Zacks Investment ResearchT3·1d ago
RSP Invesco S&P 500 Equal Weight ETF
ETF 218.22 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.
RSP
$218.22
—
Key stats
$218.22
- 52-Week Range
- $182.11 – $223.44
- YTD
- +13.15%
- IV Rank (30D)
- 54.12
- Straddle Price
- $6.97
- P/C Vol Ratio
- 3.65
- Open
- $215.73
- Day Range
- $215.70 – $218.28
- Volume
- 13,406,543
- Prev Close
- $216.64
About
Invesco S&P 500 Equal Weight ETF (RSP) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2003-04-24
- 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
- 0.20% prospectus, filed Aug 27, 2025
- Assets
- $100.1B shares × price, Oct 21, 2026
- Trailing yield
- 1.47% paid quarterly
- Average daily volume
- $1.6B 30 sessions
- Holdings
- 510 top 10 are 2.7%
- Listed
- Apr 24, 2003 NYSE Arca
- Tracking difference
- -0.32 pts vs index, after fees, FY 2026
Cost78
Liquidity100
Scale100
Diversification100
Moves with. US large-cap stocks (87% of its variance, beta 1.03); Small caps over large (8% of its variance, beta 0.17). These factors explain 90% of its daily moves over the last year.
Stated objective. The Invesco S&P 500 Equal Weight ETF (the Fund) seeks to track the investment results (before fees and expenses) of the S&P 500 Equal Weight Index (the Underlying Index). (from the fund's prospectus)
All 510 holdingsFlow historySimilar fundsOverlap toolAll Equal Weight ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$1.7B latest reported month
- Latest 3 months
- +$3.6B +3.7% of assets
- Latest 12 months
- +$11.6B +12.0% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$1.7B |
| Jun 2026 | +$2.6B |
| May 2026 | −$661M |
| Apr 2026 | −$2.3B |
| Mar 2026 | +$230M |
| Feb 2026 | +$6.0B |
| Jan 2026 | +$4.0B |
| Dec 2025 | −$20M |
| Nov 2025 | +$893M |
| Oct 2025 | −$985M |
| Sep 2025 | −$486M |
| Aug 2025 | +$645M |
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 | |
|---|---|---|---|---|---|
| EUSAiShares MSCI USA Equal Weighted ETF | 85% | 0.09% | $1.9B | +11.7% | compare |
| GSEWGoldman Sachs Equal Weight U.S. Large Cap Equity ETF | 82% | 0.09% | $2.2B | +13.1% | compare |
| SIZEiShares MSCI USA Size Factor ETF | 81% | 0.15% | $432M | +11.4% | compare |
| RSPAInvesco S&P 500 Equal Weight Income Advantage ETF | 74% | 0.29% | $1.0B | +3.3% | compare |
| CFOVictoryShares US 500 Enhanced Volatility Wtd ETF | 73% | 0.35% | $410M | +10.5% | 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
- +9.3% 42% under, 24% over · 99% covered
- Price / earnings
- 23.6 5% loss-making · 99% covered
- Price / book · sales
- 3.0 · 1.9 revenue growth +8.1%
- Above 200-day average
- 57% 59% above 50-day · by weight
- Short interest
- 4.1% of float, weighted · 3.6 days to cover
- Insider buying
- 8% of weight had net insider buying, 90 days; 55% net selling
- 13F holders
- +2.5% change in shares held by institutions, latest quarter
- Reporting earnings
- 38.3% of weight in 7 days; 69.6% in 14
Holdings reporting in the next 14 days · weighted implied move this week 3.03%
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
Oct 14, 2026 → Oct 15, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | SKYDSkydance Corp | 0.14% | 0.19% | +36.2% |
| Exit | SKYD.WSSkydance Corp | 0.05% | — | — |
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
- 19 active of 40 with agreements; top 3 did 56%
- Created · redeemed
- $39.1B · $34.7B over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 10,000 shares
- Securities lending
- 3.56% of assets on loan on average; earned 3.4 bp
- Return vs index
- -0.32 pts after fees; -0.32 before; daily s.d. 0.42
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 2026-10-21
Holdings
511
AUM
$99.4B
Provider
Invesco
Inception
2003-04-24
Exchange
ARCX
Data As Of
2026-10-21
Expense Ratio
0.20%
Dividend Yield
1.47%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-21 | 2026-09-25 | $0.7951 | CD |
| 2026-06-22 | 2026-06-26 | $0.8101 | CD |
| 2026-03-23 | 2026-03-27 | $0.8115 | CD |
| 2025-12-22 | 2025-12-26 | $0.7637 | CD |
| 2025-09-22 | 2025-09-26 | $0.8201 | CD |
| 2025-06-23 | 2025-06-27 | $0.7216 | CD |
Asset Allocation
Top Holdings
top 50 of 511 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| MRNA | Moderna Inc | 0.36% | Equity (US) | US |
| PTC | PTC Inc | 0.30% | Equity (US) | US |
| ILMN | Illumina Inc | 0.27% | Equity (US) | US |
| ACN | Accenture PLC | 0.27% | Equity (Foreign) | IE |
| P | Everpure Inc | 0.27% | Equity (US) | US |
| MTD | Mettler-Toledo International Inc | 0.26% | Equity (US) | US |
| IT | Gartner Inc | 0.26% | Equity (US) | US |
| HAS | Hasbro Inc | 0.25% | Equity (US) | US |
| RVTY | Revvity Inc | 0.25% | Equity (US) | US |
| CRL | Charles River Laboratories International Inc | 0.24% | Equity (US) | US |
| A | Agilent Technologies Inc | 0.24% | Equity (US) | US |
| VEEV | Veeva Systems Inc | 0.24% | Equity (US) | US |
| MAR | Marriott International Inc/MD | 0.24% | Equity (US) | US |
| DDOG | Datadog Inc | 0.24% | Equity (US) | US |
| ISRG | Intuitive Surgical Inc | 0.24% | Equity (US) | US |
| CCL | Carnival Corp Ltd | 0.24% | Equity (US) | US |
| CTSH | Cognizant Technology Solutions Corp | 0.24% | Equity (US) | US |
| PLTR | Palantir Technologies Inc | 0.24% | Equity (US) | US |
| EBAY | eBay Inc | 0.23% | Equity (US) | US |
| ADSK | Autodesk Inc | 0.23% | Equity (US) | US |
| HLT | Hilton Worldwide Holdings Inc | 0.23% | Equity (US) | US |
| NTAP | NetApp Inc | 0.23% | Equity (US) | US |
| MPC | Marathon Petroleum Corp | 0.23% | Equity (US) | US |
| NOW | ServiceNow Inc | 0.23% | Equity (US) | US |
| WST | West Pharmaceutical Services Inc | 0.23% | Equity (US) | US |
| GDDY | GoDaddy Inc | 0.23% | Equity (US) | US |
| TJX | TJX Cos Inc/The | 0.23% | Equity (US) | US |
| CRWD | Crowdstrike Holdings Inc | 0.23% | Equity (US) | US |
| SNPS | Synopsys Inc | 0.23% | Equity (US) | US |
| TMO | Thermo Fisher Scientific Inc | 0.23% | Equity (US) | US |
| FDS | FactSet Research Systems Inc | 0.23% | Equity (US) | US |
| CDNS | Cadence Design Systems Inc | 0.23% | Equity (US) | US |
| BIIB | Biogen Inc | 0.23% | Equity (US) | US |
| DHR | Danaher Corp | 0.23% | Equity (US) | US |
| ABBV | AbbVie Inc | 0.23% | Equity (US) | US |
| MCK | McKesson Corp | 0.22% | Equity (US) | US |
| HST | Host Hotels & Resorts Inc | 0.22% | Equity (US) | US |
| KR | Kroger Co/The | 0.22% | Equity (US) | US |
| ZBRA | Zebra Technologies Corp | 0.22% | Equity (US) | US |
| RL | Ralph Lauren Corp | 0.22% | Equity (US) | US |
| FFIV | F5 Inc | 0.22% | Equity (US) | US |
| LLY | Eli Lilly & Co | 0.22% | Equity (US) | US |
| WAT | Waters Corp | 0.22% | Equity (US) | US |
| VLO | Valero Energy Corp | 0.22% | Equity (US) | US |
| ULTA | Ulta Beauty Inc | 0.22% | Equity (US) | US |
| AMGN | Amgen Inc | 0.22% | Equity (US) | US |
| RMD | ResMed Inc | 0.22% | Equity (US) | US |
| VTRS | Viatris Inc | 0.22% | Equity (US) | US |
| WSM | Williams-Sonoma Inc | 0.22% | Equity (US) | US |
| WMT | Walmart Inc | 0.22% | Equity (US) | US |
Non-Equity Breakdown
Invesco S&P 500 Equal Weight ETF ·
NPORT-P period 2026-04-30
(filed 2026-06-29)
Net assets:
$87.86B
· 508 total positions
· equity 99.51%
· non-equity 4.09%
Non-equity holdings
— 4 positions,
4.09% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 4.09% | $3.59B | 3 |
| Derivative (equity) | 0.01% | $8.7M | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.64% | -4.45% | 7.52% | -0.88% | 3.73% | 2.71% | 1.54% |
| Feb | 4.70% | -1.66% | -4.36% | 2.85% | -0.04% | 2.95% | 0.74% |
| Mar | 3.22% | 4.03% | -1.17% | 3.32% | -2.82% | -6.19% | 0.07% |
| Apr | 3.63% | -6.81% | 0.28% | -4.26% | -2.46% | 5.66% | -0.66% |
| May | 1.31% | 0.73% | -3.72% | 3.19% | 4.45% | 2.96% | 1.49% |
| Jun | -0.59% | -8.90% | 6.38% | -0.38% | 2.93% | 1.70% | 0.19% |
| Jul | 0.59% | 7.34% | 3.25% | 5.31% | -0.13% | 0.69% | 2.84% |
| Aug | 2.53% | -3.30% | -2.81% | 3.64% | 3.89% | 1.05% | 0.83% |
| Sep | -4.16% | -9.65% | -5.88% | 3.20% | 1.37% | -4.40% | -3.25% |
| Oct | 3.90% | 6.67% | -3.04% | -1.08% | -1.16% | 4.41%* | 1.62% |
| Nov | -3.41% | 6.38% | 8.81% | 6.36% | 2.17% | -- | 4.06% |
| Dec | 7.30% | -5.22% | 4.83% | -6.37% | 0.70% | -- | 0.25% |
| Total | 20.82% | -15.69% | 9.04% | 15.02% | 13.02% | 11.46% | 8.95% |
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: $212.39
SMA 50: $215.48
SMA 200: $207.17
Current: $218.22
EMA 12: $214.47
EMA 26: $213.83
MACD: 0.6398 | Signal: 0.8740
BEARISH
ADX (14): 25.04
TREND
+DI: 32.61
−DI: 16.50
Momentum Oscillators
RSI (14): 64.07
NEUTRAL
Stoch %K: 96.62
Stoch %D: 87.57
Williams %R: -0.69
Volume & Volatility
BB Upper: $217.62
BB Lower: $207.17
OVERBOUGHT
OBV: 139,886,281
Vol SMA 20: 8,669,082
Vol ROC: 7.93%
ATR: $2.01
True Range: $2.59
HV 20: 9.8%
HV 30: 9.6%
HV 60: 9.9%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
BULLISH (Confidence Level: 7/10)
Key drivers:
- Technical indicators, such as MACD and RSI, are bullish
- Recent news headlines have been positive, driving price up
Primary risks:
- Volatility has decreased, making the stock less attractive to some investors
- Options market sentiment is bearish, suggesting potential for a pullback
Investment thesis: RSP is a buy opportunity due to its strong technical indicators and positive recent news. However, it's essential to consider the decreasing volatility and options market sentiment.
Recent news sentiment impact: The recent positive headlines have contributed significantly to RSP's upward movement.
Technical Analysis
Trend direction:
- Short-term (1-4 weeks): Bullish
- Medium-term (1-3 months): Bullish
- Long-term (3-12 months): Neutral
Support/resistance levels:
- Lower: $210.13 (Bollinger Band)
- Middle: $215.36 (SMA 50)
- Upper: $220.58 (Upper Bollinger Band)
Momentum signals:
- RSI interpretation: Neutral (64.86%)
- MACD signal: Bullish (1.99 / Signal: 0.41)
- Bollinger Bands position: Squeeze
Volume analysis:
- Volume SMA 20: 8391602.00
- On-Balance Volume (OBV): 120877396.65
- Volume Rate of Change: -14.52%
News & Sentiment Analysis
Recent headlines summary: The news headlines are primarily positive, with several articles highlighting RSP's strong performance.
Sentiment assessment: Positive
Catalyst identification: No specific catalysts identified, but the overall market sentiment remains bullish.
Market narrative: The technical indicators and recent news headlines align to support a bullish market narrative.
Risk & Volatility Assessment
Risk assessment:
- Beta: 0.70 (Low)
- Historical volatility: HV20 10.9%, HV30 10.8%, HV60 11.3% (Moderate)
Volatility regime: Current volatility is relatively low compared to historical levels.
Options market signals:
- IV rank: 65.4% (Medium)
- Put/call ratios: Bearish
Downside protection: Support levels and risk management considerations are crucial in this market environment.
Market Context & Positioning
Market context:
- Sector performance: Neutral
- Institutional activity: Moderate volume suggests institutional interest is present
Positioning:
- Relative strength vs sector/market: Strong
- Correlation analysis: Low correlation with the broader market (R-squared interpretation)
- Relative valuation: RSP appears undervalued compared to its peers
Key Levels & Action Items
Critical price levels:
- Support/resistance at $210.13, $215.36, and $220.58
Breakout/breakdown levels: No specific levels identified due to the strong technical indicators.
Time-sensitive catalysts: No specific earnings dates or product launches identified.
Risk management: Stop-loss levels and position sizing considerations are crucial in this market environment.
This comprehensive analysis provides an objective assessment of RSP's current situation, highlighting both bullish and bearish factors. It emphasizes the importance of considering recent news headlines, technical indicators, and options market signals when making investment decisions.
Generated
News
All RSP news →
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Showing 1–10 of 50
Page 1 of 5
RSP Options Activity & IV Rank
RSP IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 14.0%
7-DTE IV: 14.8%
Expected Move: $6.97
7-DTE Move: $4.07
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 737
Put Volume: 2,688
P/C Volume: 3.647
BEARISH
Call OI: 11,603
Put OI: 18,121
P/C OI: 1.562
Total OI: 29,724
ATM Options Pricing
ATM Call: $4.20
ATM Put: $2.77
Call %: 1.9%
Put %: 1.3%
Chain Summary
Chain Volume: 31,450
Chain OI: 286,934
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
Estimated net dealer gamma is at the 70th percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
70%
vs own history
GEX tilt
+0.22
OI-weighted, today
Vanna tilt
+0.73
δ-sensitivity to IV
Charm tilt
-0.36
δ-decay vs time
Vanna tilt +0.73: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.36: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 148 ATM contracts, 161k 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
37%
+6.1
pts
EXTREME
as of Oct 22 · ATM 13.8% / Wing 19.8%
30 DTE / 10d
92%
+14.9
pts
EXTREME
as of Oct 22 · ATM 14.0% / Wing 28.9%
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)62.9MediumOct 22
IV Rank (30 DTE)54.1MediumOct 22
Straddle Price (30 DTE)$6.97Oct 22
Beta Analysis
Risk Metrics
Beta: 0.6710
Alpha: 5.04%
Correlation: 0.7476
R-Squared: 55.9%
Stock Volatility: 11.4%
Market Volatility: 12.7%
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
RSP 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.
33 filers$2.88B notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Barclays PLC Custodian | $1.37B | 47.56% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $356.41M | 12.38% | 2026-06-30 |
| 3 | Susquehanna International Group, LLP Custodian | $341.54M | 11.86% | 2026-06-30 |
| 4 | Jane Street Group, LLC Custodian | $218.90M | 7.60% | 2026-06-30 |
| 5 | Duquesne Family Office LLC | $174.68M | 6.07% | 2026-06-30 |
| 6 | BNP Paribas Financial Markets Custodian | $85.11M | 2.96% | 2026-06-30 |
| 7 | Goldman Sachs Group Inc Custodian | $68.09M | 2.36% | 2026-06-30 |
| 8 | NOMURA HOLDINGS INC | $47.87M | 1.66% | 2026-06-30 |
| 9 | Balyasny Asset Management L.P. | $42.55M | 1.48% | 2026-06-30 |
| 10 | Wells Fargo & Company Custodian | $42.53M | 1.48% | 2026-06-30 |
| 11 | Jefferies Financial Group Inc. | $28.75M | 1.00% | 2026-06-30 |
| 12 | Point72 Asset Management, L.P. | $21.81M | 0.76% | 2026-06-30 |
| 13 | BlackRock, Inc. Custodian | $20.62M | 0.72% | 2026-06-30 |
| 14 | OLD MISSION CAPITAL LLC | $16.44M | 0.57% | 2026-06-30 |
| 15 | Millennium Management LLC Custodian | $16.17M | 0.56% | 2026-06-30 |
| 16 | Cubist Systematic Strategies, LLC | $6.15M | 0.21% | 2025-09-30 |
| 17 | Bank of Montreal Custodian | $4.26M | 0.15% | 2026-06-30 |
| 18 | Ursa Fund Management, LLC | $4.26M | 0.15% | 2026-06-30 |
| 19 | CAPITAL FUND MANAGEMENT S.A. | $3.53M | 0.12% | 2026-06-30 |
| 20 | CenterStar Asset Management, LLC | $3.12M | 0.11% | 2026-09-30 |
| 21 | Galaxy Group Investments LLC | $2.87M | 0.10% | 2025-12-31 |
| 22 | Royal Bank of Canada Custodian | $1.60M | 0.06% | 2026-06-30 |
| 23 | Parallax Volatility Advisers, L.P. | $1.11M | 0.04% | 2026-06-30 |
| 24 | UBS Group AG Custodian | $426.39K | 0.01% | 2026-06-30 |
| 25 | WEALTH ENHANCEMENT ADVISORY SERVICES, LLC | $275.43K | <0.01% | 2026-09-30 |
33 filers$3.40B notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Barclays PLC Custodian | $1.36B | 40.08% | 2026-06-30 |
| 2 | Susquehanna International Group, LLP Custodian | $706.33M | 20.78% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $355.24M | 10.45% | 2026-06-30 |
| 4 | Bayview Asset Management, LLC | $217.34M | 6.39% | 2026-06-30 |
| 5 | Jane Street Group, LLC Custodian | $146.81M | 4.32% | 2026-06-30 |
| 6 | Goldman Sachs Group Inc Custodian | $97.87M | 2.88% | 2026-06-30 |
| 7 | Elliott Investment Management L.P. | $84.04M | 2.47% | 2026-06-30 |
| 8 | BNP Paribas Financial Markets Custodian | $81.92M | 2.41% | 2026-06-30 |
| 9 | Citigroup Inc. Custodian | $63.83M | 1.88% | 2026-06-30 |
| 10 | Millennium Management LLC Custodian | $53.32M | 1.57% | 2026-06-30 |
| 11 | UBS Group AG Custodian | $42.55M | 1.25% | 2026-06-30 |
| 12 | Wells Fargo & Company Custodian | $42.53M | 1.25% | 2026-06-30 |
| 13 | TORONTO DOMINION BANK | $31.93M | 0.94% | 2026-06-30 |
| 14 | Point72 Asset Management, L.P. | $23.87M | 0.70% | 2026-06-30 |
| 15 | Parallax Volatility Advisers, L.P. | $22.45M | 0.66% | 2026-06-30 |
| 16 | Bank of Montreal Custodian | $12.77M | 0.38% | 2026-06-30 |
| 17 | Cubist Systematic Strategies, LLC | $12.69M | 0.37% | 2025-09-30 |
| 18 | NOMURA HOLDINGS INC | $8.51M | 0.25% | 2026-06-30 |
| 19 | CAPITAL FUND MANAGEMENT S.A. | $7.51M | 0.22% | 2026-06-30 |
| 20 | HBK INVESTMENTS L P | $6.26M | 0.18% | 2026-06-30 |
| 21 | BANK OF NOVA SCOTIA | $4.79M | 0.14% | 2026-06-30 |
| 22 | SIG BROKERAGE, LP | $4.68M | 0.14% | 2026-06-30 |
| 23 | OLD MISSION CAPITAL LLC | $2.53M | 0.07% | 2026-06-30 |
| 24 | Jefferies Financial Group Inc. | $2.36M | 0.07% | 2026-06-30 |
| 25 | Royal Bank of Canada Custodian | $1.60M | 0.05% | 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
28.11M
SI % of Float
6.08%
Days to Cover
4.25
Short Vol Ratio
38.2%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|