QCLR Global X NASDAQ 100 Collar 95-110 ETF
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Global X NASDAQ 100 Collar 95-110 ETF (QCLR) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2021-08-25
- Has Options
- No
- Expense ratio
- 0.25% prospectus, filed Feb 26, 2026
- Assets
- $4.0M shares × price, Oct 9, 2026
- Trailing yield
- 14.91% paid semi-annual
- Average daily volume
- $50K 30 sessions
- Holdings
- 2 top 10 are 99.6%
- Listed
- Aug 25, 2021 Nasdaq
- Last fee change
- -1 bp filed Feb 20, 2025
- Tracking difference
- -1.23 pts vs index, after fees, FY 2025
Moves with. US large-cap stocks (25% of its variance, beta 0.59); Value over growth (6% of its variance, beta -0.17). These factors explain 30% of its daily moves over the last year, so most of what drives this fund is something else.
Stated objective. "The Global X NASDAQ 100 Collar 95-110 ETF (the ""Fund"") seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Nasdaq-100 Quarterly Collar 95-110 Index (the ""Underlying Index"")." (from the fund's prospectus)
All 2 holdingsFlow historyOverlap toolAll Hedged Equity ETFs
- Jul 2026
- $0 latest reported month
- Latest 3 months
- −$574K −17.3% of assets
- Latest 12 months
- +$933K +28.2% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | $0 |
| Jun 2026 | −$574K |
| May 2026 | $0 |
| Apr 2026 | $0 |
| Mar 2026 | $0 |
| Feb 2026 | $0 |
| Jan 2026 | +$325K |
| Dec 2025 | $0 |
| Nov 2025 | +$860K |
| Oct 2025 | $0 |
| Sep 2025 | +$1.3M |
| Aug 2025 | −$963K |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 60 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| HELOJPMorgan Hedged Equity Laddered Overlay ETF | — | 0.50% | $4.9B | +7.5% | compare |
| ACIOAptus Collared Investment Opportunity ETF | — | 0.79% | $2.4B | +8.8% | compare |
| SFLRInnovator Equity Managed Floor ETF | — | — | $2.3B | +9.5% | compare |
| FHEQFidelity Hedged Equity ETF | — | 0.48% | $1.0B | +10.7% | compare |
| HEGDSwan Hedged Equity US Large Cap ETF | — | 0.87% | $749M | +8.4% | compare |
The largest other funds in the Hedged Equity category.
| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | SPCXSPACE EXPLORATION TECHNOLOGIES CORP. | — | 0.90% | — |
| New position | FTNTFORTINET, INC. | — | 0.52% | — |
| Decrease | HONHONEYWELL INTERNATIONAL INCORPORATION | 0.70% | 0.35% | −49.3% |
| Exit | FORTINET, INC. | 0.32% | — | — |
| Increase | ARM Holdings PLC | 0.16% | 0.46% | +194.5% |
| New position | HONAHONEYWELL AEROSPACE INC. | — | 0.29% | — |
| New position | TERTERADYNE, INC. | — | 0.26% | — |
| New position | LITELUMENTUM HOLDINGS INC. | — | 0.24% | — |
| New position | ALABAstera Labs Inc | — | 0.23% | — |
| New position | NBISNebius Group N.V. | — | 0.18% | — |
- Authorized participants
- 2 active of 22 with agreements; top 3 did 100%
- Created · redeemed
- $2.5M · $1.3M over the fiscal year
- Redemptions in kind
- 99% creations 102% in kind
- Creation unit
- 10,000 shares
- Securities lending
- not authorized
- Return vs index
- -1.23 pts after fees; -0.93 before; daily s.d. 3.31
- 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.
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-06-29 | 2026-07-02 | $0.0627 | CD |
| 2025-12-30 | 2026-01-07 | $4.1718 | CD |
| 2025-06-27 | 2025-07-07 | $0.0573 | CD |
| 2024-12-30 | 2025-01-07 | $2.5169 | CD |
| 2024-06-27 | 2024-07-05 | $0.0875 | CD |
| 2023-12-28 | 2024-01-08 | $0.0939 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | OTHER PAYABLE & RECEIVABLES | 99.60% | Equity (US) | — |
| — | CASH | 0.40% | Cash/Money Market | — |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Derivative (interest rate) | 3.87% | $128074 | 4 |
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -- | -6.27% | 6.08% | 2.52% | 1.44% | 1.03% | 0.96% |
| Feb | -- | -3.24% | -0.74% | 3.60% | -1.90% | -2.72% | -1.00% |
| Mar | -- | 3.68% | 5.96% | 0.09% | -3.66% | -5.47% | 0.12% |
| Apr | -- | -7.92% | 0.99% | -3.49% | 0.73% | 6.03% | -0.73% |
| May | -- | -2.57% | 4.40% | 5.38% | 5.30% | 1.34% | 2.77% |
| Jun | -- | 0.38% | -0.12% | 4.20% | 3.47% | 0.22% | 1.63% |
| Jul | -- | 4.62% | 2.68% | -1.49% | 2.41% | -3.43% | 0.96% |
| Aug | 1.30% | -0.61% | -0.92% | 1.50% | 2.33% | 0.16% | 0.63% |
| Sep | -2.83% | -4.98% | -3.79% | 4.16% | 2.93% | 2.03% | -0.41% |
| Oct | 3.45% | -0.32% | -2.05% | 0.46% | 2.77% | 0.86%* | 0.86% |
| Nov | 0.96% | 3.01% | 6.77% | 3.86% | -1.32% | -- | 2.66% |
| Dec | -1.25% | -8.42% | 4.63% | -7.54% | -13.15% | -- | -5.15% |
| Total | 1.52% | -21.33% | 25.84% | 13.19% | -0.04% | -0.42% | 3.13% |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
Click Frenzy-Pro™ for an AI analysis of this ticker.
Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.
QCLR Options Activity & IV Rank
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
Risk Metrics
Analysis Details
Data Points: 251
Period: 252 trading days
Low volatility - stock moves less than market
QCLR 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.
| # | Filer | Notional Value | % of Total | Period |
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| # | Filer | Notional Value | % of Total | Period |
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| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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