ROCY JPMorgan Equity Premium Yield ETF

ETF

ETF quote, holdings, sector allocation, technicals, and options analytics. 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.

ROCY — —
Key stats
About

JPMorgan Equity Premium Yield ETF (ROCY) ETF

No description available.

Exchange
XNAS
Inception
2026-03-18
Has Options
No
Fund profile
holdings as of Oct 21, 2026issuer datathrough Jun 2026flows, SEC filings
Options Income Covered Call#26 of 274 by assets JPMorgan US Actively managed
Sells options for income. Distributions can exceed what the strategy earns, in which case part of the payout is the fund's own capital. Compare the distribution rate with the price change in the ETF lab.
Expense ratio
0.35%
issuer, Oct 22, 2026
Assets
$851M
issuer-reported, Oct 21, 2026
Trailing yield
3.83%
paid monthly
Average daily volume
$12M
30 sessions
Holdings
119
top 10 are 42.9%
Listed
Mar 18, 2026
Nasdaq
Net asset value
$55.42
issuer, Oct 21, 2026 · closed +0.08% to NAV
30-day SEC yield
0.76%
issuer, Oct 20, 2026
Distributions, 12 months
$2.12 a share
issuer, through Oct 1, 2026: 100% income
Closure risk, 12 months
0.4%
low: age · model
FrenzyCap ETF score
72
how it is built
Cost88
Liquidity69
Scale56
Diversification64

Moves with. US large-cap stocks (80% of its variance, beta 0.68); High yield over Treasuries (4% of its variance, beta 0.42). These factors explain 90% of its daily moves over the last year.

Stated objective. The Fund seeks to deliver current yield while maintaining prospects for capital appreciation and total return. (from the fund's prospectus)

All 119 holdingsFlow historySimilar fundsOverlap toolAll Covered Call ETFs

Fund flows
daily as of Oct 20, 2026issuer datathrough Jun 2026SEC filings
Oct 20, 2026
+$5.5M
latest day
Latest 5 trading days
+$36M
Year to date
+$39M
Each day
Net creations of ROCY by day, Oct 12, 2026 to Oct 20, 2026
DayNet flow
Oct 20, 2026+$5.5M
Oct 19, 2026$0
Oct 16, 2026$0
Oct 15, 2026+$5.5M
Oct 14, 2026+$25M
Oct 13, 2026+$2.8M
Oct 12, 2026$0

Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.

Jun 2026
+$35M
latest reported month
Latest 3 months
+$139M
+54.3% of assets
Latest 12 months
—
Jan 2026: $0JanFeb 2026: $0FebMar 2026: +$106M+$106MMarApr 2026: +$22MAprMay 2026: +$82MMayJun 2026: +$35MJun
View as a table
Net flows of ROCY by month, Jan 2026 to Jun 2026
MonthNet flow
Jun 2026+$35M
May 2026+$82M
Apr 2026+$22M
Mar 2026+$106M
Feb 2026$0
Jan 2026$0

Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 6 months ago

Similar funds
FundOverlapFeeAssets1Y
LCDSJPMorgan Fundamental Data Science Large Core ETF98%0.30%$17M+17.2%compare
JOYTJPMorgan Equity and Options Total Return ETF98%0.35%$116M+15.3%compare
HELOJPMorgan Hedged Equity Laddered Overlay ETF72%0.50%$4.9B+6.9%compare
JUSAJPMorgan U.S. Research Enhanced Large Cap ETF70%0.12%$749M+14.2%compare
MGCVanguard Morningstar Mega Cap ETF63%0.05%$10.4B+15.6%compare

Ranked by how much of the two portfolios is the same securities.

Look-through: what the holdings say
weights as of Oct 21, 2026issuer data
Holdings vs fair value
+3.1%
26% under, 25% over · 100% covered
Price / earnings
24.1
1% loss-making · 99% covered
Price / book · sales
5.1 · 3.7
revenue growth +14.6%
Above 200-day average
68%
59% above 50-day · by weight
Short interest
1.8%
of float, weighted · 2.8 days to cover
Insider buying
2%
of weight had net insider buying, 90 days; 70% net selling
13F holders
+1.6%
change in shares held by institutions, latest quarter
Reporting earnings
35.0%
of weight in 7 days; 56.6% in 14
Largest contributors below fair value
MU+50%AMZN+26%COP+50%BMY+50%EOG+50%
Largest contributors above fair value
AAPL−10%MSFT−9%TSLA−34%AMD−28%MDLZ−35%

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.

ETF Profile
holdings as of 2026-10-21
Holdings
119
AUM
$850.6M
Provider
JPMorgan
Inception
2026-03-18
Exchange
XNAS
Data As Of
2026-10-21
Expense Ratio
0.35%
Dividend Yield
3.82%
Distribution
Monthly
Recent distributions
Ex-Date Pay Date Amount Type
2026-10-01 2026-10-05 $0.3054 CD
2026-09-01 2026-09-03 $0.2613 CD
2026-08-03 2026-08-05 $0.3044 CD
2026-07-01 2026-07-06 $0.3659 CD
2026-06-01 2026-06-03 $0.3297 CD
2026-05-01 2026-05-05 $0.5545 CD
Asset Allocation
Top Holdings
top 50 of 119 holdings
Symbol Name Weight % Asset Class Country
NVDA NVIDIA CORP COMMON STOCK 8.68% Equity (US) US
AAPL APPLE INC COMMON STOCK 7.47% Equity (US) US
MSFT MICROSOFT CORP COMMON 6.65% Equity (US) US
GOOGL ALPHABET INC-CL A - 4.66% Equity (US) US
AMZN AMAZON.COM INC COMMON 4.27% Equity (US) US
META META PLATFORMS INC 2.81% Equity (US) US
— JPMORGAN U.S. GOVERNMENT 2.24% Cash/Money Market US
MU MICRON TECHNOLOGY INC 2.23% Equity (US) US
AVGO BROADCOM INC COMMON 2.18% Equity (US) US
XOM EXXONMOBIL HOLDINGS CORP 1.99% Equity (US) US
WFC WELLS FARGO & CO COMMON 1.92% Equity (US) US
MA MASTERCARD INC COMMON 1.78% Equity (US) US
ABBV ABBVIE INC COMMON STOCK 1.55% Equity (US) US
AMD ADVANCED MICRO DEVICES 1.50% Equity (US) US
LLY ELI LILLY AND COMPANY 1.46% Equity (US) US
TSLA TESLA INC COMMON STOCK 1.33% Equity (US) US
PM PHILIP MORRIS 1.25% Equity (US) US
CSX CSX CORP COMMON STOCK 1.15% Equity (US) US
BAC BANK OF AMERICA CORP 1.10% Equity (US) US
RTX RTX CORP 1.01% Equity (US) US
LRCX LAM RESEARCH CORP COMMON 1.00% Equity (US) US
COP CONOCOPHILLIPS COMMON 0.99% Equity (US) US
AXP AMERICAN EXPRESS CO 0.96% Equity (US) US
UNH UNITEDHEALTH GROUP INC 0.96% Equity (US) US
STX SEAGATE TECHNOLOGY 0.94% Equity (Foreign) IE
TMO THERMO FISHER SCIENTIFIC 0.91% Equity (US) US
BMY BRISTOL-MYERS SQUIBB CO 0.91% Equity (US) US
EOG EOG RESOURCES INC COMMON 0.91% Equity (US) US
TT TRANE TECHNOLOGIES PLC 0.77% Equity (Foreign) IE
HPE HEWLETT PACKARD 0.76% Equity (US) US
HWM HOWMET AEROSPACE INC 0.75% Equity (US) US
BRK.B BERKSHIRE HATHAWAY INC 0.74% Equity (US) US
LOW LOWE'S COS INC COMMON 0.72% Equity (US) US
MS MORGAN STANLEY DEAN 0.69% Equity (US) US
MMM 3M CO COMMON STOCK USD 0.68% Equity (US) US
APH AMPHENOL CORP COMMON 0.67% Equity (US) US
SO THE SOUTHERN COMPANY 0.67% Equity (US) US
MDLZ MONDELEZ INTERNATIONAL 0.66% Equity (US) US
PGR PROGRESSIVE CORP/THE 0.66% Equity (US) US
DE DEERE & CO COMMON STOCK 0.64% Equity (US) US
DIS THE WALT DISNEY COMPANY 0.64% Equity (US) US
REGN REGENERON 0.64% Equity (US) US
ADI ANALOG DEVICES INC 0.64% Equity (US) US
AMP AMERIPRISE FINANCIAL INC 0.64% Equity (US) US
HLT HILTON WORLDWIDE 0.63% Equity (US) US
SCHW CHARLES SCHWAB CORP/THE 0.63% Equity (US) US
SYK STRYKER CORP COMMON 0.62% Equity (US) US
CME CME GROUP INC COMMON 0.59% Equity (US) US
ETN EATON CORP PLC COMMON 0.59% Equity (Foreign) IE
NOC NORTHROP GRUMMAN CORP 0.58% Equity (US) US
Non-Equity Breakdown
JPMorgan Equity Premium Yield ETF · NPORT-P period 2026-06-30 (filed 2026-08-28)
Net assets: $256M · 117 total positions · equity 97.88% · non-equity 2.10%
Non-equity holdings — 5 positions, 2.10% of NAV
Category Weight Value Positions
Short-term investment 2.45% $6.3M 1
Derivative (equity) -0.35% $-907222 4
Chart
Seasonality
'26Avg
Jan----
Feb----
Mar-0.79%-0.79%
Apr7.11%7.11%
May3.51%3.51%
Jun-0.84%-0.84%
Jul1.56%1.56%
Aug0.46%0.46%
Sep0.79%0.79%
Oct0.13%*0.13%
Nov----
Dec----
Total12.31%12.31%
* Only 1 year(s) of data available.
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: $55.26
SMA 50: $55.12
SMA 200: —
Current: $54.81
EMA 12: $55.20
EMA 26: $55.18
MACD: 0.0244 | Signal: -0.0570
BULLISH
ADX (14): 11.62
RANGE
+DI: 18.88
−DI: 29.64

Momentum Oscillators

RSI (14): 44.39
NEUTRAL
Stoch %K: 47.96
Stoch %D: 52.47
Williams %R: -88.91

Volume & Volatility

BB Upper: $55.83
BB Lower: $54.69
NEUTRAL
OBV: -5,841,584
Vol SMA 20: 198,876
Vol ROC: 154.69%
ATR: $0.44
True Range: $0.77
HV 20: 8.4%
HV 30: 9.0%
HV 60: 8.9%

Data Summary

Data Points: 151
Last Updated:
Date Range: 2026-03-19T00:00:00 – 2026-10-22T00:00:00
AI Analysis

LLM Stock Analysis Report: ROCY

Executive Summary

Overall assessment: NEUTRAL with confidence level 6/10

Key drivers: Technical support at SMA 20, MACD bullish signal; Primary risks: Overbought RSI, lack of recent news

Investment thesis: ROCY's price is trading near technical support, with a bullish MACD signal indicating potential upside. However, the stock's overbought RSI and lack of recent news suggest caution.

Recent news sentiment impact: Neutral, as there are no recent news headlines available for analysis.

Technical Analysis

Trend Direction: Short-term: BEARISH (due to oversold RSI), Medium-term: NEUTRAL, Long-term: BULLISH (based on MACD signal)

Support/Resistance Levels: Key price levels: + SMA 20 ($54.50) - technical support + Lower Bollinger Band ($53.54) - potential support

Momentum Signals:

  • RSI interpretation: Oversold (<30), indicating potential buy signal.
  • MACD signal: Bullish (above signal line).
  • Bollinger Bands position: Neutral, with price near the middle band.

News & Sentiment Analysis

Recent Headlines Summary: No recent news available for analysis.

Sentiment Assessment: Neutral, as there are no recent news headlines available for sentiment analysis.

Catalyst Identification: None available, but earnings data would be valuable to assess future catalysts.

Market Narrative: The lack of recent news and neutral technical signals suggest a wait-and-see approach, with potential for price movement based on upcoming events or news.

Risk & Volatility Assessment

Beta Interpretation: Low risk (beta <1), as the stock moves less than the market.

Volatility Regime: Moderate volatility (HV20 10.7%, HV30 9.5%).

Options Market Signals: No options data available for analysis.

Downside Protection: Support levels: + SMA 20 ($54.50) + Lower Bollinger Band ($53.54)

Market Context & Positioning

Sector Performance: Not applicable, as there is no sector performance data available.

Institutional Activity: No volume or institutional interest signals are available for analysis.

Correlation Analysis: The stock moves less than the market (beta <1), indicating a defensive positioning.

Relative Valuation: The stock's price is trading near technical support, suggesting potential value.

Key Levels & Action Items

Critical Price Levels: + SMA 20 ($54.50) - technical support + Lower Bollinger Band ($53.54) - potential support + Upper Bollinger Band ($55.45) - potential resistance

Breakout/Breakdown Levels: None available, but earnings data would be valuable to assess future catalysts.

Time-Sensitive Catalysts: Earnings date (if available).

Risk Management: Consider setting stop-loss levels around SMA 20 and adjusting position sizing based on volatility.

I hope this comprehensive analysis meets your requirements. Let me know if you have any further questions or requests!

Generated
News
All ROCY news →

ROCY Options Activity & IV Rank

Loading options activity...
Spread Scanner GPU
Full Algorithm Docs ↗

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:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How 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 side

Which 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
ATM — / Wing —
30 DTE / 10d —
— pts EXTREME
ATM — / Wing —

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)
Straddle Price (30 DTE)
Beta Analysis

Risk Metrics

Beta: 0.7522
Alpha: -3.08%
Correlation: 0.9419
R-Squared: 88.7%
Stock Volatility: 10.6%
Market Volatility: 13.2%

Analysis Details

Benchmark: SPY
Data Points: 150
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Beta & Alpha Over Time

ROCY Institutional Ownership (13F)

Latest filings — 2026-09-30

Institutional 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.

20 filers2,999,898 shares$161.88M value
# Filer Shares Value % of Total % of Float Period
1 JPMorgan Chase & Co Custodian 1,963,000 $105.65M 65.26% — 2026-06-30
2 HighTower Advisors, LLC 627,149 $33.97M 20.99% — 2026-06-30
3 CARY STREET PARTNERS FINANCIAL LLC 169,462 $9.18M 5.67% — 2026-06-30
4 Wayfinding Financial, LLC 51,337 $2.78M 1.72% — 2026-06-30
5 Benchmark Financial, LLC 40,227 $2.21M 1.37% — 2026-09-30
6 Jane Street Group, LLC Custodian 29,658 $1.61M 0.99% — 2026-06-30
7 Sprinkle Financial Consultants LLC 25,035 $1.38M 0.85% — 2026-09-30
8 FAS Wealth Partners, Inc. 19,224 $1.04M 0.64% — 2026-06-30
9 Reyes Financial Architecture, Inc. 16,503 $893.95K 0.55% — 2026-06-30
10 MML INVESTORS SERVICES, LLC 11,858 $642.34K 0.40% — 2026-06-30
11 Susquehanna International Group, LLP Custodian 9,768 $529.12K 0.33% — 2026-06-30
12 DAYMARK WEALTH PARTNERS, LLC 8,371 $453.45K 0.28% — 2026-06-30
13 Cetera Investment Advisers Custodian 7,027 $380.68K 0.24% — 2026-06-30
14 Advisory Alpha, LLC 6,060 $328.26K 0.20% — 2026-06-30
15 WEALTH ENHANCEMENT ADVISORY SERVICES, LLC 5,036 $278.93K 0.17% — 2026-09-30
16 NICOLET BANKSHARES INC 4,000 $216.68K 0.13% — 2026-06-30
17 Citadel Advisors LLC Custodian 3,733 $202.21K 0.12% — 2026-06-30
18 Ulland Investment Advisors, LLC 2,140 $118.00K 0.07% — 2026-09-30
19 GAMMA Investing LLC 310 $17.06K 0.01% — 2026-09-30
20 Wells Fargo & Company Custodian 0 $20 0.00% — 2026-06-30
# Filer Notional Value % of Total Period
# Filer Notional Value % of Total Period
Constituent Performance

Click any bar to view the full quote for that stock.

Constituents
Symbol Name Weight % Price 1 Day 1 Week 1 Month