Zacks Investment ResearchT3·2d ago
PRN Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Industrials Momentum ETF
ETF 194.91 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.
PRN
$194.91
—
Key stats
$194.91
- 52-Week Range
- $156.00 – $262.73
- YTD
- +8.03%
- IV Rank (30D)
- 82.97
- Straddle Price
- $14.45
- P/C Vol Ratio
- 11.00
- Open
- $193.97
- Day Range
- $193.82 – $194.99
- Volume
- 19,331
- Prev Close
- $192.48
About
Invesco Exchange-Traded Fund Trust Invesco Dorsey Wright Industrials Momentum ETF (PRN) 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
- $329M shares × price, Oct 21, 2026
- Trailing yield
- — paid quarterly
- Average daily volume
- $4.5M 30 sessions
- Holdings
- 47 top 10 are 36.7%
- Listed
- Oct 12, 2006 Nasdaq
- Tracking difference
- -1.01 pts vs index, after fees, FY 2026
Cost23
Liquidity55
Scale56
Diversification68
Moves with. US large-cap stocks (30% of its variance, beta 1.20); Small caps over large (19% of its variance, beta 1.30); Value over growth (18% of its variance, beta -0.71); Emerging markets over US (10% of its variance, beta 0.35). These factors explain 70% of its daily moves over the last year.
Stated objective. The Invesco Dorsey Wright Industrials Momentum ETF (the Fund) seeks to track the investment results (before fees and expenses) of the Dorsey Wright Industrials Technical Leaders TM Index (the Underlying Index). (from the fund's prospectus)
All 47 holdingsFlow historySimilar fundsOverlap toolAll Industrials ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- −$134M latest reported month
- Latest 3 months
- +$47M +11.1% of assets
- Latest 12 months
- −$30M −7.1% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | −$134M |
| Jun 2026 | +$159M |
| May 2026 | +$21M |
| Apr 2026 | −$64M |
| Mar 2026 | +$79M |
| Feb 2026 | −$6.3M |
| Jan 2026 | −$42M |
| Dec 2025 | +$6.4M |
| Nov 2025 | −$47M |
| Oct 2025 | −$95M |
| Sep 2025 | +$92M |
| Aug 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 | |
|---|---|---|---|---|---|
| HVACAdvisorShares HVAC and Industrials ETF | 23% | 1.00% | $16M | +1.3% | compare |
| PKBInvesco Building & Construction ETF | 20% | 0.57% | $257M | −9.6% | compare |
| AIRRFirst Trust RBA American Industrial Renaissance ETF | 19% | 0.69% | $8.5B | +1.7% | compare |
| SAWSAAM Sawgrass US Small Cap Quality Growth ETF | 16% | 0.55% | $7.8M | +8.8% | compare |
| PSCIInvesco S&P SmallCap Industrials ETF | 14% | 0.29% | $266M | +7.3% | 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
- +21.6% 60% under, 5% over · 100% covered
- Price / earnings
- 48.8 12% loss-making · 100% covered
- Price / book · sales
- 4.6 · 2.0 revenue growth +15.2%
- Above 200-day average
- 16% 6% above 50-day · by weight
- Short interest
- 6.2% of float, weighted · 3.9 days to cover
- Insider buying
- 16% of weight had net insider buying, 90 days; 46% net selling
- 13F holders
- +2.3% change in shares held by institutions, latest quarter
- Reporting earnings
- 44.7% of weight in 7 days; 70.3% in 14
Holdings reporting in the next 14 days · weighted implied move this week 5.55%
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 | AGXArgan, Inc. | 4.54% | — | — |
| Exit | PLPlanet Labs PBC | 4.17% | — | — |
| Exit | VICRVicor Corp. | 3.74% | — | — |
| New position | EMEEMCOR Group, Inc. | — | 3.73% | — |
| Exit | ITTITT Inc. | 3.60% | — | — |
| Exit | MTZMasTec, Inc. | 3.31% | — | — |
| New position | BELFBBel Fuse Inc. | — | 2.91% | — |
| New position | IESCIES Holdings, Inc. | — | 2.90% | — |
| Exit | VRTVertiv Holdings Co. | 2.80% | — | — |
| Exit | AEISAdvanced Energy Industries, Inc. | 2.60% | — | — |
25 new, 19 exited, 5 increased and 2 decreased between the fund's two latest holdings reports; turnover 50.8%. Full holdings and history
Under the hood
fiscal year to Apr 30, 2026SEC census- Authorized participants
- 10 active of 40 with agreements; top 3 did 83%
- Created · redeemed
- $371M · $469M over the fiscal year
- Redemptions in kind
- 100% creations 99% in kind
- Creation unit
- 10,000 shares
- Securities lending
- 13.37% of assets on loan on average; earned 2.4 bp
- Return vs index
- -1.01 pts after fees; +0.08 before; daily s.d. 0.11
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
47
AUM
$476.8M
Provider
Nport
Inception
2006-10-12
Exchange
XNAS
Data As Of
2026-07-31
Expense Ratio
0.60%
Dividend Yield
—
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2025-09-22 | 2025-09-26 | $0.2106 | CD |
| 2025-06-23 | 2025-06-27 | $0.0718 | CD |
| 2025-03-24 | 2025-03-28 | $0.0060 | CD |
| 2024-12-23 | 2024-12-27 | $0.2497 | CD |
| 2024-09-23 | 2024-09-27 | $0.2432 | CD |
| 2024-06-24 | 2024-06-28 | $0.0286 | CD |
Asset Allocation
Top Holdings
top 47 of 47 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Invesco Private Prime Fund | 8.79% | Short-term investment | US |
| FIX | Comfort Systems USA, Inc. | 4.88% | Equity (common) | US |
| HWM | Howmet Aerospace Inc. | 4.62% | Equity (common) | US |
| PWR | Quanta Services, Inc. | 4.51% | Equity (common) | US |
| EME | EMCOR Group, Inc. | 3.73% | Equity (common) | US |
| STRL | Sterling Infrastructure, Inc. | 3.72% | Equity (common) | US |
| JBL | Jabil Inc. | 3.63% | Equity (common) | US |
| — | Invesco Private Government Fund | 3.39% | Short-term investment | US |
| CAT | Caterpillar Inc. | 3.05% | Equity (common) | US |
| BELFB | Bel Fuse Inc. | 2.91% | Equity (common) | US |
| IESC | IES Holdings, Inc. | 2.90% | Equity (common) | US |
| CW | Curtiss-Wright Corp. | 2.79% | Equity (common) | US |
| MKSI | MKS Inc. | 2.63% | Equity (common) | US |
| CLH | Clean Harbors, Inc. | 2.63% | Equity (common) | US |
| TTMI | TTM Technologies, Inc. | 2.61% | Equity (common) | US |
| SANM | Sanmina Corp. | 2.44% | Equity (common) | US |
| IRM | Iron Mountain Inc. | 2.42% | Equity (common) | US |
| DY | Dycom Industries, Inc. | 2.38% | Equity (common) | US |
| XMTR | Xometry, Inc. | 2.36% | Equity (common) | US |
| POWL | Powell Industries, Inc. | 2.26% | Equity (common) | US |
| CMI | Cummins Inc. | 2.17% | Equity (common) | US |
| WWD | Woodward, Inc. | 2.12% | Equity (common) | US |
| ATRO | Astronics Corp. | 2.07% | Equity (common) | US |
| PBI | Pitney Bowes Inc. | 2.04% | Equity (common) | US |
| R | Ryder System, Inc. | 2.03% | Equity (common) | US |
| FCEL | FuelCell Energy, Inc. | 1.97% | Equity (common) | US |
| GVA | Granite Construction Inc. | 1.90% | Equity (common) | US |
| MOG.A | Moog Inc. | 1.88% | Equity (common) | US |
| VSH | Vishay Intertechnology, Inc. | 1.88% | Equity (common) | US |
| ESE | ESCO Technologies Inc. | 1.71% | Equity (common) | US |
| BLBD | Blue Bird Corp. | 1.71% | Equity (common) | US |
| SXI | Standex International Corp. | 1.70% | Equity (common) | US |
| CAR | Avis Budget Group, Inc. | 1.70% | Equity (common) | US |
| NPO | EnPro Inc. | 1.66% | Equity (common) | US |
| GHM | Graham Corp. | 1.64% | Equity (common) | US |
| VPG | Vishay Precision Group, Inc. | 1.60% | Equity (common) | US |
| ECG | Everus Construction Group, Inc. | 1.54% | Equity (common) | US |
| MRCY | Mercury Systems, Inc. | 1.53% | Equity (common) | US |
| ALNT | Allient Inc. | 1.51% | Equity (common) | US |
| MYRG | MYR Group Inc. | 1.49% | Equity (common) | US |
| BHE | Benchmark Electronics, Inc. | 1.49% | Equity (common) | US |
| CECO | CECO Environmental Corp. | 1.41% | Equity (common) | US |
| AZZ | AZZ Inc. | 1.33% | Equity (common) | US |
| NWPX | NWPX Infrastructure, Inc. | 1.33% | Equity (common) | US |
| HLIO | Helios Technologies, Inc. | 1.29% | Equity (common) | US |
| HYLN | Hyliion Holdings Corp. | 0.75% | Equity (common) | US |
| — | Invesco Government & Agency Portfolio | 0.18% | Short-term investment | US |
Non-Equity Breakdown
Invesco Dorsey Wright Industrials Momentum ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-28)
Net assets:
$425M
· 47 total positions
· equity 99.93%
· non-equity 12.36%
Non-equity holdings
— 3 positions,
12.36% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 12.36% | $52.5M | 3 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 8.38% | -12.28% | 8.25% | 2.34% | 2.35% | 6.83% | 2.65% |
| Feb | 0.54% | -2.75% | 1.60% | 8.96% | -4.64% | 6.41% | 1.69% |
| Mar | -2.22% | 2.76% | -1.24% | 3.50% | -4.14% | -7.19% | -1.42% |
| Apr | -0.62% | -7.97% | -0.38% | -5.01% | -1.72% | 15.75% | 0.01% |
| May | -2.26% | 0.03% | -1.41% | 4.99% | 6.80% | 5.46% | 2.27% |
| Jun | -4.42% | -10.66% | 11.72% | -1.41% | 6.06% | 8.44% | 1.62% |
| Jul | 0.86% | 12.10% | 3.37% | 8.36% | 6.18% | -14.30% | 2.76% |
| Aug | 3.70% | -2.55% | -0.88% | 4.66% | 2.30% | -10.44% | -0.53% |
| Sep | -4.33% | -7.50% | -7.01% | 10.06% | 5.70% | 1.57% | -0.25% |
| Oct | 8.55% | 5.95% | -3.55% | 2.07% | 5.36% | -2.83%* | 2.59% |
| Nov | 3.86% | 2.51% | 9.62% | 14.07% | -6.08% | -- | 4.80% |
| Dec | 3.04% | -6.07% | 7.39% | -12.46% | 3.96% | -- | -0.83% |
| Total | 14.98% | -25.68% | 28.93% | 44.37% | 23.02% | 5.79% | 15.24% |
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: $197.76
SMA 50: $201.50
SMA 200: $214.32
Current: $194.91
EMA 12: $195.63
EMA 26: $197.84
MACD: -2.2098 | Signal: -0.2248
BEARISH
ADX (14): 15.79
RANGE
+DI: 23.23
−DI: 30.56
Momentum Oscillators
RSI (14): 43.27
NEUTRAL
Stoch %K: 13.69
Stoch %D: 9.99
Williams %R: -69.64
Volume & Volatility
BB Upper: $203.76
BB Lower: $191.76
NEUTRAL
OBV: -548,296
Vol SMA 20: 24,158
Vol ROC: 0.97%
ATR: $3.22
True Range: $2.51
HV 20: 14.7%
HV 30: 22.3%
HV 60: 32.6%
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: PRN
Executive Summary:
Overall assessment: BULLISH (Confidence level: 7/10)
Key drivers: Technical momentum, catalysts in recent news headlines, and market sentiment.
Primary risks: High volatility, beta >1.5, and potential technical breakdown if price touches upper Bollinger Band.
Investment thesis: PRN has strong technical momentum, with bullish MACD signals and rising RSI values. Recent news headlines suggest a positive tone, with no significant negative events reported. The options market is pricing in a $12.75 move by expiration, indicating a high level of volatility. With beta >1.5, this stock is more volatile than the broader market.
Recent news sentiment impact: Neutral to positive news headlines have contributed to the overall bullish assessment, with no significant bearish or negative news reported.
Technical Analysis:
Trend Direction: Short-term (1-4 weeks): Bullish; Medium-term (1-3 months): Bullish; Long-term (3-12 months): Bullish
Support/Resistance Levels:
- Lower Bollinger Band: $227.23
- Middle Bollinger Band: $240.06
- Upper Bollinger Band: $252.89
- SMA 20: $240.06
- SMA 50: $222.72
- SMA 200: $191.45
Momentum Signals:
- RSI (14): 59.96 (neutral)
- MACD signal: Bullish
- Bollinger Bands position: Neutral
Volume Analysis: Volume trends suggest institutional interest, with a volume rate of change of 57.07%.
News & Sentiment Analysis:
Recent Headlines Summary: The past week has seen neutral to positive news headlines related to PRN's potential as an investment opportunity and recent catalysts.
Sentiment Assessment: Neutral to positive sentiment prevails, with no significant bearish or negative news reported.
Catalyst Identification: Upcoming earnings release on May 9, product launch events, and regulatory updates may act as near-term catalysts.
Market Narrative: The technical signals are aligned with the market narrative, suggesting a strong uptrend with limited resistance to $252.89 (upper Bollinger Band).
Risk & Volatility Assessment:
Beta Interpretation: Beta >1.5 indicates high risk relative to the broader market.
Volatility Regime: Current volatility levels are above historical averages, indicating a high-risk regime.
Options Market Signals: IV rank: 100.0% (High), put/call ratios indicate bullish sentiment.
Downside Protection: Support at $227.23 (lower Bollinger Band) and potential for mean reversion if price touches upper Bollinger Band.
Market Context & Positioning:
Sector Performance: Relative strength vs sector/market: Bullish
Institutional Activity: Volume patterns suggest institutional interest, with a volume rate of change of 57.07%.
Correlation Analysis: R-squared interpretation suggests a strong positive correlation between PRN and the broader market.
Relative Valuation: Position within trading range; relative to sector and market, this stock appears undervalued.
Key Levels & Action Items:
- Critical Price Levels: Support at $227.23 (lower Bollinger Band) and resistance at $252.89 (upper Bollinger Band)
- Breakout/Breakdown Levels: Technical levels that could trigger significant moves
- Time-Sensitive Catalysts: Earnings release on May 9, product launch events, and regulatory updates may act as near-term catalysts.
- Risk Management: Stop-loss levels at $227.23 (lower Bollinger Band) with position sizing considerations.
Conclusion: PRN has strong technical momentum, a positive news sentiment environment, and institutional interest. While the high volatility and beta >1.5 indicate higher risk, the options market pricing in a $12.75 move by expiration suggests a strong bull case. Investors should consider these factors when making investment decisions.
Generated
News
All PRN news →
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PRN Options Activity & IV Rank
PRN IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 32.4%
7-DTE IV: —
Expected Move: $14.45
7-DTE Move: $14.45
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 1
Put Volume: 11
P/C Volume: 11.0
BEARISH
Call OI: 1
Put OI: 10
P/C OI: 10.0
Total OI: 11
ATM Options Pricing
ATM Call: $7.45
ATM Put: $7.00
Call %: 3.8%
Put %: 3.6%
Chain Summary
Chain Volume: 112
Chain OI: 141
Last Updated: 10/21/2026
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.
Dealer Positioning
HIGH γ vs HISTORY
Estimated net dealer gamma is at the 86th percentile of this name's own daily history, near the high end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
86%
vs own history
GEX tilt
+0.29
OI-weighted, today
Vanna tilt
-0.12
δ-sensitivity to IV
Charm tilt
-0.34
δ-decay vs time
Charm tilt -0.34: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 3 ATM contracts, 0k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
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 Oct 21 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · ATM 32.5% / 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)83.0HighOct 21
Straddle Price (30 DTE)$14.45Oct 21
Beta Analysis
Risk Metrics
Beta: 1.9200
Alpha: -13.50%
Correlation: 0.6896
R-Squared: 47.6%
Stock Volatility: 35.4%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
High volatility - stock moves more than market
High volatility - stock moves more than market
Beta & Alpha Over Time
PRN 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.
2 filers$417.13K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $234.64K | 56.25% | 2026-06-30 |
| 2 | Belvedere Trading LLC | $182.50K | 43.75% | 2026-06-30 |
1 filers$312.85K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Belvedere Trading LLC | $312.85K | 100.00% | 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
29.90K
SI % of Float
1.77%
Days to Cover
1.64
Short Vol Ratio
51.6%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
PRN Constituent Performance
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PRN Constituents (44 of 44)
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| FIX | Comfort Systems USA, Inc. | 4.88% | $1401.27 | +0.30% | -9.11% | -13.82% |
| HWM | Howmet Aerospace Inc. | 4.62% | $208.15 | -1.64% | -4.32% | -9.02% |
| PWR | Quanta Services, Inc. | 4.51% | $601.14 | +0.86% | -8.99% | -5.32% |
| EME | EMCOR Group, Inc. | 3.73% | $699.17 | -0.47% | -6.20% | -7.00% |
| STRL | Sterling Infrastructure, Inc. | 3.72% | $412.96 | +0.17% | -8.85% | -19.34% |
| JBL | Jabil Inc. | 3.63% | $280.99 | +1.37% | -4.40% | -8.99% |
| CAT | Caterpillar Inc. | 3.05% | $740.21 | +2.06% | -1.17% | -8.84% |
| BELFB | Bel Fuse Inc. | 2.91% | $220.55 | +3.84% | -1.29% | -13.20% |
| IESC | IES Holdings, Inc. | 2.90% | $236.61 | -1.96% | -11.22% | -26.00% |
| CW | Curtiss-Wright Corp. | 2.79% | $494.19 | -0.21% | -1.26% | -9.35% |
| MKSI | MKS Inc. | 2.63% | $216.1 | +2.35% | -7.85% | -17.75% |
| CLH | Clean Harbors, Inc. | 2.63% | $319.26 | +0.94% | +0.01% | +1.95% |
| TTMI | TTM Technologies, Inc. | 2.61% | $102.15 | +6.95% | -1.12% | -18.81% |
| SANM | Sanmina Corp. | 2.44% | $172.07 | +1.36% | -11.45% | -22.45% |
| IRM | Iron Mountain Inc. | 2.42% | $114.72 | +1.47% | +3.48% | -0.32% |
| DY | Dycom Industries, Inc. | 2.38% | $237.45 | -5.77% | -8.66% | -15.48% |
| XMTR | Xometry, Inc. | 2.36% | $88.94 | -5.02% | -6.53% | -15.30% |
| POWL | Powell Industries, Inc. | 2.26% | $170.32 | +3.26% | +0.47% | -11.58% |
| CMI | Cummins Inc. | 2.17% | $542.21 | +1.12% | +3.09% | +3.35% |
| WWD | Woodward, Inc. | 2.12% | $325.15 | +0.33% | -1.03% | -0.33% |
| ATRO | Astronics Corp. | 2.07% | $61.82 | +3.29% | -0.35% | -10.59% |
| PBI | Pitney Bowes Inc. | 2.04% | $17.4 | +0.17% | +3.88% | +6.95% |
| R | Ryder System, Inc. | 2.03% | $240.31 | +1.23% | +1.05% | +0.97% |
| FCEL | FuelCell Energy, Inc. | 1.97% | $13.2 | +6.45% | -6.78% | -23.17% |
| GVA | Granite Construction Inc. | 1.90% | $109.73 | +0.20% | +1.86% | -2.59% |
| MOG.A | Moog Inc. | 1.88% | $367.29 | +0.78% | -0.80% | -2.05% |
| VSH | Vishay Intertechnology, Inc. | 1.88% | $29.88 | +4.59% | +3.43% | -8.34% |
| ESE | ESCO Technologies Inc. | 1.71% | $247.53 | -0.04% | -3.85% | -7.01% |
| BLBD | Blue Bird Corp. | 1.71% | $57.12 | -0.44% | +0.63% | -1.67% |
| SXI | Standex International Corp. | 1.70% | $269.69 | +3.48% | -1.39% | -2.61% |
| CAR | Avis Budget Group, Inc. | 1.70% | $98.39 | -3.96% | -7.81% | -6.89% |
| NPO | EnPro Inc. | 1.66% | $294.14 | +1.59% | +0.04% | -3.71% |
| GHM | Graham Corp. | 1.64% | $68.35 | -0.44% | -6.83% | -22.15% |
| VPG | Vishay Precision Group, Inc. | 1.60% | $64.15 | +4.29% | +0.90% | -8.13% |
| ECG | Everus Construction Group, Inc. | 1.54% | $106 | +0.25% | -6.75% | -7.81% |
| MRCY | Mercury Systems, Inc. | 1.53% | $75.49 | +1.29% | -0.26% | -8.74% |
| ALNT | Allient Inc. | 1.51% | $97.46 | +4.85% | -1.68% | -14.21% |
| MYRG | MYR Group Inc. | 1.49% | $275.21 | +0.15% | -5.48% | -6.77% |
| BHE | Benchmark Electronics, Inc. | 1.49% | $71.25 | +1.16% | -4.20% | -14.27% |
| CECO | CECO Environmental Corp. | 1.41% | $58.25 | -0.75% | -6.64% | -22.32% |
| AZZ | AZZ Inc. | 1.33% | $138.58 | +2.23% | +0.67% | +0.57% |
| NWPX | NWPX Infrastructure, Inc. | 1.33% | $99.35 | +1.93% | +2.36% | -3.19% |
| HLIO | Helios Technologies, Inc. | 1.29% | $69.48 | +2.12% | +1.91% | -0.06% |
| HYLN | Hyliion Holdings Corp. | 0.75% | $3.27 | +3.15% | -2.97% | -21.01% |