Zacks Investment ResearchT3·29mo ago
SMMV iShares MSCI USA Small-Cap Min Vol Factor ETF
ETFETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
SMMV
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Key stats
About
iShares MSCI USA Small-Cap Min Vol Factor ETF (SMMV) ETF
No description available.
- Exchange
- BATS
- Inception
- 2016-09-07
- Has Options
- No
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.20% issuer, Oct 22, 2026
- Assets
- $275M issuer-reported, Oct 20, 2026
- Trailing yield
- 1.59% paid quarterly
- Average daily volume
- $520K 30 sessions
- Holdings
- 362 top 10 are 12.4%
- Listed
- Sep 7, 2016 Cboe BZX
- Net asset value
- $46.15 issuer, Oct 21, 2026 · closed -0.05% to NAV
- Median bid/ask spread
- 0.07% 30 days, issuer-reported
- 30-day SEC yield
- 1.67% issuer, Sep 30, 2026
- Return on NAV, 1 year
- +4.9% issuer, through Sep 30, 2026 · 3 years +12.4% a year · 5 years +5.5% · 10 years +7.9%
- Distributions, 12 months
- $0.74 a share issuer, through Sep 15, 2026: 100% income
- Tracking difference
- -0.15 pts vs index, after fees, FY 2025
Cost78
Liquidity24
Scale53
Diversification100
Moves with. US large-cap stocks (33% of its variance, beta 0.59); Value over growth (15% of its variance, beta 0.38); Small caps over large (13% of its variance, beta 0.23); Long Treasuries (4% of its variance, beta 0.09). These factors explain 68% of its daily moves over the last year.
Stated objective. The iShares MSCI USA Small-Cap Min Vol Factor ETF (the Fund ) seeks to track the investment results of an index composed of small-capitalization U.S. equities that, in the aggregate, have lower volatility characteristics relative to the small-capitalization U.S. equity market. (from the fund's prospectus)
All 362 holdingsFlow historySimilar fundsOverlap toolAll Low Volatility ETFs
Fund flows
daily as of Oct 20, 2026issuer datathrough Jul 2026SEC filings- Oct 20, 2026
- $0 latest day
- Latest 5 trading days
- −$2.3M
- Latest 21 trading days
- −$6.8M −2.5% of assets
- Year to date
- −$39M −$41M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 20, 2026 | $0 |
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | −$2.3M |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | $0 |
| Oct 8, 2026 | $0 |
| Oct 7, 2026 | $0 |
| 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 | −$4.5M |
| Sep 24, 2026 | $0 |
| Sep 23, 2026 | $0 |
| Sep 22, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jul 2026
- −$7.0M latest reported month
- Latest 3 months
- −$7.0M −2.4% of assets
- Latest 12 months
- −$72M −25.0% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | −$7.0M |
| Jun 2026 | $0 |
| May 2026 | $0 |
| Apr 2026 | −$4.4M |
| Mar 2026 | −$2.3M |
| Feb 2026 | −$2.2M |
| Jan 2026 | −$13M |
| Dec 2025 | $0 |
| Nov 2025 | −$2.1M |
| Oct 2025 | −$11M |
| Sep 2025 | −$30M |
| Aug 2025 | −$81K |
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 | |
|---|---|---|---|---|---|
| SIXLETC 6 Meridian Low Beta Equity ETF | 33% | 0.46% | $204M | +7.0% | compare |
| FSMDFidelity Small-Mid Multifactor ETF | 32% | 0.15% | $2.5B | +14.9% | compare |
| HSMVFirst Trust Horizon Managed Volatility Small/Mid ETF | 31% | 0.80% | $5.4M | −0.3% | compare |
| EZMWisdomTree U.S. MidCap Fund | 29% | 0.38% | $918M | +12.8% | compare |
| MSMLiShares MSCI USA Small-Cap ETF | 29% | 0.04% | $274M | — | 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
- +17.0% 56% under, 17% over · 98% covered
- Price / earnings
- 24.8 8% loss-making · 98% covered
- Price / book · sales
- 2.4 · 1.4 revenue growth +8.2%
- Above 200-day average
- 56% 51% above 50-day · by weight
- Short interest
- 7.5% of float, weighted · 5.1 days to cover
- Insider buying
- 6% of weight had net insider buying, 90 days; 49% net selling
- 13F holders
- +1.9% change in shares held by institutions, latest quarter
- Reporting earnings
- 34.5% of weight in 7 days; 76.5% in 14
Largest contributors above fair value
Holdings reporting in the next 14 days · weighted implied move this week 2.93%
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 |
|---|---|---|---|---|
| New position | ELSEquity LifeStyle Properties, Inc. | — | 0.99% | — |
| Decrease | RGLDRoyal Gold, Inc. | 2.05% | 1.27% | −28.2% |
| Exit | CASYCasey's General Stores, Inc. | 0.67% | — | — |
| Decrease | ENSGEnsign Group, Inc. (The) | 1.44% | 0.94% | −38.0% |
| Decrease | NEUNewMarket Corp. | 0.53% | 0.07% | −86.6% |
| Decrease | MMSMaximus, Inc. | 0.93% | 0.47% | −24.5% |
| New position | SUNCSunococorp LLC | — | 0.45% | — |
| New position | DTDynatrace, Inc. | — | 0.44% | — |
| New position | SJMJ M Smucker Co. (The) | — | 0.43% | — |
| New position | CLHClean Harbors, Inc. | — | 0.42% | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.5%. Full holdings and history
Under the hood
fiscal year to Jul 31, 2025SEC census- Authorized participants
- 6 active of 34 with agreements; top 3 did 97%
- Created · redeemed
- $43M · $546M over the fiscal year
- Redemptions in kind
- 97% creations 98% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 4.30% of assets on loan on average; earned 7.8 bp
- Return vs index
- -0.15 pts after fees; +0.06 before; daily s.d. 0.07
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
362
AUM
$274.6M
Provider
iShares (BlackRock)
Inception
2016-09-07
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.20%
Dividend Yield
1.59%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-15 | 2026-09-18 | $0.1838 | CD |
| 2026-06-15 | 2026-06-18 | $0.1789 | CD |
| 2026-03-17 | 2026-03-20 | $0.2098 | CD |
| 2025-12-16 | 2025-12-19 | $0.1630 | CD |
| 2025-09-16 | 2025-09-19 | $0.2259 | CD |
| 2025-06-16 | 2025-06-20 | $0.1708 | CD |
Asset Allocation
Top Holdings
top 50 of 362 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| RNR | RENAISSANCERE HOLDING | 1.48% | Equity (US) | US |
| PNW | PINNACLE WEST | 1.47% | Equity (US) | US |
| OHI | OMEGA HEALTHCARE INVESTORS REIT | 1.36% | Equity (US) | US |
| THG | HANOVER INSURANCE GROUP | 1.22% | Equity (US) | US |
| ADC | AGREE REALTY REIT | 1.22% | Equity (US) | US |
| OGE | OGE ENERGY | 1.17% | Equity (US) | US |
| NYT | NEW YORK TIMES CLASS A | 1.16% | Equity (US) | US |
| IDA | IDACORP | 1.15% | Equity (US) | US |
| SCI | SERVICE | 1.10% | Equity (US) | US |
| BJ | BJS WHOLESALE CLUB HOLDINGS | 1.05% | Equity (US) | US |
| FCFS | FIRSTCASH HOLDINGS INC | 1.01% | Equity (US) | US |
| CHE | CHEMED | 1.01% | Equity (US) | US |
| CTRE | CARETRUST REIT | 1.00% | Equity (US) | US |
| MSGS | MADISON SQUARE GARDEN SPORTS CLASS | 0.98% | Equity (US) | US |
| ELS | EQUITY LIFESTYLE PROPERTIES REIT I | 0.96% | Equity (US) | US |
| ENSG | ENSIGN GROUP | 0.88% | Equity (US) | US |
| INGR | INGREDION INC | 0.86% | Equity (US) | US |
| BOX | BOX INC CLASS A | 0.85% | Equity (US) | US |
| EHC | ENCOMPASS HEALTH | 0.83% | Equity (US) | US |
| WTM | WHITE MOUNTAINS INSURANCE GROUP | 0.81% | Equity (US) | US |
| RLI | RLI CORP | 0.80% | Equity (US) | US |
| DBX | DROPBOX INC CLASS A | 0.80% | Equity (US) | US |
| SIGI | SELECTIVE INSURANCE GROUP | 0.79% | Equity (US) | US |
| AM | ANTERO MIDSTREAM | 0.77% | Equity (US) | US |
| DTM | DT MIDSTREAM | 0.76% | Equity (US) | US |
| NNN | NNN REIT | 0.76% | Equity (US) | US |
| DT | DYNATRACE INC | 0.76% | Equity (US) | US |
| SBRA | SABRA HEALTH CARE REIT | 0.73% | Equity (US) | US |
| PAGP | PLAINS GP HOLDINGS LIMITED PARTNER | 0.72% | Equity (US) | US |
| PEN | PENUMBRA | 0.69% | Equity (US) | US |
| FCN | FTI CONSULTING | 0.69% | Equity (US) | US |
| LSTR | LANDSTAR SYSTEM | 0.66% | Equity (US) | US |
| GNTX | GENTEX | 0.64% | Equity (US) | US |
| PECO | PHILLIPS EDISON AND COMPANY | 0.63% | Equity (US) | US |
| AOS | A O SMITH | 0.62% | Equity (US) | US |
| MMSI | MERIT MEDICAL SYSTEMS INC | 0.62% | Equity (US) | US |
| GGG | GRACO | 0.62% | Equity (US) | US |
| BMRN | BIOMARIN PHARMACEUTICAL | 0.59% | Equity (US) | US |
| ORI | OLD REPUBLIC INTERNATIONAL | 0.59% | Equity (US) | US |
| HSIC | HENRY SCHEIN | 0.59% | Equity (US) | US |
| AXS | AXIS CAPITAL HOLDINGS | 0.58% | Equity (US) | US |
| DLB | DOLBY LABORATORIES CLASS A | 0.57% | Equity (US) | US |
| SJM | JM SMUCKER | 0.56% | Equity (US) | US |
| TXRH | TEXAS ROADHOUSE INC | 0.56% | Equity (US) | US |
| TXNM | TXNM ENERGY INC | 0.54% | Equity (US) | US |
| BRC | BRADY NONVOTING CLASS A | 0.53% | Equity (US) | US |
| BCPC | BALCHEM | 0.53% | Equity (US) | US |
| PTGX | PROTAGONIST THERAPEUTICS | 0.53% | Equity (US) | US |
| RGLD | ROYAL GOLD | 0.51% | Equity (US) | US |
| MTCH | MATCH GROUP INC | 0.51% | Equity (US) | US |
Non-Equity Breakdown
iShares MSCI USA Small-Cap Min Vol Factor ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-25)
Net assets:
$289M
· 361 total positions
· equity 99.03%
· non-equity 4.86%
Non-equity holdings
— 14 positions,
4.86% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 4.18% | $12.1M | 2 |
| Other | 0.68% | $2.0M | 2 |
| Derivative (equity) | -0.00% | $-5840 | 10 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 3.13% | -6.74% | 4.27% | -0.76% | 2.09% | 2.02% | 0.67% |
| Feb | 1.93% | -1.04% | -1.84% | 2.27% | -0.33% | 4.16% | 0.86% |
| Mar | 0.85% | 3.51% | -3.05% | 2.46% | -0.37% | -5.73% | -0.39% |
| Apr | 1.93% | -6.37% | -0.62% | -3.01% | -1.03% | 2.69% | -1.07% |
| May | -1.02% | -0.37% | -4.50% | 3.42% | 2.36% | -1.07% | -0.20% |
| Jun | 0.00% | -2.74% | 2.97% | -0.28% | 0.20% | 4.12% | 0.71% |
| Jul | -0.81% | 3.64% | 2.43% | 7.71% | -1.93% | 1.48% | 2.09% |
| Aug | 1.93% | -3.43% | -2.05% | 2.01% | 4.69% | -0.06% | 0.52% |
| Sep | -4.46% | -7.88% | -4.42% | 1.92% | -0.02% | -5.53% | -3.40% |
| Oct | 1.76% | 6.58% | -0.55% | 0.34% | -2.42% | 3.50%* | 1.54% |
| Nov | -4.23% | 4.63% | 4.31% | 8.20% | 3.59% | -- | 3.30% |
| Dec | 6.72% | -4.16% | 2.94% | -6.23% | 0.39% | -- | -0.07% |
| Total | 7.45% | -14.60% | -0.70% | 18.58% | 7.19% | 5.08% | 3.84% |
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: $45.21
SMA 50: $46.24
SMA 200: $45.36
Current: $46.15
EMA 12: $45.66
EMA 26: $45.65
MACD: 0.0123 | Signal: 0.2038
BEARISH
ADX (14): 24.05
WEAK TREND
+DI: 38.61
−DI: 21.20
Momentum Oscillators
RSI (14): 58.68
NEUTRAL
Stoch %K: 88.02
Stoch %D: 87.06
Williams %R: -13.82
Volume & Volatility
BB Upper: $46.26
BB Lower: $44.15
NEUTRAL
OBV: 90,147
Vol SMA 20: 11,469
Vol ROC: -44.72%
ATR: $0.33
True Range: $0.27
HV 20: 9.0%
HV 30: 9.0%
HV 60: 8.2%
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: SMMV
Executive Summary
BULLISH (Confidence Level: 7/10)
Key drivers:
- Bullish momentum signals from MACD and RSI indicators
- Supportive news sentiment from recent headlines
- Low volatility and beta, indicating reduced risk
Primary risks:
- Potential for mean reversion or consolidation after recent gains
- Limited earnings data available to inform investment decisions
Investment thesis: SMMV's low volatility and stable price action make it an attractive option for investors seeking a relatively safe haven. With bullish momentum signals in place, there is potential for further upside.
Recent news sentiment impact: Neutral headlines have had little impact on the stock's price action, suggesting that market participants are focused on technical factors rather than news-driven catalysts.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Uptrend; Medium-term (1-3 months): Bullish consolidation; Long-term (3-12 months): Neutral
Support/Resistance Levels:
- SMA 20: $47.47
- SMA 50: $47.02
- Upper Bollinger Band: $47.94
- Lower Bollinger Band: $46.99
Momentum Signals:
- MACD: Bullish (0.09 / -0.09 / 0.18)
- RSI: Neutral (48.04)
News & Sentiment Analysis
Recent Headlines Summary: Six neutral headlines from Zacks Investment Research and Seeking Alpha, focusing on the ETF's performance and market outlook.
Sentiment Assessment: Neutral (average sentiment from recent news articles)
Catalyst Identification: None notable in the recent news headlines; focus remains on technical signals.
Market Narrative: News sentiment has not strongly influenced the stock's price action, indicating that market participants are prioritizing technical factors.
Risk & Volatility Assessment
Beta Interpretation: Low risk (0.30 vs SPY)
Volatility Regime: Low volatility regime (stock moves less than market)
Options Market Signals: No options data available to inform analysis.
Downside Protection: SMA 20 and SMA 50 serve as support levels, providing a floor for potential price declines.
Market Context & Positioning
Sector Performance: SMMV's performance aligns with the broader US small-cap ETFs.
Institutional Activity: Low volume patterns suggest limited institutional interest.
Correlation Analysis: SMMV moves in line with the market (R-squared interpretation), indicating a relatively stable price relationship.
Relative Valuation: SMMV is positioned within its trading range, suggesting potential for consolidation or mean reversion.
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $47.47
- SMA 50: $47.02
- Upper Bollinger Band: $47.94
- Lower Bollinger Band: $46.99
Breakout/Breakdown Levels: None notable in the recent price action.
Time-Sensitive Catalysts: No earnings data available; focus remains on technical signals.
Risk Management: Stop-loss levels set at SMA 20 and SMA 50, with position sizing considerations based on volatility and beta.
This analysis provides a comprehensive overview of SMMV's current situation, highlighting both bullish and bearish cases. The report emphasizes the importance of technical signals, recent news headlines, and risk management considerations in informing investment decisions.
Generated
News
All SMMV news →
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Showing 1–10 of 50
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SMMV Options Activity & IV Rank
Loading options activity...
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.
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
ATM — / Wing —
30 DTE / 10d
—
—
pts
EXTREME
ATM — / 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)
Straddle Price (30 DTE)
Beta Analysis
Risk Metrics
Beta: 0.2854
Alpha: 3.11%
Correlation: 0.3902
R-Squared: 15.2%
Stock Volatility: 9.3%
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
SMMV 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 |
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| # | Filer | Notional Value | % of Total | Period |
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Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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