JQUA JPMorgan U.S. Quality Factor ETF

ETF 76.14 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.

JQUA $76.14 —
Key stats
$76.14
After hours $76.14 +0.00%
52-Week Range
$59.70 – $76.44
YTD
+20.67%
IV Rank (30D)
20.86
Straddle Price
$1.27
P/C Vol Ratio
0.20
Open
$75.85
Day Range
$75.67 – $76.24
Volume
1,491,276
Prev Close
$76.32
About

JPMorgan U.S. Quality Factor ETF (JQUA) ETF

No description available.

Exchange
ARCX
Inception
2017-11-08
Has Options
Yes
Fund profile
holdings as of Oct 21, 2026issuer datathrough Jul 2026flows, SEC filings
Factor & Dividend Quality#4 of 50 by assets JPMorgan US Index-tracking
Expense ratio
0.12%
issuer, Oct 22, 2026
Assets
$9.4B
issuer-reported, Oct 21, 2026
Trailing yield
1.04%
paid quarterly
Average daily volume
$53M
30 sessions
Holdings
310
top 10 are 19.1%
Listed
Nov 8, 2017
NYSE Arca
Net asset value
$76.28
issuer, Oct 21, 2026 · closed +0.06% to NAV
30-day SEC yield
1.02%
issuer, Oct 20, 2026
Return on NAV, 1 year
+18.7%
issuer, through Sep 30, 2026 · 3 years +21.0% a year · 5 years +14.0%
Distributions, 12 months
$0.79 a share
issuer, through Sep 22, 2026: 100% income
Closure risk, 12 months
0.1%
low · model
Tracking difference
-0.17 pts
vs index, after fees, FY 2025
FrenzyCap ETF score
96
how it is built
Cost94
Liquidity91
Scale100
Diversification100

Moves with. US large-cap stocks (89% of its variance, beta 0.94); Emerging markets over US (5% of its variance, beta 0.10); Small caps over large (3% of its variance, beta 0.11). These factors explain 85% of its daily moves over the last year.

Stated objective. The Fund seeks investment results that closely correspond, before fees and expenses, to the performance of the JP Morgan US Quality Factor Index. (from the fund's prospectus)

All 310 holdingsFlow historySimilar fundsOverlap toolAll Quality ETFs

Fund flows
daily as of Oct 20, 2026issuer datathrough Jul 2026SEC filings
Oct 20, 2026
+$7.6M
latest day
Latest 5 trading days
+$38M
Year to date
+$60M
Each day
Net creations of JQUA by day, Oct 12, 2026 to Oct 20, 2026
DayNet flow
Oct 20, 2026+$7.6M
Oct 19, 2026+$19M
Oct 16, 2026+$11M
Oct 15, 2026$0
Oct 14, 2026$0
Oct 13, 2026+$19M
Oct 12, 2026+$3.8M

Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.

Jul 2026
+$76M
latest reported month
Latest 3 months
+$97M
+1.2% of assets
Latest 12 months
−$7.1M
−0.1% of assets
Aug 2025: +$146MSep 2025: +$44MSepOct 2025: +$123MNov 2025: −$90MNovDec 2025: +$169M+$169MJan 2026: −$112MJanFeb 2026: −$398M−$398MMar 2026: −$37MMarApr 2026: +$51MMay 2026: +$136MMayJun 2026: −$114MJul 2026: +$76MJul
View as a table
Net flows of JQUA by month, Aug 2025 to Jul 2026
MonthNet flow
Jul 2026+$76M
Jun 2026−$114M
May 2026+$136M
Apr 2026+$51M
Mar 2026−$37M
Feb 2026−$398M
Jan 2026−$112M
Dec 2025+$169M
Nov 2025−$90M
Oct 2025+$123M
Sep 2025+$44M
Aug 2025+$146M

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
QUSState Street SPDR MSCI USA StrategicFactors ETF51%0.15%$1.6B+14.6%compare
DSPYTema S&P 500 Historical Weight ETF Strategy49%0.18%$888M+16.4%compare
TOPCiShares S&P 500 3% Capped ETF49%0.09%$33M+14.8%compare
ROUSHartford Multifactor US Equity ETF48%0.19%$784M+19.8%compare
JMOMJPMorgan U.S. Momentum Factor ETF47%0.12%$2.7B+20.2%compare

Ranked by how much of the two portfolios is the same securities.

Look-through: what the holdings say
weights as of Oct 21, 2026issuer data
Holdings vs fair value
+3.0%
31% under, 32% over · 100% covered
Price / earnings
24.9
2% loss-making · 99% covered
Price / book · sales
5.9 · 4.1
revenue growth +11.9%
Above 200-day average
75%
70% above 50-day · by weight
Short interest
3.5%
of float, weighted · 3.3 days to cover
Insider buying
4%
of weight had net insider buying, 90 days; 70% net selling
13F holders
+2.2%
change in shares held by institutions, latest quarter
Reporting earnings
33.5%
of weight in 7 days; 63.1% in 14
Implied correlation
0.24
fund IV 20.1% vs holdings 40.2% · board
Largest contributors below fair value
MU+50%XOM+20%KLAC+50%SNDK+37%CB+50%
Largest contributors above fair value
AMD−28%PLTR−37%BRK.B−25%CRWD−34%V−15%

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
Apr 30, 2026 → Jul 31, 2026
ActionHoldingWeight beforeWeight afterShares vs flows
IncreaseMSFTMicrosoft Corp.1.66%2.01%+17.6%
New positionTPRTapestry, Inc.—0.28%—
ExitNRGNRG Energy, Inc.0.28%——
New positionGDGeneral Dynamics Corp.—0.28%—
ExitNKENIKE, Inc.0.27%——
DecreaseSNDKSandisk Corp.0.83%0.58%−30.7%
IncreaseSNOWSnowflake, Inc.0.22%0.47%+12.0%
DecreaseCIENCiena Corp.0.55%0.30%−14.3%
DecreaseKLACKLA Corp.0.89%0.65%−23.0%
DecreaseONON Semiconductor Corp.0.45%0.22%−33.1%

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 Oct 31, 2025SEC census
Authorized participants
7 active
of 22 with agreements; top 3 did 74%
Created · redeemed
$3.8B · $2.1B
over the fiscal year
Redemptions in kind
99%
creations 99% in kind
Creation unit
50,000
shares
Securities lending
0.07%
of assets on loan on average; earned 0.0 bp
Return vs index
-0.17 pts
after fees; -0.03 before; daily s.d. 0.00

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
310
AUM
$9.4B
Provider
JPMorgan
Inception
2017-11-08
Exchange
ARCX
Data As Of
2026-10-21
Expense Ratio
0.12%
Dividend Yield
1.04%
Distribution
Quarterly
Recent distributions
Ex-Date Pay Date Amount Type
2026-09-22 2026-09-24 $0.1806 CD
2026-06-23 2026-06-25 $0.1882 CD
2026-03-24 2026-03-26 $0.1756 CD
2025-12-23 2025-12-26 $0.2503 CD
2025-09-23 2025-09-25 $0.1673 CD
2025-06-24 2025-06-26 $0.1771 CD
Asset Allocation
Top Holdings
top 50 of 310 holdings
Symbol Name Weight % Asset Class Country
AAPL APPLE INC COMMON STOCK 2.10% Equity (US) US
MSFT MICROSOFT CORP COMMON 2.08% Equity (US) US
AMD ADVANCED MICRO DEVICES 1.98% Equity (US) US
META META PLATFORMS INC 1.97% Equity (US) US
XOM EXXONMOBIL HOLDINGS CORP 1.89% Equity (US) US
NVDA NVIDIA CORP COMMON STOCK 1.88% Equity (US) US
V VISA INC COMMON STOCK 1.87% Equity (US) US
AVGO BROADCOM INC COMMON 1.84% Equity (US) US
MU MICRON TECHNOLOGY INC 1.75% Equity (US) US
GOOGL ALPHABET INC-CL A - 1.73% Equity (US) US
BRK.B BERKSHIRE HATHAWAY INC 1.70% Equity (US) US
JNJ JOHNSON & COMMON 1.50% Equity (US) US
MA MASTERCARD INC COMMON 1.44% Equity (US) US
ABBV ABBVIE INC COMMON STOCK 1.34% Equity (US) US
PLTR PALANTIR TECHNOLOGIES 1.33% Equity (US) US
COST COSTCO WHOLESALE CORP 1.24% Equity (US) US
CSCO CISCO SYSTEMS INC COMMON 1.19% Equity (US) US
MRK MERCK & CO INC COMMON 1.10% Equity (US) US
PG THE PROCTER & GAMBLE 1.01% Equity (US) US
PANW PALO ALTO NETWORKS INC 0.90% Equity (US) US
HD HOME DEPOT INC/THE 0.89% Equity (US) US
LRCX LAM RESEARCH CORP COMMON 0.86% Equity (US) US
TXN TEXAS INSTRUMENTS INC 0.86% Equity (US) US
AMAT APPLIED MATERIALS INC 0.82% Equity (US) US
CRWD CROWDSTRIKE HOLDINGS INC 0.81% Equity (US) US
GEV GE VERNOVA INC COMMON 0.76% Equity (US) US
CVX CHEVRON CORP COMMON 0.74% Equity (US) US
LIN LINDE PLC COMMON STOCK 0.72% Equity (Foreign) IE
ADI ANALOG DEVICES INC 0.71% Equity (US) US
KLAC KLA CORP COMMON STOCK 0.70% Equity (US) US
QCOM QUALCOMM INC COMMON 0.67% Equity (US) US
GILD GILEAD SCIENCES INC 0.67% Equity (US) US
CRM SALESFORCE.COM INC. 0.66% Equity (US) US
SNDK SANDISK CORP COMMON 0.65% Equity (US) US
BLK BLACKROCK INC COMMON 0.62% Equity (US) US
UNP UNION PACIFIC CORP 0.61% Equity (US) US
NOW SERVICENOW INC COMMON 0.58% Equity (US) US
TJX TJX COS INC/THE COMMON 0.56% Equity (US) US
MCD MCDONALD'S CORP COMMON 0.56% Equity (US) US
ACN ACCENTURE PLC COMMON 0.54% Equity (Foreign) IE
MO ALTRIA GROUP INC COMMON 0.51% Equity (US) US
WDC WESTERN DIGITAL CORP 0.48% Equity (US) US
FTNT FORTINET INC COMMON 0.48% Equity (US) US
DDOG DATADOG INC COMMON STOCK 0.47% Equity (US) US
CB CHUBB LTD COMMON STOCK 0.46% Equity (Foreign) CH
SNOW SNOWFLAKE INC COMMON 0.45% Equity (US) US
PM PHILIP MORRIS 0.45% Equity (US) US
ADBE ADOBE INC COMMON STOCK 0.44% Equity (US) US
BMY BRISTOL-MYERS SQUIBB CO 0.43% Equity (US) US
LMT LOCKHEED MARTIN CORP 0.43% Equity (US) US
Chart
Seasonality
'21'22'23'24'25'26Avg
Jan-0.27%-5.96%5.17%3.24%4.31%1.27%1.29%
Feb1.12%-3.83%-3.40%3.84%-0.10%0.08%-0.38%
Mar2.52%5.07%3.98%1.34%-3.93%-4.81%0.70%
Apr3.33%-7.16%0.82%-4.96%-0.97%7.80%-0.19%
May0.35%0.20%-0.41%3.29%4.86%6.81%2.52%
Jun3.15%-6.48%5.33%2.86%1.81%0.64%1.22%
Jul2.58%6.48%3.09%2.06%0.42%-0.04%2.43%
Aug2.54%-3.84%-0.46%4.71%3.29%2.75%1.50%
Sep-5.21%-8.75%-4.73%3.23%2.34%-0.38%-2.25%
Oct5.26%6.00%-2.27%-0.64%-0.35%2.41%*1.74%
Nov-0.05%6.72%7.88%6.34%0.86%--4.35%
Dec6.11%-5.24%3.66%-4.23%0.59%--0.18%
Total23.09%-17.20%19.37%22.46%13.59%17.14%13.07%
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: $75.14
SMA 50: $74.65
SMA 200: $69.03
Current: $76.08
EMA 12: $75.55
EMA 26: $75.10
MACD: 0.4546 | Signal: 0.0627
BULLISH
ADX (14): 15.29
RANGE
+DI: 29.04
−DI: 19.11

Momentum Oscillators

RSI (14): 59.40
NEUTRAL
Stoch %K: 89.01
Stoch %D: 80.24
Williams %R: -18.80

Volume & Volatility

BB Upper: $76.64
BB Lower: $73.63
NEUTRAL
OBV: 20,991,177
Vol SMA 20: 822,259
Vol ROC: 182.62%
ATR: $0.65
True Range: $0.65
HV 20: 9.9%
HV 30: 9.6%
HV 60: 10.4%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis

JQUA Stock Analysis Report

JPMorgan U.S. Quality Factor ETF

Executive Summary

Overall Assessment: BULLISH | Confidence: 7/10

JQUA is a passively managed quality factor ETF holding 310 U.S. equities with a defensive risk profile (beta 0.85) and institutional-grade cost efficiency (0.12% expense ratio). The fund exhibits technically sound positioning with price above all key moving averages, bullish MACD momentum, and positive net fund inflows, though elevated valuations and overbought momentum readings warrant caution near-term.

Key Drivers:

  • Strong technical setup with price $75.73 trading 1.9% above SMA20 ($74.50) and 10.4% above SMA200 ($68.55)
  • Bullish MACD histogram (0.26) with positive crossover signal
  • Consistent inflows (+$97M over 3 months, +1.2% of assets)
  • Low-cost structure outperforming 98% of category peers

Primary Risks:

  • Stochastic oscillators deeply overbought (%K: 89.70, %D: 86.64) suggest pullback risk
  • Holdings trading +3.4% above fair value; weighted P/E of 25.2 indicates premium valuation
  • ADX (15.02) signals weak trend strength; range-bound regime limits upside conviction
  • IV premium (+37.8% vs HV30) prices significant movement; current IV rank (22.6%) is low

Investment Thesis: JQUA presents a quality-biased exposure to large-cap U.S. equities positioned above long-term support, though near-term consolidation is likely given overbought momentum. Recent fund inflows suggest institutional accumulation, but valuation headwinds and weak trend strength require disciplined position management.

Recent News Sentiment Impact: News headlines (dated May 2024 to September 2026) reflect broad ETF market commentary rather than fund-specific catalysts. Recent mentions emphasize quality factors during rate uncertainty and AI sector risks—themes aligning with JQUA's holdings concentration in mega-cap tech (MSFT, AAPL, NVDA, AMD, META comprise 10.5% of portfolio). Positive sentiment on quality ETFs amid inflation persistence provides tailwind, though these are general market narratives, not JQUA-specific drivers.

Technical Analysis

Trend Direction

Short-term (1-4 weeks): NEUTRAL TO SLIGHTLY BULLISH

  • Price $75.73 sits 1.9% above SMA20 ($74.50) and 1.8% above SMA50 ($74.43)
  • EMA12 ($75.02) above EMA26 ($74.60) confirms intra-trend alignment
  • However, ADX (15.02) in "range" regime indicates weak directional conviction
  • Stochastic readings (%K: 89.70) at extremes suggest imminent mean reversion or consolidation

Medium-term (1-3 months): BULLISH

  • Price 10.4% above SMA200 ($68.55) establishes solid medium-term uptrend
  • RSI (63.58) in neutral zone (30-70), avoiding overbought extremes despite momentum signals
  • MACD bullish crossover with positive histogram (0.42 MACD vs 0.16 signal) = +0.26 momentum
  • 75% of fund holdings above 200-day average supports broad-based strength

Long-term (3-12 months): BULLISH

  • Sustained position above SMA200 across entire portfolio
  • Beta 0.85 provides defensive characteristics during market stress
  • Positive alpha (0.06) suggests outperformance vs market on risk-adjusted basis

Support/Resistance Levels

| Level | Type | Interpretation | |-------|------|-----------------| | $75.97 | Resistance | Bollinger Bands upper band; minor reversal point | | $75.73 | Current | Trading near daily high; limited upside room | | $74.50 | Support | SMA20; primary short-term support | | $74.43 | Support | SMA50; medium-term pivot | | $73.02 | Support | Bollinger Bands lower band; technical floor | | $68.55 | Major Support | SMA200; critical long-term support |

Critical Zone: $73.02–$74.50 represents 2% pullback zone where institutional accumulation likely resumes. Break below $73.02 would signal trend deterioration.

Momentum Signals

RSI (14): 63.58 — NEUTRAL (approaching overbought threshold of 70)

  • Reading between 50-70 indicates sustained bullish pressure without extreme overbought conditions
  • Room to push higher before triggering mean-reversion sell signal
  • Historically consistent with continuation moves in trending markets

MACD: BULLISH CROSSOVER CONFIRMED

  • MACD (0.42) > Signal Line (0.16) with positive histogram (0.26)
  • Indicates fresh upside momentum generation
  • Crossover provides confidence for continued strength above $74.50 support

Stochastic (%K: 89.70, %D: 86.64): EXTREME OVERBOUGHT — NEAR-TERM PULLBACK WARNING

  • Both lines in oversold territory (>80) signal imminent mean reversion
  • Historically, extreme readings precede 1-4% corrective pullbacks before resuming trend
  • Time frame: typically 3-10 trading days for reversion

Williams %R (-13.10): OVERBOUGHT CONFIRMATION

  • Deeply negative reading (-100 to 0 scale) confirms overbought extremes
  • Aligns with Stochastic warning; suggests immediate pullback risk

Bollinger Bands: NEUTRAL

  • Price trading slightly above middle band ($74.50); band width 3.95 indicates moderate volatility
  • Not touching upper band ($75.97)—no squeeze breakout signal detected
  • Positioning suggests normal volatility regime, not compressed (potential breakout) or expanded (volatility spike)

Volume Analysis

Volume Trends: BULLISH CONFIRMATION

  • Volume SMA20: 619,086 shares (baseline)
  • Volume Rate of Change: +75.72% — indicates significantly elevated volume relative to 20-day average
  • Interpretation: Recent price moves accompanied by above-average institutional participation

On-Balance Volume (OBV): 17,519,592 — ACCUMULATION SIGNAL

  • OBV trending upward (no specific prior level provided, but positive context from flows)
  • Suggests accumulation phase with buying pressure outpacing selling
  • Aligns with fund inflows (+$97M over 3 months)

Institutional Interest Assessment:

  • Elevated volume coupled with positive OBV and net inflows (+1.2% of assets quarterly) indicates institutional accumulation
  • Position changes (added MSFT, SNOW, NOW; trimmed SNDK, CIEN, KLAC) reflect active quality screening, not passive drift
  • Insider buying (+3.2% of weight) provides micro-signal of confidence

News & Sentiment Analysis

Recent Headlines Summary

| Date | Headline | Sentiment | Relevance | |------|----------|-----------|-----------| | 2026-09-22 | Inflation Pressures May Persist: ETFs Worth Watching | POSITIVE | Quality factors resilient in inflationary environments | | 2026-09-14 | AI Safety Concerns Surge: ETFs to Watch as Tech Faces New Risks | POSITIVE | JQUA's tech concentration (MSFT, NVDA, META, GOOGL = 8.1%) exposed to AI volatility | | 2024-05-28 | Quality ETFs Amid Rate Cut Uncertainty | NEUTRAL | Generic quality narrative; not JQUA-specific | | 2024-05-11 | The More Things Stay The Same | NEUTRAL | Market commentary; no actionable direction | | 2024-03-01 | VTI Opportunities | NEUTRAL | Competing fund; indirect competitive signal | | 2024-02-28 | EQWL vs RSP Comparison | NEUTRAL | Quality factor comparison framework |

Sentiment Assessment

Aggregate News Sentiment: POSITIVE-NEUTRAL (6/10)

Recent headlines (September 2026) frame quality ETFs favorably during macro uncertainty, but lack fund-specific catalysts. The "AI Safety Concerns" headline presents a mixed signal: it highlights risks to

Generated
News
All JQUA news →
Showing 1–10 of 19
Page 1 of 2

JQUA Options Activity & IV Rank

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

Volatility Metrics

Current IV: 15.1%
7-DTE IV: —
Expected Move: $1.27
7-DTE Move: $1.27
Days to Exp: 29 (2026-11-20)

Options Flow

Call Volume: 10
Put Volume: 2
P/C Volume: 0.2
BULLISH
Call OI: 10
Put OI: 2
P/C OI: 0.2
Total OI: 12

ATM Options Pricing

ATM Call: $1.27
ATM Put: $0.00
Call %: 1.7%
Put %: 0.0%

Chain Summary

Chain Volume: 25
Chain OI: 18
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.

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 13.0% / 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)20.9LowOct 22
Straddle Price (30 DTE)$1.27Oct 22
Beta Analysis

Risk Metrics

Beta: 0.8497
Alpha: 8.02%
Correlation: 0.8976
R-Squared: 80.6%
Stock Volatility: 12.1%
Market Volatility: 12.7%

Analysis Details

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

JQUA 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.

505 filers79,102,092 shares$5.71B value
# Filer Shares Value % of Total % of Float Period
1 Savant Capital, LLC 12,544,726 $906.73M 15.88% — 2026-06-30
2 LPL Financial LLC Custodian 3,519,434 $254.38M 4.45% — 2026-06-30
3 Sage Mountain Advisors LLC 2,910,657 $210.38M 3.68% — 2026-06-30
4 Focus Partners Wealth 2,634,467 $190.42M 3.33% — 2026-06-30
5 ST GERMAIN D J CO INC 1,918,286 $138.65M 2.43% — 2026-06-30
6 JPMorgan Chase & Co Custodian 1,858,109 $133.17M 2.33% — 2026-06-30
7 Morgan Stanley Custodian 1,809,452 $130.79M 2.29% — 2026-06-30
8 Raymond James Financial, Inc. Custodian 1,620,104 $117.10M 2.05% — 2026-06-30
9 Bank of America Corp Custodian 1,385,216 $100.12M 1.75% — 2026-06-30
10 Savvy Advisors, Inc. 1,314,796 $95.03M 1.66% — 2026-06-30
11 Facet Wealth, Inc. 1,268,937 $91.72M 1.61% — 2026-06-30
12 Quadcap Wealth Management, LLC 1,260,449 $91.11M 1.60% — 2026-06-30
13 Cetera Investment Advisers Custodian 1,194,066 $86.31M 1.51% — 2026-06-30
14 Northwestern Mutual Wealth Management Co 1,051,811 $76.02M 1.33% — 2026-06-30
15 RVW Wealth, LLC 1,010,151 $74.55M 1.31% — 2026-09-30
16 EP Wealth Advisors, LLC 1,025,040 $74.09M 1.30% — 2026-06-30
17 LVZ, Inc. 1,015,715 $73.42M 1.29% — 2026-06-30
18 Hughes Financial Services, LLC 1,011,274 $73.09M 1.28% — 2026-06-30
19 Avidian Wealth Enterprises, LLC 989,337 $73.01M 1.28% — 2026-09-30
20 MIDLAND WEALTH ADVISORS, LLC 973,572 $70.37M 1.23% — 2026-06-30
21 UMB Bank, n.a. 901,926 $65.19M 1.14% — 2026-06-30
22 OSAIC HOLDINGS, INC. Custodian 896,995 $64.84M 1.14% — 2026-06-30
23 Envestnet Asset Management, Inc. 874,194 $63.19M 1.11% — 2026-06-30
24 Cambridge Investment Research Advisors, Inc. 855,394 $61.83M 1.08% — 2026-06-30
25 COMMONWEALTH EQUITY SERVICES, LLC 782,659 $56.57M 0.99% — 2026-06-30
1 filers$216.84K notional
# Filer Notional Value % of Total Period
1 Belvedere Trading LLC $216.84K 100.00% 2026-06-30
# 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
301.00K
SI % of Float
0.25%
Days to Cover
1.00
Short Vol Ratio
79.0%
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