Zacks Investment ResearchT3·8d ago
JPST JPMorgan Ultra-Short Income ETF
ETF 50.35 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.
JPST
$50.35
—
Key stats
$50.35
Pre-market
$50.35
+0.00%
- 52-Week Range
- $50.20 – $50.79
- YTD
- -0.53%
- IV Rank (30D)
- 2.62
- Straddle Price
- $1.50
- P/C Vol Ratio
- 0.33
- Open
- $50.35
- Day Range
- $50.33 – $50.35
- Volume
- 7,025,708
- Prev Close
- $50.35
About
JPMorgan Ultra-Short Income ETF (JPST) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2017-05-17
- Has Options
- Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.18% issuer, Oct 21, 2026
- Assets
- $42.8B issuer-reported, Oct 20, 2026
- Trailing yield
- 4.14% paid monthly
- Average daily volume
- $425M 30 sessions
- Holdings
- 828 top 10 are 6.2%
- Listed
- May 17, 2017 NYSE Arca
- Net asset value
- $50.32 issuer, Oct 20, 2026 · closed +0.06% to NAV
- 30-day SEC yield
- 4.48% issuer, Oct 19, 2026
- Return on NAV, 1 year
- +3.4% issuer, through Sep 30, 2026 · 3 years +4.9% a year · 5 years +3.8%
- Distributions, 12 months
- $2.08 a share issuer, through Oct 1, 2026: 100% income
Cost65
Liquidity100
Scale100
Diversification100
Moves with. Long Treasuries (22% of its variance, beta 0.08). These factors explain 22% of its daily moves over the last year, so most of what drives this fund is something else.
Stated objective. The Fund seeks to provide current income while seeking to maintain a low volatility of principal. (from the fund's prospectus)
All 828 holdingsFlow historyOverlap toolAll Ultra-Short Bond ETFs
Fund flows
daily as of Oct 19, 2026issuer datathrough May 2026SEC filings- Oct 19, 2026
- +$181M latest day
- Latest 5 trading days
- +$272M
- Year to date
- +$332M
Each day
| Day | Net flow |
|---|---|
| Oct 19, 2026 | +$181M |
| Oct 16, 2026 | +$91M |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | +$60M |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- May 2026
- +$806M latest reported month
- Latest 3 months
- +$916M +2.4% of assets
- Latest 12 months
- +$7.2B +18.6% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$806M |
| Apr 2026 | +$85M |
| Mar 2026 | +$25M |
| Feb 2026 | +$1.0B |
| Jan 2026 | +$904M |
| Dec 2025 | +$220M |
| Nov 2025 | +$1.0B |
| Oct 2025 | +$132M |
| Sep 2025 | +$759M |
| Aug 2025 | +$977M |
| Jul 2025 | +$455M |
| Jun 2025 | +$752M |
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 | |
|---|---|---|---|---|---|
| PULSPGIM Ultra Short Bond ETF | — | 0.15% | $19.7B | −0.4% | compare |
| MINTPIMCO Enhanced Short Maturity Active Exchange-Traded Fund | — | 0.36% | $18.9B | +0.0% | compare |
| BOXXAlpha Architect 1-3 Month Box ETF | — | 0.19% | $12.7B | +4.0% | compare |
| ICSHiShares Ultra Short Duration Bond Active ETF | — | 0.08% | $9.0B | −0.6% | compare |
| VUSBVanguard Ultra-Short Bond ETF | — | 0.10% | $8.9B | −0.9% | compare |
The largest other funds in the Ultra-Short Bond category.
Under the hood
fiscal year to Feb 28, 2026SEC census- Authorized participants
- 9 active of 20 with agreements; top 3 did 87%
- Created · redeemed
- $8.8B · $2.1B over the fiscal year
- Redemptions in kind
- 0% creations 0% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 0.12% of assets on loan on average; earned 0.0 bp
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
830
AUM
$42.8B
Provider
JPMorgan
Inception
2017-05-17
Exchange
ARCX
Data As Of
2026-10-21
Expense Ratio
0.18%
Dividend Yield
4.14%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-05 | $0.1746 | CD |
| 2026-09-01 | 2026-09-03 | $0.1717 | CD |
| 2026-08-03 | 2026-08-05 | $0.1696 | CD |
| 2026-07-01 | 2026-07-06 | $0.1707 | CD |
| 2026-06-01 | 2026-06-03 | $0.1689 | CD |
| 2026-05-01 | 2026-05-05 | $0.1761 | CD |
Asset Allocation
Top Holdings
top 50 of 830 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | UNITED 3.375% 02/28 | 2.06% | Treasury | US |
| — | JPMORGAN U.S. GOVERNMENT | 2.00% | Cash/Money Market | US |
| — | WELLS FARGO SECURITIES, L | 1.05% | Cash/Money Market | US |
| — | BARCLAYS BANK 4.91% 10/27 | 0.54% | Cash/Money Market | GB |
| — | CAPITAL ONE VAR 11/27 | 0.53% | Corporate Bond | US |
| — | FIRST ABU DHABI 0% 11/26 | 0.53% | Cash/Money Market | AE |
| — | TOYOTA AUTO 4.8% 09/29 | 0.52% | MBS/ABS | US |
| — | FEDERATION DES ZERO 10/27 | 0.51% | Cash/Money Market | CA |
| — | SVENSKA 0% 06/27 | 0.50% | Cash/Money Market | SE |
| — | DNB BANK ASA 0% 02/27 | 0.49% | Cash/Money Market | NO |
| — | ROYAL BANK OF ZERO 03/27 | 0.49% | Cash/Money Market | CA |
| — | MERCEDES-BENZ 4.84% 01/29 | 0.49% | MBS/ABS | US |
| — | ABBVIE INC 2.95% 11/26 | 0.46% | Corporate Bond | US |
| — | WESTPAC ZERO 10/27 | 0.45% | Cash/Money Market | AU |
| — | SKANDINAVISKA ZERO 10/27 | 0.45% | Cash/Money Market | SE |
| — | FEDERATION 4.505% 05/28 | 0.44% | Corporate Bond | CA |
| — | FHLMC STRIPS 451 4% 06/27 | 0.44% | MBS/ABS | US |
| — | DEUTSCHE BANK VAR 11/27 | 0.42% | Corporate Bond | DE |
| — | T-MOBILE USA 3.75% 04/27 | 0.42% | Corporate Bond | US |
| — | AT&T INC NOTES FLT 08/28 | 0.42% | Corporate Bond | US |
| — | TRUIST BANK VAR 07/28 | 0.41% | Corporate Bond | US |
| — | KREDITANSTALT ZERO 03/27 | 0.41% | Cash/Money Market | DE |
| — | HONDA AUTO 4.11% 12/28 | 0.40% | MBS/ABS | US |
| — | CHARLES SCHWAB ZERO 03/27 | 0.40% | Cash/Money Market | US |
| — | BMW US CAPITAL 4.3% 03/28 | 0.39% | Corporate Bond | DE |
| — | BANK OF VAR 12/27 | 0.39% | Corporate Bond | CA |
| — | NATIONAL GRID ZERO 01/27 | 0.38% | Cash/Money Market | US |
| — | UNITED 4.125% 09/27 | 0.38% | Treasury | US |
| — | BNP PARIBAS SA VAR 05/29 | 0.38% | Corporate Bond | FR |
| — | GLENCORE ZERO 12/26 | 0.38% | Cash/Money Market | US |
| — | SVENSKA 0% 02/27 | 0.38% | Cash/Money Market | SE |
| — | CATERPILLAR FLT 08/28 | 0.37% | Corporate Bond | US |
| — | MACQUARIE BANK ZERO 09/27 | 0.37% | Cash/Money Market | AU |
| — | AUSTRALIA & ZERO 10/27 | 0.37% | Cash/Money Market | AU |
| — | NATIONAL BANK ZERO 04/27 | 0.36% | Cash/Money Market | CA |
| — | ROYAL BANK OF ZERO 10/27 | 0.36% | Cash/Money Market | CA |
| — | DANSKE BANK A/S 0% 10/26 | 0.36% | Cash/Money Market | DK |
| — | EQUITABLE 4.6% 04/27 | 0.36% | Corporate Bond | US |
| — | CITIBANK NA VAR 11/27 | 0.35% | Corporate Bond | US |
| — | NATIONAL 0% 06/27 | 0.35% | Cash/Money Market | GB |
| — | CRH AMERICA ZERO 02/27 | 0.34% | Cash/Money Market | US |
| — | BANK OF FLT 09/28 | 0.34% | Corporate Bond | CA |
| — | BMW VEHICLE 4.79% 01/29 | 0.34% | MBS/ABS | US |
| — | BANK OF FLT 01/28 | 0.34% | Corporate Bond | CA |
| — | DNB BANK ZERO 09/27 | 0.34% | Cash/Money Market | NO |
| — | CANADIAN VAR 01/28 | 0.34% | Corporate Bond | CA |
| — | DANONE SA 2.947% 11/26 | 0.33% | Corporate Bond | FR |
| — | BANQUE FLT 10/28 | 0.33% | Corporate Bond | FR |
| — | CATERPILLAR FLT 01/28 | 0.33% | Corporate Bond | US |
| — | PACIFIC LIFE FLT 07/28 | 0.33% | Corporate Bond | US |
Non-Equity Breakdown
JPMorgan Ultra-Short Income ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-28)
Net assets:
$38.41B
· 806 total positions
· equity 0.00%
· non-equity 99.54%
Non-equity holdings
— 806 positions,
99.54% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Corporate | 63.90% | $24.54B | 588 |
| Short-term investment | 19.42% | $7.46B | 77 |
| ABS-O | 5.83% | $2.24B | 88 |
| US Treasury | 4.57% | $1.76B | 6 |
| CBO/CDO (Corporate) | 4.52% | $1.73B | 43 |
| Repurchase agreement | 1.15% | $440.0M | 1 |
| US Govt Agency | 0.12% | $47.6M | 1 |
| Non-US Sovereign | 0.04% | $13.6M | 1 |
| Derivative (interest rate) | 0.00% | $327905 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.02% | 0.00% | 0.48% | 0.52% | 0.42% | 0.32% | 0.29% |
| Feb | 0.00% | -0.13% | 0.18% | 0.28% | 0.48% | 0.30% | 0.18% |
| Mar | -0.05% | -0.20% | 0.36% | 0.42% | 0.30% | 0.06% | 0.15% |
| Apr | 0.05% | 0.00% | 0.36% | 0.40% | 0.40% | 0.32% | 0.26% |
| May | 0.10% | -0.04% | 0.20% | 0.52% | 0.38% | 0.34% | 0.25% |
| Jun | -0.01% | -0.06% | 0.18% | 0.40% | 0.46% | 0.26% | 0.20% |
| Jul | 0.05% | 0.24% | 0.52% | 0.70% | 0.34% | 0.28% | 0.35% |
| Aug | 0.03% | 0.26% | 0.50% | 0.56% | 0.38% | 0.28% | 0.34% |
| Sep | 0.00% | 0.04% | 0.28% | 0.57% | 0.34% | 0.02% | 0.21% |
| Oct | -0.21% | 0.08% | 0.46% | 0.14% | 0.40% | 0.26%* | 0.19% |
| Nov | 0.02% | 0.50% | 0.68% | 0.42% | 0.36% | -- | 0.40% |
| Dec | -0.14% | 0.00% | 0.14% | -0.08% | 0.02% | -- | -0.01% |
| Total | -0.14% | 0.69% | 4.43% | 4.96% | 4.36% | 2.47% | 2.79% |
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: $50.31
SMA 50: $50.39
SMA 200: $50.51
Current: $50.35
EMA 12: $50.32
EMA 26: $50.33
MACD: -0.0100 | Signal: 0.0132
BEARISH
ADX (14): 21.56
WEAK TREND
+DI: 23.59
−DI: 24.85
Momentum Oscillators
RSI (14): 53.49
NEUTRAL
Stoch %K: 86.76
Stoch %D: 79.10
Williams %R: -7.14
Volume & Volatility
BB Upper: $50.40
BB Lower: $50.21
NEUTRAL
OBV: 903,500,746
Vol SMA 20: 8,507,575
Vol ROC: 11.69%
ATR: $0.03
True Range: $0.02
HV 20: 1.2%
HV 30: 1.1%
HV 60: 1.2%
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: JPST
Executive Summary
Overall Assessment: NEUTRAL (confidence level: 7/10)
Key Drivers and Primary Risks:
- Technical indicators suggest a potential buy signal, with RSI oversold and MACD showing bullish momentum
- Recent news headlines are generally positive, highlighting cash distributions for JPMorgan ETFs
- Low volatility indicates a relatively low-risk environment
Investment Thesis: JPST appears to be in a consolidative phase, with technical indicators suggesting a potential buy signal. The stock's low volatility and recent positive news headlines make it an attractive opportunity for investors looking to enter the market at a reasonable price.
Recent News Sentiment Impact: Positive sentiment from cash distribution announcements has contributed to the stock's stability, with no significant negative news affecting the stock in recent weeks.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): NEUTRAL, Medium-term (1-3 months): BULLISH, Long-term (3-12 months): NEUTRAL
Support/Resistance Levels:
- SMA 20: $50.49
- SMA 50: $50.49
- Upper Bollinger Band: $50.60
- Middle Bollinger Band: $50.49
- Lower Bollinger Band: $50.38
Momentum Signals:
- RSI (14): 27.89 (oversold)
- MACD signal: Bullish momentum
- Bollinger Bands position: Oversold
Volume Analysis: Volume trends suggest institutional interest, with a volume rate of change of 57.26%.
News & Sentiment Analysis
Recent Headlines Summary: The majority of recent news headlines are positive, highlighting cash distributions for JPMorgan ETFs.
Sentiment Assessment: Aggregate news sentiment is POSITIVE (average sentiment score: 7/10)
Catalyst Identification: No significant catalysts in the near-term, but investors may be watching for any potential changes to interest rates or market conditions.
Market Narrative: The recent positive news headlines have contributed to a stable market environment, with no significant negative news affecting the stock's price.
Risk & Volatility Assessment
Beta Interpretation: Beta of 0.01 indicates low volatility relative to the S&P 500 (SPY)
Volatility Regime: Current volatility is relatively low, with an IV rank of 52.8% indicating a medium level of implied volatility.
Options Market Signals: The options market is pricing in a $1.80 move by expiration, suggesting some uncertainty around the stock's future direction.
Downside Protection: Support levels include the SMA 20 and Lower Bollinger Band, providing some protection against potential downside movements.
Market Context & Positioning
Sector Performance: JPST has performed relatively well within its sector, with a beta of 0.01 indicating low volatility relative to the Financials sector.
Institutional Activity: Volume trends suggest institutional interest in the stock, with a volume rate of change of 57.26%.
Correlation Analysis: The stock's correlation with the S&P 500 (SPY) is relatively low at 0.09, suggesting some independence from broader market movements.
Relative Valuation: JPST appears reasonably priced relative to its peers and the broader market.
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $50.49
- Upper Bollinger Band: $50.60
- Middle Bollinger Band: $50.49
- Lower Bollinger Band: $50.38
Breakout/Breakdown Levels: No specific levels identified, but technical indicators suggest a potential buy signal.
Time-Sensitive Catalysts: No significant catalysts in the near-term, but investors may be watching for any potential changes to interest rates or market conditions.
Risk Management: Investors should consider setting stop-loss levels around $49.60 and position sizing accordingly to manage risk.
Generated
News
All JPST news →
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Showing 1–10 of 50
Page 1 of 5
JPST Options Activity & IV Rank
JPST IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 4.3%
7-DTE IV: —
Expected Move: $1.50
7-DTE Move: $1.50
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 3
Put Volume: 1
P/C Volume: 0.333
BULLISH
Call OI: 0
Put OI: 1
P/C OI: —
Total OI: 1
ATM Options Pricing
ATM Call: $0.40
ATM Put: $1.10
Call %: 0.8%
Put %: 2.2%
Chain Summary
Chain Volume: 6
Chain OI: 3
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.
Dealer Positioning
LOW γ vs HISTORY
Estimated net dealer gamma is at the 8th 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
8%
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.
? 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
as of Oct 21 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · ATM 5.5% / 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)2.6LowOct 21
Straddle Price (30 DTE)$1.50Oct 21
Beta Analysis
Risk Metrics
Beta: 0.0118
Alpha: -0.92%
Correlation: 0.1151
R-Squared: 1.3%
Stock Volatility: 1.3%
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
JPST 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 |
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| # | Filer | Notional Value | % of Total | Period |
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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
8.68M
SI % of Float
1.03%
Days to Cover
1.00
Short Vol Ratio
50.0%
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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