Zacks Investment ResearchT3·1mo ago
RPV Invesco S&P 500 Pure Value ETF
ETF 120.99 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.
RPV
$120.99
—
Key stats
$120.99
- 52-Week Range
- $96.95 – $123.43
- YTD
- +15.81%
- IV Rank (30D)
- 55.61
- Straddle Price
- $4.90
- P/C Vol Ratio
- 0.00
- Open
- $120.13
- Day Range
- $120.13 – $121.04
- Volume
- 71,150
- Prev Close
- $120.22
About
Invesco S&P 500 Pure Value ETF (RPV) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2006-03-01
- Has Options
- Yes
- Homepage
- https://www.invesco.com/us/etfs
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.35% prospectus, filed Aug 27, 2025
- Assets
- $1.7B shares × price, Oct 21, 2026
- Trailing yield
- 2.10% paid quarterly
- Average daily volume
- $23M 30 sessions
- Holdings
- 122 top 10 are 22.1%
- Listed
- Mar 1, 2006 NYSE Arca
- Tracking difference
- -0.08 pts vs index, after fees, FY 2026
Cost56
Liquidity79
Scale83
Diversification93
Moves with. US large-cap stocks (39% of its variance, beta 0.96); Value over growth (30% of its variance, beta 0.72); Small caps over large (6% of its variance, beta 0.15). These factors explain 72% of its daily moves over the last year.
Stated objective. The Invesco S&P 500 Pure Value ETF (the Fund) seeks to track the investment results (before fees and expenses) of the S&P 500 Pure Value Index (the Underlying Index). (from the fund's prospectus)
All 122 holdingsFlow historySimilar fundsOverlap toolAll Large Cap Value ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$99M latest reported month
- Latest 3 months
- −$261M −15.6% of assets
- Latest 12 months
- −$46M −2.7% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$99M |
| Jun 2026 | −$319M |
| May 2026 | −$40M |
| Apr 2026 | +$92M |
| Mar 2026 | −$28M |
| Feb 2026 | +$8.5M |
| Jan 2026 | +$142M |
| Dec 2025 | +$92M |
| Nov 2025 | −$25M |
| Oct 2025 | +$19M |
| Sep 2025 | −$22M |
| Aug 2025 | −$64M |
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 | |
|---|---|---|---|---|---|
| SPVMInvesco S&P 500 Value with Momentum ETF | 45% | 0.39% | $137M | +17.8% | compare |
| ULVMVictoryShares US Value Momentum ETF | 38% | 0.20% | $264M | +17.4% | compare |
| VOEVanguard Morningstar Mid-Cap Value ETF | 37% | 0.05% | $24.2B | +19.6% | compare |
| FTAFirst Trust Large Cap Value AlphaDEX Fund (based on the Defined Large Cap Value Index--symbol DEFILVOI) | 36% | 0.58% | $1.4B | +22.1% | compare |
| IMCViShares Morningstar Mid-Cap Value ETF | 36% | 0.06% | $1.2B | +22.0% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 20, 2026issuer data- Holdings vs fair value
- +28.9% 76% under, 8% over · 100% covered
- Price / earnings
- 26.1 16% loss-making · 99% covered
- Price / book · sales
- 1.6 · 0.6 revenue growth +8.4%
- Above 200-day average
- 68% 55% above 50-day · by weight
- Short interest
- 4.0% of float, weighted · 3.5 days to cover
- Insider buying
- 6% of weight had net insider buying, 90 days; 45% net selling
- 13F holders
- +2.9% change in shares held by institutions, latest quarter
- Reporting earnings
- 29.1% of weight in 7 days; 69.4% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.21%
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
Oct 14, 2026 → Oct 15, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | SKYD.WSSkydance Corp | 0.22% | — | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.6%. Full holdings and history
Under the hood
fiscal year to Apr 30, 2026SEC census- Authorized participants
- 9 active of 40 with agreements; top 3 did 74%
- Created · redeemed
- $630M · $408M over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 10,000 shares
- Securities lending
- 4.25% of assets on loan on average; earned 26.6 bp
- Return vs index
- -0.08 pts after fees; +0.33 before; daily s.d. 0.29
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 2026-10-20
Holdings
123
AUM
$1.7B
Provider
Invesco
Inception
2006-03-01
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.35%
Dividend Yield
2.10%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-21 | 2026-09-25 | $0.6284 | CD |
| 2026-06-22 | 2026-06-26 | $0.6787 | CD |
| 2026-03-23 | 2026-03-27 | $0.6722 | CD |
| 2025-12-22 | 2025-12-26 | $0.5470 | CD |
| 2025-09-22 | 2025-09-26 | $0.8156 | CD |
| 2025-06-23 | 2025-06-27 | $0.5531 | CD |
Asset Allocation
Top Holdings
top 50 of 123 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| CNC | Centene Corp | 2.89% | Equity (US) | US |
| HUM | Humana Inc | 2.55% | Equity (US) | US |
| VLO | Valero Energy Corp | 2.29% | Equity (US) | US |
| ADM | Archer-Daniels-Midland Co | 2.24% | Equity (US) | US |
| PSX | Phillips 66 | 2.22% | Equity (US) | US |
| MPC | Marathon Petroleum Corp | 2.15% | Equity (US) | US |
| BG | Bunge Global SA | 2.04% | Equity (Foreign) | CH |
| HPE | Hewlett Packard Enterprise Co | 1.95% | Equity (US) | US |
| DOW | Dow Inc | 1.92% | Equity (US) | US |
| TGT | Target Corp | 1.89% | Equity (US) | US |
| CVS | CVS Health Corp | 1.88% | Equity (US) | US |
| CI | Cigna Group/The | 1.78% | Equity (US) | US |
| ELV | Elevance Health Inc | 1.72% | Equity (US) | US |
| F | Ford Motor Co | 1.68% | Equity (US) | US |
| GM | General Motors Co | 1.64% | Equity (US) | US |
| LYB | LyondellBasell Industries NV | 1.63% | Equity (US) | US |
| EG | Everest Group Ltd | 1.60% | Equity (Foreign) | BM |
| TSN | Tyson Foods Inc | 1.54% | Equity (US) | US |
| SW | Smurfit Westrock PLC | 1.41% | Equity (Foreign) | IE |
| APA | APA Corp | 1.36% | Equity (US) | US |
| DD | DuPont de Nemours Inc | 1.32% | Equity (US) | US |
| VTRS | Viatris Inc | 1.31% | Equity (US) | US |
| MOS | Mosaic Co/The | 1.27% | Equity (US) | US |
| SWK | Stanley Black & Decker Inc | 1.20% | Equity (US) | US |
| CAH | Cardinal Health Inc | 1.19% | Equity (US) | US |
| KR | Kroger Co/The | 1.18% | Equity (US) | US |
| MCK | McKesson Corp | 1.17% | Equity (US) | US |
| BEN | Franklin Templeton Inc | 1.16% | Equity (US) | US |
| GPN | Global Payments Inc | 1.12% | Equity (US) | US |
| PRU | Prudential Financial Inc | 1.09% | Equity (US) | US |
| BBY | Best Buy Co Inc | 1.08% | Equity (US) | US |
| KHC | Kraft Heinz Co/The | 0.99% | Equity (US) | US |
| MET | MetLife Inc | 0.97% | Equity (US) | US |
| CMCSA | Comcast Corp | 0.93% | Equity (US) | US |
| BAX | Baxter International Inc | 0.93% | Equity (US) | US |
| COR | Cencora Inc | 0.92% | Equity (US) | US |
| HPQ | HP Inc | 0.88% | Equity (US) | US |
| ARE | Alexandria Real Estate Equities Inc | 0.86% | Equity (US) | US |
| IVZ | Invesco Ltd | 0.84% | Equity (US) | US |
| C | Citigroup Inc | 0.83% | Equity (US) | US |
| AIG | American International Group Inc | 0.81% | Equity (US) | US |
| DAL | Delta Air Lines Inc | 0.81% | Equity (US) | US |
| L | Loews Corp | 0.78% | Equity (US) | US |
| NUE | Nucor Corp | 0.76% | Equity (US) | US |
| UAL | United Airlines Holdings Inc | 0.75% | Equity (US) | US |
| FANG | Diamondback Energy Inc | 0.75% | Equity (US) | US |
| CFG | Citizens Financial Group Inc | 0.75% | Equity (US) | US |
| IP | International Paper Co | 0.75% | Equity (US) | US |
| ALL | Allstate Corp/The | 0.72% | Equity (US) | US |
| SYY | Sysco Corp | 0.72% | Equity (US) | US |
Geographic Breakdown
Non-Equity Breakdown
Invesco S&P 500 Pure Value ETF ·
NPORT-P period 2026-04-30
(filed 2026-06-29)
Net assets:
$1.83B
· 125 total positions
· equity 99.58%
· non-equity 8.13%
Non-equity holdings
— 4 positions,
8.13% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 8.10% | $148.0M | 3 |
| Derivative (equity) | 0.02% | $435832 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 3.76% | 0.50% | 11.08% | -1.72% | 3.46% | 2.74% | 3.30% |
| Feb | 9.74% | -0.25% | -6.65% | 1.70% | 1.13% | 4.30% | 1.66% |
| Mar | 3.58% | 5.94% | -7.13% | 6.22% | 0.90% | -4.26% | 0.88% |
| Apr | 3.03% | -4.84% | 0.13% | -4.92% | -4.00% | 3.87% | -1.12% |
| May | 3.32% | 3.79% | -5.48% | 2.99% | 2.77% | 2.26% | 1.61% |
| Jun | -5.14% | -10.81% | 7.77% | -2.30% | 3.68% | 0.00% | -1.13% |
| Jul | -3.06% | 3.15% | 3.41% | 6.58% | -3.67% | 3.63% | 1.67% |
| Aug | 2.88% | -1.06% | -4.24% | 3.05% | 7.86% | 0.87% | 1.56% |
| Sep | -1.56% | -9.70% | -4.61% | 0.24% | 1.71% | -5.46% | -3.23% |
| Oct | 2.92% | 9.54% | -4.67% | 0.41% | -0.46% | 5.05%* | 2.13% |
| Nov | -5.16% | 4.63% | 9.49% | 9.11% | 3.79% | -- | 4.37% |
| Dec | 7.24% | -5.64% | 5.02% | -6.18% | 1.22% | -- | 0.33% |
| Total | 22.39% | -6.76% | 1.70% | 14.94% | 19.34% | 13.13% | 10.79% |
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: $117.68
SMA 50: $119.83
SMA 200: $113.89
Current: $121.03
EMA 12: $119.19
EMA 26: $118.82
MACD: 0.3724 | Signal: 0.5449
BEARISH
ADX (14): 24.37
WEAK TREND
+DI: 30.87
−DI: 20.66
Momentum Oscillators
RSI (14): 62.44
NEUTRAL
Stoch %K: 93.69
Stoch %D: 87.50
Williams %R: -0.17
Volume & Volatility
BB Upper: $121.40
BB Lower: $113.95
NEUTRAL
OBV: 6,951,927
Vol SMA 20: 243,020
Vol ROC: -43.26%
ATR: $1.12
True Range: $0.91
HV 20: 10.0%
HV 30: 11.4%
HV 60: 10.1%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
Here is a comprehensive stock analysis report for RPV (Invesco S&P 500 Pure Value ETF):
Executive Summary
Overall Assessment: NEUTRAL with confidence level 6/10.
Key Drivers: The stock's performance is driven by its low volatility and beta, which indicates that it moves less than the market. Additionally, the options market pricing a $4.80 move by expiration suggests that investors are expecting limited price action.
Primary Risks: The main risk is the potential for increased volatility if market conditions change.
Investment Thesis:
RPV's low volatility and beta make it an attractive option for investors seeking stability in their portfolios. However, the options market pricing a relatively small expected move suggests that the stock may not have much room to run.
Recent News Sentiment Impact: The recent news headlines are generally neutral, with no significant sentiment shifts or catalysts driving the stock's price action.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): NEUTRAL
- Medium-term (1-3 months): UPTRENDING
- Long-term (3-12 months): BEARISH
Support/Resistance Levels: The stock is currently trading above its SMA 20 and EMA 12, indicating a strong uptrend. The upper Bollinger Band at $123.36 serves as resistance.
Momentum Signals:
- RSI interpretation: NEUTRAL (54.4% below overbought zone)
- MACD signal: BULLISH MOMENTUM
- Bollinger Bands position: MEAN REVERSION
Volume Analysis: The volume is low, indicating a lack of institutional interest. The On-Balance Volume (OBV) is rising, but the Volume Rate of Change suggests that volume is decreasing.
News & Sentiment Analysis
Recent Headlines Summary: Neutral headlines dominate, with no significant sentiment shifts or catalysts driving the stock's price action.
Sentiment Assessment: NEUTRAL The overall sentiment is neutral, with no clear direction or momentum driving the stock's price action.
Catalyst Identification: No recent news headlines suggest a significant catalyst for RPV's price action.
Market Narrative: The market narrative is neutral, with no strong trends or sentiment shifts driving the stock's price action.
Risk & Volatility Assessment
Risk Assessment: LOW The stock's low volatility and beta indicate that it moves less than the market, making it a relatively low-risk investment.
Volatility Regime: CURRENT VOLATILITY IS LOW Historical volatility suggests that the stock is currently trading within its normal range.
Options Market Signals: IV Rank: 4.0% (LOW) - indicates historically low volatility Current IV: 16.9% - indicates a relatively high level of implied volatility compared to historical levels Expected Move: $4.80 (38 DTE), 7-DTE: $4.30 - suggests that the options market is pricing a relatively small move by expiration
Downside Protection: The stock's support levels are robust, with no clear signs of downside pressure.
Market Context & Positioning
Sector Performance: RPV's sector performance is neutral, with no strong trends or sentiment shifts driving its price action.
Institutional Activity: Low institutional interest suggests that the stock may not have much room to run based on current market conditions.
Correlation Analysis: The stock's correlation with the broader market (R-squared interpretation) suggests that it is a defensive stock that tends to move less than the market during times of high volatility.
Relative Valuation: RPV's relative valuation within its trading range suggests that it may be overvalued in the short term, but undervalued in the long term.
Key Levels & Action Items
Critical Price Levels: The upper Bollinger Band at $123.36 serves as resistance, while the lower band at $120.83 serves as support.
Breakout/Breakdown Levels: A breakout above $123.36 could signal a continued uptrend, while a breakdown below $120.83 could indicate a bearish reversal.
Time-Sensitive Catalysts: No recent news headlines suggest a significant catalyst for RPV's price action.
Risk Management: Stop-loss levels and position sizing considerations should be based on the stock's low volatility and beta, with an emphasis on risk management to minimize potential losses.
Generated
News
All RPV news →
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Showing 1–10 of 50
Page 1 of 5
RPV Options Activity & IV Rank
RPV IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 22.0%
7-DTE IV: —
Expected Move: $4.90
7-DTE Move: $4.90
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 1
Put Volume: 0
P/C Volume: —
BULLISH
Call OI: 1
Put OI: 0
P/C OI: —
Total OI: 1
ATM Options Pricing
ATM Call: $2.45
ATM Put: $2.45
Call %: 2.0%
Put %: 2.0%
Chain Summary
Chain Volume: 67
Chain OI: 137
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.
Dealer Positioning
TYPICAL γ
Not enough history yet to rank today's net dealer gamma against this name's own record.
Gamma percentile
—
vs own history
GEX tilt
+1.00
OI-weighted, today
Vanna tilt
-1.00
δ-sensitivity to IV
Charm tilt
+1.00
δ-decay vs time
Vanna tilt -1.00: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt +1.00: the estimated dealer exposure leans positive, 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
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 32.8% / 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)55.6MediumOct 22
Straddle Price (30 DTE)$4.90Oct 22
Beta Analysis
Risk Metrics
Beta: 0.3318
Alpha: 15.57%
Correlation: 0.3599
R-Squared: 13.0%
Stock Volatility: 11.8%
Market Volatility: 12.8%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
RPV 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$466.66K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $250.40K | 53.66% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $216.26K | 46.34% | 2026-06-30 |
| # | 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
94.56K
SI % of Float
0.67%
Days to Cover
1.00
Short Vol Ratio
79.1%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|