Zacks Investment ResearchT3·17d ago
IVOV Vanguard S&P Mid-Cap 400 Value ETF
ETF 111.17 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.
IVOV
$111.17
—
Key stats
$111.17
- 52-Week Range
- $96.11 – $117.42
- YTD
- +8.94%
- IV Rank (30D)
- 16.97
- Straddle Price
- $3.60
- P/C Vol Ratio
- 0.00
- Open
- $111.24
- Day Range
- $110.70 – $111.37
- Volume
- 10,652
- Prev Close
- $110.86
About
Vanguard S&P Mid-Cap 400 Value ETF (IVOV) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2010-09-07
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.10% issuer, Oct 21, 2026
- Assets
- $1.2B shares × price, Oct 20, 2026
- Trailing yield
- 1.66% paid annual
- Average daily volume
- $4.4M 30 sessions
- Holdings
- 305 top 10 are 10.7%
- Listed
- Sep 7, 2010 NYSE Arca
- Last fee change
- -5 bp filed Feb 3, 2025
- Net asset value
- $110.88 issuer, Oct 20, 2026 · closed -0.02% to NAV
- 30-day SEC yield
- 1.89% issuer, Sep 30, 2026
- Tracking difference
- -0.04 pts vs index, after fees, FY 2025
Cost82
Liquidity55
Scale78
Diversification100
Moves with. US large-cap stocks (68% of its variance, beta 1.11); Small caps over large (22% of its variance, beta 0.48). These factors explain 83% of its daily moves over the last year.
Stated objective. Vanguard S&P Mid-Cap 400 Value Index Fund (the Fund) seeks to track the performance of a benchmark index that measures the investment return of mid-capitalization value stocks in the United States. (from the fund's prospectus)
All 305 holdingsFlow historySimilar fundsOverlap toolAll Mid Cap Value ETFs
Fund flows
through May 2026SEC filingsReported for all 2 share classes of this fund together, including its mutual fund classes.
- May 2026
- +$27M latest reported month
- Latest 3 months
- +$35M +2.5% of assets
- Latest 12 months
- +$223M +15.6% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$27M |
| Apr 2026 | −$2.2M |
| Mar 2026 | +$10.0M |
| Feb 2026 | +$32M |
| Jan 2026 | +$27M |
| Dec 2025 | −$5.6M |
| Nov 2025 | +$34M |
| Oct 2025 | +$7.5M |
| Sep 2025 | +$7.8M |
| Aug 2025 | +$89M |
| Jul 2025 | −$4.2M |
| Jun 2025 | −$309K |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 81 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| MDYVState Street SPDR S&P 400 Mid Cap Value ETF | 97% | 0.15% | $2.7B | +11.4% | compare |
| IJJiShares S&P Mid-Cap 400 Value ETF | 97% | 0.18% | $8.5B | +11.4% | compare |
| SPMDState Street SPDR Portfolio S&P 400 Mid Cap ETF | 63% | 0.03% | $18.2B | +13.3% | compare |
| IJHiShares Core S&P Mid-Cap ETF | 63% | 0.05% | $122.5B | +13.4% | compare |
| QVMMInvesco S&P MidCap 400 QVM Multi-factor ETF | 63% | 0.15% | $423M | +13.6% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Sep 30, 2026issuer data- Holdings vs fair value
- +15.3% 53% under, 16% over · 100% covered
- Price / earnings
- 19.8 9% loss-making · 99% covered
- Price / book · sales
- 1.9 · 1.0 revenue growth +8.3%
- Above 200-day average
- 52% 40% above 50-day · by weight
- Short interest
- 6.7% of float, weighted · 4.5 days to cover
- Insider buying
- 7% of weight had net insider buying, 90 days; 58% net selling
- 13F holders
- +1.2% change in shares held by institutions, latest quarter
- Reporting earnings
- 29.9% of weight in 7 days; 66.4% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.74%
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
Aug 31, 2026 → Sep 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | ILMNIllumina Inc | 0.86% | — | — |
| New position | HUBSHubSpot Inc | — | 0.24% | — |
| New position | AGNCAGNC Investment Corp | — | 0.19% | — |
| Increase | SNSharkNinja Inc | 0.79% | 0.93% | +17.4% |
| Increase | ROIVRoivant Sciences Ltd | 0.38% | 0.52% | +20.1% |
| Increase | PBFPBF Energy Inc | 0.36% | 0.47% | +17.1% |
| Exit | SAMBoston Beer Co Inc/The | 0.08% | — | — |
| Exit | CPRICapri Holdings Ltd | 0.05% | — | — |
| Increase | SWXSouthwest Gas Holdings Inc | 0.33% | 0.37% | +12.5% |
| Increase | SEICSEI Investments Co | 0.24% | 0.27% | +14.3% |
2 new, 3 exited, 8 increased and 2 decreased between the fund's two latest holdings reports; turnover 4.1%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 10 active of 40 with agreements; top 3 did 87%
- Created · redeemed
- $391M · $306M over the fiscal year
- Redemptions in kind
- 1% creations 1% in kind
- Creation unit
- 20,000 shares
- Securities lending
- 0.09% of assets on loan on average; earned 0.2 bp
- Return vs index
- -0.04 pts after fees; +0.04 before; daily s.d. 0.02
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 2026-09-30
Holdings
305
AUM
$1.3B
Provider
Vanguard
Inception
2010-09-07
Exchange
ARCX
Data As Of
2026-09-30
Expense Ratio
0.10%
Dividend Yield
1.66%
Distribution
Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2025-12-22 | 2025-12-24 | $1.8410 | CD |
| 2024-12-23 | 2024-12-26 | $1.6649 | CD |
| 2023-12-20 | 2023-12-26 | $1.3294 | CD |
| 2022-12-20 | 2022-12-23 | $3.0187 | CD |
| 2021-12-21 | 2021-12-27 | $3.0051 | CD |
Asset Allocation
Top Holdings
top 50 of 305 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| SNX | TD SYNNEX Corp | 1.27% | Equity (US) | US |
| USFD | US Foods Holding Corp | 1.23% | Equity (US) | US |
| RS | Reliance Inc | 1.22% | Equity (US) | US |
| PR | Permian Resources Corp | 1.10% | Equity (US) | US |
| WCC | WESCO International Inc | 1.09% | Equity (US) | US |
| DINO | HF Sinclair Corp | 1.03% | Equity (US) | US |
| RGA | Reinsurance Group of America Inc | 1.00% | Equity (US) | US |
| OVV | Ovintiv Inc | 0.99% | Equity (US) | US |
| SN | SharkNinja Inc | 0.93% | Equity (US) | US |
| PFGC | Performance Food Group Co | 0.89% | Equity (US) | US |
| NLY | Annaly Capital Management Inc | 0.88% | Equity (US) | US |
| ENTG | Entegris Inc | 0.88% | Equity (US) | US |
| ARMK | Aramark | 0.87% | Equity (US) | US |
| PNFP | Pinnacle Financial Partners Inc | 0.87% | Equity (US) | US |
| JLL | Jones Lang LaSalle Inc | 0.87% | Equity (US) | US |
| UNM | Unum Group | 0.78% | Equity (US) | US |
| TOL | Toll Brothers Inc | 0.78% | Equity (US) | US |
| BWA | BorgWarner Inc | 0.76% | Equity (US) | US |
| BJ | BJ's Wholesale Club Holdings Inc | 0.73% | Equity (US) | US |
| ARW | Arrow Electronics Inc | 0.72% | Equity (US) | US |
| CCK | Crown Holdings Inc | 0.70% | Equity (US) | US |
| CNH | CNH Industrial NV | 0.69% | Equity (Foreign) | NL |
| WTRG | Essential Utilities Inc | 0.69% | Equity (US) | US |
| AA | Alcoa Corp | 0.69% | Equity (US) | US |
| FHN | First Horizon Corp | 0.68% | Equity (US) | US |
| WSO | Watsco Inc | 0.67% | Equity (US) | US |
| KNX | Knight-Swift Transportation Holdings Inc | 0.64% | Equity (US) | US |
| RRX | Regal Rexnord Corp | 0.64% | Equity (US) | US |
| ALLY | Ally Financial Inc | 0.64% | Equity (US) | US |
| AR | Antero Resources Corp | 0.64% | Equity (US) | US |
| AVTR | Avantor Inc | 0.63% | Equity (US) | US |
| GME | GameStop Corp | 0.62% | Equity (US) | US |
| MOH | Molina Healthcare Inc | 0.61% | Equity (US) | US |
| FNF | Fidelity National Financial Inc | 0.61% | Equity (US) | US |
| SSB | SOUTHSTATE BANK CORP | 0.60% | Equity (US) | US |
| AMH | American Homes 4 Rent | 0.60% | Equity (US) | US |
| DAR | Darling Ingredients Inc | 0.59% | Equity (US) | US |
| WTFC | Wintrust Financial Corp | 0.59% | Equity (US) | US |
| OGE | OGE Energy Corp | 0.58% | Equity (US) | US |
| UMBF | UMB Financial Corp | 0.58% | Equity (US) | US |
| OC | Owens Corning | 0.57% | Equity (US) | US |
| TTC | Toro Co/The | 0.57% | Equity (US) | US |
| ZION | Zions Bancorp NA | 0.57% | Equity (US) | US |
| SAIA | Saia Inc | 0.55% | Equity (US) | US |
| AAL | American Airlines Group Inc | 0.55% | Equity (US) | US |
| R | Ryder System Inc | 0.54% | Equity (US) | US |
| CRBG | Corebridge Financial Inc | 0.54% | Equity (US) | US |
| RRC | Range Resources Corp | 0.54% | Equity (US) | US |
| VOYA | Voya Financial Inc | 0.53% | Equity (US) | US |
| MUSA | Murphy USA Inc | 0.52% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 2.91% | -4.61% | 11.45% | -3.07% | 4.53% | 3.03% | 2.37% |
| Feb | 7.45% | 0.18% | -4.31% | 1.01% | -1.56% | 1.77% | 0.76% |
| Mar | 4.36% | 4.57% | -5.49% | 5.04% | -2.54% | -5.41% | 0.09% |
| Apr | 3.47% | -7.02% | -0.79% | -5.21% | -4.82% | 6.87% | -1.25% |
| May | 0.83% | 1.84% | -3.42% | 4.56% | 4.07% | 0.44% | 1.39% |
| Jun | -3.75% | -8.84% | 8.92% | -1.45% | 4.37% | 4.43% | 0.61% |
| Jul | -1.21% | 7.92% | 3.82% | 8.59% | -0.85% | 0.35% | 3.10% |
| Aug | 3.08% | -2.71% | -3.50% | 2.65% | 6.43% | -1.70% | 0.71% |
| Sep | -3.84% | -8.98% | -6.71% | 3.18% | 0.41% | -4.92% | -3.48% |
| Oct | 2.40% | 8.51% | -4.45% | 1.03% | -1.82% | 2.94%* | 1.43% |
| Nov | -4.53% | 5.94% | 9.12% | 8.69% | 3.14% | -- | 4.47% |
| Dec | 5.47% | -6.62% | 5.64% | -8.03% | -1.05% | -- | -0.92% |
| Total | 17.00% | -11.51% | 8.29% | 16.68% | 10.07% | 7.34% | 7.98% |
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: $109.03
SMA 50: $111.59
SMA 200: $109.34
Current: $111.17
EMA 12: $109.77
EMA 26: $109.97
MACD: -0.2037 | Signal: 0.4322
BEARISH
ADX (14): 27.17
TREND
+DI: 32.48
−DI: 24.03
Momentum Oscillators
RSI (14): 56.77
NEUTRAL
Stoch %K: 84.34
Stoch %D: 79.16
Williams %R: -5.32
Volume & Volatility
BB Upper: $111.00
BB Lower: $107.06
OVERBOUGHT
OBV: 750,012
Vol SMA 20: 18,650
Vol ROC: -44.15%
ATR: $1.13
True Range: $0.67
HV 20: 12.1%
HV 30: 11.2%
HV 60: 11.0%
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 - IVOV
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers: Moderate volatility, neutral news sentiment, and mixed technical signals.
Primary Risks: Uncertainty surrounding market trends and potential for mean reversion in the short-term.
Investment Thesis: IVOV is a moderate-volatility stock with a relatively stable price action. The recent uptrend may be nearing exhaustion, making it an attractive buying opportunity for those looking to capitalize on the current rally. However, further upside momentum is uncertain, and caution should be exercised in the near-term.
Recent News Sentiment Impact: Neutral news headlines have had little impact on the stock's price movement, suggesting a strong technical foundation.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Uptrend
- Medium-term (1-3 months): Range-bound
- Long-term (3-12 months): Bullish
Support/Resistance Levels: Key levels to monitor:
- SMA 20: $108.51 (support)
- SMA 50: $107.00 (support)
- Upper Bollinger Band: $111.22 (resistance)
Momentum Signals:
- RSI: Neutral (59.40)
- MACD: Bullish (0.70 / Signal: 0.16 / Histogram: 0.54)
- Stochastic %K/D: Overbought
Volume Analysis: Volume trends suggest institutional interest:
- On-Balance Volume (OBV): 487028.40 (strong buying pressure)
- Volume Rate of Change: -30.18% (moderate selling pressure)
News & Sentiment Analysis
Recent Headlines Summary: Neutral news headlines have had little impact on the stock's price movement.
Sentiment Assessment: Aggregate sentiment remains neutral, with no significant bias towards either side.
Catalyst Identification: No imminent catalysts are identified.
Market Narrative: The technical signals and volume trends suggest a strong foundation for further upside momentum, which aligns with the recent uptrend.
Risk & Volatility Assessment
Beta Interpretation: Moderate risk relative to market (beta: 0.92).
Volatility Regime: Current volatility is moderate (HV20: 14.0%, HV30: 13.2%).
Options Market Signals: IV Rank: 57.0% (Medium), Put/Call Volume Ratio: 0.08 (Bullish sentiment).
Downside Protection: Key levels to monitor:
- Lower Bollinger Band: $105.80 (support)
- SMA 200: $103.70 (long-term support)
Market Context & Positioning
Sector Performance: IVOV is outperforming its sector and market.
Institutional Activity: Institutional interest is moderate, as seen in the On-Balance Volume (OBV) trend.
Correlation Analysis: Correlation with SPY is 0.71, indicating a strong connection to broader market trends.
Relative Valuation: IVOV is positioned within its trading range, making it an attractive buying opportunity for those looking to capitalize on the current rally.
Key Levels & Action Items
Critical Price Levels: Key levels to monitor:
- SMA 20: $108.51 (support)
- Upper Bollinger Band: $111.22 (resistance)
Breakout/Breakdown Levels: Technical levels that could trigger significant moves:
- SMA 50: $107.00 (support)
- Lower Bollinger Band: $105.80 (support)
Time-Sensitive Catalysts: No imminent catalysts are identified.
Risk Management: Stop-loss levels and position sizing considerations:
- Risk tolerance: Moderate
- Position sizing: 2/3 of maximum exposure
Please note that this analysis is for educational purposes only and should not be taken as investment advice. It's essential to consider your individual risk tolerance, financial goals, and market conditions before making any investment decisions.
Generated
News
All IVOV news →
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IVOV Options Activity & IV Rank
IVOV IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 14.0%
7-DTE IV: —
Expected Move: $3.60
7-DTE Move: $3.60
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 14
Put Volume: 0
P/C Volume: —
BULLISH
Call OI: 14
Put OI: 0
P/C OI: —
Total OI: 14
ATM Options Pricing
ATM Call: $2.02
ATM Put: $1.57
Call %: 1.8%
Put %: 1.4%
Chain Summary
Chain Volume: 14
Chain OI: 14
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 14.1% / 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)17.0LowOct 21
Straddle Price (30 DTE)$3.60Oct 21
Beta Analysis
Risk Metrics
Beta: 0.7348
Alpha: -0.51%
Correlation: 0.6682
R-Squared: 44.6%
Stock Volatility: 14.0%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
IVOV 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 |
|---|
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
14.23K
SI % of Float
0.13%
Days to Cover
1.00
Short Vol Ratio
59.2%
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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