Zacks Investment ResearchT3·1mo ago
SPXT ProShares S&P 500 Ex-Technology ETF
ETF 113.54 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.
SPXT
$113.54
—
Key stats
$113.54
- 52-Week Range
- $99.00 – $114.55
- YTD
- +9.10%
- IV Rank (30D)
- 61.36
- Straddle Price
- $0.00
- P/C Vol Ratio
- 0.30
- Open
- $113.91
- Day Range
- $112.92 – $113.92
- Volume
- 42,895
- Prev Close
- $113.17
About
ProShares S&P 500 Ex-Technology ETF (SPXT) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2015-09-22
- Has Options
- Yes
Fund profile
holdings as of Nov 12, 2026issuer datathrough Aug 2026flows, SEC filings
- Expense ratio
- 0.09% prospectus, filed Sep 25, 2026
- Assets
- $368M shares × price, Nov 12, 2026
- Trailing yield
- 1.27% paid quarterly
- Average daily volume
- $3.5M 30 sessions
- Holdings
- 428 top 10 are 30.7%
- Listed
- Sep 22, 2015 NYSE Arca
- Tracking difference
- -0.12 pts vs index, after fees, FY 2026
Cost88
Liquidity52
Scale58
Diversification88
Moves with. US large-cap stocks (83% of its variance, beta 0.92). These factors explain 79% of its daily moves over the last year.
Stated objective. ProShares S&P 500 Ex-Technology ETF (the Fund) seeks investment results, before fees and expenses, that track the performance of the S&P 500 Ex-Information Technology Index (the Index). (from the fund's prospectus)
All 428 holdingsFlow historySimilar fundsOverlap toolAll Technology ETFs
Fund flows
through Aug 2026SEC filings- Aug 2026
- +$11M latest reported month
- Latest 3 months
- +$22M +7.4% of assets
- Latest 12 months
- +$55M +18.4% of assets
View as a table
| Month | Net flow |
|---|---|
| Aug 2026 | +$11M |
| Jul 2026 | +$5.5M |
| Jun 2026 | +$5.4M |
| May 2026 | −$7.7M |
| Apr 2026 | +$9.8M |
| Mar 2026 | −$11M |
| Feb 2026 | +$2.1M |
| Jan 2026 | +$28M |
| Dec 2025 | −$3.2M |
| Nov 2025 | +$4.0M |
| Oct 2025 | +$10M |
| Sep 2025 | +$1.0M |
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 | |
|---|---|---|---|---|---|
| TOPCiShares S&P 500 3% Capped ETF | 72% | 0.09% | $33M | +12.9% | compare |
| XMAGDefiance Large Cap ex-Mag 7 ETF | 70% | 0.35% | $184M | +15.8% | compare |
| IWDiShares Russell 1000 Value ETF | 69% | 0.18% | $84.7B | +26.8% | compare |
| GVUSGoldman Sachs MarketBeta Russell 1000 Value Equity ETF | 69% | 0.12% | $460M | +26.7% | compare |
| DSPYTema S&P 500 Historical Weight ETF Strategy | 69% | 0.18% | $997M | +14.0% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Nov 12, 2026issuer data- Holdings vs fair value
- +2.4% 29% under, 28% over · 100% covered
- Price / earnings
- 22.3 2% loss-making · 100% covered
- Price / book · sales
- 3.8 · 2.5 revenue growth +8.1%
- Above 200-day average
- 69% 74% above 50-day · by weight
- Short interest
- 2.2% of float, weighted · 3.4 days to cover
- Insider buying
- 6% of weight had net insider buying, 90 days; 57% net selling
- 13F holders
- +1.8% change in shares held by institutions, latest quarter
- Reporting earnings
- 4.0% of weight in 7 days; 5.0% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.24%
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
Nov 9, 2026 → Nov 10, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | FOXAFOX CORP - CLASS A | 0.03% | 0.05% | +62.3% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.6%. Full holdings and history
Under the hood
fiscal year to May 31, 2026SEC census- Authorized participants
- 7 active of 39 with agreements; top 3 did 90%
- Created · redeemed
- $98M · $71M over the fiscal year
- Redemptions in kind
- 97% creations 97% in kind
- Creation unit
- 10,000 shares
- Securities lending
- 0.02% of assets on loan on average; earned 0.3 bp
- Return vs index
- -0.12 pts after fees; -0.01 before; daily s.d. 0.02
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 2026-11-13
Holdings
428
AUM
$378.7M
Provider
ProShares
Inception
2015-09-22
Exchange
ARCX
Data As Of
2026-11-13
Expense Ratio
0.09%
Dividend Yield
1.26%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-23 | 2026-09-29 | $0.3216 | CD |
| 2026-06-24 | 2026-06-30 | $0.3463 | CD |
| 2026-03-25 | 2026-03-31 | $0.3658 | CD |
| 2025-12-24 | 2025-12-31 | $0.4020 | CD |
| 2025-09-24 | 2025-09-30 | $0.3644 | CD |
| 2025-06-25 | 2025-07-01 | $0.3449 | CD |
Asset Allocation
Top Holdings
top 50 of 428 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| AMZN | AMAZON.COM INC | 6.23% | Equity (US) | US |
| GOOGL | ALPHABET INC-CL A | 4.13% | Equity (US) | US |
| META | META PLATFORMS INC-CLASS A | 3.37% | Equity (US) | US |
| GOOG | ALPHABET INC-CL C | 3.31% | Equity (US) | US |
| LLY | ELI LILLY & CO | 2.76% | Equity (US) | US |
| BRK.B | BERKSHIRE HATHAWAY INC-CL B | 2.63% | Equity (US) | US |
| TSLA | TESLA INC | 2.62% | Equity (US) | US |
| JPM | JPMORGAN CHASE & CO | 2.19% | Equity (US) | US |
| V | VISA INC-CLASS A SHARES | 1.73% | Equity (US) | US |
| XOM | EXXONMOBIL HOLDINGS CORP | 1.66% | Equity (US) | US |
| JNJ | JOHNSON & JOHNSON | 1.64% | Equity (US) | US |
| WMT | WALMART INC | 1.36% | Equity (US) | US |
| MA | MASTERCARD INC - A | 1.27% | Equity (US) | US |
| ABBV | ABBVIE INC | 1.24% | Equity (US) | US |
| COST | COSTCO WHOLESALE CORP | 1.16% | Equity (US) | US |
| CVX | CHEVRON CORP | 1.03% | Equity (US) | US |
| PG | PROCTER & GAMBLE CO/THE | 0.94% | Equity (US) | US |
| KO | COCA-COLA CO/THE | 0.91% | Equity (US) | US |
| UNH | UNITEDHEALTH GROUP INC | 0.87% | Equity (US) | US |
| MRK | MERCK & CO. INC. | 0.87% | Equity (US) | US |
| HD | HOME DEPOT INC | 0.83% | Equity (US) | US |
| GE | GENERAL ELECTRIC | 0.82% | Equity (US) | US |
| BAC | BANK OF AMERICA CORP | 0.79% | Equity (US) | US |
| PM | PHILIP MORRIS INTERNATIONAL | 0.74% | Equity (US) | US |
| CAT | CATERPILLAR INC | 0.66% | Equity (US) | US |
| RTX | RTX CORP | 0.64% | Equity (US) | US |
| GS | GOLDMAN SACHS GROUP INC | 0.63% | Equity (US) | US |
| WFC | WELLS FARGO & CO | 0.62% | Equity (US) | US |
| NFLX | NETFLIX INC | 0.62% | Equity (US) | US |
| TMO | THERMO FISHER SCIENTIFIC INC | 0.61% | Equity (US) | US |
| AMGN | AMGEN INC | 0.60% | Equity (US) | US |
| LIN | LINDE PLC | 0.58% | Equity (US) | — |
| MS | MORGAN STANLEY | 0.54% | Equity (US) | US |
| GEV | GE VERNOVA INC | 0.51% | Equity (US) | US |
| GILD | GILEAD SCIENCES INC | 0.50% | Equity (US) | US |
| C | CITIGROUP INC | 0.49% | Equity (US) | US |
| DIS | WALT DISNEY CO/THE | 0.49% | Equity (US) | US |
| PEP | PEPSICO INC | 0.47% | Equity (US) | US |
| VZ | VERIZON COMMUNICATIONS INC | 0.46% | Equity (US) | US |
| MCD | MCDONALD'S CORP | 0.46% | Equity (US) | US |
| ABT | ABBOTT LABORATORIES | 0.45% | Equity (US) | US |
| UNP | UNION PACIFIC CORP | 0.43% | Equity (US) | US |
| BLK | BLACKROCK INC | 0.42% | Equity (US) | US |
| NEE | NEXTERA ENERGY INC | 0.42% | Equity (US) | US |
| WELL | WELLTOWER INC | 0.42% | Equity (US) | US |
| COP | CONOCOPHILLIPS | 0.40% | Equity (US) | US |
| AXP | AMERICAN EXPRESS CO | 0.40% | Equity (US) | US |
| DE | DEERE & CO | 0.40% | Equity (US) | US |
| PFE | PFIZER INC | 0.39% | Equity (US) | US |
| ISRG | INTUITIVE SURGICAL INC | 0.37% | Equity (US) | US |
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.59% | -4.95% | 5.33% | 0.61% | 5.76% | 2.57% | 1.65% |
| Feb | 2.23% | -3.00% | -3.85% | 3.86% | -1.21% | 0.23% | -0.29% |
| Mar | 3.14% | 5.19% | 1.00% | 3.07% | -3.49% | -5.66% | 0.54% |
| Apr | 4.56% | -8.26% | 1.35% | -3.07% | -1.66% | 5.66% | -0.24% |
| May | 0.93% | 0.46% | -2.51% | 2.68% | 4.31% | -0.28% | 0.93% |
| Jun | 0.32% | -7.71% | 5.50% | 0.98% | 2.46% | 1.46% | 0.50% |
| Jul | 1.14% | 6.26% | 2.92% | 3.05% | 0.34% | 1.37% | 2.51% |
| Aug | 2.93% | -2.80% | -1.26% | 3.44% | 3.97% | -0.61% | 0.95% |
| Sep | -4.58% | -8.97% | -4.47% | 2.83% | 2.09% | -3.07% | -2.70% |
| Oct | 5.40% | 5.77% | -2.37% | -0.59% | 0.23% | 3.19% | 1.94% |
| Nov | -2.82% | 5.36% | 6.93% | 6.14% | 2.75% | 1.90%* | 3.38% |
| Dec | 5.78% | -5.27% | 3.56% | -4.23% | 0.85% | -- | 0.14% |
| Total | 20.85% | -18.13% | 11.91% | 19.89% | 17.23% | 6.47% | 9.71% |
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: $111.56
SMA 50: $110.23
SMA 200: $108.29
Current: $113.54
EMA 12: $112.25
EMA 26: $111.43
MACD: 0.8219 | Signal: 0.2213
BULLISH
ADX (14): 23.76
WEAK TREND
+DI: 35.06
−DI: 21.13
Momentum Oscillators
RSI (14): 61.70
NEUTRAL
Stoch %K: 77.86
Stoch %D: 73.98
Williams %R: -19.39
Volume & Volatility
BB Upper: $113.88
BB Lower: $109.24
NEUTRAL
OBV: 42,632
Vol SMA 20: 39,439
Vol ROC: 114.04%
ATR: $1.19
True Range: $1.00
HV 20: 15.8%
HV 30: 13.5%
HV 60: 11.8%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-11-15T00:00:00 – 2026-11-13T00:00:00
AI Analysis
Here is a structured report in accordance with the provided template:
Executive Summary
BULLISH (Confidence Level: 6/10)
Key drivers: Strong technical signals, moderate volume, and low volatility.
Primary risks: Range-bound price action, potential for increased volatility if economic data surprises market expectations.
Investment thesis: SPXT is a defensive stock with a strong trend, likely to continue its upward momentum in the short term. However, it's essential to monitor the range-bound price action and be prepared for potential swings in volatility.
Recent news sentiment impact: Neutral headlines have not significantly influenced the stock's movement.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Uptrend; Medium-term (1-3 months): Uptrend; Long-term (3-12 months): Uptrend
Support/Resistance Levels:
- Support: $111.35 (lower Bollinger Band), $110.33 (SMA 50)
- Resistance: $113.03 (upper Bollinger Band)
Momentum Signals:
- RSI interpretation: Neutral zone (30-70) with a slight upward trend
- MACD signal: Bullish momentum, above the signal line
- Bollinger Bands position: Squeeze
Volume Analysis: Volume trends and institutional interest signals:
- Volume SMA 20: 12137.70 (stable)
- On-Balance Volume (OBV): 391046.17 (gaining strength)
News & Sentiment Analysis
Recent Headlines Summary: All recent headlines are neutral, with no significant impact on the stock's movement.
Sentiment Assessment: Neutral sentiment, reflecting market commentary and routine announcements.
Catalyst Identification: No specific catalysts identified in the recent news.
Market Narrative: Technical signals dominate, while news sentiment remains neutral. The lack of strong catalysts suggests a range-bound price action.
Risk & Volatility Assessment
Beta Interpretation: Low risk relative to market (beta <1), indicating defensive characteristics.
Volatility Regime: Low volatility regime, with historical volatility levels below average.
Options Market Signals: IV rank: 10.2% (Low), indicating historically low volatility; put/call ratios: neutral; unusual activity: none
Downside Protection: Support levels and risk management considerations:
- Lower Bollinger Band: $111.35
- SMA 50: $110.33
Market Context & Positioning
Sector Performance: Relative strength vs sector/market: Defensively positioned within the market.
Institutional Activity: Volume patterns suggesting institutional interest in moderate levels.
Correlation Analysis: How stock moves relative to market (R-squared interpretation): 0.75, indicating a strong positive correlation.
Relative Valuation: Position within trading range:
- Lower bound: $111.35
- Upper bound: $113.03
Key Levels & Action Items
Critical Price Levels:
- Support: $111.35 (lower Bollinger Band), $110.33 (SMA 50)
- Resistance: $113.03 (upper Bollinger Band)
Breakout/Breakdown Levels: Technical levels that could trigger significant moves:
- Breakout above the upper Bollinger Band ($113.03) for further upside
- Breakdown below the lower Bollinger Band ($111.35) for potential downside
Time-Sensitive Catalysts: No specific catalysts identified in the recent news.
Risk Management: Stop-loss levels and position sizing considerations:
- Conservative stop-loss: $110.33 (SMA 50)
- Aggressive stop-loss: $109.59 (lower Bollinger Band)
Please note that this analysis is based on the provided data, and actual market conditions may differ.
Generated
News
All SPXT news →
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Showing 1–10 of 50
Page 1 of 5
SPXT Options Activity & IV Rank
SPXT IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 21.6%
7-DTE IV: 30.6%
Expected Move: $0.00
7-DTE Move: $0.00
Days to Exp: 35 (2026-12-18)
Options Flow · All expiries
Call Volume: 20
Put Volume: 6
P/C Volume: 0.3
BULLISH
Call OI: 138
Put OI: 110
P/C OI: 0.797
Total OI: 248
ATM Options Pricing
ATM Call: $0.00
ATM Put: $0.00
Call %: 0.0%
Put %: 0.0%
Chain Summary
Chain Volume: 26
Chain OI: 248
Last Updated: 11/13/2026
Spread Scanner
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score
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.
Calendars: the long leg is valued at the short leg’s expiration (Black-Scholes at its current IV) across the range of prices the short leg’s IV implies, giving the best-case profit (R/R = that over the debit) and P(profit).
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 →
Scanning bull put, bear call, iron condor and calendar spreads…
Dealer Positioning
TYPICAL γ
Estimated net dealer gamma is at the 56th percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
56%
vs own history
GEX tilt
+0.44
OI-weighted, today
Vanna tilt
-0.93
δ-sensitivity to IV
Charm tilt
-0.24
δ-decay vs time
Vanna tilt -0.93: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably if implied volatility changed.
? What is this?
· 3 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:
Put 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.
Call vs ATM
IV(call wing) − IV(ATM), in vol pointsThe same measure on the upside: how the OTM call is priced against the at-the-money strike.
- Negative (typical) — calls trade below ATM for most stocks and indices, so the sign alone says little.
- Percentile vs own history: high = upside calls unusually rich for this name (squeezes, takeover talk, commodity supply scares); low = calls cheaper than usual.
Reading them together
Put or call vs ATM tells you how expensive that tail is. 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 put
—
—
pts
EXTREME
as of Nov 13 · No data
30 DTE / 10d put
—
—
pts
EXTREME
as of Nov 13 · ATM 13.8% / Put —
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
Loading the implied volatility surface…
Volatility Smile
Loading the implied volatility smile…
IV Rank (7 DTE)12.5LowNov 13
IV Rank (30 DTE)61.4MediumNov 13
Straddle Price (30 DTE)$0.00Nov 13
Beta Analysis
Risk Metrics
Beta: 0.6145
Alpha: 4.53%
Correlation: 0.7461
R-Squared: 55.7%
Stock Volatility: 11.2%
Market Volatility: 13.6%
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
SPXT Institutional Ownership (13F)
Filings for 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.
1 filers$227.34K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $227.34K | 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
5.03K
SI % of Float
0.15%
Days to Cover
1.00
Short Vol Ratio
58.2%
Free Float
—
Float %
—
Short interest 2026-10-30 • Short volume 2026-11-13
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|