Seeking AlphaT3·28mo ago
SPTI State Street SPDR Portfolio Intermediate Term Treasury ETF
ETF 27.66 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.
SPTI
$27.66
—
Key stats
$27.66
- 52-Week Range
- $27.12 – $29.24
- YTD
- -4.02%
- IV Rank (30D)
- 8.7
- Straddle Price
- $0.50
- P/C Vol Ratio
- 2.50
- Open
- $27.56
- Day Range
- $27.53 – $27.70
- Volume
- 6,134,912
- Prev Close
- $27.44
About
State Street SPDR Portfolio Intermediate Term Treasury ETF (SPTI) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2007-05-23
- Has Options
- Yes
- Homepage
- https://www.ssga.com/us/en/individual/etfs
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.03% issuer, Oct 22, 2026
- Assets
- $10.8B issuer-reported, Oct 20, 2026
- Trailing yield
- 4.00% paid monthly
- Average daily volume
- $94M 30 sessions
- Holdings
- 104 top 10 are 18.2%
- Listed
- May 23, 2007 NYSE Arca
- Last fee change
- -3 bp filed Aug 1, 2023
- Net asset value
- $27.44 issuer, Oct 20, 2026 · closed +0.04% to NAV
- Median bid/ask spread
- 0.04% 30 days, issuer-reported
- 30-day SEC yield
- 5.06% issuer
- Tracking difference
- -0.02 pts vs index, after fees, FY 2026
Cost97
Liquidity99
Scale100
Diversification95
Moves with. Long Treasuries (47% of its variance, beta 0.22); High yield over Treasuries (15% of its variance, beta -0.26); US large-cap stocks (4% of its variance, beta 0.04); US dollar (4% of its variance, beta -0.06). These factors explain 76% of its daily moves over the last year.
Stated objective. The State Street SPDR Portfolio Intermediate Term Treasury ETF (the Fund) seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of an index that tracks the intermediate-term sector of the United States Treasury market. (from the fund's prospectus)
All 104 holdingsFlow historyOverlap toolAll Intermediate Treasury ETFs
Fund flows
daily as of Oct 19, 2026issuer datathrough Jun 2026SEC filings- Oct 19, 2026
- $0 latest day
- Latest 5 trading days
- +$124M
- Latest 21 trading days
- +$423M +3.9% of assets
- Year to date
- +$1.7B +$1.7B over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | +$27M |
| Oct 15, 2026 | +$77M |
| Oct 14, 2026 | +$19M |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | +$49M |
| Oct 8, 2026 | $0 |
| Oct 7, 2026 | +$44M |
| Oct 6, 2026 | $0 |
| Oct 5, 2026 | +$54M |
| Oct 2, 2026 | +$46M |
| Oct 1, 2026 | +$27M |
| Sep 30, 2026 | +$46M |
| Sep 29, 2026 | $0 |
| Sep 28, 2026 | $0 |
| Sep 25, 2026 | +$5.5M |
| Sep 24, 2026 | $0 |
| Sep 23, 2026 | +$14M |
| Sep 22, 2026 | −$22M |
| Sep 21, 2026 | +$36M |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jun 2026
- +$45M latest reported month
- Latest 3 months
- +$460M +4.5% of assets
- Latest 12 months
- +$1.5B +14.7% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$45M |
| May 2026 | +$135M |
| Apr 2026 | +$280M |
| Mar 2026 | +$382M |
| Feb 2026 | +$217M |
| Jan 2026 | −$345M |
| Dec 2025 | +$63M |
| Nov 2025 | −$141M |
| Oct 2025 | +$463M |
| Sep 2025 | +$214M |
| Aug 2025 | +$118M |
| Jul 2025 | +$68M |
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 | |
|---|---|---|---|---|---|
| IEFiShares 7-10 Year Treasury Bond ETF | — | 0.15% | $41.1B | −7.5% | compare |
| VGITVanguard Intermediate-Term Treasury ETF | — | 0.03% | $39.9B | −5.7% | compare |
| IEIiShares 3-7 Year Treasury Bond ETF | — | 0.15% | $16.9B | −5.2% | compare |
| SCHRSchwab Intermediately-Term U.S. Treasury ETF | — | 0.03% | $13.6B | −5.8% | compare |
| UTENUS Treasury 10 Year Note ETF | — | 0.15% | $286M | −8.2% | compare |
The largest other funds in the Intermediate Treasury category.
Under the hood
fiscal year to Jun 30, 2026SEC census- Authorized participants
- 7 active of 41 with agreements; top 3 did 97%
- Created · redeemed
- $3.0B · $1.5B over the fiscal year
- Redemptions in kind
- 100% creations 99% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 7.99% of assets on loan on average; earned 1.0 bp
- Return vs index
- -0.02 pts after fees; +0.02 before; daily s.d. 0.36
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
104
AUM
$10.8B
Provider
SPDR (State Street)
Inception
2007-05-23
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.03%
Dividend Yield
4.00%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-06 | $0.0915 | CD |
| 2026-09-01 | 2026-09-04 | $0.0939 | CD |
| 2026-08-03 | 2026-08-06 | $0.0937 | CD |
| 2026-07-01 | 2026-07-07 | $0.0906 | CD |
| 2026-06-01 | 2026-06-04 | $0.0932 | CD |
| 2026-05-01 | 2026-05-06 | $0.0903 | CD |
Asset Allocation
Top Holdings
top 50 of 104 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | US TREASURY N/B 02/35 4.625 | 1.92% | Treasury | US |
| — | US TREASURY N/B 08/35 4.25 | 1.88% | Treasury | US |
| — | US TREASURY N/B 11/34 4.25 | 1.88% | Treasury | US |
| — | US TREASURY N/B 05/35 4.25 | 1.86% | Treasury | US |
| — | US TREASURY N/B 05/34 4.375 | 1.83% | Treasury | US |
| — | US TREASURY N/B 02/34 4 | 1.81% | Treasury | US |
| — | US TREASURY N/B 11/33 4.5 | 1.79% | Treasury | US |
| — | US TREASURY N/B 08/34 3.875 | 1.75% | Treasury | US |
| — | US TREASURY N/B 02/30 4 | 1.73% | Treasury | US |
| — | US TREASURY N/B 11/35 4 | 1.73% | Treasury | US |
| — | US TREASURY N/B 02/36 4.125 | 1.71% | Treasury | US |
| — | US TREASURY N/B 05/36 4.375 | 1.67% | Treasury | US |
| — | US TREASURY N/B 08/32 2.75 | 1.63% | Treasury | US |
| — | US TREASURY N/B 08/33 3.875 | 1.59% | Treasury | US |
| — | US TREASURY N/B 11/32 4.125 | 1.58% | Treasury | US |
| — | US TREASURY N/B 08/31 1.25 | 1.48% | Treasury | US |
| — | US TREASURY N/B 11/31 1.375 | 1.47% | Treasury | US |
| — | US TREASURY N/B 08/30 0.625 | 1.44% | Treasury | US |
| — | US TREASURY N/B 02/32 1.875 | 1.44% | Treasury | US |
| — | US TREASURY N/B 02/33 3.5 | 1.43% | Treasury | US |
| — | US TREASURY N/B 05/32 2.875 | 1.42% | Treasury | US |
| — | US TREASURY N/B 05/33 3.375 | 1.42% | Treasury | US |
| — | US TREASURY N/B 01/30 4.25 | 1.29% | Treasury | US |
| — | US TREASURY N/B 03/30 4 | 1.20% | Treasury | US |
| — | US TREASURY N/B 11/30 0.875 | 1.19% | Treasury | US |
| — | US TREASURY N/B 09/30 3.625 | 1.17% | Treasury | US |
| — | US TREASURY N/B 02/31 3.5 | 1.16% | Treasury | US |
| — | US TREASURY N/B 05/30 4 | 1.16% | Treasury | US |
| — | US TREASURY N/B 04/30 3.875 | 1.16% | Treasury | US |
| — | US TREASURY N/B 08/36 4.625 | 1.13% | Treasury | US |
| — | US TREASURY N/B 12/29 4.375 | 1.10% | Treasury | US |
| — | US TREASURY N/B 11/30 3.5 | 1.09% | Treasury | US |
| — | US TREASURY N/B 07/30 3.875 | 1.09% | Treasury | US |
| — | US TREASURY N/B 06/30 3.875 | 1.09% | Treasury | US |
| — | US TREASURY N/B 08/30 3.625 | 1.07% | Treasury | US |
| — | US TREASURY N/B 12/30 3.625 | 1.07% | Treasury | US |
| — | US TREASURY N/B 08/31 4.375 | 1.06% | Treasury | US |
| — | US TREASURY N/B 10/30 3.625 | 1.06% | Treasury | US |
| — | US TREASURY N/B 01/31 3.75 | 1.05% | Treasury | US |
| — | US TREASURY N/B 05/31 4.125 | 1.03% | Treasury | US |
| — | US TREASURY N/B 08/30 4.125 | 1.00% | Treasury | US |
| — | US TREASURY N/B 04/31 3.875 | 0.98% | Treasury | US |
| — | US TREASURY N/B 02/31 1.125 | 0.97% | Treasury | US |
| — | US TREASURY N/B 05/30 0.625 | 0.97% | Treasury | US |
| — | US TREASURY N/B 11/29 4.125 | 0.96% | Treasury | US |
| — | US TREASURY N/B 05/31 1.625 | 0.94% | Treasury | US |
| — | US TREASURY N/B 06/31 4.125 | 0.93% | Treasury | US |
| — | US TREASURY N/B 02/30 1.5 | 0.86% | Treasury | US |
| — | US TREASURY N/B 11/30 4.375 | 0.83% | Treasury | US |
| — | US TREASURY N/B 12/31 4.5 | 0.82% | Treasury | US |
Non-Equity Breakdown
State Street(R) SPDR(R) Portfolio Intermediate Term Treasury ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-28)
Net assets:
$10.18B
· 109 total positions
· equity 0.00%
· non-equity 99.18%
Non-equity holdings
— 109 positions,
99.18% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| US Treasury | 98.95% | $10.07B | 106 |
| Short-term investment | 0.23% | $23.0M | 3 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.45% | -1.10% | 1.98% | 0.56% | 0.57% | 0.03% | 0.26% |
| Feb | -1.43% | -0.35% | -2.97% | -1.85% | 1.97% | 1.81% | -0.47% |
| Mar | -1.20% | -4.05% | 3.58% | 0.14% | 0.35% | -1.21% | -0.40% |
| Apr | 0.47% | -1.86% | 0.35% | -1.50% | 1.09% | 0.04% | -0.24% |
| May | 0.28% | 1.12% | -0.21% | 1.09% | -0.45% | -0.14% | 0.28% |
| Jun | 0.12% | -0.27% | -1.46% | 0.61% | 1.41% | 0.28% | 0.11% |
| Jul | 1.27% | 1.11% | 0.14% | 2.81% | -0.17% | -0.58% | 0.76% |
| Aug | -0.55% | -3.13% | 0.14% | 0.87% | 0.56% | -0.07% | -0.36% |
| Sep | -0.98% | -2.87% | -1.40% | 0.66% | 0.49% | -2.08% | -1.03% |
| Oct | -1.02% | -1.48% | -0.33% | -2.65% | 0.24% | 1.43%* | -0.64% |
| Nov | 0.50% | 2.59% | 2.30% | 1.10% | 0.83% | -- | 1.46% |
| Dec | -0.53% | -1.60% | 1.67% | -1.48% | -0.28% | -- | -0.44% |
| Total | -3.50% | -11.45% | 3.67% | 0.22% | 6.79% | -0.55% | -0.80% |
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: $27.35
SMA 50: $27.65
SMA 200: $28.31
Current: $27.66
EMA 12: $27.44
EMA 26: $27.46
MACD: -0.0248 | Signal: 0.0553
BEARISH
ADX (14): 28.19
TREND
+DI: 29.87
−DI: 22.04
Momentum Oscillators
RSI (14): 62.90
NEUTRAL
Stoch %K: 81.35
Stoch %D: 78.96
Williams %R: -7.27
Volume & Volatility
BB Upper: $27.57
BB Lower: $27.12
OVERBOUGHT
OBV: -184,743,375
Vol SMA 20: 3,729,532
Vol ROC: 17.62%
ATR: $0.12
True Range: $0.26
HV 20: 4.0%
HV 30: 4.4%
HV 60: 4.1%
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
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers:
- The stock is trading in a range, with technical indicators indicating a neutral momentum
- Recent news headlines are neutral, with no significant market-moving events
- Risk metrics indicate low volatility and a relatively stable price movement
Primary Risks:
- Bearish MACD signal may suggest further consolidation or a potential breakdown
- Low volatility and lack of catalysts may lead to limited upside potential
Investment Thesis: SPTI is trading in a range, with no clear directional bias. The neutral news sentiment and low volatility suggest a stable price movement, but the bearish MACD signal may indicate potential consolidation or a breakdown. As such, investors should consider risk management strategies, such as stop-loss orders, to mitigate potential losses.
Recent News Sentiment Impact: The recent news headlines are neutral, with no significant market-moving events. This lack of catalysts may lead to limited upside potential and increased volatility in the short term.
Technical Analysis
Trend Direction:
- Short-term: Neutral (1-4 weeks)
- Medium-term: Uptrend (1-3 months)
- Long-term: Range-bound (3-12 months)
Support/Resistance Levels: The stock is trading within a range, with key price levels at $27.86 (lower Bollinger Band) and $28.26 (upper Bollinger Band).
Momentum Signals:
- RSI interpretation: Neutral (37.97)
- MACD signal: Bearish (-0.06 / Signal: -0.02 / Histogram: -0.04)
- Bollinger Bands position: Neutral (touching middle band)
Volume Analysis: The volume indicators suggest a relatively stable price movement, with the On-Balance Volume (OBV) and Volume Rate of Change indicating a neutral sentiment.
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines are neutral, with no significant market-moving events.
Sentiment Assessment: The aggregate news sentiment is NEUTRAL, suggesting a lack of catalysts that could impact the stock price.
Catalyst Identification: There are no immediate or near-term catalysts identified. The long-term catalysts may include earnings reports or changes in interest rates.
Market Narrative: The neutral news sentiment and low volatility suggest a stable market narrative, with no clear directional bias.
Risk & Volatility Assessment
Risk Metrics:
- Beta: 0.06 (low relative to SPY)
- Alpha: -0.05
- Correlation: 0.22
- Stock Volatility: 0.04
Options Market Signals: The options activity suggests a neutral sentiment, with an IV rank of 35.2% and no unusual volume or open interest.
Downside Protection: The support level at $27.86 may provide some downside protection, but the lack of momentum signals suggests limited potential for price movements in the short term.
Market Context & Positioning
Sector Performance: SPTI is trading within its sector, with no significant deviation from the broader market trend.
Institutional Activity: The institutional activity suggests a neutral sentiment, with no unusual volume or open interest.
Correlation Analysis: The correlation analysis indicates a low correlation between SPTI and the broader market (R-squared = 0.22).
Relative Valuation: SPTI is trading within its sector, with no significant deviation from the broader market trend.
Key Levels & Action Items
Critical Price Levels:
- Support: $27.86
- Resistance: $28.26
Breakout/Breakdown Levels: There are no immediate or near-term breakout or breakdown levels identified.
Time-Sensitive Catalysts: No time-sensitive catalysts are identified in the short term, but long-term catalysts may include earnings reports or changes in interest rates.
Risk Management: Investors should consider risk management strategies, such as stop-loss orders, to mitigate potential losses. The neutral momentum and lack of catalysts suggest a relatively stable price movement, but the bearish MACD signal may indicate potential consolidation or a breakdown.
Generated
News
All SPTI news →
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Page 1 of 4
SPTI Options Activity & IV Rank
SPTI IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 7.8%
7-DTE IV: —
Expected Move: $0.50
7-DTE Move: $0.50
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 2
Put Volume: 5
P/C Volume: 2.5
BEARISH
Call OI: 3
Put OI: 58
P/C OI: 19.333
Total OI: 61
ATM Options Pricing
ATM Call: $0.07
ATM Put: $0.42
Call %: 0.3%
Put %: 1.5%
Chain Summary
Chain Volume: 9
Chain OI: 77
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.
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 6.8% / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)8.7LowOct 22
Straddle Price (30 DTE)$0.50Oct 22
Beta Analysis
Risk Metrics
Beta: 0.0776
Alpha: -6.24%
Correlation: 0.2646
R-Squared: 7.0%
Stock Volatility: 3.7%
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
SPTI 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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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
1.28M
SI % of Float
0.33%
Days to Cover
1.00
Short Vol Ratio
42.0%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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