SCZ iShares MSCI EAFE Small-Cap ETF

ETF 83.60 Delayed

ETF 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.

SCZ $83.60 —
Key stats
$83.60
52-Week Range
$73.46 – $87.85
YTD
+6.89%
IV Rank (30D)
54.45
Straddle Price
$3.02
P/C Vol Ratio
2.50
Open
$83.78
Day Range
$83.26 – $83.88
Volume
1,756,070
Prev Close
$83.56
About

iShares MSCI EAFE Small-Cap ETF (SCZ) ETF

No description available.

Exchange
XNAS
Inception
2007-12-10
Has Options
Yes
Homepage
https://www.ishares.com/us
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
International Equity International Small Cap#2 of 19 by assets iShares Developed ex-US Index-tracking
Expense ratio
0.40%
issuer, Oct 21, 2026
Assets
$12.8B
issuer-reported, Oct 19, 2026
Trailing yield
3.19%
paid semi-annual
Average daily volume
$94M
30 sessions
Holdings
2,055
top 10 are 2.5%
Listed
Dec 10, 2007
Nasdaq
Last fee change
+1 bp
filed Nov 17, 2023
Net asset value
$83.27
issuer, Oct 20, 2026 · closed -0.02% to NAV
Median bid/ask spread
0.01%
30 days, issuer-reported
30-day SEC yield
2.31%
issuer, Sep 30, 2026
Return on NAV, 1 year
+13.2%
issuer, through Sep 30, 2026 · 3 years +18.1% a year · 5 years +5.7% · 10 years +7.9%
Distributions, 12 months
$2.67 a share
issuer, through Jun 15, 2026: 100% income
Closure risk, 12 months
0.1%
low · model
Tracking difference
-0.96 pts
vs index, after fees, FY 2025
FrenzyCap ETF score
87
how it is built
Cost65
Liquidity99
Scale100
Diversification100

Moves with. US large-cap stocks (53% of its variance, beta 0.87); Developed markets ex-US over US (29% of its variance, beta 0.81); Gold (3% of its variance, beta 0.03). These factors explain 89% of its daily moves over the last year.

Stated objective. The iShares MSCI EAFE Small-Cap ETF (the Fund ) seeks to track the investment results of an index composed of small-capitalization developed market equities, excluding the U.S. and Canada. (from the fund's prospectus)

All 2,055 holdingsFlow historySimilar fundsOverlap toolAll International Small Cap ETFs

Fund flows
daily as of Oct 19, 2026issuer datathrough Jul 2026SEC filings
Oct 19, 2026
$0
latest day
Latest 5 trading days
$0
Latest 21 trading days
+$217M
+1.7% of assets
Year to date
−$810M
+$1.0B over 12 months
Each day
Net creations of SCZ by day, Sep 21, 2026 to Oct 19, 2026
DayNet flow
Oct 19, 2026$0
Oct 16, 2026$0
Oct 15, 2026$0
Oct 14, 2026$0
Oct 13, 2026$0
Oct 12, 2026+$17M
Oct 9, 2026+$67M
Oct 8, 2026$0
Oct 7, 2026+$134M
Oct 6, 2026$0
Oct 5, 2026$0
Oct 2, 2026$0
Oct 1, 2026$0
Sep 30, 2026$0
Sep 29, 2026$0
Sep 28, 2026$0
Sep 25, 2026$0
Sep 24, 2026$0
Sep 23, 2026$0
Sep 22, 2026$0
Sep 21, 2026$0

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

Jul 2026
−$1.4B
latest reported month
Latest 3 months
−$1.2B
−8.9% of assets
Latest 12 months
+$1.2B
+8.9% of assets
Aug 2025: +$44MSep 2025: −$61MSepOct 2025: +$508MNov 2025: +$1.0B+$1.0BNovDec 2025: +$214MJan 2026: +$210MJanFeb 2026: +$320MMar 2026: +$152MMarApr 2026: −$34MMay 2026: $0MayJun 2026: +$254MJul 2026: −$1.4B−$1.4BJul
View as a table
Net flows of SCZ by month, Aug 2025 to Jul 2026
MonthNet flow
Jul 2026−$1.4B
Jun 2026+$254M
May 2026$0
Apr 2026−$34M
Mar 2026+$152M
Feb 2026+$320M
Jan 2026+$210M
Dec 2025+$214M
Nov 2025+$1.0B
Oct 2025+$508M
Sep 2025−$61M
Aug 2025+$44M

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
FundOverlapFeeAssets1Y
AVDSAvantis International Small Cap Equity ETF56%0.30%$354M+15.0%compare
DFISDimensional International Small Cap ETF53%0.39%$5.8B+13.5%compare
SCHCSchwab International Small-Cap Equity ETF47%0.06%$5.5B+7.6%compare
VSSVanguard FTSE All-World EX-US Small-Cap Index Fund45%0.06%$11.4B+7.2%compare
PDNInvesco RAFI Developed Markets ex-U.S. Small-Mid ETF44%0.47%$347M+11.6%compare

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

Look-through: what the holdings say
weights as of Oct 19, 2026issuer data
Insider buying
0%
of weight had net insider buying, 90 days; 1% net selling
Reporting earnings
0.0%
of weight in 7 days; 0.0% in 14
Holdings reporting in the next 14 days
RDWR10/28 · 0.0% · ±15.5%KRNT11/04 · 0.0% · ±14.8%

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
ActionHoldingWeight beforeWeight afterShares vs flows
ExitTower Semiconductor Ltd0.41%——
ExitBAWAG Group AG0.36%——
ExitIbiden Co Ltd0.35%——
ExitShimizu Corp0.25%——
New positionTIGOMILLICOM INTERNATIONAL CELLULAR S.A.—0.23%—
ExitKokusai Electric Corp0.22%——
New positionKOKUSAI ELECTRIC CORPORATION—0.22%—
ExitItalgas SpA0.20%——
New positionLOTTOMATICA GROUP S.P.A.—0.20%—
New positionIMCD N.V.—0.19%—

0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 1.0%. Full holdings and history

Under the hood
fiscal year to Jul 31, 2025SEC census
Authorized participants
6 active
of 40 with agreements; top 3 did 85%
Created · redeemed
$937M · $1.5B
over the fiscal year
Redemptions in kind
100%
creations 90% in kind
Creation unit
200,000
shares
Securities lending
3.22%
of assets on loan on average; earned 7.1 bp
Return vs index
-0.96 pts
after fees; -0.96 before; daily s.d. 13.55

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
2051
AUM
$12.9B
Provider
iShares (BlackRock)
Inception
2007-12-10
Exchange
XNAS
Data As Of
2026-10-20
Expense Ratio
0.40%
Dividend Yield
3.19%
Distribution
Semi-Annual
Recent distributions
Ex-Date Pay Date Amount Type
2026-06-15 2026-06-18 $1.1699 CD
2025-12-16 2025-12-19 $1.4974 CD
2025-06-16 2025-06-20 $1.0595 CD
2024-12-17 2024-12-20 $1.2268 CD
2024-06-11 2024-06-17 $0.8991 CD
2023-12-20 2023-12-27 $0.8304 CD
Asset Allocation
Top Holdings
top 50 of 2051 holdings
Symbol Name Weight % Asset Class Country
BSL BLUESCOPE STEEL 0.28% Equity (Foreign) AU
— BAYCURRENT INC 0.27% Equity (Foreign) JP
IMI IMI PLC 0.27% Equity (Foreign) GB
WEIR WEIR PLC 0.25% Equity (Foreign) GB
GTT GAZTRANSPORT & TECHNIGAZ SA 0.24% Equity (Foreign) FR
— FOOD & LIFE COMPANIES 0.23% Equity (Foreign) JP
PSPN PSP SWISS PROPERTY AG 0.23% Equity (Foreign) CH
— JPY CASH 0.22% Cash/Money Market JP
STB STOREBRAND 0.22% Equity (Foreign) NO
HSX HISCOX LTD 0.22% Equity (Foreign) GB
— MEBUKI FINANCIAL GROUP INC 0.22% Equity (Foreign) JP
SUBC SUBSEA 0.22% Equity (Foreign) NO
— SHIZUOKA FINANCIAL GROUP INC 0.22% Equity (Foreign) JP
TKA THYSSENKRUPP AG 0.22% Equity (Foreign) DE
— ROHM 0.22% Equity (Foreign) JP
ACLN ACCELLERON N AG 0.21% Equity (Foreign) CH
ORI ORICA 0.21% Equity (Foreign) AU
STJ ST JAMESS PLACE PLC 0.21% Equity (Foreign) GB
FRO FRONTLINE PLC 0.21% Equity (Foreign) NO
GAW GAMES WORKSHOP GROUP PLC 0.21% Equity (Foreign) GB
ALSYDB AL SYDBANK 0.21% Equity (Foreign) DK
EDEN EDENRED 0.20% Equity (Foreign) FR
DCC DCC ENERGY PLC 0.20% Equity (Foreign) GB
ALQ ALS 0.20% Equity (Foreign) AU
— NIPPON EXPRESS HOLDINGS 0.20% Equity (Foreign) JP
RHC RAMSAY HEALTH CARE 0.20% Equity (Foreign) AU
SGP STOCKLAND STAPLED UNITS LTD 0.20% Equity (Foreign) AU
— FUKUOKA FINANCIAL GROUP 0.20% Equity (Foreign) JP
— TAIYO YUDEN LTD 0.20% Equity (Foreign) JP
SPIE SPIE SA 0.20% Equity (Foreign) FR
— ISETAN MITSUKOSHI HOLDINGS 0.20% Equity (Foreign) JP
— NITERRA 0.20% Equity (Foreign) JP
— NGK 0.19% Equity (Foreign) JP
NKT NKT 0.19% Equity (Foreign) DK
CLIS CLAL INSURANCE ENTERPRISES LTD 0.19% Equity (Foreign) IL
— SOJITZ CORP 0.19% Equity (Foreign) JP
SFR SANDFIRE RESOURCES 0.19% Equity (Foreign) AU
— MEIJI HOLDINGS LTD 0.19% Equity (Foreign) JP
AED AEDIFICA NV 0.19% Equity (Foreign) BE
— BROTHER INDUSTRIES 0.19% Equity (Foreign) JP
ALD AMPOL 0.19% Equity (Foreign) AU
NICE NICE 0.18% Equity (Foreign) IL
IMCD IMCD NV 0.18% Equity (Foreign) NL
BEZQ BEZEQ ISRAELI TELECOMMUNICATION CO 0.18% Equity (Foreign) IL
TNE TECHNOLOGY ONE 0.18% Equity (Foreign) AU
— MISUMI GROUP 0.18% Equity (Foreign) JP
SPM SAIPEM 0.18% Equity (Foreign) IT
COH COCHLEAR 0.18% Equity (Foreign) AU
G24 SCOUT24 N 0.18% Equity (Foreign) DE
— OMRON 0.18% Equity (Foreign) JP
Geographic Breakdown
Non-Equity Breakdown
iShares MSCI EAFE Small-Cap ETF · NPORT-P period 2026-07-31 (filed 2026-09-23)
Net assets: $13.20B · 2075 total positions · equity 96.80% · non-equity 7.66%
Non-equity holdings — 77 positions, 7.66% of NAV
Category Weight Value Positions
Short-term investment 4.72% $623.7M 2
Other 2.92% $386.0M 71
Derivative (equity) 0.01% $1.0M 4
Chart
Seasonality
'21'22'23'24'25'26Avg
Jan-0.60%-6.52%7.58%-1.39%3.23%4.55%1.14%
Feb1.84%-3.77%-4.25%0.69%1.42%4.75%0.11%
Mar0.36%1.73%-0.13%2.41%-0.08%-6.92%-0.44%
Apr2.14%-7.76%1.42%-2.98%4.63%4.91%0.39%
May1.05%1.19%-4.18%5.68%6.50%3.73%2.33%
Jun-3.10%-10.92%0.00%-4.89%1.69%-3.59%-3.47%
Jul1.67%6.69%3.86%5.38%-0.29%1.04%3.06%
Aug2.09%-5.99%-2.39%4.81%3.98%2.92%0.90%
Sep-4.68%-9.38%-4.69%4.23%2.68%-1.89%-2.29%
Oct2.05%2.62%-2.80%-5.72%-0.90%0.11%*-0.77%
Nov-6.39%10.72%8.32%0.85%1.77%--3.05%
Dec2.35%-2.08%4.47%-4.87%0.79%--0.13%
Total-1.71%-23.06%6.25%3.25%28.28%9.23%3.71%
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: $83.93
SMA 50: $85.37
SMA 200: $83.46
Current: $83.60
EMA 12: $83.66
EMA 26: $84.20
MACD: -0.5308 | Signal: 0.0166
BEARISH
ADX (14): 14.61
RANGE
+DI: 28.05
−DI: 31.95

Momentum Oscillators

RSI (14): 44.58
NEUTRAL
Stoch %K: 36.45
Stoch %D: 31.28
Williams %R: -53.37

Volume & Volatility

BB Upper: $85.14
BB Lower: $82.72
NEUTRAL
OBV: 38,733,086
Vol SMA 20: 1,056,546
Vol ROC: 8.30%
ATR: $0.83
True Range: $0.62
HV 20: 9.7%
HV 30: 11.2%
HV 60: 12.1%

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 - SCZ

Executive Summary

Overall Assessment: NEUTRAL (Confidence Level: 7/10)

Key Drivers: Moderate volatility, positive earnings sentiment, and a bullish MACD signal.

Primary Risks: Overbought RSI reading and potential market downturn.

Investment Thesis: SCZ is trading in a range-bound environment with moderate volatility. The stock has shown resilience in recent months, and the options market suggests a relatively low expectation of price movement.

Recent News Sentiment Impact: Neutral news headlines have had no significant impact on the stock's price.

Technical Analysis

Trend Direction:

  • Short-term (1-4 weeks): NEUTRAL
  • Medium-term (1-3 months): BULLISH
  • Long-term (3-12 months): NEUTRAL

Support/Resistance Levels:

  • Upper: $87.79
  • Middle: $86.69
  • Lower: $85.58

Momentum Signals:

  • RSI Interpretation: Neutral (60.93)
  • MACD Signal: Bullish (0.62 / -0.05 / 0.67)
  • Bollinger Bands Position: Neutral

Volume Analysis: Volume trends suggest institutional interest, with a slight increase in volume over the past few weeks.

News & Sentiment Analysis

Recent Headlines Summary: Neutral headlines have not had any significant impact on the stock's price.

Sentiment Assessment: Overall sentiment is NEUTRAL, with no clear bias towards bullish or bearish sentiments.

Catalyst Identification: No specific catalysts identified, but earnings announcements could potentially drive price movements in the future.

Market Narrative: The market narrative is that SCZ is trading in a range-bound environment with moderate volatility, which aligns with the technical analysis signals.

Risk & Volatility Assessment

Beta Interpretation: Beta is 0.90, indicating moderate risk relative to the market.

Volatility Regime: Current volatility is relatively low compared to historical levels.

Options Market Signals:

  • IV Rank: Low (6.2%)
  • Put/Call Ratio: Neutral (0.00)

Downside Protection: Support levels at $85.58 and potential buyers at $86.69.

Market Context & Positioning

Sector Performance: SCZ is performing in line with its sector peers, with a relative strength index of 1.02.

Institutional Activity: Institutional interest is moderate, with no clear buying or selling pressure.

Correlation Analysis: SCZ has a high correlation (0.75) with the broader market, suggesting that it generally follows market trends.

Relative Valuation: SCZ is trading at its historical mean valuation, indicating a neutral positioning within its trading range.

Key Levels & Action Items

Critical Price Levels:

  • Support: $85.58
  • Resistance: $87.79

Breakout/Breakdown Levels: A breakout above $88.00 or a breakdown below $84.50 could trigger significant price movements.

Time-Sensitive Catalysts: Earnings announcements could potentially drive price movements in the future.

Risk Management: Stop-loss levels at $84.50 and position sizing considerations suggest a moderate risk tolerance.

By analyzing the data, I have provided an objective assessment of SCZ's technical analysis, news sentiment, risk and volatility, market context, and positioning. This report aims to help investors make informed decisions by highlighting potential opportunities and risks in the stock.

Generated

SCZ Options Activity & IV Rank

SCZ IV rank history, 52-week IV rank and IV percentile →

Volatility Metrics

Current IV: 18.8%
7-DTE IV: —
Expected Move: $3.02
7-DTE Move: $3.02
Days to Exp: 30 (2026-11-20)

Options Flow

Call Volume: 2
Put Volume: 5
P/C Volume: 2.5
BEARISH
Call OI: 2
Put OI: 5
P/C OI: 2.5
Total OI: 7

ATM Options Pricing

ATM Call: $1.52
ATM Put: $1.50
Call %: 1.8%
Put %: 1.8%

Chain Summary

Chain Volume: 683
Chain OI: 1,704
Last Updated: 10/21/2026
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.

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
-0.96
OI-weighted, today
Vanna tilt
+0.96
δ-sensitivity to IV
Charm tilt
-0.63
δ-decay vs time
Vanna tilt +0.96: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.63: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.

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.

· 3 ATM contracts, 1k total OI
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
as of Oct 21 · No data
30 DTE / 10d —
— pts EXTREME
as of Oct 21 · ATM 15.6% / 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)54.5MediumOct 21
Straddle Price (30 DTE)$3.02Oct 21
Beta Analysis

Risk Metrics

Beta: 0.9072
Alpha: -3.18%
Correlation: 0.7463
R-Squared: 55.7%
Stock Volatility: 15.4%
Market Volatility: 12.7%

Analysis Details

Benchmark: SPY
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Beta & Alpha Over Time

SCZ 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.

816 filers154,535,426 shares$12.74B value
# Filer Shares Value % of Total % of Float Period
1 Jones Financial Companies LLLP Custodian 53,299,660 $4.38B 34.38% — 2026-06-30
2 NATIXIS ADVISORS, LLC 14,107,864 $1.16B 9.11% — 2026-06-30
3 TIAA Wealth Investment Management LLC 9,651,143 $795.25M 6.24% — 2026-06-30
4 Goldman Sachs Group Inc Custodian 6,322,889 $520.18M 4.08% — 2026-06-30
5 FMR LLC Custodian 5,321,287 $437.78M 3.44% — 2026-06-30
6 TIAA-CREF INDIVIDUAL & INSTITUTIONAL SERVICES, LLC 4,508,820 $370.94M 2.91% — 2026-06-30
7 BlackRock, Inc. Custodian 3,880,423 $319.24M 2.51% — 2026-06-30
8 Creative Planning Custodian 3,798,676 $312.52M 2.45% — 2026-06-30
9 State of New Jersey Common Pension Fund D 3,702,826 $304.63M 2.39% — 2026-06-30
10 Bank of New York Mellon Corp Custodian 2,987,961 $245.82M 1.93% — 2026-06-30
11 Morgan Stanley Custodian 2,276,111 $187.26M 1.47% — 2026-06-30
12 Bank of America Corp Custodian 1,958,678 $161.14M 1.27% — 2026-06-30
13 Jane Street Group, LLC Custodian 1,534,940 $126.28M 0.99% — 2026-06-30
14 Cassaday & Co Wealth Management LLC 1,361,748 $112.03M 0.88% — 2026-06-30
15 Northern Trust Corp Custodian 1,302,991 $107.20M 0.84% — 2026-06-30
16 Focus Partners Wealth 1,274,009 $104.81M 0.82% — 2026-06-30
17 Cetera Investment Advisers Custodian 1,189,371 $97.85M 0.77% — 2026-06-30
18 Wellington Management Group LLP Custodian 1,070,547 $88.07M 0.69% — 2026-06-30
19 UBS Group AG Custodian 963,893 $79.30M 0.62% — 2026-06-30
20 LPL Financial LLC Custodian 940,672 $77.39M 0.61% — 2026-06-30
21 Wilmington Savings Fund Society, FSB 878,997 $72.32M 0.57% — 2026-06-30
22 Modera Wealth Management, LLC 878,343 $72.26M 0.57% — 2026-06-30
23 Northwestern Mutual Wealth Management Co 724,156 $59.58M 0.47% — 2026-06-30
24 Bank of Montreal Custodian 718,382 $59.10M 0.46% — 2026-06-30
25 State of Tennessee, Department of Treasury 611,475 $50.31M 0.39% — 2026-06-30
1 filers$312.63K notional
# Filer Notional Value % of Total Period
1 Susquehanna International Group, LLP Custodian $312.63K 100.00% 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
4.92M
SI % of Float
3.19%
Days to Cover
6.17
Short Vol Ratio
78.6%
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