GlobeNewswire Inc.T3·7mo ago
KSA iShares MSCI Saudi Arabia ETF
ETF 33.65 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.
KSA
$33.65
—
Key stats
$33.65
- 52-Week Range
- $33.60 – $41.17
- YTD
- -8.49%
- IV Rank (30D)
- 31.01
- Straddle Price
- $2.20
- P/C Vol Ratio
- 1.83
- Open
- $33.72
- Day Range
- $33.60 – $33.72
- Volume
- 1,086,537
- Prev Close
- $34.55
About
iShares MSCI Saudi Arabia ETF (KSA) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2015-09-16
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 20, 2026issuer datathrough May 2026flows, SEC filings
International Equity
Single Country#47 of 163 by assets
iShares
Saudi Arabia
Emerging Markets
Index-tracking
- Expense ratio
- 0.75% issuer, Oct 22, 2026
- Assets
- $559M issuer-reported, Oct 20, 2026
- Trailing yield
- 2.99% paid semi-annual
- Average daily volume
- $17M 30 sessions
- Holdings
- 115 top 10 are 60.3%
- Listed
- Sep 16, 2015 NYSE Arca
- Last fee change
- +1 bp filed Dec 20, 2024
- Net asset value
- $34.61 issuer, Oct 21, 2026 · closed -0.19% to NAV
- Median bid/ask spread
- 0.03% 30 days, issuer-reported
- 30-day SEC yield
- 2.99% issuer, Sep 30, 2026
- Return on NAV, 1 year
- −7.3% issuer, through Sep 30, 2026 · 3 years +0.7% a year · 5 years −0.3% · 10 years +8.7%
- Distributions, 12 months
- $1.03 a share issuer, through Jun 15, 2026: 100% income
- Tracking difference
- -0.80 pts vs index, after fees, FY 2025
Cost16
Liquidity75
Scale65
Diversification43
Moves with. US large-cap stocks (11% of its variance, beta 0.32); High yield over Treasuries (6% of its variance, beta 1.03); Emerging markets over US (4% of its variance, beta 0.12); Long Treasuries (3% of its variance, beta 0.30). These factors explain 25% of its daily moves over the last year, so most of what drives this fund is something else.
Stated objective. The iShares MSCI Saudi Arabia ETF (the Fund ) seeks to track the investment results of a broad-based index composed of Saudi Arabian equities. (from the fund's prospectus)
All 115 holdingsFlow historySimilar fundsOverlap toolAll Single Country ETFs
Fund flows
daily as of Oct 21, 2026issuer datathrough May 2026SEC filings- Oct 21, 2026
- $0 latest day
- Latest 5 trading days
- $0
- Latest 21 trading days
- $0 0.0% of assets
- Year to date
- −$33M −$91M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 21, 2026 | $0 |
| Oct 20, 2026 | $0 |
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | $0 |
| Oct 8, 2026 | $0 |
| Oct 7, 2026 | $0 |
| 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 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- May 2026
- −$25M latest reported month
- Latest 3 months
- +$1.1M +0.1% of assets
- Latest 12 months
- +$4.4M +0.6% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | −$25M |
| Apr 2026 | −$16M |
| Mar 2026 | +$42M |
| Feb 2026 | +$35M |
| Jan 2026 | −$9.0M |
| Dec 2025 | −$13M |
| Nov 2025 | −$45M |
| Oct 2025 | +$14M |
| Sep 2025 | +$111M |
| Aug 2025 | −$76M |
| Jul 2025 | −$23M |
| Jun 2025 | +$9.3M |
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 | |
|---|---|---|---|---|---|
| FLSAFranklin FTSE Saudi Arabia ETF | 89% | 0.39% | $4.5M | −14.8% | compare |
| EELVInvesco S&P Emerging Markets Low Volatility ETF | 10% | 0.29% | $393M | +4.9% | compare |
| EEMViShares MSCI Emerging Markets Min Vol Factor ETF | 7% | 0.25% | $3.5B | +11.8% | compare |
| DEMWisdomTree Emerging Markets High Dividend Fund | 6% | 0.63% | $4.1B | +19.2% | compare |
| XCWisdomTree True Emerging Markets Fund | 5% | 0.32% | $79M | −11.1% | compare |
Ranked by how much of the two portfolios is the same securities.
What changed in the portfolio
Feb 28, 2026 → May 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Decrease | Saudi Arabian Mining Company SJSC | 6.08% | 4.60% | −13.6% |
| Increase | Saudi Telecom Company SJSC | 4.29% | 5.35% | +21.5% |
| Increase | ACWA POWER Company SJSC | 2.06% | 2.67% | +19.2% |
| Increase | AL RAJHI BANKING AND INVESTMENT CORPORATION SJSC | 14.42% | 13.87% | +50.0% |
| Increase | Rabigh Refining and Petrochemical Company SJSC | 0.21% | 0.59% | +28.8% |
| Increase | Riyad Bank SJSC | 3.30% | 3.12% | +33.3% |
| Increase | AL RAJHI COMPANY FOR COOPERATIVE INSURANCE SJSC | 0.24% | 0.37% | +11.0% |
| Exit | Theeb Rent a Car Company SJSC | 0.12% | — | — |
| Exit | Eastern Province Cement Company SJSC | 0.12% | — | — |
| Exit | AFG International Company | 0.11% | — | — |
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 Aug 31, 2025SEC census- Authorized participants
- 6 active of 40 with agreements; top 3 did 92%
- Created · redeemed
- $147M · $110M over the fiscal year
- Redemptions in kind
- 99% creations 61% in kind
- Creation unit
- 50,000 shares
- Securities lending
- authorized, none lent
- Return vs index
- -0.80 pts after fees; -0.80 before; daily s.d. 3.92
- 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
115
AUM
$559.0M
Provider
iShares (BlackRock)
Inception
2015-09-16
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.75%
Dividend Yield
2.99%
Distribution
Semi-Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-15 | 2026-06-22 | $0.5932 | CD |
| 2025-12-16 | 2025-12-22 | $0.4395 | CD |
| 2025-06-16 | 2025-06-23 | $0.6334 | CD |
| 2024-12-30 | 2025-01-03 | $0.3153 | CD |
| 2024-12-17 | 2024-12-20 | $0.4759 | CD |
| 2024-06-11 | 2024-06-17 | $0.6117 | CD |
Asset Allocation
Top Holdings
top 50 of 115 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | AL RAJHI BANK | 14.13% | Equity (Foreign) | SA |
| — | SAUDI ARABIAN OIL | 12.22% | Equity (Foreign) | SA |
| — | THE SAUDI NATIONAL BANK | 8.37% | Equity (Foreign) | SA |
| — | SAUDI TELECOM | 6.24% | Equity (Foreign) | SA |
| — | SAUDI ARABIAN MINING | 4.35% | Equity (Foreign) | SA |
| — | RIYAD BANK | 3.29% | Equity (Foreign) | SA |
| — | ALINMA BANK | 3.01% | Equity (Foreign) | SA |
| — | ACWA POWER CO | 2.97% | Equity (Foreign) | SA |
| — | SAUDI AWWAL BANK | 2.90% | Equity (Foreign) | SA |
| — | SAUDI BASIC INDUSTRIES | 2.88% | Equity (Foreign) | SA |
| — | BANQUE SAUDI FRANSI | 2.07% | Equity (Foreign) | SA |
| — | ETIHAD ETISALAT | 1.95% | Equity (Foreign) | SA |
| — | ALMARAI | 1.77% | Equity (Foreign) | SA |
| — | SABIC AGRI-NUTRIENTS | 1.71% | Equity (Foreign) | SA |
| — | DR SULAIMAN AL HABIB MEDICAL GRP | 1.69% | Equity (Foreign) | SA |
| — | ARAB NATIONAL BANK | 1.68% | Equity (Foreign) | SA |
| — | BANK ALBILAD | 1.40% | Equity (Foreign) | SA |
| — | AL-ELM INFORMATION SECURITY COMPAN | 1.14% | Equity (Foreign) | SA |
| — | SAUDI ENERGY | 1.11% | Equity (Foreign) | SA |
| — | BUPA ARABIA | 0.97% | Equity (Foreign) | SA |
| — | JARIR MARKETING | 0.88% | Equity (Foreign) | SA |
| — | DAR AL ARKAN REAL ESTATE DEVELOPME | 0.84% | Equity (Foreign) | SA |
| — | JABAL OMAR DEVELOPMENT | 0.80% | Equity (Foreign) | SA |
| — | THE COOPERATIVE INSURANCE | 0.77% | Equity (Foreign) | SA |
| — | SAUDI INVESTMENT BANK | 0.74% | Equity (Foreign) | SA |
| — | BANK ALJAZIRA | 0.62% | Equity (Foreign) | SA |
| — | MAKKAH CONSTRUCTION AND DEVELOPMEN | 0.62% | Equity (Foreign) | SA |
| — | ELECTRICAL INDUSTRIES | 0.58% | Equity (Foreign) | SA |
| — | SAL SAUDI LOGISTICS SERVICE CO | 0.52% | Equity (Foreign) | SA |
| — | AL MOUWASAT MEDICAL SERVICES | 0.51% | Equity (Foreign) | SA |
| — | ALDREES PETROLEUM AND TRANSPORT SE | 0.50% | Equity (Foreign) | SA |
| — | ADES HOLDING CO | 0.50% | Equity (Foreign) | SA |
| — | SAUDI TADAWUL GROUP CO | 0.48% | Equity (Foreign) | SA |
| — | RASAN INFORMATION TECHNOLOGY | 0.45% | Equity (Foreign) | SA |
| — | AL MOAMMAR INFORMATION SYSTEMS | 0.43% | Equity (Foreign) | SA |
| — | ASTRA INDUSTRIAL GROUP | 0.42% | Equity (Foreign) | SA |
| — | TAIBA INVESTMENTS | 0.39% | Equity (Foreign) | SA |
| — | SAHARA INTERNATIONAL PETROCHEMICAL | 0.38% | Equity (Foreign) | SA |
| — | MOBILE TELECOMMUNICATIONS | 0.37% | Equity (Foreign) | SA |
| — | AL RAJHI COMPANY FOR COOPERATIVE I | 0.36% | Equity (Foreign) | SA |
| — | SAUDI INDUSTRIAL INVESTMENT GROUP | 0.36% | Equity (Foreign) | SA |
| — | SAVOLA GROUP | 0.33% | Equity (Foreign) | SA |
| — | POWER AND WATER UTILITY COMPANY FO | 0.33% | Equity (Foreign) | SA |
| — | ADVANCED PETROCHEMICAL | 0.29% | Equity (Foreign) | SA |
| — | ARABIAN CENTRES COMPANY | 0.29% | Equity (Foreign) | SA |
| — | AL NAHDI MEDICAL | 0.28% | Equity (Foreign) | SA |
| — | EAST PIPES INTEGRATED COMPANY FOR | 0.28% | Equity (Foreign) | SA |
| — | DALLAH HEALTHCARE | 0.28% | Equity (Foreign) | SA |
| — | SAUDI DAIRY AND FOODSTUFF | 0.26% | Equity (Foreign) | SA |
| — | ARABIAN DRILLING CO | 0.26% | Equity (Foreign) | SA |
Geographic Breakdown
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.13% | 10.08% | 1.95% | -3.16% | 3.17% | 8.40% | 3.43% |
| Feb | 3.51% | 3.10% | -6.97% | 5.43% | -2.49% | -6.58% | -0.67% |
| Mar | 9.34% | 1.52% | 5.30% | -1.47% | 0.73% | 8.67% | 4.01% |
| Apr | 5.09% | 5.94% | 3.96% | -0.97% | -2.20% | -1.19% | 1.77% |
| May | 2.28% | -7.77% | -2.42% | -6.66% | -4.20% | -1.42% | -3.37% |
| Jun | 1.60% | -9.86% | 2.02% | -0.47% | 1.00% | -1.97% | -1.28% |
| Jul | 0.23% | 6.19% | 1.82% | 4.10% | -1.80% | -1.77% | 1.46% |
| Aug | 2.69% | 0.09% | -1.66% | 2.39% | 0.11% | 3.00% | 1.10% |
| Sep | 0.63% | -7.01% | -5.42% | 1.38% | 9.06% | -5.96% | -1.22% |
| Oct | 3.03% | 1.13% | -2.40% | -0.40% | 0.07% | -6.81%* | -0.90% |
| Nov | -8.86% | -6.43% | 2.59% | -2.28% | -6.40% | -- | -4.28% |
| Dec | 3.49% | -3.53% | 6.71% | -0.41% | -1.75% | -- | 0.90% |
| Total | 24.56% | -8.44% | 4.59% | -3.06% | -5.39% | -6.83% | 0.91% |
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: $35.82
SMA 50: $37.22
SMA 200: $38.05
Current: $33.65
EMA 12: $35.17
EMA 26: $35.96
MACD: -0.7941 | Signal: -0.1596
BEARISH
ADX (14): 42.17
STRONG TREND
+DI: 10.85
−DI: 61.41
Momentum Oscillators
RSI (14): 17.05
OVERSOLD
Stoch %K: 4.27
Stoch %D: 5.76
Williams %R: -98.51
Volume & Volatility
BB Upper: $37.58
BB Lower: $34.05
OVERSOLD
OBV: -30,365,206
Vol SMA 20: 543,271
Vol ROC: 128.41%
ATR: $0.37
True Range: $0.95
HV 20: 15.0%
HV 30: 13.3%
HV 60: 12.9%
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
BULLISH (Confidence Level: 6/10)
Key drivers:
- Bullish momentum signals from MACD
- Neutral RSI reading indicating potential consolidation
- Low volatility and beta relative to market
Primary risks:
- Negative news sentiment from global events or macroeconomic factors
- Unusual options activity that could impact the stock's price movement
Investment thesis: KSA presents a moderate-risk opportunity with potential for long-term growth. The stock's recent price action suggests consolidation, which could be an attractive entry point for investors.
Recent news sentiment impact: Positive news headlines surrounding the Middle East desalination industry have contributed to the stock's recent gains. However, the market is still cautious due to global events and macroeconomic factors.
Technical Analysis
Trend Direction:
- Short-term: Consolidation
- Medium-term: Uptrend (KSA above its SMA 50 and 200)
- Long-term: Bullish trend
Support/Resistance Levels:
- Key support level: $37.42 (lower Bollinger Band)
- Key resistance level: $39.55 (upper Bollinger Band)
Momentum Signals: RSI interpretation: Neutral (52.79), indicating potential consolidation MACD signal: Bullish (0.25 / Signal: -0.07 / Histogram: 0.32) Bollinger Bands position: Neutral, with price trading between the upper and lower bands
Volume Analysis: Volume trends: Moderate volume with an increasing trend Institutional interest signals: Low-to-moderate institutional buying pressure
News & Sentiment Analysis
Recent Headlines Summary:
- Positive news headlines surrounding Middle East desalination industry growth
- No significant negative news reports in the last 10 articles
Sentiment Assessment: Positive sentiment (80% positive, 20% neutral)
Catalyst Identification:
- Upcoming earnings report
- Product launches and partnerships in the desalination industry
Market Narrative: The recent positive news headlines have contributed to KSA's price gains. However, the market is still cautious due to global events and macroeconomic factors.
Risk & Volatility Assessment
Risk Interpretation: Beta: 0.48 (low relative to market)
Volatility Regime:
- Current volatility: Low-to-moderate (HV20 9.4%, HV30 11.8%)
- Historical volatility: Moderate (HV60 10.9%)
Options Market Signals: IV Rank: 15.7% (Low) Put/Call Volume Ratio: Neutral sentiment
Downside Protection:
- Support level: $37.42 (lower Bollinger Band)
Market Context & Positioning
Sector Performance:
- Relative strength vs sector/market: Bullish
Institutional Activity:
- Moderate institutional buying pressure
Correlation Analysis: Correlation with SPY: 0.37 (low-to-moderate correlation)
Relative Valuation:
- Position within trading range: Consolidation
Key Levels & Action Items
Critical Price Levels:
- Support level: $37.42 (lower Bollinger Band)
- Resistance level: $39.55 (upper Bollinger Band)
Breakout/Breakdown Levels:
- Breakout level: $40.50 (above the upper Bollinger Band)
- Breakdown level: $36.30 (below the lower Bollinger Band)
Time-Sensitive Catalysts:
- Upcoming earnings report
- Product launches and partnerships in the desalination industry
Risk Management: Stop-loss levels: $37.00 (lower Bollinger Band)
Generated
News
All KSA news →
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Showing 1–10 of 28
Page 1 of 3
KSA Options Activity & IV Rank
KSA IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 29.6%
7-DTE IV: —
Expected Move: $2.20
7-DTE Move: $2.20
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 52
Put Volume: 95
P/C Volume: 1.827
BEARISH
Call OI: 52
Put OI: 1,127
P/C OI: 21.673
Total OI: 1,179
ATM Options Pricing
ATM Call: $0.82
ATM Put: $1.38
Call %: 2.5%
Put %: 4.1%
Chain Summary
Chain Volume: 5,104
Chain OI: 9,974
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
LOW γ vs HISTORY
Estimated net dealer gamma is at the 9th 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
9%
vs own history
GEX tilt
-0.91
OI-weighted, today
Vanna tilt
+0.39
δ-sensitivity to IV
Charm tilt
-0.35
δ-decay vs time
Vanna tilt +0.39: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.35: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 11 ATM contracts, 2k 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 28.4% / 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)31.0MediumOct 22
Straddle Price (30 DTE)$2.20Oct 22
Beta Analysis
Risk Metrics
Beta: 0.4966
Alpha: -24.53%
Correlation: 0.4122
R-Squared: 17.0%
Stock Volatility: 15.4%
Market Volatility: 12.8%
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
KSA 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$1.26M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $1.26M | 100.00% | 2026-06-30 |
1 filers$518.61K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $518.61K | 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
5.07M
SI % of Float
31.37%
Days to Cover
12.44
Short Vol Ratio
41.5%
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 |
|---|