Zacks Investment ResearchT3·7h ago
LVHI Franklin International Low Volatility High Dividend Index ETF
ETF 42.70 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.
LVHI
$42.70
—
Key stats
$42.70
- 52-Week Range
- $35.14 – $43.35
- YTD
- +14.57%
- IV Rank (30D)
- 67.33
- Straddle Price
- $4.35
- P/C Vol Ratio
- 0.04
- Open
- $42.91
- Day Range
- $42.61 – $42.91
- Volume
- 348,667
- Prev Close
- $42.89
About
Franklin International Low Volatility High Dividend Index ETF (LVHI) ETF
No description available.
- Exchange
- BATS
- Inception
- 2016-07-27
- Has Options
- Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jun 2026flows, SEC filings
International Equity
International Dividend#4 of 30 by assets
Franklin Templeton
Developed ex-US
Index-tracking
- Expense ratio
- 0.40% issuer, Oct 22, 2026
- Assets
- $6.2B issuer-reported, Oct 20, 2026
- Trailing yield
- 4.57% paid quarterly
- Average daily volume
- $44M 30 sessions
- Holdings
- 208 top 10 are 22.9%
- Listed
- Jul 27, 2016 Cboe BZX
- Net asset value
- $42.83 issuer, Oct 21, 2026 · closed +0.14% to NAV
- Median bid/ask spread
- 0.02% 30 days, issuer-reported
- 30-day SEC yield
- 3.13% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +26.7% issuer, through Sep 30, 2026 · 3 years +22.3% a year · 5 years +17.0% · 10 years +11.6%
- Distributions, 12 months
- $1.96 a share issuer, through Sep 3, 2026: 84% income · 16% capital gains
- Tracking difference
- -0.37 pts vs index, after fees, FY 2026
Cost65
Liquidity88
Scale100
Diversification95
Moves with. Developed markets ex-US over US (36% of its variance, beta 0.60); US large-cap stocks (31% of its variance, beta 0.59); Value over growth (4% of its variance, beta 0.28). These factors explain 66% of its daily moves over the last year.
Stated objective. Franklin International Low Volatility High Dividend Index ETF (International Low Volatility High Dividend Index ETF or the fund) seeks to track the investment results of an index composed of publicly traded equity securities of developed markets outside of the United States with relatively high yield and low price and earnings volatility while mitigating exposure to fluctuations between the values of the U.S. dollar and other international currencies. (from the fund's prospectus)
All 208 holdingsFlow historySimilar fundsOverlap toolAll International Dividend ETFs
Fund flows
daily as of Oct 20, 2026issuer datathrough Jun 2026SEC filings- Oct 20, 2026
- +$49M latest day
- Latest 5 trading days
- +$107M
- Year to date
- +$107M
Each day
| Day | Net flow |
|---|---|
| Oct 20, 2026 | +$49M |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | +$13M |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | +$46M |
| Oct 12, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jun 2026
- +$124M latest reported month
- Latest 3 months
- +$354M +7.1% of assets
- Latest 12 months
- +$1.4B +28.6% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$124M |
| May 2026 | +$86M |
| Apr 2026 | +$144M |
| Mar 2026 | +$113M |
| Feb 2026 | +$267M |
| Jan 2026 | +$106M |
| Dec 2025 | +$109M |
| Nov 2025 | +$117M |
| Oct 2025 | +$116M |
| Sep 2025 | +$105M |
| Aug 2025 | +$34M |
| Jul 2025 | +$106M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 83 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| EFViShares MSCI EAFE Value ETF | 44% | 0.31% | $30.7B | +15.9% | compare |
| DTHWisdomTree International High Dividend Fund | 39% | 0.58% | $755M | +14.4% | compare |
| HDEFXtrackers MSCI EAFE High Dividend Yield Equity ETF | 39% | 0.09% | $2.3B | +14.2% | compare |
| VDVVanguard Developed Markets ex-US Value Index ETF | 37% | 0.08% | $23M | — | compare |
| DIVIFranklin International Core Dividend Tilt Index ETF | 36% | 0.09% | $2.7B | +12.0% | 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- Insider buying
- 0% of weight had net insider buying, 90 days; 0% net selling
- Reporting earnings
- 0.0% of weight in 7 days; 0.4% in 14
Holdings reporting in the next 14 days
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
Oct 9, 2026 → Oct 12, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | B&M EUROPEAN VALUE RETAIL | — | 0.12% | — |
| Exit | B&M EUROPEAN VALUE RETAIL | 0.11% | — | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.6%. Full holdings and history
Under the hood
fiscal year to Mar 31, 2026SEC census- Authorized participants
- 6 active of 21 with agreements; top 3 did 93%
- Created · redeemed
- $1.7B · $207M over the fiscal year
- Redemptions in kind
- 99% creations 82% in kind
- Creation unit
- 60,000 shares
- Securities lending
- not authorized
- Return vs index
- -0.37 pts after fees; -1.03 before; daily s.d. 7.13
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
208
AUM
$6.2B
Provider
Franklin
Inception
2016-07-27
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.40%
Dividend Yield
4.57%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-03 | 2026-09-09 | $0.3614 | CD |
| 2026-06-04 | 2026-06-09 | $0.6255 | CD |
| 2026-03-05 | 2026-03-10 | $0.1595 | CD |
| 2025-12-04 | 2025-12-09 | $0.8141 | CD |
| 2025-09-04 | 2025-09-09 | $0.3269 | CD |
| 2025-06-05 | 2025-06-10 | $0.5439 | CD |
Asset Allocation
Top Holdings
top 50 of 208 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | SHELL PLC | 2.85% | Equity (Foreign) | GB |
| — | SUNCOR ENERGY INC | 2.73% | Equity (Foreign) | CA |
| — | CANADIAN NATURAL RESOURCES | 2.69% | Equity (Foreign) | CA |
| — | UNILEVER PLC | 2.29% | Equity (Foreign) | GB |
| — | BANK OF NOVA SCOTIA | 2.29% | Equity (Foreign) | CA |
| — | BHP GROUP LTD | 2.20% | Equity (Foreign) | AU |
| — | NOVARTIS AG-REG | 2.04% | Equity (Foreign) | CH |
| — | RIO TINTO PLC | 1.95% | Equity (Foreign) | GB |
| — | CAN IMPERIAL BK OF COMMERCE | 1.94% | Equity (Foreign) | CA |
| — | INTESA SANPAOLO | 1.93% | Equity (Foreign) | IT |
| — | TOTALENERGIES SE | 1.82% | Equity (Foreign) | FR |
| — | ROCHE HOLDING AG | 1.81% | Equity (Foreign) | CH |
| — | MITSUBISHI CORP | 1.72% | Equity (Foreign) | JP |
| — | ALLIANZ SE-REG | 1.72% | Equity (Foreign) | DE |
| — | NESTLE SA-REG | 1.68% | Equity (Foreign) | CH |
| — | NTT INC | 1.66% | Equity (Foreign) | JP |
| — | GSK PLC | 1.63% | Equity (Foreign) | GB |
| — | DBS GROUP HOLDINGS LTD | 1.61% | Equity (Foreign) | SG |
| — | BANCA MONTE DEI PASCHI SIENA | 1.38% | Equity (Foreign) | IT |
| — | ENEL SPA | 1.32% | Equity (Foreign) | IT |
| — | TC ENERGY CORP | 1.26% | Equity (Foreign) | CA |
| — | MITSUI & CO LTD | 1.18% | Equity (Foreign) | JP |
| — | IBERDROLA SA | 1.12% | Equity (Foreign) | ES |
| — | SANOFI | 1.11% | Equity (Foreign) | FR |
| — | BNP PARIBAS | 1.11% | Equity (Foreign) | FR |
| — | ZURICH INSURANCE GROUP AG | 1.01% | Equity (Foreign) | CH |
| — | SSE PLC | 0.99% | Equity (Foreign) | GB |
| — | AXA SA | 0.98% | Equity (Foreign) | FR |
| — | RECKITT BENCKISER GROUP | 0.97% | Equity (Foreign) | GB |
| — | DIAGEO PLC | 0.93% | Equity (Foreign) | GB |
| — | NATIONAL GRID PLC | 0.91% | Equity (Foreign) | GB |
| — | TESCO PLC | 0.90% | Equity (Foreign) | GB |
| — | IMPERIAL BRANDS PLC | 0.86% | Equity (Foreign) | GB |
| — | OVERSEA-CHINESE BANKING CORP | 0.86% | Equity (Foreign) | SG |
| — | PEMBINA PIPELINE CORP | 0.85% | Equity (Foreign) | CA |
| — | SUMITOMO CORP | 0.83% | Equity (Foreign) | JP |
| — | MARUBENI CORP | 0.83% | Equity (Foreign) | JP |
| — | INPEX CORP | 0.81% | Equity (Foreign) | JP |
| — | ANZ GROUP HOLDINGS LTD | 0.80% | Equity (Foreign) | AU |
| — | TELSTRA GROUP LTD | 0.76% | Equity (Foreign) | AU |
| — | EQUINOR ASA | 0.76% | Equity (Foreign) | NO |
| — | FORTIS INC | 0.75% | Equity (Foreign) | CA |
| — | POWER CORP OF CANADA | 0.75% | Equity (Foreign) | CA |
| — | SOFTBANK CORP | 0.73% | Equity (Foreign) | JP |
| — | KOMATSU LTD | 0.69% | Equity (Foreign) | JP |
| — | BCE INC | 0.68% | Equity (Foreign) | CA |
| — | DHL AG | 0.68% | Equity (Foreign) | DE |
| — | WOODSIDE ENERGY GROUP LTD | 0.67% | Equity (Foreign) | AU |
| — | WESTPAC BANKING CORP | 0.66% | Equity (Foreign) | AU |
| — | UNITED OVERSEAS BANK LTD | 0.66% | Equity (Foreign) | SG |
Geographic Breakdown
Non-Equity Breakdown
Franklin International Low Volatility High Dividend Index ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-27)
Net assets:
$5.00B
· 239 total positions
· equity 96.57%
· non-equity 3.00%
Non-equity holdings
— 46 positions,
3.00% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Derivative (FX) | 1.92% | $96.1M | 44 |
| Short-term investment | 1.09% | $54.6M | 1 |
| Derivative (equity) | -0.01% | $-443651 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -1.34% | 1.98% | 3.47% | 0.58% | 2.36% | 3.09% | 1.69% |
| Feb | 1.51% | -2.01% | -0.19% | 2.93% | 3.33% | 7.39% | 2.16% |
| Mar | 4.86% | 2.66% | 0.00% | 3.44% | 0.59% | -1.67% | 1.65% |
| Apr | -0.39% | -0.32% | 2.48% | -1.07% | -1.17% | 0.66% | 0.03% |
| May | 2.16% | 2.06% | -2.88% | 3.67% | 3.66% | 0.22% | 1.48% |
| Jun | -0.82% | -7.17% | 0.11% | -2.88% | -2.19% | -0.38% | -2.22% |
| Jul | 1.11% | 1.29% | 2.30% | 2.24% | 2.02% | 5.79% | 2.46% |
| Aug | 1.01% | -1.58% | -1.01% | 3.76% | 5.04% | 0.59% | 1.30% |
| Sep | -3.86% | -5.71% | -0.84% | 0.55% | 0.20% | -3.05% | -2.12% |
| Oct | 1.39% | 3.30% | -0.19% | -0.74% | 1.49% | 3.10%* | 1.39% |
| Nov | -2.76% | 6.03% | 4.09% | 1.22% | 4.26% | -- | 2.57% |
| Dec | 3.96% | -5.30% | -2.91% | -2.68% | 0.03% | -- | -1.38% |
| Total | 6.67% | -5.54% | 4.23% | 11.25% | 21.16% | 16.37% | 9.02% |
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: $42.14
SMA 50: $42.46
SMA 200: $41.03
Current: $42.71
EMA 12: $42.48
EMA 26: $42.35
MACD: 0.1329 | Signal: 0.1238
BULLISH
ADX (14): 20.59
WEAK TREND
+DI: 30.10
−DI: 25.74
Momentum Oscillators
RSI (14): 57.52
NEUTRAL
Stoch %K: 91.30
Stoch %D: 89.44
Williams %R: -16.69
Volume & Volatility
BB Upper: $43.10
BB Lower: $41.18
NEUTRAL
OBV: 61,595,343
Vol SMA 20: 989,239
Vol ROC: -60.58%
ATR: $0.30
True Range: $0.30
HV 20: 8.0%
HV 30: 9.0%
HV 60: 7.6%
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: 7/10)
Key drivers: Strong technical signals, positive news sentiment, low volatility.
Primary risks: Earnings misses, regulatory issues, potential pullback from overbought levels.
Investment thesis: LVHI has a strong trend and momentum signals, with recent news headlines highlighting its resilience in turbulent markets. The stock is trading near key support levels and has a relatively low beta compared to the broader market.
Recent news sentiment impact: Positive news sentiment from recent headlines contributes to the bullish assessment.
Technical Analysis
Trend Direction: Medium-term (1-3 months) uptrend, Short-term (1-4 weeks) neutral.
Support/Resistance Levels: Key support at $42.54 (lower Bollinger Band), resistance at $43.07 (upper Bollinger Band).
Momentum Signals:
- RSI interpretation: Neutral (65.30)
- MACD signal: Bullish (crossover above signal line)
- Bollinger Bands position: Squeeze
Volume Analysis: Volume SMA 20 is increasing, indicating growing interest from institutional investors.
News & Sentiment Analysis
Recent Headlines Summary: Positive sentiment prevails from recent news headlines highlighting LVHI's resilience in turbulent markets.
Sentiment Assessment: Aggregate news sentiment is positive (average sentiment: 0.6).
Catalyst Identification: No imminent catalysts, but medium-term earnings releases and potential changes to regulatory environments could impact the stock.
Market Narrative: News sentiment aligns with the bullish technical signals, indicating a strong trend in place.
Risk & Volatility Assessment
Beta Interpretation: LVHI has a relatively low beta (0.33) compared to the broader market, indicating less volatility.
Volatility Regime: Current volatility is low (0.10), and historical volatility suggests this level is below average.
Options Market Signals: IV rank is 23.6% (Low), indicating historically low volatility, with a current IV of 29.7%.
Downside Protection: Support levels are in place at $42.54, with potential pullbacks manageable considering the low volatility regime.
Market Context & Positioning
Sector Performance: LVHI's sector is performing relatively well compared to the broader market.
Institutional Activity: Institutional interest is increasing, as evidenced by the rising volume SMA 20.
Correlation Analysis: LVHI has a moderate correlation (0.44) with the SPY index, indicating some diversification benefits.
Relative Valuation: LVHI's current price-to-earnings ratio is relatively low compared to its historical average.
Key Levels & Action Items
- Critical Price Levels: Support at $42.54 and resistance at $43.07.
- Breakout/Breakdown Levels: None identified, but a potential breakout above $43.07 could trigger a stronger uptrend.
- Time-Sensitive Catalysts: No imminent catalysts, but medium-term earnings releases and regulatory changes could impact the stock.
- Risk Management: Consider stop-loss levels at $42.50 (below support) or adjust position sizing considering the low volatility regime.
By analyzing the data provided, I conclude that LVHI has a strong technical signal with a medium-term uptrend, positive news sentiment, and relatively low volatility. The stock is trading near key support levels and has a moderate correlation with the broader market. While there are no imminent catalysts, potential earnings releases and regulatory changes could impact the stock in the medium term. Overall, I maintain a bullish assessment with a confidence level of 7/10.
Generated
News
All LVHI news →
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Showing 1–10 of 20
Page 1 of 2
LVHI Options Activity & IV Rank
LVHI IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 41.4%
7-DTE IV: —
Expected Move: $4.35
7-DTE Move: $4.35
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 24
Put Volume: 1
P/C Volume: 0.042
BULLISH
Call OI: 22
Put OI: 1
P/C OI: 0.045
Total OI: 23
ATM Options Pricing
ATM Call: $2.15
ATM Put: $2.20
Call %: 5.0%
Put %: 5.2%
Chain Summary
Chain Volume: 30
Chain OI: 23
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 32.8% / 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)67.3MediumOct 22
Straddle Price (30 DTE)$4.35Oct 22
Beta Analysis
Risk Metrics
Beta: 0.3156
Alpha: 15.20%
Correlation: 0.4065
R-Squared: 16.5%
Stock Volatility: 9.9%
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
LVHI 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 |
|---|
| # | 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
964.16K
SI % of Float
0.67%
Days to Cover
1.00
Short Vol Ratio
64.8%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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