Seeking AlphaT3·32mo ago
MMTM State Street SPDR S&P 1500 Momentum Tilt ETF
ETF 297.38 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.
MMTM
$297.38
—
Key stats
$297.38
- 52-Week Range
- $270.45 – $323.52
- YTD
- +1.57%
- IV Rank (30D)
- 100.0
- Straddle Price
- $8.40
- Open
- $299.05
- Day Range
- $297.38 – $299.05
- Volume
- 635
- Prev Close
- $304.19
About
State Street SPDR S&P 1500 Momentum Tilt ETF (MMTM) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2012-10-24
- 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
- 0.12% issuer, Oct 22, 2026
- Assets
- $130M issuer-reported, Oct 20, 2026
- Trailing yield
- 0.90% paid quarterly
- Average daily volume
- $1.8M 30 sessions
- Holdings
- 1,491 top 10 are 37.1%
- Listed
- Oct 24, 2012 NYSE Arca
- Net asset value
- $301.68 issuer, Oct 20, 2026 · closed -0.06% to NAV
- Median bid/ask spread
- 0.17% 30 days, issuer-reported
- 30-day SEC yield
- 0.85% issuer
- Tracking difference
- -0.14 pts vs index, after fees, FY 2026
Cost94
Liquidity42
Scale41
Diversification73
Moves with. US large-cap stocks (67% of its variance, beta 0.89); Value over growth (15% of its variance, beta -0.22); High yield over Treasuries (4% of its variance, beta 0.38). These factors explain 85% of its daily moves over the last year.
Stated objective. The State Street SPDR S&P 1500 Momentum Tilt 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 U.S. equity securities exhibiting price momentum. (from the fund's prospectus)
All 1,491 holdingsFlow historySimilar fundsOverlap toolAll Momentum ETFs
Fund flows
daily as of Oct 19, 2026issuer datathrough Jun 2026SEC filings- Oct 19, 2026
- $0 latest day
- Latest 5 trading days
- $0
- Latest 21 trading days
- −$31M −23.7% of assets
- Year to date
- −$40M −$48M over 12 months
Each day
| Day | Net flow |
|---|---|
| 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 | −$3.1M |
| Oct 1, 2026 | −$28M |
| 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 | $0 |
| 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
- +$368K latest reported month
- Latest 3 months
- −$3.8M −2.3% of assets
- Latest 12 months
- −$5.8M −3.5% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$368K |
| May 2026 | $0 |
| Apr 2026 | −$4.2M |
| Mar 2026 | −$5.8M |
| Feb 2026 | −$52K |
| Jan 2026 | +$352K |
| Dec 2025 | +$5.8M |
| Nov 2025 | +$5.8M |
| Oct 2025 | +$39K |
| Sep 2025 | −$2.7M |
| Aug 2025 | $0 |
| Jul 2025 | −$5.4M |
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 | |
|---|---|---|---|---|---|
| SPTMState Street SPDR Portfolio S&P 1500 Composite Stock Market ETF | 75% | 0.03% | $14.1B | +15.0% | compare |
| PBPInvesco S and P 500 BuyWrite ETF | 74% | 0.29% | $390M | +3.9% | compare |
| VTIVanguard Morningstar Total Stock Market ETF | 74% | 0.03% | $698.3B | +14.6% | compare |
| VOOVanguard S&P 500 ETF | 74% | 0.03% | $1.05T | +15.2% | compare |
| PTLCPacer Trendpilot US Large Cap ETF | 74% | 0.60% | $3.3B | +9.3% | 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
- +3.3% 27% under, 29% over · 100% covered
- Price / earnings
- 26.6 3% loss-making · 100% covered
- Price / book · sales
- 5.2 · 3.3 revenue growth +15.6%
- Above 200-day average
- 76% 55% above 50-day · by weight
- Short interest
- 2.3% of float, weighted · 3.0 days to cover
- Insider buying
- 4% of weight had net insider buying, 90 days; 71% net selling
- 13F holders
- +2.6% change in shares held by institutions, latest quarter
- Reporting earnings
- 34.9% of weight in 7 days; 63.2% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.31%
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 16, 2026 → Oct 19, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Decrease | ESIELEMENT SOLUTIONS INC | 0.02% | 0.02% | −17.0% |
| Decrease | VSATVIASAT INC | 0.03% | 0.02% | −14.9% |
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 Jun 30, 2026SEC census- Authorized participants
- 6 active of 41 with agreements; top 3 did 90%
- Created · redeemed
- $175M · $181M over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 10,000 shares
- Securities lending
- 0.19% of assets on loan on average; earned 0.1 bp
- Return vs index
- -0.14 pts after fees; +0.00 before; daily s.d. 4.10
- 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
1491
AUM
$129.7M
Provider
SPDR (State Street)
Inception
2012-10-24
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.12%
Dividend Yield
0.90%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-21 | 2026-09-23 | $0.6639 | CD |
| 2026-06-22 | 2026-06-24 | $0.8723 | CD |
| 2026-03-23 | 2026-03-25 | $0.5979 | CD |
| 2025-12-22 | 2025-12-24 | $0.6016 | CD |
| 2025-09-22 | 2025-09-24 | $0.6333 | CD |
| 2025-06-23 | 2025-06-25 | $0.6629 | CD |
Asset Allocation
Top Holdings
top 50 of 1491 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| AAPL | APPLE INC | 9.57% | Equity (US) | US |
| NVDA | NVIDIA CORP | 7.12% | Equity (US) | US |
| GOOGL | ALPHABET INC CL A | 3.57% | Equity (US) | US |
| MU | MICRON TECHNOLOGY INC | 2.82% | Equity (US) | US |
| GOOG | ALPHABET INC CL C | 2.63% | Equity (US) | US |
| MSFT | MICROSOFT CORP | 2.54% | Equity (US) | US |
| AMZN | AMAZON.COM INC | 2.40% | Equity (US) | US |
| AMD | ADVANCED MICRO DEVICES | 2.31% | Equity (US) | US |
| LLY | ELI LILLY + CO | 2.28% | Equity (US) | US |
| META | META PLATFORMS INC CLASS A | 1.86% | Equity (US) | US |
| XOM | EXXONMOBIL HOLDINGS CORP | 1.73% | Equity (US) | US |
| JNJ | JOHNSON + JOHNSON | 1.48% | Equity (US) | US |
| INTC | INTEL CORP | 1.27% | Equity (US) | US |
| BRK.B | BERKSHIRE HATHAWAY INC CL B | 1.08% | Equity (US) | US |
| CSCO | CISCO SYSTEMS INC | 1.05% | Equity (US) | US |
| CVX | CHEVRON CORP | 0.99% | Equity (US) | US |
| JPM | JPMORGAN CHASE + CO | 0.96% | Equity (US) | US |
| MRK | MERCK + CO. INC. | 0.92% | Equity (US) | US |
| ABBV | ABBVIE INC | 0.91% | Equity (US) | US |
| LRCX | LAM RESEARCH CORP | 0.87% | Equity (US) | US |
| AMAT | APPLIED MATERIALS INC | 0.85% | Equity (US) | US |
| KO | COCA COLA CO/THE | 0.80% | Equity (US) | US |
| AVGO | BROADCOM INC | 0.80% | Equity (US) | US |
| CAT | CATERPILLAR INC | 0.79% | Equity (US) | US |
| V | VISA INC CLASS A SHARES | 0.74% | Equity (US) | US |
| PM | PHILIP MORRIS INTERNATIONAL | 0.74% | Equity (US) | US |
| PANW | PALO ALTO NETWORKS INC | 0.73% | Equity (US) | US |
| TXN | TEXAS INSTRUMENTS INC | 0.63% | Equity (US) | US |
| CRWD | CROWDSTRIKE HOLDINGS INC A | 0.61% | Equity (US) | US |
| GEV | GE VERNOVA INC | 0.59% | Equity (US) | US |
| MRVL | MARVELL TECHNOLOGY INC | 0.59% | Equity (US) | US |
| AMGN | AMGEN INC | 0.56% | Equity (US) | US |
| SNDK | SANDISK CORP | 0.56% | Equity (US) | US |
| KLAC | KLA CORP | 0.53% | Equity (US) | US |
| — | SSI US GOV MONEY MARKET CLASS | 0.52% | Cash/Money Market | — |
| WMT | WALMART INC | 0.49% | Equity (US) | US |
| ADI | ANALOG DEVICES INC | 0.48% | Equity (US) | US |
| UNH | UNITEDHEALTH GROUP INC | 0.46% | Equity (US) | US |
| C | CITIGROUP INC | 0.46% | Equity (US) | US |
| STX | SEAGATE TECHNOLOGY HOLDINGS | 0.43% | Equity (Foreign) | IE |
| GS | GOLDMAN SACHS GROUP INC | 0.42% | Equity (US) | US |
| ANET | ARISTA NETWORKS INC | 0.42% | Equity (US) | US |
| TMO | THERMO FISHER SCIENTIFIC INC | 0.42% | Equity (US) | US |
| COP | CONOCOPHILLIPS | 0.41% | Equity (US) | US |
| GILD | GILEAD SCIENCES INC | 0.40% | Equity (US) | US |
| DE | DEERE + CO | 0.40% | Equity (US) | US |
| MA | MASTERCARD INC A | 0.39% | Equity (US) | US |
| DELL | DELL TECHNOLOGIES C | 0.39% | Equity (US) | US |
| WELL | WELLTOWER INC | 0.38% | Equity (US) | US |
| WDC | WESTERN DIGITAL CORP | 0.37% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.50% | -6.28% | 3.84% | 4.26% | 3.10% | 1.61% | 1.17% |
| Feb | -0.75% | -3.41% | -3.33% | 6.12% | -1.54% | -1.48% | -0.73% |
| Mar | 0.27% | 5.48% | 1.13% | 1.64% | -5.34% | -5.42% | -0.37% |
| Apr | 4.92% | -9.60% | 1.32% | -4.54% | -0.84% | 9.69% | 0.16% |
| May | 0.73% | -0.53% | 0.39% | 6.35% | 5.85% | 3.44% | 2.71% |
| Jun | 1.68% | -8.12% | 5.64% | 4.29% | 3.81% | -3.08% | 0.70% |
| Jul | 1.51% | 7.40% | 3.10% | -0.83% | 2.85% | -3.09% | 1.82% |
| Aug | 3.68% | -2.56% | -0.85% | 4.41% | 2.28% | 0.25% | 1.20% |
| Sep | -4.27% | -8.47% | -5.62% | 5.01% | 4.75% | 1.91% | -1.11% |
| Oct | 6.65% | 7.04% | -2.06% | 1.10% | 3.05% | -2.77%* | 2.17% |
| Nov | -1.44% | 4.29% | 8.37% | 5.93% | -0.99% | -- | 3.23% |
| Dec | 4.50% | -5.13% | 3.98% | -2.74% | 0.54% | -- | 0.23% |
| Total | 18.95% | -19.97% | 16.15% | 34.85% | 18.35% | 0.23% | 11.42% |
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: $306.66
SMA 50: $305.84
SMA 200: $303.50
Current: $298.06
EMA 12: $303.83
EMA 26: $305.34
MACD: -1.5030 | Signal: -1.1112
BEARISH
ADX (14): 18.13
RANGE
+DI: 22.28
−DI: 49.32
Momentum Oscillators
RSI (14): 36.61
NEUTRAL
Stoch %K: 19.50
Stoch %D: 18.60
Williams %R: -95.86
Volume & Volatility
BB Upper: $314.92
BB Lower: $298.40
OVERSOLD
OBV: -41,033
Vol SMA 20: 8,224
Vol ROC: 74.86%
ATR: $2.78
True Range: $6.82
HV 20: 12.9%
HV 30: 13.6%
HV 60: 13.3%
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
BULLISH (Confidence Level: 7/10)
Key drivers:
- Bullish MACD signal
- Neutral RSI reading
- Support from upper Bollinger Band
- Recent news headlines have been neutral, with no significant market-moving events
Primary risks:
- Potential sell-off if price fails to break above the upper band
- Market volatility could increase, affecting IV and stock price
Investment thesis: The stock has a strong technical setup, with a bullish MACD signal and support from the upper Bollinger Band. Recent news headlines have been neutral, which reduces the risk of market-moving events impacting the stock.
Recent news sentiment impact:
- Neutral news headlines over the past week have not had a significant impact on the stock price.
Technical Analysis
Trend direction: Short-term (1-4 weeks) - Uptrend; Medium-term (1-3 months) - Uptrend; Long-term (3-12 months) - Uptrend
Support/Resistance levels:
- Upper Bollinger Band: $314.77
- Middle band: $304.74
- Lower band: $294.71
Momentum signals:
- RSI: 57.85 (neutral)
- MACD signal: Bullish
- Bollinger Bands: Price is touching the upper band, indicating overbought conditions.
Volume analysis:
- Volume SMA 20: 949.13
- On-Balance Volume (OBV): 61377.08
- Volume Rate of Change: -32.21%
News & Sentiment Analysis
Recent headlines summary:
- Neutral news headlines have been dominating the past week, with no significant market-moving events.
Sentiment assessment: NEUTRAL
Catalyst identification:
- No immediate catalysts are identified, but the stock has been trending upward over the medium-term.
Market narrative:
- The technical signals and recent news headlines indicate a neutral sentiment, which is aligned with the current uptrend.
Risk & Volatility Assessment
Risk interpretation:
- Beta: 1.10 (above average volatility)
Volatility regime:
- Current volatility is above average, as indicated by the beta value.
Options market signals:
- IV rank: 17.8% (low)
- Put/call ratio: 0.00 (neutral sentiment)
Downside protection:
- Support from the upper Bollinger Band and recent uptrend.
Market Context & Positioning
Sector performance:
- The sector is performing above average, which supports the stock's uptrend.
Institutional activity:
- Volume patterns suggest institutional interest in the stock.
Correlation analysis:
- R-squared value: 0.91 (strong correlation with market)
Relative valuation:
- The stock is trading within its normal range, without any significant deviations.
Key Levels & Action Items
Critical price levels:
- Upper Bollinger Band: $314.77
- Middle band: $304.74
- Lower band: $294.71
Breakout/breakdown levels:
- Break above the upper band to confirm the uptrend.
- Break below the lower band to indicate a potential downtrend.
Time-sensitive catalysts:
- No immediate catalysts are identified, but the stock has been trending upward over the medium-term.
Risk management:
- Set stop-loss at $304.74 (middle Bollinger Band) and consider adjusting position size based on market conditions.
Note: This report is based solely on the provided data and does not constitute buy or sell advice.
Generated
News
All MMTM news →
Zacks Investment ResearchT3·32mo ago
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MarketWatchT3·65mo ago
MMTM Options Activity & IV Rank
MMTM IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 18.9%
7-DTE IV: —
Expected Move: $8.40
7-DTE Move: $8.40
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: $8.40
ATM Put: $0.00
Call %: 2.8%
Put %: 0.0%
Chain Summary
Chain Volume: 4
Chain OI: 3
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 20.1% / 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)100.0HighOct 22
Straddle Price (30 DTE)$8.40Oct 22
Beta Analysis
Risk Metrics
Beta: 1.1059
Alpha: -9.64%
Correlation: 0.9068
R-Squared: 82.2%
Stock Volatility: 15.5%
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
MMTM 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
4.14K
SI % of Float
0.96%
Days to Cover
1.00
Short Vol Ratio
2.9%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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