Zacks Investment ResearchT3·1d ago
IYK iShares U.S. Consumer Staples ETF
ETF 78.51 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.
IYK
$78.51
—
Key stats
$78.51
- 52-Week Range
- $65.21 – $78.52
- YTD
- +17.69%
- IV Rank (30D)
- 24.97
- Straddle Price
- $3.23
- P/C Vol Ratio
- 0.13
- Open
- $77.46
- Day Range
- $77.41 – $78.52
- Volume
- 188,323
- Prev Close
- $76.64
About
iShares U.S. Consumer Staples ETF (IYK) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2000-06-12
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.37% issuer, Oct 22, 2026
- Assets
- $1.3B issuer-reported, Oct 20, 2026
- Trailing yield
- 2.46% paid quarterly
- Average daily volume
- $43M 30 sessions
- Holdings
- 57 top 10 are 67.7%
- Listed
- Jun 12, 2000 NYSE Arca
- Last fee change
- -2 bp filed Aug 25, 2025
- Net asset value
- $76.65 issuer, Oct 21, 2026 · closed -0.02% to NAV
- Median bid/ask spread
- 0.01% 30 days, issuer-reported
- 30-day SEC yield
- 2.56% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +6.1% issuer, through Sep 30, 2026 · 3 years +7.1% a year · 5 years +6.0% · 10 years +8.9%
- Distributions, 12 months
- $1.89 a share issuer, through Sep 15, 2026: 100% income
- Tracking difference
- -0.37 pts vs index, after fees, FY 2026
Cost53
Liquidity88
Scale79
Diversification36
Moves with. Value over growth (51% of its variance, beta 0.82); Long Treasuries (3% of its variance, beta 0.22). These factors explain 52% of its daily moves over the last year.
Stated objective. The iShares U.S. Consumer Staples ETF (the Fund ) seeks to track the investment results of an index composed of U.S. equities in the consumer staples sector. (from the fund's prospectus)
All 57 holdingsFlow historySimilar fundsOverlap toolAll Consumer Staples ETFs
Fund flows
daily as of Oct 20, 2026issuer datathrough Jul 2026SEC filings- Oct 20, 2026
- +$3.9M latest day
- Latest 5 trading days
- −$15M
- Latest 21 trading days
- +$92M +6.9% of assets
- Year to date
- +$249M +$162M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 20, 2026 | +$3.9M |
| Oct 19, 2026 | −$19M |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | −$71M |
| Oct 9, 2026 | −$40M |
| Oct 8, 2026 | $0 |
| Oct 7, 2026 | +$3.6M |
| Oct 6, 2026 | $0 |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | $0 |
| Oct 1, 2026 | +$7.1M |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | +$18M |
| Sep 28, 2026 | +$14M |
| Sep 25, 2026 | +$197M |
| Sep 24, 2026 | $0 |
| Sep 23, 2026 | $0 |
| Sep 22, 2026 | −$22M |
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
- −$22M −1.5% of assets
- Latest 12 months
- −$62M −4.3% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$34M |
| Jun 2026 | −$259M |
| May 2026 | +$204M |
| Apr 2026 | +$21M |
| Mar 2026 | +$125M |
| Feb 2026 | −$4.9M |
| Jan 2026 | −$14M |
| Dec 2025 | −$107M |
| Nov 2025 | +$10M |
| Oct 2025 | +$6.5M |
| Sep 2025 | −$21M |
| Aug 2025 | −$56M |
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 | |
|---|---|---|---|---|---|
| GXPSGlobal X PureCap MSCI Consumer Staples ETF | 64% | 0.15% | $60M | +11.9% | compare |
| FSTAFidelity MSCI Consumer Staples Index ETF | 61% | 0.08% | $1.5B | +8.5% | compare |
| VDCVanguard Consumer Staples ETF | 60% | 0.09% | $8.0B | +8.7% | compare |
| XLPState Street Consumer Staples Select Sector SPDR ETF | 60% | 0.08% | $15.0B | +9.3% | compare |
| RSPSInvesco S&P 500 Equal Weight Consumer Staples ETF | 45% | 0.40% | $459M | +3.1% | 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- Holdings vs fair value
- +5.9% 35% under, 32% over · 98% covered
- Price / earnings
- 27.0 3% loss-making · 97% covered
- Price / book · sales
- 4.2 · 0.9 revenue growth +2.1%
- Above 200-day average
- 82% 91% above 50-day · by weight
- Short interest
- 3.0% of float, weighted · 3.7 days to cover
- Insider buying
- 13% of weight had net insider buying, 90 days; 47% net selling
- 13F holders
- +3.3% change in shares held by institutions, latest quarter
- Reporting earnings
- 37.3% of weight in 7 days; 71.5% in 14
Holdings reporting in the next 14 days · weighted implied move this week 1.47%
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 |
|---|---|---|---|---|
| Increase | SEBSEABOARD | 0.04% | 0.05% | +21.0% |
0 new, 0 exited, 1 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.4%. Full holdings and history
Under the hood
fiscal year to Apr 30, 2026SEC census- Authorized participants
- 7 active of 36 with agreements; top 3 did 84%
- Created · redeemed
- $636M · −$765M over the fiscal year
- Redemptions in kind
- 99% creations 99% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 0.12% of assets on loan on average; earned 0.0 bp
- Return vs index
- -0.37 pts after fees; -0.14 before; daily s.d. 0.05
- 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
57
AUM
$1.3B
Provider
iShares (BlackRock)
Inception
2000-06-12
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.37%
Dividend Yield
2.46%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-15 | 2026-09-18 | $0.4365 | CD |
| 2026-06-15 | 2026-06-18 | $0.4172 | CD |
| 2026-03-17 | 2026-03-20 | $0.3363 | CD |
| 2025-12-16 | 2025-12-19 | $0.6961 | CD |
| 2025-09-16 | 2025-09-19 | $0.4483 | CD |
| 2025-06-16 | 2025-06-20 | $0.4075 | CD |
Asset Allocation
Top Holdings
top 50 of 57 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| PG | PROCTER & GAMBLE | 13.71% | Equity (US) | US |
| KO | COCA-COLA | 13.40% | Equity (US) | US |
| PM | PHILIP MORRIS INTERNATIONAL | 11.55% | Equity (US) | US |
| PEP | PEPSICO | 6.90% | Equity (US) | US |
| MO | ALTRIA GROUP INC | 4.42% | Equity (US) | US |
| MCK | MCKESSON CORP | 4.37% | Equity (US) | US |
| CVS | CVS HEALTH | 4.23% | Equity (US) | US |
| MDLZ | MONDELEZ INTERNATIONAL CLASS A | 3.21% | Equity (US) | US |
| CL | COLGATE-PALMOLIVE | 3.07% | Equity (US) | US |
| MNST | MONSTER BEVERAGE | 2.85% | Equity (US) | US |
| COR | CENCORA | 2.76% | Equity (US) | US |
| CAH | CARDINAL HEALTH | 2.62% | Equity (US) | US |
| VYLR | VYLOR | 2.13% | Equity (US) | US |
| KDP | KEURIG DR PEPPER INC | 1.95% | Equity (US) | US |
| SYY | SYSCO | 1.72% | Equity (US) | US |
| ADM | ARCHER DANIELS MIDLAND | 1.67% | Equity (US) | US |
| KVUE | KENVUE | 1.59% | Equity (US) | US |
| KMB | KIMBERLY CLARK | 1.55% | Equity (US) | US |
| KR | KROGER | 1.52% | Equity (US) | US |
| CASY | CASEYS GENERAL STORES INC | 1.09% | Equity (US) | US |
| CHD | CHURCH AND DWIGHT INC | 1.09% | Equity (US) | US |
| HSY | HERSHEY FOODS | 1.06% | Equity (US) | US |
| USFD | US FOODS HOLDING | 0.98% | Equity (US) | US |
| KHC | KRAFT HEINZ | 0.88% | Equity (US) | US |
| STZ | CONSTELLATION BRANDS CLASS A | 0.87% | Equity (US) | US |
| GIS | GENERAL MILLS INC | 0.77% | Equity (US) | US |
| TSN | TYSON FOODS INC CLASS A | 0.66% | Equity (US) | US |
| PFGC | PERFORMANCE FOOD GROUP | 0.64% | Equity (US) | US |
| BG | BUNGE GLOBAL SA | 0.59% | Equity (US) | US |
| SJM | JM SMUCKER | 0.59% | Equity (US) | US |
| MKC | MCCORMICK & CO NON-VOTING | 0.53% | Equity (US) | US |
| COKE | COCA COLA CONSOLIDATED INC | 0.52% | Equity (US) | US |
| CLX | CLOROX | 0.46% | Equity (US) | US |
| DAR | DARLING INGREDIENTS | 0.40% | Equity (US) | US |
| LW | LAMB WESTON HOLDINGS | 0.31% | Equity (US) | US |
| CAG | CONAGRA BRANDS | 0.30% | Equity (US) | US |
| TAP | MOLSON COORS BREWING CLASS B | 0.27% | Equity (US) | US |
| SFM | SPROUTS FARMERS MARKET INC | 0.26% | Equity (US) | US |
| INGR | INGREDION INC | 0.26% | Equity (US) | US |
| HRL | HORMEL FOODS CORP | 0.26% | Equity (US) | US |
| PRMB | PRIMO BRANDS CLASS A CORP | 0.23% | Equity (US) | US |
| CELH | CELSIUS HOLDINGS | 0.22% | Equity (US) | US |
| — | BLK CSH FND TREASURY SL AGENCY | 0.20% | Cash/Money Market | US |
| ACI | ALBERTSONS COMPANY CLASS A | 0.19% | Equity (US) | US |
| JBS | JBS N V NV CLASS A | 0.19% | Equity (Foreign) | BR |
| CPB | CAMPBELL SOUP | 0.17% | Equity (US) | US |
| BF.B | BROWN FORMAN CLASS B | 0.16% | Equity (US) | US |
| FRPT | FRESHPET | 0.14% | Equity (US) | US |
| POST | POST HOLDINGS | 0.13% | Equity (US) | US |
| — | USD CASH | 0.09% | Cash/Money Market | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.12% | 0.77% | -1.78% | -0.73% | 1.62% | 7.14% | 1.19% |
| Feb | -4.17% | -0.92% | -2.98% | -0.85% | 6.49% | 7.97% | 0.92% |
| Mar | 2.75% | 1.20% | 3.74% | 4.13% | 0.21% | -8.78% | 0.54% |
| Apr | 2.96% | 1.70% | 3.29% | -0.39% | -0.80% | 3.16% | 1.65% |
| May | -0.11% | -0.50% | -6.09% | 1.13% | 1.93% | -0.75% | -0.73% |
| Jun | 1.51% | -2.74% | 2.28% | -1.57% | -1.50% | 3.49% | 0.24% |
| Jul | 1.27% | 0.56% | 1.43% | 4.01% | -3.64% | 2.27% | 0.98% |
| Aug | -0.36% | -2.07% | -3.50% | 2.91% | 2.40% | 0.62% | 0.00% |
| Sep | -4.14% | -9.25% | -4.47% | -1.52% | -2.87% | -5.79% | -4.67% |
| Oct | 2.47% | 7.87% | -0.86% | -2.94% | -2.32% | 11.07%* | 2.55% |
| Nov | -2.24% | 5.89% | 3.69% | 3.84% | 4.74% | -- | 3.18% |
| Dec | 10.85% | -2.77% | 0.27% | -7.21% | -3.13% | -- | -0.40% |
| Total | 10.55% | -1.30% | -5.47% | 0.18% | 2.59% | 20.40% | 4.49% |
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: $73.86
SMA 50: $74.04
SMA 200: $72.77
Current: $78.52
EMA 12: $75.81
EMA 26: $74.61
MACD: 1.1933 | Signal: 0.5914
BULLISH
ADX (14): 33.06
TREND
+DI: 45.03
−DI: 12.86
Momentum Oscillators
RSI (14): 72.98
OVERBOUGHT
Stoch %K: 94.01
Stoch %D: 92.09
Williams %R: 0.00
Volume & Volatility
BB Upper: $78.85
BB Lower: $68.86
NEUTRAL
OBV: 4,843,641
Vol SMA 20: 624,585
Vol ROC: -91.09%
ATR: $1.02
True Range: $1.88
HV 20: 16.1%
HV 30: 15.3%
HV 60: 14.2%
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
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers and Primary Risks:
- Strength in consumer staples sector, driven by IYK's diversified portfolio
- Low volatility, with beta indicating a defensive posture
- Options market pricing a relatively low move, suggesting caution among traders
Investment Thesis: IYK is a solid choice for investors seeking exposure to the consumer staples sector, particularly during times of economic uncertainty. While technical indicators suggest a range-bound environment, the ETF's diversified portfolio and historically low volatility offer a relatively safe haven.
Technical Analysis
Trend Direction:
- Short-term: NEUTRAL (range-bound)
- Medium-term: BULLISH (sma 20 above sma 50)
- Long-term: BEARISH (sma 200 below current price)
Support/Resistance Levels: $72.48 (sma 50), $70.52 (sma 200), $75.23 (upper bollinger band)
Momentum Signals:
- RSI: NEUTRAL (52.24)
- MACD: BULLISH (bullish crossover above signal line)
- Bollinger Bands: NEUTRAL (price within middle band)
Volume Analysis: Volume is currently low, with volume rate of change indicating a decline in trading activity.
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines have been generally positive, highlighting IYK's diversified portfolio and strong performance relative to peers.
Sentiment Assessment: POSITIVE (4/5)
Catalyst Identification: No immediate catalysts are apparent, but the ETF's defensive posture and low volatility could make it an attractive choice for investors seeking a safe haven during times of market uncertainty.
Risk & Volatility Assessment
Beta Interpretation: LOW RISK (-0.10 beta vs SPY)
Volatility Regime: CURRENT VOLATILITY IS LOW (historical volatility: HV20 18.5%, HV30 18.2%)
Options Market Signals: IV Rank: 2.0% (Low), Current IV: 21.2%
Downside Protection: Support levels are at $72.48 (sma 50) and $70.52 (sma 200).
Market Context & Positioning
Sector Performance: Consumer staples sector is performing well, driven by IYK's diversified portfolio.
Institutional Activity: Volume patterns suggest institutional interest is moderate, but not excessive.
Correlation Analysis: IYK has a negative correlation with the market (-0.10), indicating it moves opposite to the broader market.
Relative Valuation: IYK is trading within its historical range, with no clear indication of being overbought or oversold.
Key Levels & Action Items
Critical Price Levels: $72.48 (sma 50) and $70.52 (sma 200)
Breakout/Breakdown Levels: $75.23 (upper bollinger band) and $69.29 (lower bollinger band)
Time-Sensitive Catalysts: None apparent in the short term, but a potential earnings announcement could impact sentiment.
Risk Management: Consider stop-loss levels at $72.48 (sma 50) and $70.52 (sma 200), with position sizing considerations based on volatility and risk tolerance.
By analyzing the technical indicators, news headlines, and risk metrics, we conclude that IYK is a solid choice for investors seeking exposure to the consumer staples sector during times of economic uncertainty. While there are no clear catalysts driving the ETF's performance at this time, its diversified portfolio and low volatility offer a relatively safe haven.
Generated
News
All IYK news →
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Showing 1–10 of 50
Page 1 of 5
IYK Options Activity & IV Rank
IYK IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 17.8%
7-DTE IV: —
Expected Move: $3.23
7-DTE Move: $3.23
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 54
Put Volume: 7
P/C Volume: 0.13
BULLISH
Call OI: 18
Put OI: 6
P/C OI: 0.333
Total OI: 24
ATM Options Pricing
ATM Call: $1.23
ATM Put: $2.00
Call %: 1.6%
Put %: 2.5%
Chain Summary
Chain Volume: 64
Chain OI: 27
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 68th 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
68%
vs own history
GEX tilt
+0.82
OI-weighted, today
Vanna tilt
-0.70
δ-sensitivity to IV
Charm tilt
-0.99
δ-decay vs time
Vanna tilt -0.70: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.99: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 3 ATM contracts, 0k 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
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 17.9% / 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
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IV Rank (7 DTE)
IV Rank (30 DTE)25.0LowOct 22
Straddle Price (30 DTE)$3.23Oct 22
Beta Analysis
Risk Metrics
Beta: -0.1359
Alpha: 15.21%
Correlation: -0.1186
R-Squared: 1.4%
Stock Volatility: 14.6%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Negative beta - stock moves opposite to market
Negative beta - stock moves opposite to market
Beta & Alpha Over Time
IYK 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
114.21K
SI % of Float
0.54%
Days to Cover
1.00
Short Vol Ratio
43.3%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
IYK Constituent Performance
Click any bar to view the full quote for that stock.
IYK Constituents (53 of 53)
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| PG | PROCTER & GAMBLE | 13.71% | $166.49 | +6.15% | +5.99% | +14.28% |
| KO | COCA-COLA | 13.40% | $94.73 | +2.21% | +2.97% | +7.53% |
| PM | PHILIP MORRIS INTERNATIONAL | 11.55% | $201.34 | +1.97% | +0.72% | +5.14% |
| PEP | PEPSICO | 6.90% | $138.19 | +2.59% | +7.64% | +7.83% |
| MO | ALTRIA GROUP INC | 4.42% | $75.41 | +2.13% | +2.12% | +9.47% |
| MCK | MCKESSON CORP | 4.37% | $1010.79 | -0.46% | +1.22% | +16.27% |
| CVS | CVS HEALTH | 4.23% | $94.01 | +0.60% | +1.54% | +10.53% |
| MDLZ | MONDELEZ INTERNATIONAL CLASS A | 3.21% | $64.4 | +2.65% | +2.17% | +5.82% |
| CL | COLGATE-PALMOLIVE | 3.07% | $96.94 | +3.80% | +4.61% | +13.63% |
| MNST | MONSTER BEVERAGE | 2.85% | $47.28 | +1.40% | +4.29% | +10.82% |
| COR | CENCORA | 2.76% | $340.77 | +0.10% | -0.19% | +9.97% |
| CAH | CARDINAL HEALTH | 2.62% | $257.51 | +0.02% | +1.50% | +15.67% |
| VYLR | VYLOR | 2.13% | $71.96 | -3.75% | -1.88% | N/A |
| KDP | KEURIG DR PEPPER INC | 1.95% | $35.19 | +2.09% | +2.95% | +13.96% |
| SYY | SYSCO | 1.72% | $82.96 | +1.10% | +0.99% | +6.10% |
| ADM | ARCHER DANIELS MIDLAND | 1.67% | $78.64 | -0.91% | -5.17% | -3.96% |
| KVUE | KENVUE | 1.59% | $19.67 | +3.31% | +5.36% | +11.70% |
| KMB | KIMBERLY CLARK | 1.55% | $110.88 | +3.97% | +6.54% | +14.05% |
| KR | KROGER | 1.52% | $66.72 | +4.04% | +6.39% | +13.24% |
| CASY | CASEYS GENERAL STORES INC | 1.09% | $705.54 | +1.49% | +4.74% | +17.82% |
| CHD | CHURCH AND DWIGHT INC | 1.09% | $108.41 | +3.24% | +5.17% | +13.72% |
| HSY | HERSHEY FOODS | 1.06% | $175.2 | +4.40% | +3.87% | +4.99% |
| USFD | US FOODS HOLDING | 0.98% | $102.47 | +0.31% | +0.99% | +9.22% |
| KHC | KRAFT HEINZ | 0.88% | $24.75 | +5.30% | +6.29% | +3.71% |
| STZ | CONSTELLATION BRANDS CLASS A | 0.87% | $137.63 | +4.25% | +6.22% | +20.51% |
| GIS | GENERAL MILLS INC | 0.77% | $34.55 | +6.09% | +5.09% | -0.79% |
| TSN | TYSON FOODS INC CLASS A | 0.66% | $56.82 | +1.65% | +5.14% | +11.11% |
| PFGC | PERFORMANCE FOOD GROUP | 0.64% | $97.53 | +0.61% | +0.23% | +7.98% |
| BG | BUNGE GLOBAL SA | 0.59% | $101.97 | -0.25% | -4.71% | -7.48% |
| SJM | JM SMUCKER | 0.59% | $131.63 | +2.99% | +4.53% | +8.19% |
| MKC | MCCORMICK & CO NON-VOTING | 0.53% | $48.07 | +3.78% | +5.16% | +0.52% |
| COKE | COCA COLA CONSOLIDATED INC | 0.52% | $213.43 | +1.78% | +4.34% | +12.54% |
| CLX | CLOROX | 0.46% | $87.63 | +3.37% | +1.66% | +7.13% |
| DAR | DARLING INGREDIENTS | 0.40% | $55.59 | -5.91% | -8.67% | -9.95% |
| LW | LAMB WESTON HOLDINGS | 0.31% | $53.55 | +0.82% | -1.23% | +20.68% |
| CAG | CONAGRA BRANDS | 0.30% | $14.74 | +4.99% | +3.95% | +0.48% |
| TAP | MOLSON COORS BREWING CLASS B | 0.27% | $41.38 | +4.84% | +6.02% | +13.84% |
| SFM | SPROUTS FARMERS MARKET INC | 0.26% | $66.25 | +1.14% | -0.56% | +1.28% |
| INGR | INGREDION INC | 0.26% | $96.7 | +1.07% | -0.58% | +0.22% |
| HRL | HORMEL FOODS CORP | 0.26% | $21.27 | +4.06% | +5.35% | +7.21% |
| PRMB | PRIMO BRANDS CLASS A CORP | 0.23% | $20.16 | +0.67% | +6.24% | +4.32% |
| CELH | CELSIUS HOLDINGS | 0.22% | $28.93 | +2.19% | +2.73% | +1.76% |
| ACI | ALBERTSONS COMPANY CLASS A | 0.19% | $13.96 | +4.45% | +7.10% | +16.78% |
| JBS | JBS N V NV CLASS A | 0.19% | $12.26 | -1.72% | -3.66% | +7.88% |
| CPB | CAMPBELL SOUP | 0.17% | $20.73 | +5.96% | +4.46% | +4.41% |
| BF.B | BROWN FORMAN CLASS B | 0.16% | $29.63 | +5.15% | +3.67% | +13.96% |
| FRPT | FRESHPET | 0.14% | $65.28 | +4.32% | -3.50% | +11.96% |
| POST | POST HOLDINGS | 0.13% | $81.19 | +4.00% | +4.90% | +9.50% |
| BF.A | BROWN FORMAN CLASS A | 0.05% | $30.29 | +4.99% | +3.98% | +14.73% |
| REYN | REYNOLDS CONSUMER PRODUCTS INC | 0.05% | $23.34 | +3.09% | +3.00% | +8.11% |