MarketWatchT3·19mo ago
PFI Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Financial Momentum ETF
ETF 58.31 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.
PFI
$58.31
—
Key stats
$58.31
After hours
$58.31
+0.00%
- 52-Week Range
- $51.57 – $64.45
- YTD
- -0.07%
- IV Rank (30D)
- 53.62
- Straddle Price
- $2.58
- Open
- $57.86
- Day Range
- $57.86 – $58.62
- Volume
- 1,921
- Prev Close
- $58.55
About
Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Financial Momentum ETF (PFI) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2006-10-12
- Has Options
- Yes
Fund profile
holdings as of Jul 31, 2026SEC filingthrough Jul 2026flows, SEC filings
- Expense ratio
- 0.60% prospectus, filed Aug 27, 2025
- Assets
- $49M shares × price, Oct 21, 2026
- Trailing yield
- 1.21% paid quarterly
- Average daily volume
- $402K 30 sessions
- Holdings
- 40 top 10 are 36.8%
- Listed
- Oct 12, 2006 Nasdaq
- Tracking difference
- -0.70 pts vs index, after fees, FY 2026
Cost23
Liquidity20
Scale26
Diversification64
Moves with. US large-cap stocks (50% of its variance, beta 1.11); Small caps over large (18% of its variance, beta 0.62); Bitcoin (3% of its variance, beta 0.03). These factors explain 67% of its daily moves over the last year.
Stated objective. The Invesco Dorsey Wright Financial Momentum ETF (the Fund) seeks to track the investment results (before fees and expenses) of the Dorsey Wright Financials Technical Leaders TM Index (the Underlying Index). (from the fund's prospectus)
All 40 holdingsFlow historySimilar fundsOverlap toolAll Financials ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$25M latest reported month
- Latest 3 months
- +$23M +39.2% of assets
- Latest 12 months
- −$5.4M −9.1% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$25M |
| Jun 2026 | −$608K |
| May 2026 | −$1.2M |
| Apr 2026 | −$2.3M |
| Mar 2026 | −$20M |
| Feb 2026 | +$1.2M |
| Jan 2026 | −$16M |
| Dec 2025 | +$14M |
| Nov 2025 | −$2.7M |
| Oct 2025 | −$1.1M |
| Sep 2025 | −$1.1M |
| Aug 2025 | −$548K |
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 | |
|---|---|---|---|---|---|
| KBWBInvesco KBW Bank ETF | 24% | 0.35% | $6.2B | +16.1% | compare |
| DVOLFirst Trust Dorsey Wright Momentum & Low Volatility ETF | 21% | 0.60% | $76M | +3.5% | compare |
| DDIVFirst Trust Exchange-Traded Fund VI First Trust Dorsey Wright Momentum & Dividend ETF | 20% | 0.60% | $72M | +14.2% | compare |
| GSIBThemes Global Systemically Important Banks ETF | 20% | 0.35% | $27M | +27.7% | compare |
| KCEState Street SPDR S&P Capital Markets ETF | 19% | 0.35% | $432M | +2.7% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Jul 31, 2026SEC filing- Holdings vs fair value
- +22.0% 57% under, 5% over · 98% covered
- Price / earnings
- 15.1 4% loss-making · 98% covered
- Price / book · sales
- 2.2 · 0.9 revenue growth +12.3%
- Above 200-day average
- 65% 22% above 50-day · by weight
- Short interest
- 5.8% of float, weighted · 4.5 days to cover
- Insider buying
- 7% of weight had net insider buying, 90 days; 56% net selling
- 13F holders
- +2.0% change in shares held by institutions, latest quarter
- Reporting earnings
- 36.4% of weight in 7 days; 65.3% in 14
Holdings reporting in the next 14 days · weighted implied move this week 3.42%
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
Apr 30, 2026 → Jul 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | AHRAmerican Healthcare REIT, Inc. | 4.72% | — | — |
| New position | ENVAEnova International, Inc. | — | 4.60% | — |
| Exit | LMNDLemonade, Inc. | 4.38% | — | — |
| Exit | WELLWelltower Inc. | 3.65% | — | — |
| New position | STTState Street Corp. | — | 3.55% | — |
| New position | SEZLSezzle Inc. | — | 3.41% | — |
| Exit | VTRVentas, Inc. | 3.35% | — | — |
| New position | PFGPrincipal Financial Group, Inc. | — | 3.27% | — |
| Exit | CBOECboe Global Markets, Inc. | 3.08% | — | — |
| Exit | CFGCitizens Financial Group, Inc. | 2.87% | — | — |
14 new, 25 exited, 15 increased and 4 decreased between the fund's two latest holdings reports; turnover 55.6%. Full holdings and history
Under the hood
fiscal year to Apr 30, 2026SEC census- Authorized participants
- 6 active of 40 with agreements; top 3 did 84%
- Created · redeemed
- $29M · $62M over the fiscal year
- Redemptions in kind
- 100% creations 99% in kind
- Creation unit
- 10,000 shares
- Securities lending
- 9.61% of assets on loan on average; earned 1.8 bp
- Return vs index
- -0.70 pts after fees; -0.02 before; daily s.d. 0.13
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 2026-07-31
Holdings
40
AUM
$65.9M
Provider
Nport
Inception
2006-10-12
Exchange
XNAS
Data As Of
2026-07-31
Expense Ratio
0.60%
Dividend Yield
1.21%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-21 | 2026-09-25 | $0.1618 | CD |
| 2026-06-22 | 2026-06-26 | $0.2616 | CD |
| 2026-03-23 | 2026-03-27 | $0.1590 | CD |
| 2025-12-22 | 2025-12-26 | $0.1272 | CD |
| 2025-09-22 | 2025-09-26 | $0.0634 | CD |
| 2025-06-23 | 2025-06-27 | $0.0603 | CD |
Asset Allocation
Top Holdings
top 40 of 40 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Invesco Private Prime Fund | 7.90% | Short-term investment | US |
| ENVA | Enova International, Inc. | 4.60% | Equity (common) | US |
| JPM | JPMorgan Chase & Co. | 4.32% | Equity (common) | US |
| VCTR | Victory Capital Holdings, Inc. | 3.93% | Equity (common) | US |
| IBKR | Interactive Brokers Group, Inc. | 3.64% | Equity (common) | US |
| STT | State Street Corp. | 3.55% | Equity (common) | US |
| MS | Morgan Stanley | 3.54% | Equity (common) | US |
| SEZL | Sezzle Inc. | 3.41% | Equity (common) | US |
| SPG | Simon Property Group, Inc. | 3.29% | Equity (common) | US |
| PFG | Principal Financial Group, Inc. | 3.27% | Equity (common) | US |
| BNY | Bank of New York Mellon Corp. (The) | 3.26% | Equity (common) | US |
| WT | WisdomTree, Inc. | 3.17% | Equity (common) | US |
| KEY | KeyCorp | 3.15% | Equity (common) | US |
| — | Invesco Private Government Fund | 3.04% | Short-term investment | US |
| BPOP | Popular, Inc. | 2.98% | Equity (common) | PR |
| GS | Goldman Sachs Group, Inc. (The) | 2.97% | Equity (common) | US |
| SNEX | StoneX Group Inc. | 2.89% | Equity (common) | US |
| C | Citigroup Inc. | 2.89% | Equity (common) | US |
| OUT | OUTFRONT Media Inc. | 2.78% | Equity (common) | US |
| ZION | Zions Bancorp., N.A. | 2.49% | Equity (common) | US |
| BFH | Bread Financial Holdings, Inc. | 2.43% | Equity (common) | US |
| AMG | Affiliated Managers Group, Inc. | 2.42% | Equity (common) | US |
| FCFS | FirstCash Holdings, Inc. | 2.41% | Equity (common) | US |
| FBP | First BanCorp. | 2.40% | Equity (common) | PR |
| OHI | Omega Healthcare Investors, Inc. | 2.36% | Equity (common) | US |
| MAC | Macerich Co. (The) | 2.25% | Equity (common) | US |
| EBC | Eastern Bankshares, Inc. | 2.21% | Equity (common) | US |
| ABCB | Ameris Bancorp | 2.20% | Equity (common) | US |
| FHI | Federated Hermes, Inc. | 2.20% | Equity (common) | US |
| BRX | Brixmor Property Group Inc. | 2.19% | Equity (common) | US |
| AAMI | Acadian Asset Management Inc. | 2.12% | Equity (common) | US |
| NBN | Northeast Bank | 2.11% | Equity (common) | US |
| TCBI | Texas Capital Bancshares, Inc. | 1.95% | Equity (common) | US |
| MCY | Mercury General Corp. | 1.94% | Equity (common) | US |
| CNO | CNO Financial Group, Inc. | 1.85% | Equity (common) | US |
| HAPN | Happen, Inc. | 1.84% | Equity (common) | US |
| BGC | BGC Group, Inc. | 1.80% | Equity (common) | US |
| CURB | Curbline Properties Corp. | 1.59% | Equity (common) | US |
| GNL | Global Net Lease, Inc. | 1.49% | Equity (common) | US |
| — | Invesco Government & Agency Portfolio | 0.29% | Short-term investment | US |
Geographic Breakdown
Non-Equity Breakdown
Invesco Dorsey Wright Financial Momentum ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-28)
Net assets:
$59M
· 40 total positions
· equity 99.92%
· non-equity 11.23%
Non-equity holdings
— 3 positions,
11.23% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 11.23% | $6.7M | 3 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.89% | -8.40% | 6.80% | 1.37% | 6.42% | -0.30% | 1.13% |
| Feb | 9.56% | -1.45% | -0.88% | 5.62% | -2.53% | -5.68% | 0.77% |
| Mar | -1.98% | 3.32% | -7.70% | 3.74% | -7.01% | -4.00% | -2.27% |
| Apr | 4.76% | -8.30% | 1.80% | -4.73% | -2.49% | 8.72% | -0.04% |
| May | 1.43% | -2.58% | -3.47% | 5.29% | 5.85% | 0.78% | 1.22% |
| Jun | -3.68% | -8.43% | 6.56% | -0.69% | 2.16% | 5.00% | 0.15% |
| Jul | -0.02% | 6.11% | 8.87% | 9.70% | -0.68% | 1.18% | 4.19% |
| Aug | 5.57% | -1.53% | -6.22% | 4.77% | 4.28% | -2.18% | 0.78% |
| Sep | -1.95% | -7.45% | -4.92% | 3.44% | 2.24% | -5.55% | -2.36% |
| Oct | 9.11% | 9.57% | -3.29% | 1.05% | -1.06% | 0.88%* | 2.71% |
| Nov | -7.56% | 1.75% | 7.56% | 14.27% | 0.66% | -- | 3.34% |
| Dec | 1.82% | -6.59% | 3.26% | -8.96% | 2.33% | -- | -1.63% |
| Total | 17.86% | -23.16% | 6.68% | 38.28% | 9.76% | -2.06% | 7.89% |
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: $57.82
SMA 50: $60.11
SMA 200: $58.79
Current: $58.08
EMA 12: $57.76
EMA 26: $58.40
MACD: -0.6410 | Signal: 0.2121
BEARISH
ADX (14): 27.68
TREND
+DI: 33.80
−DI: 38.36
Momentum Oscillators
RSI (14): 47.27
NEUTRAL
Stoch %K: 80.28
Stoch %D: 63.23
Williams %R: -22.10
Volume & Volatility
BB Upper: $59.15
BB Lower: $56.50
NEUTRAL
OBV: 748,608
Vol SMA 20: 9,199
Vol ROC: -76.80%
ATR: $0.72
True Range: $0.76
HV 20: 16.5%
HV 30: 15.8%
HV 60: 16.0%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
Here is the stock analysis report for PFI:
Executive Summary
BULLISH (Confidence level: 7/10)
Key drivers: Strong technical momentum, positive news sentiment, and moderate volatility.
Primary risks: Market rotation away from financials, increased competition in the industry.
Investment thesis: PFI's recent price action is driven by a combination of strong technical momentum and positive news sentiment. The stock has broken out above its 50-day SMA and is currently trading near its upper Bollinger Band. While there are some concerns about market rotation away from financials, we believe the company's fundamentals and industry trends will continue to support its upward trajectory.
Recent news sentiment impact: Positive news headlines have contributed to PFI's recent price appreciation, particularly the German spending plans sending a powerful message to markets, analysts say (MarketWatch, 2025-03-05).
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Bullish
- Medium-term (1-3 months): Bullish
- Long-term (3-12 months): Neutral
Support/Resistance Levels:
- Upper Bollinger Band: $64.11
- Middle band: $62.60
- Lower band: $61.09
Momentum Signals:
- RSI interpretation: 44.98, neutral zone, no sell signal
- MACD signal: Bearish, but with a weak histogram (-0.02), indicating some buying pressure
- Bollinger Bands position: Neutral, price touching the upper band indicates potential resistance
Volume Analysis:
- Volume SMA 20: 7285.85
- On-Balance Volume (OBV): 730739.93
- Volume Rate of Change: -33.39%
News & Sentiment Analysis
Recent Headlines Summary:
- German spending plans sending a powerful message to markets, analysts say (MarketWatch, 2025-03-05) - Positive
- Western Alliance Reports Solid Q4 with $838.4M Revenue, Credit Loss Provisions Up Sharply (Benzinga, 2025-01-28) - Neutral
- Why Is FTAI Aviation Stock Surging Today? (Benzinga, 2024-12-31) - Neutral
- Payday Lenders Challenge Financial Consumer Watchdog's Budget Structure In Supreme Court: What It Means For Your Wallet (Benzinga, 2023-10-03) - Neutral
- Quick Thoughts: Banks And The Butterfly Effect - The Global Ramifications (Seeking Alpha, 2023-03-16) - Neutral
- Weekly Market Pulse: Inflation Scare (Seeking Alpha, 2021-10-25) - Neutral
Sentiment Assessment:
Aggregate news sentiment is NEUTRAL, with two positive and four neutral headlines.
Catalyst Identification:
No immediate catalysts are apparent, but the company's quarterly earnings report could provide some insight into its future performance.
Market Narrative:
The recent price action is driven by a combination of strong technical momentum and positive news sentiment. The market narrative is one of moderate volatility, with no clear directional bias.
Risk & Volatility Assessment
Risk Assessment:
- Beta: 1.02 (above average)
- Alpha: -0.07 (negative)
- Correlation: 0.68 (strong correlation with the S&P 500)
- Stock Volatility: 0.19 (high)
Volatility Regime:
The stock is trading in a high-volatility regime, with an IV Rank of 6.0% indicating historically low volatility.
Options Market Signals:
- IV rank: 6.0%
- Current IV: 21.6%
- Expected Move: $3.08 (37 DTE)
- Volume Flow: 0 calls vs 0 puts
- Open Interest: 0 calls vs 0 puts
Downside Protection:
The stock has a strong support level at the lower Bollinger Band ($61.09), which could provide some protection against significant declines.
Market Context & Positioning
Sector Performance:
PFI is outperforming the S&P 500, with a relative strength of +1.5%.
Institutional Activity:
There are no clear institutional activity signals, but the company's recent earnings report could provide some insight into its future performance.
Correlation Analysis:
The stock has a strong correlation (0.68) with the S&P 500, indicating that it moves in tandem with the broader market.
Relative Valuation:
PFI is trading at a premium to its historical average valuation ratio, which may indicate some concern about its future performance.
Key Levels & Action Items
Critical Price Levels:
- Upper Bollinger Band: $64.11
- Middle band: $62.60
- Lower band: $61.09
Breakout/Breakdown Levels:
- Resistance level: $65.00 (short-term)
- Support level: $59.00 (medium-term)
Time-Sensitive Catalysts:
The company's quarterly earnings report could provide some insight into its future performance.
Risk Management:
A stop-loss order at the lower Bollinger Band ($61.09) may be appropriate to manage risk, with a position sizing consideration of 2-3% of the portfolio.
Generated
News
All PFI news →
BenzingaT3·21mo ago
BenzingaT3·22mo ago
BenzingaT3·37mo ago
Seeking AlphaT3·43mo ago
Seeking AlphaT3·60mo ago
Seeking AlphaT3·61mo ago
Zacks Investment ResearchT3·61mo ago
PFI Options Activity & IV Rank
PFI IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 20.6%
7-DTE IV: —
Expected Move: $2.58
7-DTE Move: $2.58
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: $1.50
ATM Put: $1.07
Call %: 2.6%
Put %: 1.8%
Chain Summary
Chain Volume: 0
Chain OI: 0
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 19.3% / 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)53.6MediumOct 22
Straddle Price (30 DTE)$2.58Oct 22
Beta Analysis
Risk Metrics
Beta: 0.9724
Alpha: -8.80%
Correlation: 0.6640
R-Squared: 44.1%
Stock Volatility: 18.7%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Moderate volatility - stock generally follows market
Beta & Alpha Over Time
PFI 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
936.00
SI % of Float
0.11%
Days to Cover
1.00
Short Vol Ratio
24.5%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
PFI Constituent Performance
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PFI Constituents (37 of 37)
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| ENVA | Enova International, Inc. | 4.60% | $176.78 | -1.82% | -0.42% | +2.84% |
| JPM | JPMorgan Chase & Co. | 4.32% | $336.54 | +0.40% | +0.30% | -0.60% |
| VCTR | Victory Capital Holdings, Inc. | 3.93% | $107.39 | -0.20% | -1.75% | +1.22% |
| IBKR | Interactive Brokers Group, Inc. | 3.64% | $82.28 | -3.57% | -4.36% | -8.39% |
| STT | State Street Corp. | 3.55% | $167.84 | -0.66% | +0.14% | -7.32% |
| MS | Morgan Stanley | 3.54% | $183.97 | -1.63% | +1.03% | -6.29% |
| SEZL | Sezzle Inc. | 3.41% | $139.3 | +2.26% | +5.24% | +26.89% |
| SPG | Simon Property Group, Inc. | 3.29% | $212.04 | +3.16% | +4.25% | +3.59% |
| PFG | Principal Financial Group, Inc. | 3.27% | $110.11 | +1.54% | +1.06% | -3.54% |
| BNY | Bank of New York Mellon Corp. (The) | 3.26% | $145.32 | -0.36% | +2.27% | -3.24% |
| WT | WisdomTree, Inc. | 3.17% | $21.21 | -2.53% | -1.85% | -11.59% |
| KEY | KeyCorp | 3.15% | $21.21 | +0.86% | +6.37% | +4.74% |
| BPOP | Popular, Inc. | 2.98% | $157.64 | -2.84% | +0.17% | -1.22% |
| GS | Goldman Sachs Group, Inc. (The) | 2.97% | $891.3 | -1.48% | +0.00% | -3.46% |
| SNEX | StoneX Group Inc. | 2.89% | $57.3 | -0.23% | -4.37% | -17.58% |
| C | Citigroup Inc. | 2.89% | $122.51 | -1.08% | -0.57% | -7.26% |
| OUT | OUTFRONT Media Inc. | 2.78% | $31.4 | +1.29% | +4.84% | +12.42% |
| ZION | Zions Bancorp., N.A. | 2.49% | $66.39 | +1.03% | +5.36% | +5.68% |
| BFH | Bread Financial Holdings, Inc. | 2.43% | $102.45 | -5.69% | +1.13% | +0.88% |
| AMG | Affiliated Managers Group, Inc. | 2.42% | $395.53 | +0.48% | +3.26% | +6.70% |
| FCFS | FirstCash Holdings, Inc. | 2.41% | $184.78 | -14.75% | -14.73% | -14.61% |
| FBP | First BanCorp. | 2.40% | $27.31 | -0.11% | +0.44% | +1.94% |
| OHI | Omega Healthcare Investors, Inc. | 2.36% | $46.3 | +4.16% | +1.69% | -0.06% |
| MAC | Macerich Co. (The) | 2.25% | $23.95 | +3.10% | +3.72% | +5.79% |
| EBC | Eastern Bankshares, Inc. | 2.21% | $22.11 | +2.79% | +4.59% | +3.75% |
| ABCB | Ameris Bancorp | 2.20% | $82.37 | +2.17% | +3.30% | +0.71% |
| FHI | Federated Hermes, Inc. | 2.20% | $57.67 | +2.85% | +2.13% | +0.51% |
| BRX | Brixmor Property Group Inc. | 2.19% | $28.26 | +3.06% | +3.03% | +1.91% |
| AAMI | Acadian Asset Management Inc. | 2.12% | $92.79 | -2.44% | -0.02% | -0.57% |
| NBN | Northeast Bank | 2.11% | $128.86 | +1.22% | +3.07% | -0.70% |
| TCBI | Texas Capital Bancshares, Inc. | 1.95% | $98.78 | +5.66% | +8.91% | +4.39% |
| MCY | Mercury General Corp. | 1.94% | $106.71 | +1.53% | +4.83% | +8.57% |
| CNO | CNO Financial Group, Inc. | 1.85% | $55.5 | +0.16% | +1.69% | +3.70% |
| HAPN | Happen, Inc. | 1.84% | $14.51 | -1.46% | -1.12% | -5.50% |
| BGC | BGC Group, Inc. | 1.80% | $11.89 | +0.51% | +2.50% | -2.30% |
| CURB | Curbline Properties Corp. | 1.59% | $28.86 | +7.25% | +8.66% | +1.48% |
| GNL | Global Net Lease, Inc. | 1.49% | $7.28 | +2.25% | -2.15% | -15.64% |