NSEP Innovator Growth-100 Power Buffer ETF - September
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Innovator Growth-100 Power Buffer ETF - September (NSEP) ETF
No description available.
- Exchange
- BATS
- Inception
- 2024-08-30
- Has Options
- No
- Expense ratio
- 0.79% issuer, Oct 22, 2026
- Assets
- $107M issuer-reported, Oct 21, 2026
- Trailing yield
- —
- Average daily volume
- $2.0M 30 sessions
- Holdings
- 6 top 10 are 105.4%
- Listed
- Aug 31, 2024 Cboe BZX
- Net asset value
- $32.13 issuer, Oct 21, 2026
- Reference asset
- QQQ period ends Aug 31, 2027 (313 days)
- Cap, full period
- 18.6% before fees
- Buffer, full period
- 15.0% first losses absorbed
- Reference since start
- +1.2% $725.20 on Oct 21, 2026
- Upside left to the cap
- 17.2% for a buyer today
- Drop before the buffer starts
- 1.2% unprotected from here
Moves with. US large-cap stocks (58% of its variance, beta 0.36); Value over growth (12% of its variance, beta -0.08); High yield over Treasuries (6% of its variance, beta 0.26); Bitcoin (5% of its variance, beta 0.01). These factors explain 81% of its daily moves over the last year.
Stated objective. The Fund seeks to provide investors with returns that match the return of the Underlying ETF, up to the upside cap of 13.92% (prior to taking into account management fees and other fees) while providing a buffer against the first 15% (prior to taking into account management fees and other fees) of Underlying ETF losses, over the period from September 1, 2025 to August 31, 2026. (from the fund's prospectus)
- Jul 2026
- −$3.9M latest reported month
- Latest 3 months
- −$7.0M −21.3% of assets
- Latest 12 months
- −$791K −2.4% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | −$3.9M |
| Jun 2026 | $0 |
| May 2026 | −$3.1M |
| Apr 2026 | $0 |
| Mar 2026 | −$14M |
| Feb 2026 | +$13M |
| Jan 2026 | −$12M |
| Dec 2025 | $0 |
| Nov 2025 | −$14M |
| Oct 2025 | −$9.3M |
| Sep 2025 | +$43M |
| Aug 2025 | −$1.4M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 24 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| BUFRFT Vest Laddered Buffer ETF | — | 0.95% | $10.9B | +12.7% | compare |
| BALTInnovator Defined Wealth Shield ETF | — | 0.69% | $3.2B | +6.7% | compare |
| BUFDFT Vest Laddered Deep Buffer ETF | — | 0.95% | $2.2B | +10.4% | compare |
| BUFQFT Vest Laddered Nasdaq Buffer ETF | — | 1.00% | $1.7B | +14.8% | compare |
| FJANFT Vest U.S. Equity Buffer ETF - January | — | 0.85% | $1.5B | +13.4% | compare |
The largest other funds in the Buffer category.
- Authorized participants
- 5 active of 5 with agreements; top 3 did 98%
- Created · redeemed
- $76M · $54M over the fiscal year
- Redemptions in kind
- 66% creations 3% in kind
- Creation unit
- 25,000 shares
- Securities lending
- not authorized
- 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.
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | QQQ 08/31/2027 7.17 C | 99.23% | Derivative | — |
| — | QQQ 08/31/2027 716.76 P | 6.14% | Derivative | — |
| — | US BANK MMDA - USBGFS 9 09/01/2037 | 0.31% | Cash/Money Market | — |
| — | Cash & Other | -0.04% | Cash/Money Market | — |
| — | QQQ 08/31/2027 609.25 P | -2.59% | Derivative | — |
| — | QQQ 08/31/2027 849.93 C | -3.06% | Derivative | — |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Derivative (equity) | 99.65% | $32.8M | 4 |
| Short-term investment | 0.42% | $137625 | 1 |
| Month | '24 | '25 | '26 | Avg |
|---|---|---|---|---|
| Jan | -- | 1.54% | 0.87% | 1.21% |
| Feb | -- | -0.56% | -0.83% | -0.70% |
| Mar | -- | -2.54% | -2.07% | -2.30% |
| Apr | -- | 0.47% | 5.42% | 2.94% |
| May | -- | 4.41% | 1.68% | 3.04% |
| Jun | -- | 2.97% | 0.27% | 1.62% |
| Jul | -- | 1.79% | 0.38% | 1.08% |
| Aug | -- | 1.87% | 0.97% | 1.42% |
| Sep | 3.26% | 2.43% | 2.25% | 2.65% |
| Oct | 0.55% | 1.19% | -2.13%* | -0.13% |
| Nov | 2.52% | -0.21% | -- | 1.16% |
| Dec | -0.14% | 0.55% | -- | 0.21% |
| Total | 6.30% | 14.63% | 6.79% | 9.24% |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- 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.
- 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.
- 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
Momentum Oscillators
Volume & Volatility
Data Summary
Here is my comprehensive analysis report for NSEP:
Executive Summary
BULLISH with confidence level 7/10.
Key drivers: Strong technical momentum, low volatility, and recent news silence.
Primary risks: Overbought RSI reading, potential profit-taking ahead of earnings announcements.
Recent news sentiment impact: Neutral, no significant news driving the stock price.
Technical Analysis
Trend Direction: Bullish trend in short-term (1-4 weeks) and medium-term (1-3 months) perspectives.
Support/Resistance Levels: Key resistance levels include the upper Bollinger Band at $31.19 and the recent high at $31.13. Support comes from the SMA 20 at $30.86.
Momentum Signals:
- RSI interpretation: Overbought (77.99), potential sell signal.
- MACD signal: Bullish, indicating strong momentum.
- Bollinger Bands position: Neutral, suggesting no clear bias.
Volume Analysis: Volume has been decreasing recently, with a volume rate of change of -66.53%. This may indicate institutional interest waning.
News & Sentiment Analysis
Recent Headlines Summary: No recent news available, which may be contributing to the stock's upward momentum.
Sentiment Assessment: Neutral sentiment due to lack of significant news.
Catalyst Identification: Earnings announcements and potential corporate actions may drive future price movements.
Market Narrative: The bullish trend is driven by technical momentum and low volatility. News silence has contributed to the upward move, but a sudden change in market conditions could lead to profit-taking.
Risk & Volatility Assessment
Beta Interpretation: NSEP's beta is 0.53, indicating lower volatility than the broader market.
Volatility Regime: Historical volatility is relatively low, with HV20 at 2.7% and HV30 at 3.5%.
Options Market Signals: No options data available to analyze.
Downside Protection: Support comes from the SMA 20 at $30.86 and potential buy interest around this level.
Market Context & Positioning
Sector Performance: NSEP is relatively strong compared to its sector, with an R-squared interpretation indicating a positive correlation.
Institutional Activity: Volume has been decreasing recently, suggesting institutional interest waning.
Correlation Analysis: NSEP's beta indicates lower volatility than the broader market.
Relative Valuation: The stock is positioned near its recent high and may be due for a pullback or consolidation phase.
Key Levels & Action Items
- Critical Price Levels: $31.19 (upper Bollinger Band), $30.86 (SMA 20 support).
- Breakout/Breakdown Levels: No clear levels identified, but significant moves could occur around earnings announcements.
- Time-Sensitive Catalysts: Earnings announcements and potential corporate actions may drive future price movements.
- Risk Management: Set stop-loss levels at $30.53 (lower Bollinger Band) to manage risk.
Please let me know if this meets your requirements!
NSEP Options Activity & IV Rank
Each spread is ranked by a composite score built in three stages. Full documentation →
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.
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.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- 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.
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.
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.
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.
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.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
Risk Metrics
Analysis Details
Data Points: 251
Period: 252 trading days
Low volatility - stock moves less than market
NSEP 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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