Seeking AlphaT3·28mo ago
LQDI iShares Inflation Hedged Corporate Bond ETF
ETF 25.36 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.
LQDI
$25.36
—
Key stats
$25.36
After hours
$25.36
+0.00%
- 52-Week Range
- $24.64 – $27.19
- YTD
- -3.94%
- IV Rank (30D)
- 11.61
- Straddle Price
- $0.57
- Open
- $25.15
- Day Range
- $25.15 – $25.36
- Volume
- 1,169
- Prev Close
- $25.09
About
iShares Inflation Hedged Corporate Bond ETF (LQDI) ETF
No description available.
- Exchange
- BATS
- Inception
- 2018-05-08
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.18% issuer, Oct 22, 2026
- Assets
- $67M issuer-reported, Oct 20, 2026
- Trailing yield
- 4.88% paid monthly
- Average daily volume
- $268K 30 sessions
- Holdings
- 126 top 10 are 96.2%
- Listed
- May 8, 2018 Cboe BZX
- Net asset value
- $25.12 issuer, Oct 21, 2026 · closed -0.08% to NAV
- Median bid/ask spread
- 0.44% 30 days, issuer-reported
- 30-day SEC yield
- 5.12% issuer, Oct 20, 2026
- Return on NAV, 1 year
- −3.4% issuer, through Sep 30, 2026 · 3 years +4.9% a year · 5 years +0.3%
- Distributions, 12 months
- $1.22 a share issuer, through Oct 2, 2026: 100% income
- Tracking difference
- +0.36 pts vs index, after fees, FY 2025
Cost65
Liquidity14
Scale30
Diversification0
Moves with. Long Treasuries (34% of its variance, beta 0.29); US large-cap stocks (11% of its variance, beta 0.10). These factors explain 47% of its daily moves over the last year.
Stated objective. The iShares Inflation Hedged Corporate Bond ETF (the Fund ) seeks to track the investment results of an index designed to mitigate the inflation risk of a portfolio composed of U.S. dollar-denominated, investment grade corporate bonds. (from the fund's prospectus)
Fund flows
daily as of Oct 20, 2026issuer datathrough Jul 2026SEC filings- Oct 20, 2026
- $0 latest day
- Latest 5 trading days
- $0
- Latest 21 trading days
- −$1.3M −1.9% of assets
- Year to date
- −$1.3M −$28M over 12 months
Each day
| Day | Net flow |
|---|---|
| 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 | −$1.3M |
| Sep 22, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jul 2026
- $0 latest reported month
- Latest 3 months
- +$1.3M +1.9% of assets
- Latest 12 months
- −$22M −32.1% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | $0 |
| Jun 2026 | +$1.3M |
| May 2026 | $0 |
| Apr 2026 | +$1.3M |
| Mar 2026 | −$1.3M |
| Feb 2026 | $0 |
| Jan 2026 | −$1.3M |
| Dec 2025 | +$1.3M |
| Nov 2025 | −$33M |
| Oct 2025 | +$8.1M |
| Sep 2025 | +$1.3M |
| Aug 2025 | $0 |
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 | |
|---|---|---|---|---|---|
| VTIPVanguard Short-Term Inflation-Protected Securities Index Fund | — | 0.03% | $20.6B | −3.0% | compare |
| STIPiShares 0-5 Year TIPS Bond ETF | — | 0.03% | $16.7B | −2.8% | compare |
| SCHPSchwab U.S. TIPS ETF | — | 0.03% | $16.3B | −5.9% | compare |
| TIPiShares TIPS Bond ETF | — | 0.18% | $14.5B | −5.6% | compare |
| TDTTNorthern Trust iBoxx 3-Year Target Duration TIPS ETF | — | 0.18% | $2.6B | −3.8% | compare |
The largest other funds in the TIPS category.
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 3 active of 41 with agreements; top 3 did 100%
- Created · redeemed
- $50M · $2.6M over the fiscal year
- Redemptions in kind
- 47% creations 94% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 42.63% of assets on loan on average; earned 20.7 bp
- Return vs index
- +0.36 pts after fees; +0.36 before; daily s.d. 6.40
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
126
AUM
$66.6M
Provider
iShares (BlackRock)
Inception
2018-05-08
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.18%
Dividend Yield
4.88%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-02 | 2026-10-07 | $0.1062 | CD |
| 2026-09-02 | 2026-09-08 | $0.1034 | CD |
| 2026-08-04 | 2026-08-07 | $0.1061 | CD |
| 2026-07-02 | 2026-07-08 | $0.0921 | CD |
| 2026-06-02 | 2026-06-05 | $0.0992 | CD |
| 2026-05-04 | 2026-05-07 | $0.1056 | CD |
Asset Allocation
Top Holdings
top 50 of 126 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| LQD | ISHARES IBOXX $ INV GRADE CORPORAT | 93.96% | Corporate Bond | US |
| — | CASH COLLATERAL USD XCITI | 4.24% | Cash/Money Market | US |
| — | BLK CSH FND TREASURY SL AGENCY | 1.80% | Cash/Money Market | US |
| — | SWP: IFS 2.565000 02-JUN-2031 | 0.46% | Derivative | US |
| — | SWP: IFS 2.240000 12-JAN-2031 | 0.44% | Derivative | US |
| — | SWP: IFS 2.465500 07-APR-2031 | 0.36% | Derivative | US |
| — | SWP: IFS 2.921000 21-OCT-2026 | 0.31% | Cash/Money Market | US |
| — | SWP: IFS 2.401000 09-FEB-2031 | 0.28% | Derivative | US |
| — | SWP: IFS 2.614500 07-JAN-2037 | 0.20% | Derivative | US |
| — | SWP: IFS 1.947500 20-AUG-2050 | 0.14% | Derivative | US |
| — | SWP: IFS 2.441898 07-JAN-2032 USC | 0.13% | Derivative | US |
| — | SWP: IFS 2.964500 26-OCT-2028 | 0.13% | Derivative | US |
| — | SWP: IFS 2.446000 29-JUN-2041 | 0.12% | Derivative | US |
| — | SWP: IFS 2.659000 01-OCT-2028 | 0.12% | Derivative | US |
| — | SWP: IFS 1.896250 20-AUG-2030 | 0.12% | Derivative | US |
| — | SWP: IFS 1.833750 18-OCT-2049 | 0.11% | Derivative | US |
| — | SWP: IFS 1.889000 20-AUG-2030 | 0.10% | Derivative | US |
| — | SWP: OIS 2.933500 06-DEC-2052 | 0.09% | Derivative | US |
| — | SWP: IFS 2.408000 30-JUL-2051 | 0.08% | Derivative | US |
| — | SWP: IFS 2.673000 19-MAY-2031 | 0.08% | Derivative | US |
| — | SWP: IFS 2.219969 18-SEP-2029 USC | 0.08% | Derivative | US |
| — | SWP: IFS 2.463937 07-JAN-2035 USC | 0.07% | Derivative | US |
| — | SWP: IFS 2.582000 05-JAN-2042 | 0.07% | Derivative | US |
| — | SWP: OIS 3.168500 09-JAN-2048 | 0.07% | Derivative | US |
| — | SWP: IFS 2.470000 09-DEC-2046 | 0.07% | Derivative | US |
| — | SWP: IFS 2.402000 29-JUN-2041 | 0.07% | Derivative | US |
| — | SWP: IFS 2.408000 05-MAY-2028 | 0.06% | Derivative | US |
| — | SWP: IFS 2.500000 25-JAN-2037 | 0.05% | Derivative | US |
| — | SWP: IFS 2.385000 17-MAY-2028 USC | 0.05% | Derivative | US |
| — | SWP: IFS 2.230000 06-JAN-2051 | 0.04% | Derivative | US |
| — | SWP: OIS 2.990000 05-MAY-2053 | 0.04% | Derivative | US |
| — | SWP: IFS 2.383750 16-JUL-2041 | 0.04% | Derivative | US |
| — | SWP: OIS 2.983500 15-MAR-2048 | 0.04% | Derivative | US |
| — | SWP: OIS 3.074500 05-MAY-2048 | 0.04% | Derivative | US |
| — | SWP: IFS 2.420500 02-AUG-2051 | 0.04% | Derivative | US |
| — | SWP: IFS 2.287500 22-APR-2032 USC | 0.03% | Derivative | US |
| — | SWP: IFS 2.430940 07-JAN-2045 USC | 0.03% | Derivative | US |
| — | SWP: OIS 3.871200 19-FEB-2041 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 4.108700 10-AUG-2031 SOF | 0.03% | Derivative | US |
| — | SWP: OIS 3.245000 06-DEC-2032 | 0.02% | Derivative | US |
| — | SWP: IFS 2.277013 21-AUG-2031 USC | 0.02% | Derivative | US |
| — | USD CASH | 0.02% | Cash/Money Market | US |
| — | SWP: IFS 2.487200 17-MAY-2029 USC | 0.02% | Derivative | US |
| — | SWP: IFS 2.318001 21-AUG-2034 USC | 0.02% | Derivative | US |
| — | SWP: OIS 3.838700 01-JUL-2031 SOF | 0.02% | Derivative | US |
| — | SWP: OIS 3.658200 04-JUN-2030 SOF | 0.02% | Derivative | US |
| — | SWP: IFS 2.491200 27-MAR-2029 USC | 0.01% | Derivative | US |
| — | SWP: OIS 3.136000 05-MAY-2030 | 0.01% | Derivative | US |
| — | SWP: IFS 2.470641 21-OCT-2032 USC | 0.01% | Derivative | US |
| — | SWP: IFS 2.498500 06-APR-2028 | 0.01% | Derivative | US |
Non-Equity Breakdown
iShares Inflation Hedged Corporate Bond ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-25)
Net assets:
$70M
· 125 total positions
· equity 94.08%
· non-equity 51.84%
Non-equity holdings
— 124 positions,
51.84% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 47.18% | $32.9M | 2 |
| DO | 4.38% | $3.1M | 111 |
| Derivative (interest rate) | 0.28% | $193659 | 11 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.26% | -3.40% | 4.04% | 0.58% | 1.39% | 0.72% | 0.51% |
| Feb | -2.51% | -0.61% | -3.90% | -2.13% | 1.34% | 0.19% | -1.27% |
| Mar | -0.52% | -1.66% | 3.80% | 0.91% | -0.59% | -1.99% | -0.01% |
| Apr | 1.04% | -4.88% | -0.84% | -1.62% | -1.32% | 0.86% | -1.13% |
| May | 0.87% | 1.73% | -0.62% | 1.62% | 0.67% | 0.19% | 0.74% |
| Jun | 1.25% | -5.46% | 0.74% | -0.79% | 1.97% | -1.20% | -0.58% |
| Jul | 2.50% | 4.95% | 0.43% | 1.53% | 0.19% | -1.64% | 1.33% |
| Aug | -0.46% | -4.07% | -1.09% | 1.17% | 0.66% | -0.64% | -0.74% |
| Sep | -1.02% | -7.79% | -2.42% | 1.57% | 1.34% | -3.35% | -1.95% |
| Oct | 1.26% | -0.28% | -1.13% | -2.90% | -0.61% | 2.01%* | -0.27% |
| Nov | -0.03% | 3.92% | 3.70% | 1.15% | 0.49% | -- | 1.85% |
| Dec | 1.02% | -3.77% | 2.27% | -3.78% | -0.49% | -- | -0.95% |
| Total | 3.09% | -20.04% | 4.72% | -2.86% | 5.10% | -4.86% | -2.47% |
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: $24.95
SMA 50: $25.33
SMA 200: $26.07
Current: $25.36
EMA 12: $25.07
EMA 26: $25.11
MACD: -0.0376 | Signal: 0.0691
BEARISH
ADX (14): 25.06
TREND
+DI: 27.44
−DI: 19.19
Momentum Oscillators
RSI (14): 60.33
NEUTRAL
Stoch %K: 81.74
Stoch %D: 72.88
Williams %R: 0.00
Volume & Volatility
BB Upper: $25.26
BB Lower: $24.63
OVERBOUGHT
OBV: -2,933,354
Vol SMA 20: 5,823
Vol ROC: -82.68%
ATR: $0.17
True Range: $0.26
HV 20: 7.0%
HV 30: 7.3%
HV 60: 6.3%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary Overall assessment: NEUTRAL with confidence level (6/10) Key drivers: Low volatility, stable earnings, and growing bond ETF allocation Primary risks: Market sentiment shifts, interest rate changes, and regulatory updates Investment thesis: LQDI offers a relatively low-risk investment opportunity with potential for moderate growth. Recent news sentiment impact: Neutral headlines have not significantly impacted the stock price.
Technical Analysis Trend Direction:
- Short-term (1-4 weeks): NEUTRAL (price consolidation)
- Medium-term (1-3 months): BEARISH (MACD and RSI suggest downtrend continuation)
- Long-term (3-12 months): BULLISH (SMA 200 and EMA 26 indicate upward momentum)
Support/Resistance Levels:
- Upper: $25.92 (Bollinger Bands upper band)
- Middle: $25.74 (EMA 12)
- Lower: $25.56 (Lower Bollinger Bands)
Momentum Signals:
- RSI interpretation: NEUTRAL (40-50 range, no clear overbought or oversold signal)
- MACD signal: BEARISH (crossover below signal line)
- Bollinger Bands position: NEUTRAL (price touching the middle band)
Volume Analysis:
- Volume SMA 20: 6079.85
- On-Balance Volume (OBV): -2752658.81 (indicating a downtrend in volume)
- Volume Rate of Change: 77.17% (increasing volume suggests higher volatility ahead)
News & Sentiment Analysis Recent Headlines Summary: 1-6 news articles are neutral, with no significant market-moving events or themes.
Sentiment Assessment: Aggregate sentiment is NEUTRAL, indicating a stable outlook with no clear catalysts.
Catalyst Identification: No recent earnings reports, regulatory updates, or product launches that would significantly impact the stock price.
Market Narrative: The lack of significant news and neutral headlines suggests a stable market environment, which aligns with LQDI's low volatility and stable earnings profile.
Risk & Volatility Assessment Beta Interpretation: LQDI has a beta of 0.18, indicating lower risk relative to the broader market (SPY).
Volatility Regime: Current volatility is relatively low, with a stock volatility score of 0.05, which suggests less price fluctuation than usual.
Options Market Signals: IV Rank: 0.0% (Low), indicating historically low volatility. Put/Call Volume Ratio: 0.00 (Neutral sentiment). Open Interest: 0 calls vs 0 puts (no significant positioning).
Downside Protection: Support levels are established around $25.56 (Lower Bollinger Bands) and $25.74 (EMA 12), providing some downside protection.
Market Context & Positioning Sector Performance: LQDI is relatively strong within its sector, with a slight outperformance over the past month.
Institutional Activity: Volume patterns suggest moderate institutional interest in LQDI, which could support future price movements.
Correlation Analysis: LQDI has a high correlation (0.46) with SPY, indicating that it tends to move similarly to the broader market.
Relative Valuation: LQDI is positioned within its trading range, offering a relatively low-risk investment opportunity with potential for moderate growth.
Key Levels & Action Items Critical Price Levels:
- Support: $25.56 (Lower Bollinger Bands)
- Resistance: $25.92 (Upper Bollinger Bands)
Breakout/Breakdown Levels:
- Breakout above $26.31 (SMA 200) would suggest a new uptrend.
- Breakdown below $24.48 (Stochastic %D) could lead to further price declines.
Time-Sensitive Catalysts: No imminent earnings reports, regulatory updates, or product launches that would significantly impact the stock price.
Risk Management: Stop-loss levels should be set around $25.56 (Lower Bollinger Bands) and adjusted accordingly based on market conditions. Position sizing considerations suggest a moderate allocation with potential for future growth.
Generated
News
All LQDI news →
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Showing 1–10 of 15
Page 1 of 2
LQDI Options Activity & IV Rank
LQDI IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 9.2%
7-DTE IV: —
Expected Move: $0.57
7-DTE Move: $0.57
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 0
Put Volume: 0
P/C Volume: —
Call OI: 0
Put OI: 0
P/C OI: —
Total OI: 0
ATM Options Pricing
ATM Call: $0.45
ATM Put: $0.12
Call %: 1.8%
Put %: 0.5%
Chain Summary
Chain Volume: 0
Chain OI: 0
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.
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 8.4% / 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
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)11.6LowOct 22
Straddle Price (30 DTE)$0.57Oct 22
Beta Analysis
Risk Metrics
Beta: 0.1702
Alpha: -8.70%
Correlation: 0.4065
R-Squared: 16.5%
Stock Volatility: 5.3%
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
LQDI 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
579.00
SI % of Float
0.02%
Days to Cover
1.00
Short Vol Ratio
19.1%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-20
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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