MarketWatchT3·54mo ago
NZUS SPDR Series Trust State Street SPDR MSCI USA Climate Paris Aligned ETF
ETF 37.88 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.
NZUS
$37.88
—
Key stats
$37.88
- 52-Week Range
- $31.87 – $38.04
- YTD
- +5.74%
- IV Rank (30D)
- 0.0
- Straddle Price
- $2.73
- Open
- $37.90
- Day Range
- $37.88 – $37.90
- Volume
- 8,000
- Prev Close
- $38.04
About
SPDR Series Trust State Street SPDR MSCI USA Climate Paris Aligned ETF (NZUS) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2022-04-21
- Has Options
- Yes
ETF Profile
holdings as of 2026-03-31
Holdings
146
AUM
$2.6M
Provider
Nport
Inception
2022-04-21
Exchange
XNAS
Data As Of
2026-03-31
Expense Ratio
—
Dividend Yield
101.24%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-05-18 | 2026-05-19 | $38.1991 | CD |
| 2026-03-02 | 2026-03-04 | $0.0551 | CD |
| 2025-11-25 | 2025-11-28 | $0.0941 | CD |
| 2025-09-02 | 2025-09-04 | $0.0765 | CD |
| 2025-06-02 | 2025-06-04 | $0.0968 | CD |
| 2025-03-03 | 2025-03-05 | $0.0518 | CD |
Asset Allocation
Top Holdings
top 50 of 146 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| NVDA | NVIDIA Corp | 9.90% | Equity (common) | US |
| AAPL | Apple Inc | 7.54% | Equity (common) | US |
| MSFT | Microsoft Corp | 6.48% | Equity (common) | US |
| TSLA | Tesla Inc | 3.88% | Equity (common) | US |
| GOOG | Alphabet Inc | 3.70% | Equity (common) | US |
| AMZN | Amazon.com Inc | 3.44% | Equity (common) | US |
| LLY | Eli Lilly & Co | 3.28% | Equity (common) | US |
| EQIX | Equinix Inc | 2.87% | Equity (common) | US |
| MRVL | Marvell Technology Inc | 2.63% | Equity (common) | US |
| AVGO | Broadcom Inc | 2.59% | Equity (common) | US |
| PLD | Prologis Inc | 2.58% | Equity (common) | US |
| META | Meta Platforms Inc | 2.48% | Equity (common) | US |
| DLR | Digital Realty Trust Inc | 2.29% | Equity (common) | US |
| MA | Mastercard Inc | 2.28% | Equity (common) | US |
| V | Visa Inc | 2.07% | Equity (common) | US |
| AMD | Advanced Micro Devices Inc | 1.98% | Equity (common) | US |
| GOOGL | Alphabet Inc | 1.89% | Equity (common) | US |
| NOW | ServiceNow Inc | 1.55% | Equity (common) | US |
| JPM | JPMorgan Chase & Co | 1.54% | Equity (common) | US |
| IBM | International Business Machines Corp | 1.43% | Equity (common) | US |
| CRM | Salesforce Inc | 1.20% | Equity (common) | US |
| XYL | Xylem Inc/NY | 1.08% | Equity (common) | US |
| EIX | Edison International | 1.05% | Equity (common) | US |
| MCD | McDonald's Corp | 0.98% | Equity (common) | US |
| AWK | American Water Works Co Inc | 0.95% | Equity (common) | US |
| NFLX | Netflix Inc | 0.91% | Equity (common) | US |
| ADI | Analog Devices Inc | 0.91% | Equity (common) | US |
| AVB | AvalonBay Communities Inc | 0.87% | Equity (common) | US |
| AMT | American Tower Corp | 0.83% | Equity (common) | US |
| MRK | Merck & Co Inc | 0.80% | Equity (common) | US |
| FSLR | First Solar Inc | 0.75% | Equity (common) | US |
| ABBV | AbbVie Inc | 0.72% | Equity (common) | US |
| MCO | Moody's Corp | 0.66% | Equity (common) | US |
| ORCL | Oracle Corp | 0.63% | Equity (common) | US |
| SPGI | S&P Global Inc | 0.63% | Equity (common) | US |
| TXN | Texas Instruments Inc | 0.60% | Equity (common) | US |
| — | Royalty Pharma PLC | 0.60% | Equity (common) | GB |
| SHW | Sherwin-Williams Co/The | 0.58% | Equity (common) | US |
| CSCO | Cisco Systems Inc | 0.58% | Equity (common) | US |
| ESS | Essex Property Trust Inc | 0.58% | Equity (common) | US |
| AFL | Aflac Inc | 0.55% | Equity (common) | US |
| KLAC | KLA Corp | 0.50% | Equity (common) | US |
| AXON | Axon Enterprise Inc | 0.48% | Equity (common) | US |
| SCHW | Charles Schwab Corp/The | 0.48% | Equity (common) | US |
| RIVN | Rivian Automotive Inc | 0.45% | Equity (common) | US |
| MSI | Motorola Solutions Inc | 0.44% | Equity (common) | US |
| ZTS | Zoetis Inc | 0.44% | Equity (common) | US |
| — | Chubb Ltd | 0.43% | Equity (common) | CH |
| DHR | Danaher Corp | 0.41% | Equity (common) | US |
| AXP | American Express Co | 0.40% | Equity (common) | US |
Chart
Seasonality
Insufficient price history — listed 1645 days ago. Seasonality patterns need at least one full year of data.
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: $36.88
SMA 50: $34.93
SMA 200: $35.03
Current: $37.88
EMA 12: $37.29
EMA 26: $36.43
MACD: 0.8616 | Signal: 0.0494
BULLISH
ADX (14): 39.99
TREND
+DI: 64.75
−DI: 23.39
Momentum Oscillators
RSI (14): 72.31
OVERBOUGHT
Stoch %K: 96.70
Stoch %D: 96.24
Williams %R: -9.89
Volume & Volatility
BB Upper: $38.17
BB Lower: $35.59
NEUTRAL
OBV: 3,301
Vol SMA 20: 1,574
Vol ROC: 266566.67%
ATR: $0.27
True Range: $0.16
HV 20: 12.6%
HV 30: 14.8%
HV 60: 16.1%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-05-14T00:00:00 – 2026-05-12T00:00:00
AI Analysis
Here is my comprehensive stock analysis report based on the provided data:
Executive Summary
Overall assessment: BEARISH with confidence level (6/10)
Key drivers and primary risks:
- Technical indicators suggest a potentially overbought market, with RSI above 70 and MACD in bullish territory.
- Recent news headlines are neutral, but historical volatility suggests potential for higher uncertainty.
- Options market signals indicate low volatility relative to recent highs.
Recent news sentiment impact: Neutral headline suggesting no significant immediate impact on stock price.
Technical Analysis
Trend Direction: Short-term (1-4 weeks) - Bullish momentum; Medium-term (1-3 months) - Uptrend; Long-term (3-12 months) - Uptrend
Support/Resistance Levels:
- Resistance: $38.17 (upper Bollinger Band)
- Support: $35.59 (lower Bollinger Band)
Momentum Signals:
- RSI interpretation: Overbought (>70)
- MACD signal: Bullish momentum
- Bollinger Bands position: Neutral (squeeze)
Volume Analysis: Volume trends suggest institutional interest increasing, with volume rate of change indicating a 266566.67% increase.
News & Sentiment Analysis
Recent Headlines Summary:
- Neutral news headline suggesting no significant immediate impact on stock price
Sentiment Assessment: Neutral sentiment from recent headlines
Catalyst Identification: No upcoming earnings or product launches announced
Market Narrative: Technical signals suggest potential overbought market, while institutional interest and volume trends indicate increasing participation.
Risk & Volatility Assessment
Beta Interpretation: Risk relative to market (beta 1.07) - above average volatility
Volatility Regime: Current vs historical volatility levels - higher than recent highs
Options Market Signals:
- IV rank: Low (8.8%)
- Put/call ratios: Neutral sentiment
- Unusual activity: None reported
Downside Protection: Support levels and risk management considerations suggest potential for short-term pullback to $35.59.
Market Context & Positioning
Sector Performance: Relative strength vs sector/market - above average
Institutional Activity: Volume patterns suggesting institutional interest increasing, with volume rate of change indicating a 266566.67% increase.
Correlation Analysis: How stock moves relative to market (R-squared interpretation) - positive correlation with market trends.
Relative Valuation: Position within trading range suggests potential for consolidation or breakout.
Key Levels & Action Items
Critical Price Levels:
- Resistance: $38.17 (upper Bollinger Band)
- Support: $35.59 (lower Bollinger Band)
Breakout/Breakdown Levels: Technical levels that could trigger significant moves - above $38.17 or below $35.59.
Time-Sensitive Catalysts: No upcoming earnings or product launches announced.
Risk Management: Stop-loss levels and position sizing considerations suggest potential for short-term pullback to $35.59.
Please note that this report is based on the provided data, and actual market conditions may differ.
Generated
News
All NZUS news →
NZUS Options Activity & IV Rank
NZUS IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 8.6%
7-DTE IV: 30.9%
Expected Move: $2.73
7-DTE Move: $2.22
Days to Exp: 37 (2026-06-18)
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: $1.30
ATM Put: $1.43
Call %: 3.4%
Put %: 3.8%
Chain Summary
Chain Volume: 0
Chain OI: 0
Last Updated: 5/12/2026
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
as of May 12 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of May 12 · No data
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)24.3LowMay 12
IV Rank (30 DTE)0.0LowMay 12
Straddle Price (30 DTE)$2.73May 12
Beta Analysis
Insufficient price history — listed 1645 days ago. Beta and correlation vs SPY require ~1 year of daily returns to be statistically meaningful.
NZUS Institutional Ownership (13F)
Latest filings — 2026-06-30Institutional 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.
5 filers$226.03M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Optiver Holding B.V. | $96.44M | 42.67% | 2026-06-30 |
| 2 | IMC-Chicago, LLC Custodian | $77.67M | 34.36% | 2026-06-30 |
| 3 | Simplex Trading, LLC Custodian | $42.31M | 18.72% | 2026-06-30 |
| 4 | GROUP ONE TRADING LLC Custodian | $9.56M | 4.23% | 2026-06-30 |
| 5 | Ancora Advisors LLC | $50.29K | 0.02% | 2026-06-30 |
6 filers$191.14M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Optiver Holding B.V. | $83.70M | 43.79% | 2026-06-30 |
| 2 | IMC-Chicago, LLC Custodian | $56.56M | 29.59% | 2026-06-30 |
| 3 | Simplex Trading, LLC Custodian | $36.98M | 19.35% | 2026-06-30 |
| 4 | GROUP ONE TRADING LLC Custodian | $11.17M | 5.84% | 2026-06-30 |
| 5 | JPMorgan Chase & Co Custodian | $2.33M | 1.22% | 2026-06-30 |
| 6 | Itau Unibanco Holding S.A. | $406.40K | 0.21% | 2026-06-30 |
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
46.00
SI % of Float
0.06%
Days to Cover
1.00
Short Vol Ratio
100.0%
Free Float
—
Float %
—
Short interest 2026-04-30 • Short volume 2026-05-12
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|