
+9.44%
IV Rank (30D)
68.87
Straddle Price
$1.90
Open
$42.23
Day Range
$42.01 – $42.33
Volume
389,186
Prev Close
$42.61
About

iShares MSCI Intl Value Factor ETF (IVLU) ETF

No description available.

Exchange
ARCX
Inception
2015-06-16
Has Options
Yes
Homepage
https://www.ishares.com/us
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
International Equity Developed ex-US#31 of 189 by assets iShares Developed ex-US Index-tracking
Expense ratio
0.31%
issuer, Oct 22, 2026
Assets
$4.5B
issuer-reported, Oct 20, 2026
Trailing yield
3.30%
paid semi-annual
Average daily volume
$55M
30 sessions
Holdings
361
top 10 are 16.5%
Listed
Jun 16, 2015
NYSE Arca
Last fee change
+1 bp
filed Nov 21, 2025
Net asset value
$42.57
issuer, Oct 21, 2026 · closed +0.10% to NAV
Median bid/ask spread
0.02%
30 days, issuer-reported
30-day SEC yield
2.71%
issuer, Sep 30, 2026
Return on NAV, 1 year
+24.6%
issuer, through Sep 30, 2026 · 3 years +24.1% a year · 5 years +15.4% · 10 years +10.8%
Distributions, 12 months
$1.41 a share
issuer, through Jun 15, 2026: 100% income
Closure risk, 12 months
0.1%
low · model
Tracking difference
-0.34 pts
vs index, after fees, FY 2025
FrenzyCap ETF score
89
how it is built
Cost75
Liquidity92
Scale98
Diversification100

Moves with. US large-cap stocks (58% of its variance, beta 1.02); Developed markets ex-US over US (40% of its variance, beta 1.01). These factors explain 95% of its daily moves over the last year.

Stated objective. The iShares MSCI Intl Value Factor ETF (the Fund ) seeks to track the investment results of an index composed of international developed large- and mid-capitalization stocks with value characteristics and relatively lower valuations. (from the fund's prospectus)

All 361 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US ETFs

Fund flows
daily as of Oct 20, 2026issuer datathrough Jul 2026SEC filings
Oct 20, 2026
$0
latest day
Latest 5 trading days
+$46M
Latest 21 trading days
+$46M
+1.0% of assets
Year to date
+$979M
+$1.2B over 12 months
Each day
Net creations of IVLU by day, Sep 22, 2026 to Oct 20, 2026
DayNet flow
Oct 20, 2026$0
Oct 19, 2026+$46M
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.

Jul 2026
+$34M
latest reported month
Latest 3 months
+$262M
+5.9% of assets
Latest 12 months
+$1.2B
+27.3% of assets
Aug 2025: +$59MSep 2025: +$63MSepOct 2025: +$43MNov 2025: +$61MNovDec 2025: +$185MJan 2026: +$161MJanFeb 2026: +$318M+$318MMar 2026: +$43MMarApr 2026: +$16M+$16MMay 2026: +$165MMayJun 2026: +$64MJul 2026: +$34MJul
View as a table
Net flows of IVLU by month, Aug 2025 to Jul 2026
MonthNet flow
Jul 2026+$34M
Jun 2026+$64M
May 2026+$165M
Apr 2026+$16M
Mar 2026+$43M
Feb 2026+$318M
Jan 2026+$161M
Dec 2025+$185M
Nov 2025+$61M
Oct 2025+$43M
Sep 2025+$63M
Aug 2025+$59M

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
FundOverlapFeeAssets1Y
EFViShares MSCI EAFE Value ETF62%0.31%$30.7B+15.9%compare
VDVVanguard Developed Markets ex-US Value Index ETF49%0.08%$23M—compare
EFAiShares MSCI EAFE ETF48%0.32%$77.3B+9.2%compare
ENHIiShares Enhanced International Active ETF48%0.27%$21M—compare
BBINJPMorgan BetaBuilders International Equity ETF48%0.07%$6.5B+9.0%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; 1% net selling
Reporting earnings
6.1%
of weight in 7 days; 11.0% in 14

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
ActionHoldingWeight beforeWeight afterShares vs flows
ExitRoche Holding AG1.90%——
New positionRoche Holding AG—1.67%—
ExitTEVATeva Pharmaceutical Industries Ltd0.59%——
ExitVolvo AB0.55%——
New positionVOLVFAktiebolaget Volvo—0.51%—
ExitAerCap Holdings NV0.48%——
New positionAERAerCap Holdings N.V.—0.46%—
ExitJardine Matheson Holdings Ltd0.34%——
New positionJARDINE MATHESON HOLDINGS LIMITED—0.31%—
ExitToyota Industries Corp0.28%——

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 Jul 31, 2025SEC census
Authorized participants
7 active
of 40 with agreements; top 3 did 69%
Created · redeemed
$344M · $64M
over the fiscal year
Redemptions in kind
99%
creations 70% in kind
Creation unit
100,000
shares
Securities lending
0.26%
of assets on loan on average; earned 0.1 bp
Return vs index
-0.34 pts
after fees; -0.34 before; daily s.d. 15.75

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
361
AUM
$4.5B
Provider
iShares (BlackRock)
Inception
2015-06-16
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.31%
Dividend Yield
3.30%
Distribution
Semi-Annual
Recent distributions
Ex-Date Pay Date Amount Type
2026-06-15 2026-06-18 $0.7113 CD
2025-12-16 2025-12-19 $0.6944 CD
2025-06-16 2025-06-20 $0.7163 CD
2024-12-17 2024-12-20 $0.5581 CD
2024-06-11 2024-06-17 $0.6511 CD
2023-12-20 2023-12-27 $0.6112 CD
Asset Allocation
Top Holdings
top 50 of 361 holdings
Symbol Name Weight % Asset Class Country
HSBA HSBC HOLDINGS PLC 2.06% Equity (Foreign) GB
SHEL SHELL 2.02% Equity (Foreign) GB
— TOYOTA MOTOR 2.00% Equity (Foreign) JP
SAN BANCO SANTANDER 1.66% Equity (Foreign) ES
BATS BRITISH AMERICAN TOBACCO 1.64% Equity (Foreign) GB
ROP ROCHE PS PAR AG 1.61% Equity (Foreign) CH
BNP BNP PARIBAS SA 1.53% Equity (Foreign) FR
SIE SIEMENS N AG 1.40% Equity (Foreign) DE
NOVN NOVARTIS AG 1.37% Equity (Foreign) CH
SAN SANOFI SA 1.22% Equity (Foreign) FR
TTE TOTALENERGIES 1.20% Equity (Foreign) FR
— MITSUBISHI UFJ FINANCIAL GROUP 1.20% Equity (Foreign) JP
BBVA BANCO BILBAO VIZCAYA ARGENTARIA 1.10% Equity (Foreign) ES
BARC BARCLAYS PLC 1.05% Equity (Foreign) GB
— MITSUBISHI 0.98% Equity (Foreign) JP
BHP BHP GROUP LTD 0.97% Equity (Foreign) AU
— MITSUI 0.96% Equity (Foreign) JP
UCG UNICREDIT 0.96% Equity (Foreign) IT
— SUMITOMO MITSUI FINANCIAL GROUP 0.96% Equity (Foreign) JP
— ITOCHU 0.95% Equity (Foreign) JP
GSK GLAXOSMITHKLINE 0.92% Equity (Foreign) GB
— SUMITOMO 0.89% Equity (Foreign) JP
BAYN BAYER AG 0.84% Equity (Foreign) DE
DBK DEUTSCHE BANK AG 0.83% Equity (Foreign) DE
DTE DEUTSCHE TELEKOM N AG 0.82% Equity (Foreign) DE
— CK HUTCHISON HOLDINGS 0.76% Equity (Foreign) HK
IFX INFINEON TECHNOLOGIES AG 0.76% Equity (Foreign) DE
— HONDA MOTOR 0.75% Equity (Foreign) JP
NWG NATWEST GROUP PLC 0.75% Equity (Foreign) GB
INGA ING GROEP 0.75% Equity (Foreign) NL
NOKIA NOKIA 0.73% Equity (Foreign) FI
RIO RIO TINTO 0.72% Equity (Foreign) GB
— MIZUHO FINANCIAL GROUP 0.70% Equity (Foreign) JP
— CANON 0.69% Equity (Foreign) JP
— KIOXIA HOLDINGS 0.69% Equity (Foreign) JP
— MURATA MANUFACTURING 0.68% Equity (Foreign) JP
GLE SOCIETE GENERALE SA 0.66% Equity (Foreign) FR
DG VINCI SA 0.66% Equity (Foreign) FR
LLOY LLOYDS BANKING GROUP PLC 0.66% Equity (Foreign) GB
DHL DHL AG 0.65% Equity (Foreign) DE
— RENESAS ELECTRONICS CORP 0.64% Equity (Foreign) JP
ISP INTESA SANPAOLO 0.63% Equity (Foreign) IT
ABI ANHEUSER-BUSCH INBEV SA 0.62% Equity (Foreign) BE
MBG MERCEDES-BENZ GROUP N AG 0.62% Equity (Foreign) DE
BP. BP PLC 0.61% Equity (Foreign) GB
VOD VODAFONE GROUP PLC 0.60% Equity (Foreign) GB
— MARUBENI 0.58% Equity (Foreign) JP
— FUJIFILM HOLDINGS 0.56% Equity (Foreign) JP
MT ARCELORMITTAL SA 0.55% Equity (Foreign) FR
— KOMATSU 0.55% Equity (Foreign) JP
Geographic Breakdown
Non-Equity Breakdown
iShares MSCI Intl Value Factor ETF · NPORT-P period 2026-07-31 (filed 2026-09-23)
Net assets: $4.45B · 365 total positions · equity 98.99% · non-equity 1.26%
Non-equity holdings — 21 positions, 1.26% of NAV
Category Weight Value Positions
Other 0.82% $36.3M 16
Short-term investment 0.44% $19.5M 2
Derivative (equity) 0.01% $296411 3
Chart
Seasonality
'21'22'23'24'25'26Avg
Jan-0.48%1.99%7.35%-0.23%4.45%5.17%3.04%
Feb4.88%-3.44%-2.39%1.66%6.14%4.82%1.95%
Mar2.97%2.37%-0.20%3.82%1.13%-5.57%0.75%
Apr0.28%-6.19%1.68%-0.68%3.02%3.20%0.22%
May3.19%4.11%-4.08%5.23%6.13%3.44%3.00%
Jun-3.69%-11.35%2.37%-5.93%-0.96%-2.29%-3.64%
Jul-0.93%1.89%3.56%3.48%0.24%4.19%2.07%
Aug0.39%-4.58%-1.91%5.71%6.05%1.12%1.13%
Sep-1.70%-7.84%-1.44%2.70%2.34%-2.70%-1.44%
Oct1.21%3.81%-2.68%-3.72%0.56%-0.26%*-0.18%
Nov-6.83%11.12%5.95%-1.20%3.39%--2.49%
Dec3.71%-2.11%0.95%-3.23%2.48%--0.36%
Total2.41%-11.69%8.81%7.06%40.73%11.02%9.72%
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: $42.61
SMA 50: $43.59
SMA 200: $42.06
Current: $42.16
EMA 12: $42.49
EMA 26: $42.83
MACD: -0.3444 | Signal: 0.0330
BEARISH
ADX (14): 23.40
WEAK TREND
+DI: 25.22
−DI: 36.05

Momentum Oscillators

RSI (14): 40.33
NEUTRAL
Stoch %K: 51.82
Stoch %D: 49.48
Williams %R: -71.43

Volume & Volatility

BB Upper: $43.49
BB Lower: $41.73
NEUTRAL
OBV: 18,324,514
Vol SMA 20: 1,360,338
Vol ROC: -80.48%
ATR: $0.45
True Range: $0.60
HV 20: 12.1%
HV 30: 13.1%
HV 60: 12.7%

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

SYMBOL: IVLU

Executive Summary: Overall Assessment: NEUTRAL (Confidence Level: 6/10) Key Drivers: + Positive momentum signals from MACD + Neutral RSI reading + Low volatility and beta relative to market Primary Risks: + Lack of recent news or catalysts driving price movement Recent News Sentiment Impact: None, as no recent news available

Technical Analysis: Trend Direction: Short-term (1-4 weeks) - Uptrend; Medium-term (1-3 months) - Consolidation; Long-term (3-12 months) - Bullish Support/Resistance Levels: + Upper Bollinger Band: $37.13 + Middle Line: $36.13 + Lower Bollinger Band: $35.14 Momentum Signals: + MACD: Bullish crossover, indicating upward momentum + RSI (14): Neutral reading at 66.75% + Stochastic %K and %D: Not available Volume Analysis: + Volume SMA 20: 661428.40 + On-Balance Volume (OBV): 18260250.00 + Volume Rate of Change: -36.98% (indicating decreasing volume)

News & Sentiment Analysis: Recent Headlines Summary: None available Sentiment Assessment: Neutral (no recent news or sentiment to assess) Catalyst Identification: No immediate catalysts, but medium-term earnings information might impact price movement

Risk & Volatility Assessment: Beta Interpretation: Low risk relative to market (beta 0.64 vs SPY) Volatility Regime: Low volatility - stock moves less than market Options Market Signals: + IV Rank: High (100.0%), indicating historically high volatility + Current IV: 59.6% + Expected Move: $3.83 (36 DTE), 7-DTE: $2.17 Downside Protection: Support levels and risk management considerations at $35.14 (Lower Bollinger Band) and $32.76 (SMA 200)

Market Context & Positioning: Sector Performance: Relative strength within the sector Institutional Activity: High volume flow into calls, indicating bullish sentiment Correlation Analysis: Correlated with market (R-squared interpretation) Relative Valuation: Trading range-bound

Key Levels & Action Items: Critical Price Levels: + Upper Bollinger Band: $37.13 + Middle Line: $36.13 + Lower Bollinger Band: $35.14 Breakout/Breakdown Levels: + SMA 200 (bullish signal): $32.76 Time-Sensitive Catalysts: Earnings information potentially impacting price movement in the medium-term Risk Management: + Stop-loss levels: below SMA 50 and SMA 20 + Position sizing considerations: moderate risk, given low volatility

Generated
News
All IVLU news →

IVLU Options Activity & IV Rank

IVLU IV rank history, 52-week IV rank and IV percentile →

Volatility Metrics

Current IV: 22.5%
7-DTE IV: —
Expected Move: $1.90
7-DTE Move: $1.90
Days to Exp: 29 (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: $1.00
ATM Put: $0.90
Call %: 2.4%
Put %: 2.1%

Chain Summary

Chain Volume: 95
Chain OI: 108
Last Updated: 10/22/2026
Spread Scanner GPU
Full Algorithm Docs ↗

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
LOW γ vs HISTORY

Estimated net dealer gamma is at the 10th percentile of this name's own daily history, near the low end of its range. This describes current positioning; it is not a forecast or a trading signal.

Gamma percentile
10%
vs own history
GEX tilt
+1.00
OI-weighted, today
Vanna tilt
-1.00
δ-sensitivity to IV
Charm tilt
+1.00
δ-decay vs time
Vanna tilt -1.00: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt +1.00: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably as time passes and options approach expiry.

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.

· 3 ATM contracts, 0k total OI
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How 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 side

Which side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.

  • Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
  • Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
  • Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
  • Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together

Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:

  • High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
  • Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
  • Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d —
— pts EXTREME
No data
30 DTE / 10d —
— pts EXTREME
ATM 19.2% / Wing —

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)68.9MediumOct 22
Straddle Price (30 DTE)$1.90Oct 22
Beta Analysis

Risk Metrics

Beta: 0.8977
Alpha: 5.57%
Correlation: 0.7152
R-Squared: 51.1%
Stock Volatility: 16.0%
Market Volatility: 12.8%

Analysis Details

Benchmark: SPY
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Beta & Alpha Over Time

IVLU Institutional Ownership (13F)

Latest filings — 2026-09-30

Institutional 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.

392 filers75,202,786 shares$3.15B value
# Filer Shares Value % of Total % of Float Period
1 Northwestern Mutual Wealth Management Co 18,638,395 $779.46M 24.77% — 2026-06-30
2 FMR LLC Custodian 6,983,481 $292.05M 9.28% — 2026-06-30
3 JPMorgan Chase & Co Custodian 4,821,998 $201.17M 6.39% — 2026-06-30
4 MERCER GLOBAL ADVISORS INC /ADV 3,445,556 $144.09M 4.58% — 2026-06-30
5 LPL Financial LLC Custodian 2,910,318 $121.71M 3.87% — 2026-06-30
6 Savvy Advisors, Inc. 2,612,696 $109.26M 3.47% — 2026-06-30
7 Morgan Stanley Custodian 1,679,622 $70.24M 2.23% — 2026-06-30
8 Bank of America Corp Custodian 1,525,364 $63.79M 2.03% — 2026-06-30
9 Ameriprise Financial, Inc. Custodian 930,327 $38.89M 1.24% — 2026-06-30
10 Focus Partners Wealth 922,290 $38.57M 1.23% — 2026-06-30
11 OSAIC HOLDINGS, INC. Custodian 859,239 $35.94M 1.14% — 2026-06-30
12 HUB Investment Partners, LLC 840,516 $35.15M 1.12% — 2026-06-30
13 Kathmere Capital Management, LLC 834,075 $34.88M 1.11% — 2026-06-30
14 Janney Montgomery Scott LLC 801,125 $33.50M 1.06% — 2026-06-30
15 Envestnet Asset Management, Inc. 777,057 $32.50M 1.03% — 2026-06-30
16 CAPITAL ADVISORS INC/OK 768,392 $32.13M 1.02% — 2026-06-30
17 Alliance Wealth Advisors, LLC /UT 712,335 $29.79M 0.95% — 2026-06-30
18 Armbruster Capital Management, Inc. 671,710 $28.09M 0.89% — 2026-06-30
19 INVENIO WEALTH PARTNERS LLC 582,803 $24.37M 0.77% — 2026-06-30
20 VICTORY FINANCIAL GROUP, LLC 569,773 $23.83M 0.76% — 2026-06-30
21 WEALTH ENHANCEMENT ADVISORY SERVICES, LLC 550,777 $23.24M 0.74% — 2026-09-30
22 Jane Street Group, LLC Custodian 543,954 $22.75M 0.72% — 2026-06-30
23 Raymond James Financial, Inc. Custodian 531,449 $22.23M 0.71% — 2026-06-30
24 Royal Bank of Canada Custodian 471,456 $19.72M 0.63% — 2026-06-30
25 Cetera Investment Advisers Custodian 468,820 $19.61M 0.62% — 2026-06-30
# Filer Notional Value % of Total Period
# Filer Notional Value % of Total Period
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
564.75K
SI % of Float
0.54%
Days to Cover
1.00
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