Zacks Investment ResearchT3·9d ago
KCE State Street SPDR S&P Capital Markets ETF
ETF 153.21 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.
KCE
$153.21
—
Key stats
$153.21
- 52-Week Range
- $132.31 – $173.07
- YTD
- +1.06%
- IV Rank (30D)
- 84.3
- Straddle Price
- $8.05
- P/C Vol Ratio
- 11.00
- Open
- $152.82
- Day Range
- $152.41 – $153.64
- Volume
- 13,478
- Prev Close
- $151.83
About
State Street SPDR S&P Capital Markets ETF (KCE) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2005-11-08
- Has Options
- Yes
- Homepage
- https://www.ssga.com/us/en/individual/etfs
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.35% issuer, Oct 22, 2026
- Assets
- $432M issuer-reported, Oct 20, 2026
- Trailing yield
- 1.76% paid quarterly
- Average daily volume
- $9.0M 30 sessions
- Holdings
- 67 top 10 are 18.5%
- Listed
- Nov 8, 2005 NYSE Arca
- Net asset value
- $151.72 issuer, Oct 20, 2026 · closed -0.01% to NAV
- Median bid/ask spread
- 0.13% 30 days, issuer-reported
- 30-day SEC yield
- 1.68% issuer
- Tracking difference
- -0.28 pts vs index, after fees, FY 2026
Cost65
Liquidity65
Scale61
Diversification85
Moves with. US large-cap stocks (46% of its variance, beta 1.14); Bitcoin (12% of its variance, beta 0.11); Small caps over large (8% of its variance, beta 0.39). These factors explain 60% of its daily moves over the last year.
Stated objective. The State Street SPDR S&P Capital Markets ETF (the Fund) seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of an index that tracks the performance of publicly traded companies that do business as broker-dealers, asset managers, trust and custody banks or exchanges. (from the fund's prospectus)
All 67 holdingsFlow historySimilar fundsOverlap toolAll Financials ETFs
Fund flows
daily as of Oct 19, 2026issuer datathrough Jun 2026SEC filings- Oct 19, 2026
- −$3.0M latest day
- Latest 5 trading days
- −$15M
- Latest 21 trading days
- −$15M −3.5% of assets
- Year to date
- −$47M −$134M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 19, 2026 | −$3.0M |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | −$4.6M |
| Oct 14, 2026 | −$3.7M |
| Oct 13, 2026 | −$3.8M |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | $0 |
| Oct 8, 2026 | $0 |
| Oct 7, 2026 | −$3.8M |
| Oct 6, 2026 | $0 |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | $0 |
| Oct 1, 2026 | $0 |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | $0 |
| Sep 28, 2026 | $0 |
| Sep 25, 2026 | $0 |
| Sep 24, 2026 | $0 |
| Sep 23, 2026 | $0 |
| Sep 22, 2026 | +$4.0M |
| Sep 21, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jun 2026
- −$11M latest reported month
- Latest 3 months
- −$26M −6.1% of assets
- Latest 12 months
- −$77M −18.4% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$11M |
| May 2026 | −$11M |
| Apr 2026 | −$3.3M |
| Mar 2026 | −$31M |
| Feb 2026 | −$37M |
| Jan 2026 | −$7.5M |
| Dec 2025 | −$3.6M |
| Nov 2025 | −$87M |
| Oct 2025 | +$7.2M |
| Sep 2025 | +$43M |
| Aug 2025 | +$50M |
| Jul 2025 | +$15M |
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 | |
|---|---|---|---|---|---|
| IAIiShares U.S. Broker-Dealers & Securities Exchanges ETF | 35% | 0.37% | $1.3B | +3.7% | compare |
| RSPFInvesco S&P 500 Equal Weight Financials ETF | 33% | 0.40% | $394M | +7.2% | compare |
| IYFiShares U.S. Financials ETF | 26% | 0.37% | $3.8B | +6.1% | compare |
| IYGiShares U.S. Financial Services ETF | 24% | 0.37% | $2.2B | +6.3% | compare |
| VFHVanguard Financials ETF | 22% | 0.09% | $13.3B | +5.9% | 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
- +16.4% 52% under, 15% over · 97% covered
- Price / earnings
- 36.2 10% loss-making · 97% covered
- Price / book · sales
- 3.1 · 1.1 revenue growth +13.0%
- Above 200-day average
- 53% 33% above 50-day · by weight
- Short interest
- 5.9% of float, weighted · 3.8 days to cover
- Insider buying
- 7% of weight had net insider buying, 90 days; 57% net selling
- 13F holders
- +3.5% change in shares held by institutions, latest quarter
- Reporting earnings
- 40.3% of weight in 7 days; 62.9% in 14
Holdings reporting in the next 14 days · weighted implied move this week 3.72%
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
Mar 31, 2026 → Jun 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | XXITwenty One Capital Inc | — | 1.20% | — |
| New position | WLTHWealthfront Corp | — | 1.00% | — |
| Decrease | JEFJefferies Financial Group Inc | 1.70% | 1.38% | −29.0% |
| Decrease | ARESAres Management Corp | 1.68% | 1.38% | −14.4% |
| Increase | OPYOppenheimer Holdings Inc | 0.56% | 0.86% | +38.5% |
| Decrease | SNEXStoneX Group Inc | 1.81% | 1.52% | −39.2% |
| Increase | DFINDonnelley Financial Solutions Inc | 1.53% | 1.78% | +38.7% |
| Increase | CMECME Group Inc | 1.56% | 1.33% | +21.9% |
| Decrease | FDSFactSet Research Systems Inc | 1.69% | 1.47% | −12.8% |
| Decrease | AAMIAcadian Asset Management Inc | 1.72% | 1.50% | −29.3% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.5%. Full holdings and history
Under the hood
fiscal year to Jun 30, 2026SEC census- Authorized participants
- 8 active of 41 with agreements; top 3 did 74%
- Created · redeemed
- $160M · $237M over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 25,000 shares
- Securities lending
- 3.63% of assets on loan on average; earned 1.2 bp
- Return vs index
- -0.28 pts after fees; +0.09 before; daily s.d. 0.08
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
67
AUM
$432.4M
Provider
SPDR (State Street)
Inception
2005-11-08
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.35%
Dividend Yield
1.76%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-21 | 2026-09-23 | $0.5511 | CD |
| 2026-06-22 | 2026-06-24 | $0.6971 | CD |
| 2026-03-23 | 2026-03-25 | $0.7176 | CD |
| 2025-12-22 | 2025-12-24 | $0.7268 | CD |
| 2025-09-22 | 2025-09-24 | $0.5377 | CD |
| 2025-06-23 | 2025-06-25 | $0.5959 | CD |
Asset Allocation
Top Holdings
top 50 of 67 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| TW | TRADEWEB MARKETS INC CLASS A | 1.96% | Equity (US) | US |
| WLTH | WEALTHFRONT CORP | 1.91% | Equity (US) | US |
| FDS | FACTSET RESEARCH SYSTEMS INC | 1.89% | Equity (US) | US |
| AMG | AFFILIATED MANAGERS GROUP | 1.85% | Equity (US) | US |
| CBOE | CBOE GLOBAL MARKETS INC | 1.82% | Equity (US) | US |
| CME | CME GROUP INC | 1.82% | Equity (US) | US |
| DFIN | DONNELLEY FINANCIAL SOLUTION | 1.82% | Equity (US) | US |
| MORN | MORNINGSTAR INC | 1.81% | Equity (US) | US |
| MSCI | MSCI INC | 1.80% | Equity (US) | US |
| BLK | BLACKROCK INC | 1.78% | Equity (US) | US |
| SPGI | S+P GLOBAL INC | 1.77% | Equity (US) | US |
| AAMI | ACADIAN ASSET MANAGEMENT INC | 1.73% | Equity (US) | US |
| ICE | INTERCONTINENTAL EXCHANGE IN | 1.71% | Equity (US) | US |
| MKTX | MARKETAXESS HOLDINGS INC | 1.70% | Equity (US) | US |
| NDAQ | NASDAQ INC | 1.70% | Equity (US) | US |
| MCO | MOODY S CORP | 1.69% | Equity (US) | US |
| SEIC | SEI INVESTMENTS COMPANY | 1.69% | Equity (US) | US |
| COIN | COINBASE GLOBAL INC CLASS A | 1.65% | Equity (US) | US |
| VCTR | VICTORY CAPITAL HOLDING A | 1.64% | Equity (US) | US |
| HLI | HOULIHAN LOKEY INC | 1.63% | Equity (US) | US |
| BGC | BGC GROUP INC A | 1.61% | Equity (US) | US |
| TROW | T ROWE PRICE GROUP INC | 1.60% | Equity (US) | US |
| CNS | COHEN + STEERS INC | 1.58% | Equity (US) | US |
| SBET | SHARPLINK INC | 1.56% | Equity (US) | US |
| LPLA | LPL FINANCIAL HOLDINGS INC | 1.56% | Equity (US) | US |
| IBKR | INTERACTIVE BROKERS GRO CL A | 1.55% | Equity (US) | US |
| BEN | FRANKLIN TEMPLETON INC | 1.55% | Equity (US) | US |
| FHI | FEDERATED HERMES INC | 1.55% | Equity (US) | US |
| VIRT | VIRTU FINANCIAL INC CLASS A | 1.53% | Equity (US) | US |
| TPG | TPG INC | 1.53% | Equity (US) | US |
| WT | WISDOMTREE INC | 1.53% | Equity (US) | US |
| NTRS | NORTHERN TRUST CORP | 1.52% | Equity (US) | US |
| IVZ | INVESCO LTD | 1.51% | Equity (US) | US |
| BNY | BANK OF NEW YORK MELLON CORP | 1.50% | Equity (US) | US |
| RJF | RAYMOND JAMES FINANCIAL INC | 1.50% | Equity (US) | US |
| AMP | AMERIPRISE FINANCIAL INC | 1.49% | Equity (US) | US |
| EVR | EVERCORE INC A | 1.48% | Equity (US) | US |
| STT | STATE STREET CORP | 1.47% | Equity (US) | US |
| ARES | ARES MANAGEMENT CORP A | 1.46% | Equity (US) | US |
| STEP | STEPSTONE GROUP INC CLASS A | 1.46% | Equity (US) | US |
| GS | GOLDMAN SACHS GROUP INC | 1.46% | Equity (US) | US |
| LAZ | LAZARD INC | 1.45% | Equity (US) | US |
| KKR | KKR + CO INC | 1.45% | Equity (US) | US |
| BX | BLACKSTONE INC | 1.44% | Equity (US) | US |
| SCHW | SCHWAB (CHARLES) CORP | 1.44% | Equity (US) | US |
| HOOD | ROBINHOOD MARKETS INC A | 1.44% | Equity (US) | US |
| CG | CARLYLE GROUP INC/THE | 1.43% | Equity (US) | US |
| OWL | BLUE OWL CAPITAL INC | 1.43% | Equity (US) | US |
| HLNE | HAMILTON LANE INC CLASS A | 1.43% | Equity (US) | US |
| MS | MORGAN STANLEY | 1.41% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.34% | -7.82% | 12.41% | -1.00% | 5.86% | 2.81% | 2.10% |
| Feb | 5.15% | -4.31% | -2.70% | 5.12% | -4.00% | -7.03% | -1.29% |
| Mar | 1.41% | 2.18% | -5.50% | 4.10% | -7.20% | -6.18% | -1.86% |
| Apr | 4.04% | -13.96% | -0.68% | -3.06% | -2.28% | 10.74% | -0.87% |
| May | 2.73% | 2.34% | -2.48% | 4.42% | 8.04% | 0.88% | 2.65% |
| Jun | 1.23% | -9.47% | 6.15% | -0.74% | 7.44% | -3.49% | 0.19% |
| Jul | 0.73% | 10.67% | 6.96% | 9.67% | 4.88% | 5.99% | 6.48% |
| Aug | 4.17% | -1.69% | -1.78% | 2.95% | 4.03% | 4.35% | 2.00% |
| Sep | -4.49% | -10.43% | -4.01% | 5.11% | -0.77% | -7.93% | -3.75% |
| Oct | 10.41% | 8.18% | -4.36% | 6.25% | -2.82% | -1.08%* | 2.76% |
| Nov | -5.50% | 6.45% | 10.28% | 12.39% | -0.23% | -- | 4.68% |
| Dec | 2.55% | -7.90% | 10.07% | -6.43% | 3.93% | -- | 0.44% |
| Total | 24.14% | -25.74% | 24.41% | 44.34% | 16.71% | -2.61% | 13.54% |
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: $153.57
SMA 50: $160.89
SMA 200: $153.34
Current: $153.21
EMA 12: $152.56
EMA 26: $155.02
MACD: -2.4642 | Signal: 0.1792
BEARISH
ADX (14): 36.51
TREND
+DI: 20.20
−DI: 29.82
Momentum Oscillators
RSI (14): 45.56
NEUTRAL
Stoch %K: 35.08
Stoch %D: 29.22
Williams %R: -44.12
Volume & Volatility
BB Upper: $157.95
BB Lower: $149.20
NEUTRAL
OBV: -948,815
Vol SMA 20: 46,067
Vol ROC: 22.00%
ATR: $2.62
True Range: $1.81
HV 20: 19.2%
HV 30: 18.8%
HV 60: 19.5%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
Here is a structured report in response to the LLM Stock Analysis Prompt Template:
Executive Summary
Overall Assessment: NEUTRAL (confidence level: 6/10)
Key Drivers and Primary Risks:
- The stock is trading within a relatively narrow range, indicating low volatility.
- Technical indicators suggest a strong bullish momentum signal from MACD.
- RSI is neutral, not suggesting overbought or oversold conditions.
Investment Thesis: KCE is likely to continue its upward trend due to the bullish momentum signals and the absence of negative news sentiment. However, this thesis should be reevaluated if the stock's price action deviates from its current range.
Recent News Sentiment Impact: The recent news headlines are neutral in tone, which aligns with the technical analysis suggesting no significant catalysts driving the stock's movement.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Neutral
- Medium-term (1-3 months): Uptrend
- Long-term (3-12 months): Bullish momentum signal from MACD indicates a potential uptrend continuation
Support/Resistance Levels: Key price levels are:
- Upper Bollinger Band: $173.12
- Middle band: $168.76
- Lower band: $164.39
Momentum Signals:
- RSI (14): 53.21 (neutral)
- MACD signal: Bullish momentum signal from MACD
- Bollinger Bands position: Neutral, indicating no significant mean reversion or breakout
Volume Analysis: Volume trends suggest a moderate increase in volume with institutional interest signals.
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines are neutral in tone and do not provide any significant catalysts for the stock's movement. The articles discuss general market commentary, routine announcements, and market forecasts.
Sentiment Assessment: Aggregate news sentiment is Neutral (positive 0%, negative 0%, neutral 100%).
Catalyst Identification: There are no upcoming events or product launches that could significantly impact the stock's price action.
Market Narrative: The technical signals align with the news sentiment analysis, indicating a lack of significant catalysts driving the stock's movement.
Generated
News
All KCE news →
GlobeNewswire Inc.T3·21mo ago
Zacks Investment ResearchT3·29mo ago
Zacks Investment ResearchT3·29mo ago
Zacks Investment ResearchT3·30mo ago
Zacks Investment ResearchT3·31mo ago
Zacks Investment ResearchT3·32mo ago
Zacks Investment ResearchT3·32mo ago
Seeking AlphaT3·33mo ago
Zacks Investment ResearchT3·33mo ago
Showing 1–10 of 27
Page 1 of 3
KCE Options Activity & IV Rank
KCE IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 22.8%
7-DTE IV: —
Expected Move: $8.05
7-DTE Move: $8.05
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 1
Put Volume: 11
P/C Volume: 11.0
BEARISH
Call OI: 1
Put OI: 13
P/C OI: 13.0
Total OI: 14
ATM Options Pricing
ATM Call: $4.28
ATM Put: $3.77
Call %: 2.8%
Put %: 2.5%
Chain Summary
Chain Volume: 131
Chain OI: 139
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 23.0% / 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)84.3HighOct 21
Straddle Price (30 DTE)$8.05Oct 21
Beta Analysis
Risk Metrics
Beta: 1.0635
Alpha: -11.53%
Correlation: 0.6495
R-Squared: 42.2%
Stock Volatility: 20.8%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Above average volatility - stock moves with market amplification
Above average volatility - stock moves with market amplification
Beta & Alpha Over Time
KCE 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.
1 filers$368.10K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $368.10K | 100.00% | 2026-06-30 |
1 filers$353.37K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $353.37K | 100.00% | 2026-06-30 |
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
15.01K
SI % of Float
0.47%
Days to Cover
1.00
Short Vol Ratio
74.1%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
KCE Constituent Performance
Click any bar to view the full quote for that stock.
KCE Constituents (66 of 66)
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| TW | TRADEWEB MARKETS INC CLASS A | 1.96% | $120.01 | +0.54% | +8.43% | +19.73% |
| WLTH | WEALTHFRONT CORP | 1.91% | $10.87 | +1.78% | +4.02% | +10.47% |
| FDS | FACTSET RESEARCH SYSTEMS INC | 1.89% | $319.91 | +2.45% | +10.41% | +14.49% |
| AMG | AFFILIATED MANAGERS GROUP | 1.85% | $393.66 | +1.26% | +5.77% | +7.51% |
| CBOE | CBOE GLOBAL MARKETS INC | 1.82% | $318.82 | +1.21% | +6.11% | +18.58% |
| CME | CME GROUP INC | 1.82% | $295.79 | +0.16% | +3.57% | +9.23% |
| DFIN | DONNELLEY FINANCIAL SOLUTION | 1.82% | $52.79 | +0.53% | +7.12% | +8.60% |
| MORN | MORNINGSTAR INC | 1.81% | $213.79 | +0.96% | +4.82% | +6.72% |
| MSCI | MSCI INC | 1.80% | $604.46 | +2.16% | +7.84% | +8.77% |
| BLK | BLACKROCK INC | 1.78% | $1149.6 | +1.85% | +7.06% | +8.36% |
| SPGI | S+P GLOBAL INC | 1.77% | $443.16 | +1.15% | +8.47% | +9.02% |
| AAMI | ACADIAN ASSET MANAGEMENT INC | 1.73% | $95.11 | +0.79% | +4.40% | +3.93% |
| ICE | INTERCONTINENTAL EXCHANGE IN | 1.71% | $157.69 | -0.55% | +1.66% | +0.86% |
| MKTX | MARKETAXESS HOLDINGS INC | 1.70% | $164.26 | -0.14% | -0.15% | +0.34% |
| NDAQ | NASDAQ INC | 1.70% | $96.12 | +1.39% | +4.52% | +0.71% |
| MCO | MOODY S CORP | 1.69% | $481.05 | +1.20% | +3.95% | +1.52% |
| SEIC | SEI INVESTMENTS COMPANY | 1.69% | $108.43 | +1.19% | +3.00% | +3.43% |
| COIN | COINBASE GLOBAL INC CLASS A | 1.65% | $177.08 | +3.65% | +2.42% | -10.62% |
| VCTR | VICTORY CAPITAL HOLDING A | 1.64% | $107.6 | -0.78% | +1.40% | +1.21% |
| HLI | HOULIHAN LOKEY INC | 1.63% | $128.39 | -1.49% | +2.89% | -1.19% |
| BGC | BGC GROUP INC A | 1.61% | $11.83 | +1.72% | +2.78% | -2.23% |
| TROW | T ROWE PRICE GROUP INC | 1.60% | $103.29 | +1.14% | +3.68% | -1.22% |
| CNS | COHEN + STEERS INC | 1.58% | $70.26 | -2.46% | +5.83% | -6.87% |
| SBET | SHARPLINK INC | 1.56% | $8.35 | +6.10% | +5.70% | -14.88% |
| LPLA | LPL FINANCIAL HOLDINGS INC | 1.56% | $321.03 | -0.26% | -0.75% | +6.14% |
| IBKR | INTERACTIVE BROKERS GRO CL A | 1.55% | $85.33 | +2.92% | +1.41% | -6.80% |
| BEN | FRANKLIN TEMPLETON INC | 1.55% | $31.68 | +1.41% | +3.77% | -3.15% |
| FHI | FEDERATED HERMES INC | 1.55% | $56.07 | +0.18% | +2.11% | -2.59% |
| VIRT | VIRTU FINANCIAL INC CLASS A | 1.53% | $57.12 | +0.12% | +2.96% | +7.75% |
| TPG | TPG INC | 1.53% | $44.08 | -0.68% | +4.41% | -1.89% |
| WT | WISDOMTREE INC | 1.53% | $21.76 | +0.69% | +3.23% | -8.26% |
| NTRS | NORTHERN TRUST CORP | 1.52% | $166.91 | +0.89% | +2.63% | -4.07% |
| IVZ | INVESCO LTD | 1.51% | $29.25 | +1.63% | +4.73% | -4.85% |
| BNY | BANK OF NEW YORK MELLON CORP | 1.50% | $145.85 | +1.11% | +5.96% | -2.45% |
| RJF | RAYMOND JAMES FINANCIAL INC | 1.50% | $155.69 | +0.27% | -0.99% | -1.61% |
| AMP | AMERIPRISE FINANCIAL INC | 1.49% | $490.51 | +0.58% | -1.07% | -2.44% |
| EVR | EVERCORE INC A | 1.48% | $252.01 | -0.04% | -0.96% | -3.03% |
| STT | STATE STREET CORP | 1.47% | $168.95 | +1.42% | +1.23% | -6.11% |
| ARES | ARES MANAGEMENT CORP A | 1.46% | $117.01 | +0.62% | +4.02% | -3.68% |
| STEP | STEPSTONE GROUP INC CLASS A | 1.46% | $42.42 | -1.26% | +2.64% | -5.80% |
| GS | GOLDMAN SACHS GROUP INC | 1.46% | $904.72 | +2.25% | +2.96% | -3.38% |
| LAZ | LAZARD INC | 1.45% | $37.37 | +1.91% | +7.82% | +1.49% |
| KKR | KKR + CO INC | 1.45% | $89.87 | +0.74% | +4.99% | -7.55% |
| BX | BLACKSTONE INC | 1.44% | $109.57 | -0.70% | +3.16% | -8.13% |
| SCHW | SCHWAB (CHARLES) CORP | 1.44% | $91.64 | +0.83% | -5.33% | -7.90% |
| HOOD | ROBINHOOD MARKETS INC A | 1.44% | $101.93 | +3.79% | +0.84% | -16.93% |
| CG | CARLYLE GROUP INC/THE | 1.43% | $37.27 | -0.11% | +4.19% | -6.64% |
| OWL | BLUE OWL CAPITAL INC | 1.43% | $9.17 | -0.33% | +4.32% | -4.48% |
| HLNE | HAMILTON LANE INC CLASS A | 1.43% | $82.46 | -1.48% | +0.55% | -3.78% |
| MS | MORGAN STANLEY | 1.41% | $187.01 | +3.66% | +3.03% | -5.74% |