Zacks Investment ResearchT3·12d ago
PSI Invesco Semiconductors ETF
ETF 127.82 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.
PSI
$127.82
—
Key stats
$127.82
- 52-Week Range
- $66.93 – $189.24
- YTD
- +54.24%
- IV Rank (30D)
- 41.29
- Straddle Price
- $15.15
- P/C Vol Ratio
- 0.63
- Open
- $129.85
- Day Range
- $127.21 – $130.46
- Volume
- 255,423
- Prev Close
- $124.50
About
Invesco Semiconductors ETF (PSI) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2005-06-23
- Has Options
- Yes
- Homepage
- https://www.invesco.com/us/etfs
Fund profile
holdings as of Oct 17, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.56% prospectus, filed Aug 27, 2025
- Assets
- $2.5B shares × price, Oct 16, 2026
- Trailing yield
- 0.02% paid quarterly
- Average daily volume
- $54M 30 sessions
- Holdings
- 32 top 10 are 48.6%
- Listed
- Jun 23, 2005 NYSE Arca
- Last fee change
- -1 bp filed Aug 27, 2024
- Tracking difference
- -1.69 pts vs index, after fees, FY 2026
Cost48
Liquidity91
Scale89
Diversification55
Moves with. Emerging markets over US (27% of its variance, beta 1.24); US large-cap stocks (26% of its variance, beta 1.64); Value over growth (19% of its variance, beta -1.01); Small caps over large (9% of its variance, beta 1.28). These factors explain 74% of its daily moves over the last year.
Stated objective. The Invesco Semiconductors ETF (the Fund) seeks to track the investment results (before fees and expenses) of the Dynamic Semiconductor Intellidex Index (the Underlying Index). (from the fund's prospectus)
All 32 holdingsFlow historySimilar fundsOverlap toolAll Semiconductors ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$138M latest reported month
- Latest 3 months
- +$342M +14.4% of assets
- Latest 12 months
- +$662M +27.9% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$138M |
| Jun 2026 | −$110M |
| May 2026 | +$313M |
| Apr 2026 | +$167M |
| Mar 2026 | +$26M |
| Feb 2026 | +$54M |
| Jan 2026 | +$11M |
| Dec 2025 | +$11M |
| Nov 2025 | +$6.9M |
| Oct 2025 | +$71M |
| Sep 2025 | −$5.1M |
| Aug 2025 | −$21M |
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 | |
|---|---|---|---|---|---|
| FTXLFirst Trust Nasdaq Semiconductor ETF | 53% | 0.60% | $1.2B | +87.2% | compare |
| SOXXiShares Semiconductor ETF | 46% | 0.33% | $39.3B | +71.5% | compare |
| SOXQInvesco PHLX Semiconductor ETF | 44% | 0.19% | $2.4B | +64.5% | compare |
| CHPYYieldMax Semiconductor Portfolio Option Income ETF | 41% | 1.03% | $1.0B | +4.6% | compare |
| SOXYYieldMax Target 12 Semiconductor Option Income ETF | 40% | 1.06% | $64M | +43.3% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 17, 2026issuer data- Holdings vs fair value
- +12.6% 46% under, 27% over · 100% covered
- Price / earnings
- 40.4 13% loss-making · 97% covered
- Price / book · sales
- 5.6 · 5.8 revenue growth +19.5%
- Above 200-day average
- 38% 12% above 50-day · by weight
- Short interest
- 7.3% of float, weighted · 3.3 days to cover
- Insider buying
- 6% of weight had net insider buying, 90 days; 73% net selling
- 13F holders
- +3.7% change in shares held by institutions, latest quarter
- Reporting earnings
- 12.9% of weight in 7 days; 44.9% in 14
Holdings reporting in the next 14 days · weighted implied move this week 1.03%
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
Jan 31, 2026 → Apr 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | MXLMaxLinear, Inc. | 2.49% | 7.98% | +19.8% |
| Exit | INTCIntel Corp. | 5.06% | — | — |
| New position | TXNTexas Instruments Inc. | — | 4.97% | — |
| Exit | UCTTUltra Clean Holdings, Inc. | 4.02% | — | — |
| New position | AMATApplied Materials, Inc. | — | 3.94% | — |
| Exit | ACMRACM Research, Inc. | 3.86% | — | — |
| New position | TSEMTower Semiconductor Ltd. | — | 3.61% | — |
| Exit | QCOMQUALCOMM Inc. | 3.58% | — | — |
| New position | DIODDiodes Inc. | — | 3.18% | — |
| Exit | ALGMAllegro Microsystems, Inc. | 3.16% | — | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 1.0%. 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 78%
- Created · redeemed
- $1.3B · $999M over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 10,000 shares
- Securities lending
- 6.58% of assets on loan on average; earned 4.0 bp
- Return vs index
- -1.69 pts after fees; -0.25 before; daily s.d. 0.17
- 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.
ETF Profile
holdings as of 2026-10-18
Holdings
33
AUM
$2.6B
Provider
Invesco
Inception
2005-06-23
Exchange
ARCX
Data As Of
2026-10-18
Expense Ratio
0.56%
Dividend Yield
0.02%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-22 | 2026-06-26 | $0.0163 | CD |
| 2026-03-23 | 2026-03-27 | $0.0032 | CD |
| 2025-12-22 | 2025-12-26 | $0.0047 | CD |
| 2025-09-22 | 2025-09-26 | $0.0241 | CD |
| 2025-06-23 | 2025-06-27 | $0.0423 | CD |
| 2025-03-24 | 2025-03-28 | $0.0051 | CD |
Asset Allocation
Top Holdings
top 32 of 33 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| AMD | Advanced Micro Devices Inc | 6.02% | Equity (US) | US |
| TXN | Texas Instruments Inc | 5.80% | Equity (US) | US |
| ADI | Analog Devices Inc | 5.77% | Equity (US) | US |
| INTC | Intel Corp | 5.60% | Equity (US) | US |
| MU | Micron Technology Inc | 5.14% | Equity (US) | US |
| KLAC | KLA Corp | 4.93% | Equity (US) | US |
| AMAT | Applied Materials Inc | 4.65% | Equity (US) | US |
| LRCX | Lam Research Corp | 4.57% | Equity (US) | US |
| SMTC | Semtech Corp | 3.19% | Equity (US) | US |
| MCHP | Microchip Technology Inc | 2.99% | Equity (US) | US |
| COHU | Cohu Inc | 2.99% | Equity (US) | US |
| ENTG | Entegris Inc | 2.97% | Equity (US) | US |
| ON | ON Semiconductor Corp | 2.95% | Equity (US) | US |
| MTSI | MACOM Technology Solutions Holdings Inc | 2.93% | Equity (US) | US |
| FORM | FormFactor Inc | 2.90% | Equity (US) | US |
| KLIC | Kulicke & Soffa Industries Inc | 2.77% | Equity (US) | US |
| TSEM | Tower Semiconductor Ltd | 2.73% | Equity (Foreign) | IL |
| WOLF | Wolfspeed Inc | 2.73% | Equity (US) | US |
| LSCC | Lattice Semiconductor Corp | 2.65% | Equity (US) | US |
| DIOD | Diodes Inc | 2.65% | Equity (US) | US |
| TER | Teradyne Inc | 2.64% | Equity (US) | US |
| AMKR | Amkor Technology Inc | 2.55% | Equity (US) | US |
| POWI | Power Integrations Inc | 2.42% | Equity (US) | US |
| SITM | SiTime Corp | 2.36% | Equity (US) | US |
| MKSI | MKS Inc | 2.36% | Equity (US) | US |
| AXTI | AXT Inc | 2.27% | Equity (US) | US |
| ONTO | Onto Innovation Inc | 2.25% | Equity (US) | US |
| ICHR | Ichor Holdings Ltd | 2.19% | Equity (US) | US |
| UCTT | Ultra Clean Holdings Inc | 2.07% | Equity (US) | US |
| ACMR | ACM Research Inc | 1.98% | Equity (US) | US |
| — | SECURITIES LENDING - BNYM | 0.00% | Cash/Money Market | — |
| USD | CASH & EQUIVALENTS | -0.01% | Other | US |
Non-Equity Breakdown
Invesco Semiconductors ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-29)
Net assets:
$2.38B
· 33 total positions
· equity 98.62%
· non-equity 2.99%
Non-equity holdings
— 3 positions,
2.99% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 2.99% | $71.2M | 3 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 4.02% | -15.94% | 15.75% | 2.83% | 1.98% | 12.25% | 3.48% |
| Feb | 4.12% | -1.56% | -2.19% | 9.85% | -7.35% | 3.86% | 1.12% |
| Mar | -2.90% | 3.54% | 4.85% | -0.30% | -8.88% | -6.37% | -1.68% |
| Apr | -4.00% | -13.91% | -9.27% | -5.54% | -3.10% | 37.72% | 0.32% |
| May | 4.02% | 3.15% | 11.63% | 12.96% | 9.91% | 14.98% | 9.44% |
| Jun | 3.51% | -15.18% | 7.35% | 6.75% | 16.22% | 22.25% | 6.82% |
| Jul | 1.53% | 22.71% | 5.23% | -8.46% | -0.49% | -22.18% | -0.28% |
| Aug | 1.47% | -10.01% | -2.66% | 8.92% | 7.00% | -5.22% | -0.08% |
| Sep | -1.77% | -9.25% | -8.70% | 8.53% | 13.70% | 19.18% | 3.61% |
| Oct | 6.12% | 0.02% | -11.20% | -2.00% | 8.75% | -18.01%* | -2.72% |
| Nov | 7.27% | 16.54% | 13.32% | 3.99% | -2.20% | -- | 7.78% |
| Dec | 3.05% | -8.82% | 12.83% | 0.14% | 3.15% | -- | 2.07% |
| Total | 29.04% | -31.27% | 37.04% | 41.66% | 41.54% | 52.30% | 28.39% |
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: $147.02
SMA 50: $141.96
SMA 200: $128.99
Current: $127.82
EMA 12: $139.36
EMA 26: $142.40
MACD: -3.0453 | Signal: -3.4753
BULLISH
ADX (14): 21.11
WEAK TREND
+DI: 18.83
−DI: 40.29
Momentum Oscillators
RSI (14): 34.32
NEUTRAL
Stoch %K: 7.82
Stoch %D: 8.69
Williams %R: -91.14
Volume & Volatility
BB Upper: $167.30
BB Lower: $126.74
NEUTRAL
OBV: 6,948,705
Vol SMA 20: 386,534
Vol ROC: -82.62%
ATR: $5.85
True Range: $5.96
HV 20: 41.6%
HV 30: 48.4%
HV 60: 56.8%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-21T00:00:00 – 2026-10-19T00:00:00
AI Analysis
LLM Stock Analysis Report - PSI
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 7)
Key Drivers:
- Recent positive news headlines highlighting semiconductor ETF's growth potential
- Technical indicators suggesting a range-bound market with some upward momentum
Primary Risks:
- High volatility, potentially leading to significant price swings
- Bearish MACD signal and negative IV premium vs HV30 indicating higher implied volatility than realized volatility
Investment Thesis: The Invesco Semiconductors ETF (PSI) is experiencing a range-bound market with some upward momentum. While the recent news headlines are generally positive, the options market is pricing in lower expected moves, suggesting potential for volatility to increase. As such, investors should be cautious and consider risk management strategies.
Recent News Sentiment Impact: The recent news headlines have had a generally neutral impact on the stock price, with some positive sentiment from the Tower Semiconductor and Marvell partnership news.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Uptrend
- Medium-term (1-3 months): Range-bound
- Long-term (3-12 months): Neutral
Support/Resistance Levels: Key price levels to watch include SMA 20 ($143.40), SMA 50 ($151.09), and Bollinger Bands Upper/Lower ($156.05, $130.74).
Momentum Signals:
- RSI (14) is at 43.24, indicating a neutral reading.
- MACD signal line is below the zero line, indicating bearish momentum.
- Bollinger Bands are neutral, with price touching the middle band.
Volume Analysis: Volume trends suggest institutional interest remains low, with volume rate of change indicating -89.04%.
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines have been generally positive, highlighting the semiconductor ETF's growth potential and partnerships.
Sentiment Assessment: The sentiment is neutral, with some positive news stories and no major negative news to report.
Catalyst Identification: No specific catalysts are identified, but the ETF could be impacted by broader market trends and semiconductor industry developments.
Market Narrative: The market narrative suggests a range-bound market with some upward momentum, driven by positive news headlines and technical indicators.
Risk & Volatility Assessment
Risk Interpretation: High volatility - stock moves more than market (Beta: 2.81).
Volatility Regime: Current vs historical volatility levels suggest higher-than-average volatility.
Options Market Signals:
- IV rank is low, indicating historically low implied volatility.
- Put/call volume ratio is neutral at 1.14.
- Options market pricing $9.82 move by expiration, suggesting lower expected moves.
Downside Protection: Support levels to watch include SMA 20 ($143.40) and Bollinger Bands Lower ($130.74).
Market Context & Positioning
Sector Performance: The semiconductor ETF is performing relatively well compared to the broader market.
Institutional Activity: Institutional interest remains low, with volume rate of change indicating -89.04%.
Correlation Analysis: The stock moves more than the market (R-squared interpretation), suggesting higher volatility.
Relative Valuation: Position within trading range, with some upward momentum.
Key Levels & Action Items
Critical Price Levels:
- SMA 20 ($143.40)
- Bollinger Bands Upper/Lower ($156.05, $130.74)
Breakout/Breakdown Levels:
- Technical levels that could trigger significant moves include the SMA 50 ($151.09) and Bollinger Bands Middle ($143.40).
Time-Sensitive Catalysts: No specific catalysts are identified, but the ETF could be impacted by broader market trends and semiconductor industry developments.
Risk Management: Stop-loss levels to consider include SMA 20 ($143.40) and Bollinger Bands Lower ($130.74), with position sizing considerations based on risk tolerance.
This report provides a comprehensive analysis of the Invesco Semiconductors ETF (PSI). The technical indicators suggest a range-bound market with some upward momentum, while the news headlines are generally positive. However, the options market is pricing in lower expected moves, suggesting potential for volatility to increase. As such, investors should be cautious and consider risk management strategies.
Generated
News
All PSI news →
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Showing 1–10 of 50
Page 1 of 5
PSI Options Activity & IV Rank
PSI IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 47.7%
7-DTE IV: —
Expected Move: $15.15
7-DTE Move: $15.15
Days to Exp: 32 (2026-11-20)
Options Flow
Call Volume: 116
Put Volume: 73
P/C Volume: 0.629
BULLISH
Call OI: 333
Put OI: 137
P/C OI: 0.411
Total OI: 470
ATM Options Pricing
ATM Call: $7.05
ATM Put: $8.10
Call %: 5.5%
Put %: 6.3%
Chain Summary
Chain Volume: 429
Chain OI: 793
Last Updated: 10/19/2026
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
LOW γ vs HISTORY
Estimated net dealer gamma is at the 17th percentile of this name's own daily history, near the low end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
17%
vs own history
GEX tilt
-0.05
OI-weighted, today
Vanna tilt
+0.22
δ-sensitivity to IV
Charm tilt
-0.30
δ-decay vs time
Charm tilt -0.30: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 8 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 19 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 19 · ATM 49.1% / 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)41.3MediumOct 19
Straddle Price (30 DTE)$15.15Oct 19
Beta Analysis
Risk Metrics
Beta: 2.7988
Alpha: 27.58%
Correlation: 0.6731
R-Squared: 45.3%
Stock Volatility: 52.9%
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
PSI 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.
3 filers$21.26M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $12.51M | 58.83% | 2026-06-30 |
| 2 | Belvedere Trading LLC | $7.14M | 33.57% | 2026-06-30 |
| 3 | TUDOR INVESTMENT CORP ET AL | $1.62M | 7.60% | 2026-06-30 |
2 filers$1.86M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Belvedere Trading LLC | $1.05M | 56.57% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $807.63K | 43.43% | 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
519.83K
SI % of Float
2.54%
Days to Cover
2.18
Short Vol Ratio
54.0%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-19
PSI Constituent Performance
Click any bar to view the full quote for that stock.
PSI Constituents (30 of 30)
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| AMD | Advanced Micro Devices Inc | 6.02% | $538.05 | +1.76% | -9.46% | -12.59% |
| TXN | Texas Instruments Inc | 5.80% | $276.15 | -0.12% | -1.98% | +1.95% |
| ADI | Analog Devices Inc | 5.77% | $394.35 | -0.28% | -2.93% | +2.96% |
| INTC | Intel Corp | 5.60% | $92.03 | +2.43% | -9.20% | -24.43% |
| MU | Micron Technology Inc | 5.14% | $904.9 | +2.97% | -8.51% | -13.32% |
| KLAC | KLA Corp | 4.93% | $166.4 | +0.40% | -12.48% | -9.55% |
| AMAT | Applied Materials Inc | 4.65% | $413.11 | +0.93% | -16.97% | -11.01% |
| LRCX | Lam Research Corp | 4.57% | $272.2 | +3.13% | -12.07% | -9.95% |
| SMTC | Semtech Corp | 3.19% | $142.22 | +4.02% | -15.49% | -19.82% |
| MCHP | Microchip Technology Inc | 2.99% | $74.43 | +0.79% | +0.81% | -0.47% |
| COHU | Cohu Inc | 2.99% | $53.87 | +6.02% | -17.39% | -11.13% |
| ENTG | Entegris Inc | 2.97% | $144.52 | +4.17% | -9.68% | +0.96% |
| ON | ON Semiconductor Corp | 2.95% | $73.12 | +1.53% | -3.79% | +1.95% |
| MTSI | MACOM Technology Solutions Holdings Inc | 2.93% | $265.79 | +1.35% | -13.24% | -4.77% |
| FORM | FormFactor Inc | 2.90% | $110.16 | +4.90% | -15.44% | -7.67% |
| KLIC | Kulicke & Soffa Industries Inc | 2.77% | $81.32 | +3.42% | -8.00% | -3.28% |
| TSEM | Tower Semiconductor Ltd | 2.73% | $200.3 | +2.41% | -7.48% | -14.34% |
| WOLF | Wolfspeed Inc | 2.73% | $24.14 | +3.96% | -13.88% | -12.88% |
| LSCC | Lattice Semiconductor Corp | 2.65% | $108.73 | +4.90% | -11.49% | -7.26% |
| DIOD | Diodes Inc | 2.65% | $84.77 | +2.32% | -6.46% | -6.57% |
| TER | Teradyne Inc | 2.64% | $335.53 | +3.24% | -12.59% | -12.06% |
| AMKR | Amkor Technology Inc | 2.55% | $41.89 | +0.17% | -12.93% | -19.74% |
| POWI | Power Integrations Inc | 2.42% | $45.46 | +2.16% | -3.50% | -8.18% |
| SITM | SiTime Corp | 2.36% | $495.75 | +5.00% | -13.04% | -22.34% |
| MKSI | MKS Inc | 2.36% | $215.41 | +0.27% | -13.80% | -16.16% |
| AXTI | AXT Inc | 2.27% | $56.79 | +10.34% | -8.37% | -28.95% |
| ONTO | Onto Innovation Inc | 2.25% | $226.28 | +2.53% | -17.34% | -18.01% |
| ICHR | Ichor Holdings Ltd | 2.19% | $43.92 | +4.30% | -19.24% | -21.77% |
| UCTT | Ultra Clean Holdings Inc | 2.07% | $52.8 | +3.53% | -16.86% | -27.72% |
| ACMR | ACM Research Inc | 1.98% | $56.09 | +5.63% | -17.64% | -22.92% |