Zacks Investment ResearchT3·28mo ago
NFTY First Trust India Nifty 50 Equal Weight ETF
ETF 51.24 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.
NFTY
$51.24
—
Key stats
$51.24
- 52-Week Range
- $49.25 – $60.70
- YTD
- -12.69%
- IV Rank (30D)
- 25.61
- Straddle Price
- $2.53
- P/C Vol Ratio
- 0.36
- Open
- $51.16
- Day Range
- $51.12 – $51.29
- Volume
- 2,450
- Prev Close
- $51.38
About
First Trust India Nifty 50 Equal Weight ETF (NFTY) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2012-02-14
- Has Options
- Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jun 2026flows, SEC filings
International Equity
Single Country#96 of 163 by assets
First Trust
India
Emerging Markets
Index-tracking
- Expense ratio
- 0.80% prospectus, filed Apr 30, 2026
- Assets
- $102M issuer-reported, Oct 20, 2026
- Trailing yield
- 2.00% paid quarterly
- Average daily volume
- $756K 30 sessions
- Holdings
- 52 top 10 are 22.1%
- Listed
- Feb 14, 2012 Nasdaq
- Last fee change
- -1 bp filed Apr 30, 2026
- Net asset value
- $51.78 issuer, Oct 20, 2026
- 30-day SEC yield
- 0.41% issuer, Sep 30, 2026
- Tracking difference
- -3.52 pts vs index, after fees, FY 2025
Cost10
Liquidity29
Scale37
Diversification77
Moves with. US large-cap stocks (40% of its variance, beta 0.84); Emerging markets over US (4% of its variance, beta 0.11); Developed markets ex-US over US (4% of its variance, beta 0.29). These factors explain 43% of its daily moves over the last year.
Stated objective. The First Trust India NIFTY 50 Equal Weight ETF (the Fund ) seeks investment results that correspond generally to the price and yield (before the Funds fees and expenses) of an equity index called the NIFTY 50 Equal Weight Index (the Index ). (from the fund's prospectus)
All 52 holdingsFlow historySimilar fundsOverlap toolAll Single Country ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- −$2.7M latest reported month
- Latest 3 months
- −$21M −16.2% of assets
- Latest 12 months
- −$62M −47.1% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$2.7M |
| May 2026 | −$5.3M |
| Apr 2026 | −$13M |
| Mar 2026 | $0 |
| Feb 2026 | $0 |
| Jan 2026 | −$8.7M |
| Dec 2025 | −$5.8M |
| Nov 2025 | −$5.9M |
| Oct 2025 | −$6.0M |
| Sep 2025 | −$2.9M |
| Aug 2025 | −$12M |
| Jul 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 | |
|---|---|---|---|---|---|
| INDYiShares S&P India Nifty 50 Index Fund | 51% | 0.65% | $509M | −21.8% | compare |
| INDHWisdomTree India Hedged Equity Fund | 46% | 0.64% | $5.8M | −15.6% | compare |
| INDAiShares MSCI India ETF | 40% | 0.61% | $5.8B | −13.7% | compare |
| FLINFranklin FTSE India ETF | 37% | 0.19% | $2.5B | −13.9% | compare |
| INDXtrackers Nifty 500 India ETF | 35% | 0.19% | $4.5M | — | compare |
Ranked by how much of the two portfolios is the same securities.
What changed in the portfolio
Mar 31, 2026 → Jun 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | OIL AND NATURAL GAS CORP LTD | 2.18% | 2.00% | +17.8% |
| Decrease | INTERGLOBE AVIATION LTD | 1.97% | 2.11% | −15.9% |
| Increase | INFOSYS LTD | 2.04% | 1.94% | +27.6% |
| Increase | WIPRO LTD | 2.06% | 2.00% | +14.1% |
| Increase | TATA CONSULTANCY SERVICES LTD | 2.03% | 1.97% | +20.0% |
| Increase | HCL TECHNOLOGIES LTD | 2.03% | 1.97% | +30.0% |
| Increase | RELIANCE INDUSTRIES LTD | 1.97% | 2.01% | +13.4% |
| Decrease | ADANI ENTERPRISES LTD | 1.99% | 2.02% | −37.5% |
| Decrease | GRASIM INDUSTRIES LTD | 2.06% | 2.03% | −14.0% |
| Decrease | ADANI PORTS AND SPECIAL ECONOMIC ZONE LTD | 2.01% | 2.04% | −21.8% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.0%. Full holdings and history
Under the hood
fiscal year to Dec 31, 2025SEC census- Authorized participants
- 3 active of 24 with agreements; top 3 did 100%
- Created · redeemed
- $0 · $105M over the fiscal year
- Redemptions in kind
- 0% creations 0% in kind
- Creation unit
- 50,000 shares
- Securities lending
- authorized, none lent
- Return vs index
- -3.52 pts after fees; -2.65 before; daily s.d. 7.38
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
52
AUM
$102.2M
Provider
First Trust
Inception
2012-02-14
Exchange
XNAS
Data As Of
2026-10-20
Expense Ratio
0.80%
Dividend Yield
2.00%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-03-26 | 2026-03-31 | $0.3053 | CD |
| 2025-12-12 | 2025-12-31 | $0.7212 | CD |
| 2024-12-13 | 2024-12-31 | $0.7608 | CD |
| 2024-06-27 | 2024-06-28 | $0.0612 | CD |
| 2024-03-21 | 2024-03-28 | $0.0785 | CD |
| 2023-06-27 | 2023-06-30 | $0.0183 | CD |
Asset Allocation
Top Holdings
top 50 of 52 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Tata Consultancy Services Limited | 2.40% | Equity (Foreign) | IN |
| — | Tech Mahindra Ltd. | 2.33% | Equity (Foreign) | IN |
| — | Infosys Limited | 2.30% | Equity (Foreign) | IN |
| — | HCL Technologies Limited | 2.23% | Equity (Foreign) | IN |
| — | Kotak Mahindra Bank Limited | 2.22% | Equity (Foreign) | IN |
| — | Trent Limited | 2.20% | Equity (Foreign) | IN |
| — | Bharti Airtel Ltd. | 2.13% | Equity (Foreign) | IN |
| — | BSE Limited | 2.12% | Equity (Foreign) | IN |
| — | ICICI Bank Limited | 2.11% | Equity (Foreign) | IN |
| — | Dr. Reddy's Laboratories Limited | 2.10% | Equity (Foreign) | IN |
| — | HDFC Life Insurance Company Limited | 2.09% | Equity (Foreign) | IN |
| — | Axis Bank Limited | 2.05% | Equity (Foreign) | IN |
| — | Eicher Motors Limited | 2.03% | Equity (Foreign) | IN |
| — | Adani Ports and Special Economic Zone Limited | 2.01% | Equity (Foreign) | IN |
| — | State Bank of India | 2.01% | Equity (Foreign) | IN |
| — | Tata Consumer Products Limited | 2.00% | Equity (Foreign) | IN |
| — | Reliance Insurance PLC | 1.99% | Equity (Foreign) | IN |
| — | HDFC Bank Limited | 1.97% | Equity (Foreign) | IN |
| — | ITC Limited | 1.97% | Equity (Foreign) | IN |
| — | JSW Steel Limited | 1.97% | Equity (Foreign) | IN |
| — | Coal India Limited | 1.96% | Equity (Foreign) | IN |
| — | Bajaj Finance Ltd | 1.95% | Equity (Foreign) | IN |
| — | Bajaj Finserv Limited | 1.95% | Equity (Foreign) | IN |
| — | Bharat Electronics Ltd. | 1.95% | Equity (Foreign) | IN |
| — | Mahindra & Mahindra Ltd. | 1.95% | Equity (Foreign) | IN |
| — | Asian Paints Limited | 1.94% | Equity (Foreign) | IN |
| — | Eternal Limited | 1.94% | Equity (Foreign) | IN |
| — | Hindustan Unilever Limited | 1.94% | Equity (Foreign) | IN |
| — | Oil and Natural Gas Corporation Limited | 1.94% | Equity (Foreign) | IN |
| — | Tata Motors Passenger Vehicles Ltd. | 1.94% | Equity (Foreign) | IN |
| — | UltraTech Cement Limited | 1.94% | Equity (Foreign) | IN |
| — | InterGlobe Aviation Limited | 1.93% | Equity (Foreign) | IN |
| — | Maruti Suzuki India Limited | 1.93% | Equity (Foreign) | IN |
| — | Cipla Limited | 1.92% | Equity (Foreign) | IN |
| — | Larsen & Toubro Ltd. | 1.92% | Equity (Foreign) | IN |
| — | NTPC Limited | 1.92% | Equity (Foreign) | IN |
| — | SBI Life Insurance Company Limited | 1.92% | Equity (Foreign) | IN |
| — | Jio Financial Services Limited | 1.91% | Equity (Foreign) | IN |
| — | Sun Pharmaceutical Industries Limited | 1.91% | Equity (Foreign) | IN |
| — | Power Grid Corporation of India Limited | 1.89% | Equity (Foreign) | IN |
| — | Shriram Finance Limited | 1.89% | Equity (Foreign) | IN |
| — | Tata Steel Limited | 1.88% | Equity (Foreign) | IN |
| — | Hindalco Industries Limited | 1.87% | Equity (Foreign) | IN |
| — | Adani Enterprises Ltd | 1.85% | Equity (Foreign) | IN |
| — | Bajaj Auto Limited | 1.85% | Equity (Foreign) | IN |
| — | Nestle India Limited | 1.85% | Equity (Foreign) | IN |
| — | Titan Company Limited | 1.84% | Equity (Foreign) | IN |
| — | Grasim Industries Limited | 1.83% | Equity (Foreign) | IN |
| — | Apollo Hospitals Enterprise Limited | 1.76% | Equity (Foreign) | IN |
| — | Max Healthcare Institute Limited | 1.66% | Equity (Foreign) | IN |
Geographic Breakdown
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -1.61% | -0.32% | 0.43% | 1.53% | -3.30% | -4.23% | -1.25% |
| Feb | 1.91% | -4.40% | -2.40% | 1.24% | -5.49% | -1.87% | -1.84% |
| Mar | -0.53% | 0.99% | -0.66% | -0.66% | 7.27% | -8.38% | -0.33% |
| Apr | -1.62% | -0.83% | 6.02% | -1.07% | 4.33% | 4.99% | 1.97% |
| May | 7.40% | -4.16% | 1.12% | 0.14% | 1.28% | 0.21% | 1.00% |
| Jun | -2.23% | -4.99% | 4.73% | 1.62% | 2.30% | 1.83% | 0.54% |
| Jul | 1.56% | 9.52% | 2.01% | 4.07% | -5.46% | 1.74% | 2.24% |
| Aug | 6.67% | 0.17% | -2.06% | 0.94% | -0.21% | -1.60% | 0.65% |
| Sep | 0.00% | -6.99% | 2.08% | 3.05% | -0.71% | -5.74% | -1.39% |
| Oct | -2.14% | 2.21% | -2.24% | -5.81% | 2.41% | 1.38%* | -0.70% |
| Nov | -4.94% | 4.08% | 7.15% | -2.62% | 0.52% | -- | 0.84% |
| Dec | 0.46% | -6.85% | 5.77% | -5.13% | -1.17% | -- | -1.38% |
| Total | 4.31% | -12.13% | 23.54% | -3.17% | 0.99% | -11.75% | 0.30% |
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: $51.09
SMA 50: $52.59
SMA 200: $54.01
Current: $51.25
EMA 12: $51.33
EMA 26: $51.61
MACD: -0.2787 | Signal: 0.1786
BEARISH
ADX (14): 17.77
RANGE
+DI: 31.88
−DI: 31.53
Momentum Oscillators
RSI (14): 46.31
NEUTRAL
Stoch %K: 78.45
Stoch %D: 82.07
Williams %R: -30.16
Volume & Volatility
BB Upper: $52.45
BB Lower: $49.72
NEUTRAL
OBV: -1,223,671
Vol SMA 20: 10,026
Vol ROC: -63.90%
ATR: $0.58
True Range: $0.26
HV 20: 15.5%
HV 30: 15.5%
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
Overall assessment: NEUTRAL (confidence level: 7/10)
Key drivers: Technical indicators suggest a neutral trend, while recent news headlines lack significant market-moving catalysts.
Primary risks: Low volatility and lack of recent price movement increase the risk of sideways trading or minor corrections.
Investment thesis: NFTY's current technical setup is characterized by consolidation, with no clear uptrend or downtrend emerging. The ETF's beta and volatility metrics suggest a relatively stable profile, but its options activity indicates a somewhat bearish tone.
Recent news sentiment impact: Neutral to positive sentiment from recent headlines may have contributed to the ETF's stabilization, as market participants seem to be waiting for clearer direction.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Consolidation, Medium-term (1-3 months): Range-bound, Long-term (3-12 months): Uptrend (weak)
Support/Resistance Levels: SMA 20: $54.28, SMA 50: $54.10, Upper Bollinger Band: $54.93
Momentum Signals:
- RSI interpretation: Neutral (39.86), no clear buy or sell signal
- MACD signal: Bullish momentum with a positive histogram
- Bollinger Bands position: Oversold
Volume Analysis: Volume SMA 20: 22174.30, On-Balance Volume (OBV): -1249571.05, Volume Rate of Change: -40.47%
News & Sentiment Analysis
Recent Headlines Summary: Neutral to positive sentiment from recent headlines, focusing on market commentary and general analysis.
Sentiment Assessment: Aggregate news sentiment: NEUTRAL
Catalyst Identification: No significant catalysts have emerged recently, but investors may be awaiting upcoming earnings reports or changes in the Indian economic landscape.
Market Narrative: Recent news highlights a neutral market tone, with no clear direction emerging. This may contribute to the ETF's stabilization and limited price movement.
Risk & Volatility Assessment
Beta Interpretation: Low risk relative to market (beta 0.64), indicating a stable profile.
Volatility Regime: Current volatility is low compared to historical levels.
Options Market Signals: IV Rank: 15.0% (Low - historically low volatility), Put/Call Volume Ratio: 0.00 (Neutral sentiment)
Downside Protection: Support levels include SMA 20 and lower Bollinger Band, with a risk management consideration of setting stop-loss orders around $53.63.
Market Context & Positioning
Sector Performance: NFTY's sector performance is relatively strong compared to the broader market.
Institutional Activity: Institutional interest signals are mixed, with some institutions potentially accumulating shares while others may be selling.
Correlation Analysis: NFTY moves slightly more than the market (R-squared interpretation), indicating a moderate degree of correlation.
Relative Valuation: NFTY's relative valuation is within its historical trading range, with no clear overvaluation or undervaluation signals emerging.
Key Levels & Action Items
Critical Price Levels: SMA 20: $54.28, Upper Bollinger Band: $54.93, Lower Bollinger Band: $53.63
Breakout/Breakdown Levels: No significant breakout or breakdown levels are immediately apparent.
Time-Sensitive Catalysts: Earnings reports and changes in the Indian economic landscape may provide future catalysts for price movement.
Risk Management: Set stop-loss orders around $53.63, considering a risk-reward ratio to manage potential losses.
This comprehensive analysis provides an objective view of NFTY's current technical and fundamental situation, highlighting key drivers, primary risks, and market context.
Generated
News
All NFTY news →
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NFTY Options Activity & IV Rank
NFTY IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 30.1%
7-DTE IV: —
Expected Move: $2.53
7-DTE Move: $2.53
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 11
Put Volume: 4
P/C Volume: 0.364
BULLISH
Call OI: 16
Put OI: 7
P/C OI: 0.438
Total OI: 23
ATM Options Pricing
ATM Call: $1.35
ATM Put: $1.18
Call %: 2.6%
Put %: 2.3%
Chain Summary
Chain Volume: 32
Chain OI: 56
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 14.8% / 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)25.6MediumOct 22
Straddle Price (30 DTE)$2.53Oct 22
Beta Analysis
Risk Metrics
Beta: 0.7093
Alpha: -25.53%
Correlation: 0.5815
R-Squared: 33.8%
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:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
NFTY 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
49.33K
SI % of Float
2.53%
Days to Cover
2.13
Short Vol Ratio
28.2%
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 |
|---|