Zacks Investment ResearchT3·11h ago
RSPD Invesco S&P 500 Equal Weight Consumer Discretionary ETF
ETF 55.27 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.
RSPD
$55.27
—
Key stats
$55.27
After hours
$55.27
+0.00%
- 52-Week Range
- $50.97 – $60.34
- YTD
- -3.63%
- IV Rank (30D)
- 26.62
- Straddle Price
- $1.55
- P/C Vol Ratio
- 0.40
- Open
- $53.99
- Day Range
- $53.99 – $55.27
- Volume
- 184,518
- Prev Close
- $54.34
About
Invesco S&P 500 Equal Weight Consumer Discretionary ETF (RSPD) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2006-11-01
- 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
- 0.40% prospectus, filed Aug 27, 2025
- Assets
- $386M shares × price, Oct 21, 2026
- Trailing yield
- 0.94% paid quarterly
- Average daily volume
- $21M 30 sessions
- Holdings
- 49 top 10 are 24.1%
- Listed
- Nov 1, 2006 NYSE Arca
- Tracking difference
- -0.45 pts vs index, after fees, FY 2026
Cost44
Liquidity78
Scale59
Diversification74
Moves with. US large-cap stocks (54% of its variance, beta 1.37); Small caps over large (6% of its variance, beta 0.25); Long Treasuries (5% of its variance, beta 0.23). These factors explain 63% of its daily moves over the last year.
Stated objective. The Invesco S&P 500 Equal Weight Consumer Discretionary ETF (the Fund) seeks to track the investment results (before fees and expenses) of the S&P 500 Equal Weight Consumer Discretionary Index (the Underlying Index). (from the fund's prospectus)
All 49 holdingsFlow historySimilar fundsOverlap toolAll Consumer Discretionary ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$17M latest reported month
- Latest 3 months
- +$44M +13.4% of assets
- Latest 12 months
- +$122M +37.2% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$17M |
| Jun 2026 | +$29M |
| May 2026 | −$2.3M |
| Apr 2026 | +$671K |
| Mar 2026 | +$2.4M |
| Feb 2026 | +$67M |
| Jan 2026 | −$8.3M |
| Dec 2025 | +$12M |
| Nov 2025 | −$6.2M |
| Oct 2025 | −$6.2M |
| Sep 2025 | +$11M |
| Aug 2025 | +$6.9M |
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 | |
|---|---|---|---|---|---|
| XLYState Street Consumer Discretionary Select Sector SPDR ETF | 53% | 0.08% | $22.0B | −2.2% | compare |
| WANTDirexion Daily Consumer Discretionary Bull 3X ETF | 41% | — | $19M | −23.4% | compare |
| UCCProShares Ultra Consumer Discretionary | 40% | 0.95% | $8.8M | −13.0% | compare |
| IYCiShares U.S. Consumer Discretionary ETF | 40% | 0.37% | $1.2B | −3.7% | compare |
| FDISFidelity MSCI Consumer Discretionary Index ETF | 40% | 0.08% | $1.6B | −1.0% | 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
- +3.7% 31% under, 31% over · 98% covered
- Price / earnings
- 21.9 2% loss-making · 98% covered
- Price / book · sales
- 3.9 · 1.4 revenue growth +3.4%
- Above 200-day average
- 42% 54% above 50-day · by weight
- Short interest
- 5.5% of float, weighted · 3.4 days to cover
- Insider buying
- 8% of weight had net insider buying, 90 days; 49% net selling
- 13F holders
- +1.4% change in shares held by institutions, latest quarter
- Reporting earnings
- 35.2% of weight in 7 days; 58.7% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.65%
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 | CVNACarvana Co. | 1.77% | 2.67% | +50.0% |
| Increase | LVSLas Vegas Sands Corp. | 1.64% | 2.08% | +20.5% |
| Increase | WYNNWynn Resorts, Ltd. | 1.79% | 2.24% | +22.7% |
| Increase | NKENIKE, Inc. | 1.94% | 1.67% | +17.3% |
| Increase | EXPEExpedia Group, Inc. | 1.99% | 2.25% | +18.1% |
| Decrease | GRMNGarmin Ltd. | 1.98% | 2.22% | −11.6% |
| Decrease | DRIDarden Restaurants, Inc. | 2.29% | 2.06% | −12.6% |
| Increase | BBYBest Buy Co., Inc. | 1.81% | 2.00% | +16.6% |
| Increase | DASHDoorDash, Inc. | 1.91% | 2.08% | +29.1% |
| Increase | LULULululemon Athletica Inc. | 1.92% | 1.77% | +14.4% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.8%. 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 76%
- Created · redeemed
- $147M · $81M over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 10,000 shares
- Securities lending
- 2.37% of assets on loan on average; earned 0.5 bp
- Return vs index
- -0.45 pts after fees; -0.05 before; daily s.d. 0.14
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
50
AUM
$245.7M
Provider
Invesco
Inception
2006-11-01
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.40%
Dividend Yield
0.94%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-21 | 2026-09-25 | $0.1316 | CD |
| 2026-06-22 | 2026-06-26 | $0.1398 | CD |
| 2026-03-23 | 2026-03-27 | $0.1228 | CD |
| 2025-12-22 | 2025-12-26 | $0.1169 | CD |
| 2025-09-22 | 2025-09-26 | $0.1128 | CD |
| 2025-06-23 | 2025-06-27 | $0.2073 | CD |
Asset Allocation
Top Holdings
top 49 of 50 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| HAS | Hasbro Inc | 2.56% | Equity (US) | US |
| MAR | Marriott International Inc/MD | 2.49% | Equity (US) | US |
| CCL | Carnival Corp Ltd | 2.48% | Equity (US) | US |
| EBAY | eBay Inc | 2.44% | Equity (US) | US |
| HLT | Hilton Worldwide Holdings Inc | 2.44% | Equity (US) | US |
| TJX | TJX Cos Inc/The | 2.42% | Equity (US) | US |
| RL | Ralph Lauren Corp | 2.35% | Equity (US) | US |
| WSM | Williams-Sonoma Inc | 2.33% | Equity (US) | US |
| ULTA | Ulta Beauty Inc | 2.32% | Equity (US) | US |
| RCL | Royal Caribbean Cruises Ltd | 2.30% | Equity (US) | US |
| EXPE | Expedia Group Inc | 2.29% | Equity (US) | US |
| DECK | Deckers Outdoor Corp | 2.27% | Equity (US) | US |
| AZO | AutoZone Inc | 2.26% | Equity (US) | US |
| GRMN | Garmin Ltd | 2.22% | Equity (Foreign) | CH |
| BBY | Best Buy Co Inc | 2.22% | Equity (US) | US |
| NCLH | Norwegian Cruise Line Holdings Ltd | 2.19% | Equity (US) | US |
| ROST | Ross Stores Inc | 2.19% | Equity (US) | US |
| DRI | Darden Restaurants Inc | 2.19% | Equity (US) | US |
| ORLY | O'Reilly Automotive Inc | 2.18% | Equity (US) | US |
| YUM | Yum! Brands Inc | 2.17% | Equity (US) | US |
| ABNB | Airbnb Inc | 2.17% | Equity (US) | US |
| AMZN | Amazon.com Inc | 2.17% | Equity (US) | US |
| TPR | Tapestry Inc | 2.15% | Equity (US) | US |
| TSLA | Tesla Inc | 2.12% | Equity (US) | US |
| NKE | NIKE Inc | 2.11% | Equity (US) | US |
| HD | Home Depot Inc/The | 2.11% | Equity (US) | US |
| APTV | Aptiv PLC | 2.11% | Equity (Foreign) | IE |
| DHI | DR Horton Inc | 2.10% | Equity (US) | US |
| LULU | Lululemon Athletica Inc | 2.08% | Equity (US) | US |
| LOW | Lowe's Cos Inc | 2.08% | Equity (US) | US |
| SBUX | Starbucks Corp | 2.07% | Equity (US) | US |
| DPZ | Domino's Pizza Inc | 2.05% | Equity (US) | US |
| LEN | Lennar Corp | 2.05% | Equity (US) | US |
| MCD | McDonald's Corp | 2.02% | Equity (US) | US |
| DASH | DoorDash Inc | 2.02% | Equity (US) | US |
| TSCO | Tractor Supply Co | 2.02% | Equity (US) | US |
| PHM | PulteGroup Inc | 2.00% | Equity (US) | US |
| NVR | NVR Inc | 2.00% | Equity (US) | US |
| BKNG | Booking Holdings Inc | 1.97% | Equity (US) | US |
| GM | General Motors Co | 1.92% | Equity (US) | US |
| GPC | Genuine Parts Co | 1.90% | Equity (US) | US |
| F | Ford Motor Co | 1.88% | Equity (US) | US |
| LVS | Las Vegas Sands Corp | 1.83% | Equity (US) | US |
| WYNN | Wynn Resorts Ltd | 1.79% | Equity (US) | US |
| CMG | Chipotle Mexican Grill Inc | 1.71% | Equity (US) | US |
| CVNA | Carvana Co | 1.71% | Equity (US) | US |
| MGM | MGM Resorts International | 1.48% | Equity (US) | US |
| AGPXX | Invesco Government & Agency Portfolio | 0.08% | Cash/Money Market | — |
| — | SECURITIES LENDING - BNYM | 0.00% | Cash/Money Market | — |
Chart
Seasonality
| Month | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|
| Jan | -- | -1.69% | 3.49% | 1.37% | 1.06% |
| Feb | -- | 4.53% | 0.46% | -0.06% | 1.64% |
| Mar | -- | 3.03% | -6.87% | -7.41% | -3.75% |
| Apr | -- | -6.64% | -2.59% | 3.03% | -2.07% |
| May | -- | 2.79% | 5.53% | 0.80% | 3.04% |
| Jun | 6.09% | -0.68% | 2.98% | 1.35% | 2.44% |
| Jul | 2.97% | 3.75% | 0.73% | 1.39% | 2.21% |
| Aug | -4.35% | 3.50% | 7.20% | -2.46% | 0.97% |
| Sep | -7.21% | 6.83% | -1.15% | -6.51% | -2.01% |
| Oct | -6.53% | -1.54% | -4.51% | 6.68%* | -1.48% |
| Nov | 10.29% | 8.15% | 3.02% | -- | 7.15% |
| Dec | 7.09% | -4.25% | 0.74% | -- | 1.19% |
| Total | 7.04% | 18.03% | 8.42% | -2.62% | 7.72% |
* Only 4 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: $52.86
SMA 50: $54.29
SMA 200: $55.72
Current: $55.19
EMA 12: $53.75
EMA 26: $53.52
MACD: 0.2273 | Signal: 0.4140
BEARISH
ADX (14): 26.87
TREND
+DI: 38.28
−DI: 20.31
Momentum Oscillators
RSI (14): 63.78
NEUTRAL
Stoch %K: 90.77
Stoch %D: 83.88
Williams %R: -0.91
Volume & Volatility
BB Upper: $55.02
BB Lower: $50.70
OVERBOUGHT
OBV: -3,184,913
Vol SMA 20: 428,781
Vol ROC: 1.81%
ATR: $0.81
True Range: $1.23
HV 20: 16.2%
HV 30: 16.6%
HV 60: 16.5%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall assessment: NEUTRAL with a confidence level of 6/10.
Key drivers: The stock's price action is driven by its beta, which indicates moderate volatility relative to the market. Recent news headlines have been neutral, focusing on ETF performance and general consumer sentiment.
Primary risks:
- Volatility regime: The stock is currently in a range-bound environment with no clear trend direction.
- Options market signals: IV rank is low, indicating historically low volatility.
- Downside protection: Support levels are present at $55.17 (Bollinger Bands' lower band) and $54.50 (SMA 20).
Investment thesis: RSPD's moderate volatility and neutral news sentiment create a balanced risk-reward scenario. The stock's beta indicates it tends to follow market movements, but its recent performance has been more range-bound. A potential trading opportunity arises when the stock approaches its Bollinger Bands' upper or lower bands.
Recent news sentiment impact: The recent news headlines have had no significant impact on the stock price. Neutral sentiment and general consumer sentiment reports have contributed to the current range-bound environment.
Technical Analysis
Trend Direction: The short-term trend is neutral, with the SMA 20 and EMA 12 indicating a mild uptrend. Medium-term and long-term trends are also neutral, as the SMAs and EMAs have been trading within a relatively narrow range.
Support/Resistance Levels: Key price levels include:
- Upper Bollinger Band: $58.94
- Middle Bollinger Band: $57.05
- Lower Bollinger Band: $55.17
- SMA 20: $57.05
- EMA 12: $56.37
Momentum Signals:
- RSI interpretation: Neutral, with a reading of 41.75.
- MACD signal: Bearish, as the MACD histogram is below zero.
- Bollinger Bands position: Neutral, as the stock price is trading within the bands.
Volume Analysis: Volume has been decreasing over the past few days, indicating a lack of conviction in either direction.
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines have been neutral, focusing on ETF performance and general consumer sentiment. There are no significant catalysts or events that would drive the stock price in the near term.
Sentiment Assessment: The aggregate news sentiment is neutral, with all recent headlines having a neutral sentiment score.
Catalyst Identification: No upcoming earnings dates or regulatory changes have been announced. Product launches or significant company news could potentially impact the stock price.
Market Narrative: The neutral market narrative and lack of significant catalysts contribute to the current range-bound environment.
Risk & Volatility Assessment
Beta Interpretation: The beta is 0.86, indicating moderate volatility relative to the market.
Volatility Regime: The stock is currently in a range-bound environment with no clear trend direction.
Options Market Signals: IV rank is low, indicating historically low volatility. Put/call ratios are neutral, and there is no unusual activity.
Downside Protection: Support levels are present at $55.17 (Bollinger Bands' lower band) and $54.50 (SMA 20).
Market Context & Positioning
Sector Performance: The consumer discretionary sector has been trending upwards, but RSPD's performance has been more range-bound.
Institutional Activity: Volume patterns suggest institutional interest is moderate to low.
Correlation Analysis: The stock's correlation with the market (R-squared interpretation) is 0.59, indicating a relatively high degree of correlation.
Relative Valuation: The stock is positioned within its trading range, making it challenging to determine an absolute valuation.
Key Levels & Action Items
Critical Price Levels: Support levels include $55.17 (Bollinger Bands' lower band) and $54.50 (SMA 20). Resistance levels are at the upper Bollinger Band ($58.94).
Breakout/Breakdown Levels: The stock price needs to break above or below its current range-bound environment to trigger a significant move.
Time-Sensitive Catalysts: No upcoming earnings dates or regulatory changes have been announced.
Risk Management: Set stop-loss levels at $54.50 (SMA 20) and position size considerations should be made based on individual risk tolerance.
By analyzing the data, it is evident that RSPD's moderate volatility and neutral news sentiment create a balanced risk-reward scenario. The stock's beta indicates it tends to follow market movements, but its recent performance has been more range-bound. A potential trading opportunity arises when the stock approaches its Bollinger Bands' upper or lower bands.
Generated
News
All RSPD news →
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Showing 1–10 of 17
Page 1 of 2
RSPD Options Activity & IV Rank
RSPD IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 24.3%
7-DTE IV: —
Expected Move: $1.55
7-DTE Move: $1.55
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 10
Put Volume: 4
P/C Volume: 0.4
BULLISH
Call OI: 8
Put OI: 22
P/C OI: 2.75
Total OI: 30
ATM Options Pricing
ATM Call: $1.55
ATM Put: $0.00
Call %: 2.8%
Put %: 0.0%
Chain Summary
Chain Volume: 73
Chain OI: 339
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
HIGH γ vs HISTORY
Estimated net dealer gamma is at the 92nd percentile of this name's own daily history, near the high end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
92%
vs own history
GEX tilt
-0.91
OI-weighted, today
Vanna tilt
+0.81
δ-sensitivity to IV
Charm tilt
-0.66
δ-decay vs time
Vanna tilt +0.81: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.66: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 4 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 21.5% / 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)26.6MediumOct 22
Straddle Price (30 DTE)$1.55Oct 22
Beta Analysis
Risk Metrics
Beta: 0.8383
Alpha: -13.75%
Correlation: 0.5656
R-Squared: 32.0%
Stock Volatility: 18.9%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Moderate volatility - stock generally follows market
Beta & Alpha Over Time
RSPD 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.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | 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
86.18K
SI % of Float
1.21%
Days to Cover
1.00
Short Vol Ratio
89.7%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
RSPD Constituent Performance
Click any bar to view the full quote for that stock.
RSPD Constituents (47 of 47)
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| HAS | Hasbro Inc | 2.56% | $117.23 | +2.83% | +19.12% | +35.04% |
| MAR | Marriott International Inc/MD | 2.49% | $396.8 | -1.78% | +2.88% | +12.88% |
| CCL | Carnival Corp Ltd | 2.48% | $27.08 | -0.81% | +2.34% | +24.28% |
| EBAY | eBay Inc | 2.44% | $122.04 | -0.70% | -0.71% | +13.18% |
| HLT | Hilton Worldwide Holdings Inc | 2.44% | $358.07 | -1.15% | +4.40% | +14.72% |
| TJX | TJX Cos Inc/The | 2.42% | $147.38 | +1.28% | +1.94% | +11.97% |
| RL | Ralph Lauren Corp | 2.35% | $381.95 | +0.34% | -2.33% | +8.55% |
| WSM | Williams-Sonoma Inc | 2.33% | $260.8 | +2.95% | +3.48% | +14.06% |
| ULTA | Ulta Beauty Inc | 2.32% | $635.01 | +4.62% | +4.23% | +15.71% |
| RCL | Royal Caribbean Cruises Ltd | 2.30% | $286.13 | -0.80% | +2.19% | +19.73% |
| EXPE | Expedia Group Inc | 2.29% | $298.49 | +4.50% | +2.27% | +14.04% |
| DECK | Deckers Outdoor Corp | 2.27% | $85.28 | -0.25% | -1.50% | +8.39% |
| AZO | AutoZone Inc | 2.26% | $3270.7 | +3.61% | +6.90% | +14.29% |
| GRMN | Garmin Ltd | 2.22% | $295.4 | +1.47% | +3.57% | +0.12% |
| BBY | Best Buy Co Inc | 2.22% | $99.83 | +6.07% | +6.01% | +9.70% |
| NCLH | Norwegian Cruise Line Holdings Ltd | 2.19% | $15.54 | -0.32% | +0.97% | +9.51% |
| ROST | Ross Stores Inc | 2.19% | $236.67 | +1.06% | +0.78% | +0.54% |
| DRI | Darden Restaurants Inc | 2.19% | $217.56 | +1.42% | +1.52% | +4.98% |
| ORLY | O'Reilly Automotive Inc | 2.18% | $92 | +3.14% | +3.95% | +6.68% |
| YUM | Yum! Brands Inc | 2.17% | $154.45 | +2.12% | +2.40% | +12.46% |
| ABNB | Airbnb Inc | 2.17% | $175.76 | +1.19% | +0.85% | +16.10% |
| AMZN | Amazon.com Inc | 2.17% | $250.38 | -4.57% | -1.72% | +0.40% |
| TPR | Tapestry Inc | 2.15% | $113.92 | -1.08% | -4.87% | +1.61% |
| TSLA | Tesla Inc | 2.12% | $374.58 | -3.08% | +3.35% | -0.89% |
| NKE | NIKE Inc | 2.11% | $38.32 | +2.10% | +3.18% | +6.47% |
| HD | Home Depot Inc/The | 2.11% | $327.73 | +4.33% | +6.32% | +12.17% |
| APTV | Aptiv PLC | 2.11% | $43.81 | -1.20% | -3.05% | +0.53% |
| DHI | DR Horton Inc | 2.10% | $147.66 | +6.25% | +5.81% | +5.21% |
| LULU | Lululemon Athletica Inc | 2.08% | $104.06 | +7.80% | +5.02% | +2.38% |
| LOW | Lowe's Cos Inc | 2.08% | $204.37 | +3.97% | +4.42% | +8.42% |
| SBUX | Starbucks Corp | 2.07% | $101.91 | +2.86% | +5.19% | +8.82% |
| DPZ | Domino's Pizza Inc | 2.05% | $317.7 | +2.11% | +4.82% | +8.42% |
| LEN | Lennar Corp | 2.05% | $84.45 | +8.69% | +8.70% | +3.66% |
| MCD | McDonald's Corp | 2.02% | $252.63 | +2.59% | +4.18% | +6.59% |
| DASH | DoorDash Inc | 2.02% | $185.94 | +0.81% | -3.68% | -0.85% |
| TSCO | Tractor Supply Co | 2.02% | $34.73 | +6.24% | +4.08% | +10.46% |
| PHM | PulteGroup Inc | 2.00% | $119.48 | +5.84% | +5.74% | +1.10% |
| NVR | NVR Inc | 2.00% | $6110.63 | +3.57% | +2.86% | -2.00% |
| BKNG | Booking Holdings Inc | 1.97% | $161.1 | +1.72% | -2.83% | +2.34% |
| GM | General Motors Co | 1.92% | $77.21 | +1.45% | -7.71% | -4.17% |
| GPC | Genuine Parts Co | 1.90% | $127.97 | +2.56% | -4.15% | -1.00% |
| F | Ford Motor Co | 1.88% | $11.94 | +0.34% | -3.01% | -5.24% |
| LVS | Las Vegas Sands Corp | 1.83% | $36.53 | -2.61% | -4.67% | -5.49% |
| WYNN | Wynn Resorts Ltd | 1.79% | $75.13 | -0.83% | -2.39% | -6.31% |
| CMG | Chipotle Mexican Grill Inc | 1.71% | $28.14 | +0.07% | -7.98% | -12.09% |
| CVNA | Carvana Co | 1.71% | $58.72 | -0.79% | -3.13% | -8.51% |
| MGM | MGM Resorts International | 1.48% | $29.5 | +2.18% | +0.07% | -12.44% |