BenzingaT3·6mo ago
SRLN State Street Blackstone Senior Loan ETF
ETF 39.93 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.
SRLN
$39.93
—
Key stats
$39.93
- 52-Week Range
- $39.39 – $41.57
- YTD
- -3.32%
- IV Rank (30D)
- 54.21
- Straddle Price
- $1.75
- P/C Vol Ratio
- 2.21
- Open
- $39.94
- Day Range
- $39.91 – $40.00
- Volume
- 2,824,590
- Prev Close
- $39.91
About
State Street Blackstone Senior Loan ETF (SRLN) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2013-04-03
- Has Options
- Yes
- Homepage
- https://www.ssga.com/us/en/individual/etfs
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.70% issuer, Oct 21, 2026
- Assets
- $5.4B issuer-reported, Oct 19, 2026
- Trailing yield
- 7.37% paid monthly
- Average daily volume
- $107M 30 sessions
- Holdings
- 680 top 10 are 18.4%
- Listed
- Apr 3, 2013 NYSE Arca
- Net asset value
- $40.09 issuer, Oct 19, 2026 · closed -0.25% to NAV
- Median bid/ask spread
- 0.02% 30 days, issuer-reported
- 30-day SEC yield
- 7.17% issuer
Cost10
Liquidity100
Scale100
Diversification100
Moves with. High yield over Treasuries (21% of its variance, beta 0.54); Long Treasuries (14% of its variance, beta 0.20); Bitcoin (8% of its variance, beta 0.01). These factors explain 47% of its daily moves over the last year.
Stated objective. The investment objective of the State Street Blackstone Senior Loan ETF (the Fund) is to provide current income consistent with the preservation of capital. (from the fund's prospectus)
All 680 holdingsFlow historyOverlap toolAll Bank Loans & CLOs ETFs
Fund flows
daily as of Oct 16, 2026issuer datathrough Jun 2026SEC filings- Oct 16, 2026
- $0 latest day
- Latest 5 trading days
- $0
- Latest 21 trading days
- −$139M −2.6% of assets
- Year to date
- −$1.0B −$1.2B over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 16, 2026 | $0 |
| 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 | +$16M |
| Oct 6, 2026 | $0 |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | −$107M |
| Oct 1, 2026 | $0 |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | −$65M |
| Sep 28, 2026 | −$2.0M |
| Sep 25, 2026 | −$10M |
| Sep 24, 2026 | $0 |
| Sep 23, 2026 | +$6.1M |
| Sep 22, 2026 | $0 |
| Sep 21, 2026 | $0 |
| Sep 18, 2026 | +$22M |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jun 2026
- −$34M latest reported month
- Latest 3 months
- +$494M +9.5% of assets
- Latest 12 months
- −$1.5B −28.2% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$34M |
| May 2026 | +$300M |
| Apr 2026 | +$228M |
| Mar 2026 | −$880M |
| Feb 2026 | −$714M |
| Jan 2026 | −$113M |
| Dec 2025 | −$180M |
| Nov 2025 | +$209M |
| Oct 2025 | −$320M |
| Sep 2025 | −$81M |
| Aug 2025 | +$21M |
| Jul 2025 | +$95M |
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 | |
|---|---|---|---|---|---|
| JAAAJanus Henderson AAA CLO ETF | — | 0.20% | $32.5B | −0.0% | compare |
| PAAAPGIM AAA CLO ETF | — | 0.19% | $10.2B | +0.1% | compare |
| BKLNInvesco Senior Loan ETF | — | 0.65% | $6.2B | −2.6% | compare |
| CLOABlackRock ETF Trust II iShares AAA CLO Active ETF | — | 0.20% | $2.8B | +0.1% | compare |
| FTSLFirst Trust Senior Loan Fund ETF | — | 0.70% | $2.5B | −2.7% | compare |
The largest other funds in the Bank Loans & CLOs category.
Under the hood
fiscal year to Jun 30, 2026SEC census- Authorized participants
- 15 active of 41 with agreements; top 3 did 66%
- Created · redeemed
- $2.4B · $3.9B over the fiscal year
- Redemptions in kind
- 0% creations 0% in kind
- Creation unit
- 50,000 shares
- Securities lending
- authorized, none lent
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
678
AUM
$5.4B
Provider
SPDR (State Street)
Inception
2013-04-03
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.70%
Dividend Yield
7.37%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-06 | $0.2457 | CD |
| 2026-09-01 | 2026-09-04 | $0.2547 | CD |
| 2026-08-03 | 2026-08-06 | $0.2395 | CD |
| 2026-07-01 | 2026-07-07 | $0.2311 | CD |
| 2026-06-01 | 2026-06-04 | $0.2334 | CD |
| 2026-05-01 | 2026-05-06 | $0.2233 | CD |
Asset Allocation
Top Holdings
top 50 of 678 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Dayforce Bidco LLC aka Dayforce 02/04/2033 | 2.12% | Corporate Bond | — |
| — | Hopper Merger Sub Inc aka Hologic 04/07/2033 | 2.08% | Corporate Bond | — |
| — | UKG Inc aka Ultimate Kronos/UKG 02/10/2031 | 2.04% | Corporate Bond | — |
| — | McAfee Corp 03/01/2029 | 2.00% | Corporate Bond | — |
| — | Finastra USA Inc aka Misys/Almonde Inc. 09/15/2032 | 1.92% | Corporate Bond | — |
| — | Rocket Software, Inc. 11/28/2028 | 1.85% | Corporate Bond | — |
| — | Neptune Bidco US Inc aka Nielsen/Nielsen Holdings 02/03/2033 | 1.79% | Corporate Bond | — |
| — | OAK-Eagle Acquireco Inc aka Electronic Arts Inc/ EA/Electronic Arts 08/04/2033 | 1.74% | Corporate Bond | — |
| — | Sword Purchaser LLC aka Sealed Air 04/09/2033 | 1.57% | Corporate Bond | — |
| — | athenahealth Group Inc. aka Minerva Merger Sub 02/16/2032 | 1.54% | Corporate Bond | — |
| — | ProAmpac PG Borrower LLC aka ProAmpac 03/07/2033 | 1.50% | Corporate Bond | — |
| — | Skydance Corp aka Paramount Skydance 10/06/2033 | 1.49% | Corporate Bond | — |
| — | Focus Financial Partners LLC 09/15/2031 | 1.35% | Corporate Bond | — |
| — | Global Medical Response Inc aka Air Medical Group/Global Medical 10/01/2032 | 1.29% | Corporate Bond | — |
| — | TransDigm Inc 03/22/2030 | 1.29% | Corporate Bond | — |
| — | Ensemble RCM LLC aka Ensemble Health 02/09/2033 | 1.28% | Corporate Bond | — |
| — | Cotiviti Inc aka Verscend 05/01/2031 | 1.28% | Corporate Bond | — |
| — | Apex Group Treasury LLC 02/27/2032 | 1.23% | Treasury | — |
| — | Michaels Cos Inc/The 03/15/2033 | 1.21% | Corporate Bond | — |
| — | Hyperion Refinance Sarl aka Howden Group 02/15/2031 | 1.21% | Corporate Bond | — |
| — | Boxer Parent Co Inc aka BMC Software 07/30/2031 | 1.20% | Corporate Bond | — |
| — | Great Outdoors Group LLC aka Great American Outdoors/Bass Pro 01/23/2032 | 1.19% | Corporate Bond | — |
| — | Staples Inc 09/04/2029 | 1.17% | Corporate Bond | — |
| — | Cloud Software Group LLC aka Balboa/Citrix 08/13/2032 | 1.13% | Corporate Bond | — |
| — | CoreLogic, Inc. aka CoreLogic/Cotality/CoreLogic/Cotality 07/25/2031 | 1.08% | Corporate Bond | — |
| — | Galileo Parent Inc aka Vantor/Maxar 03/03/2033 | 1.08% | Corporate Bond | — |
| — | Raven Acquisition Holdings, llc aka R1 RCM 11/19/2031 | 1.07% | Corporate Bond | — |
| — | Mavis Tire Express Services Topco, Corp. aka Mavis Discount Tire Inc 05/06/2033 | 1.06% | Corporate Bond | — |
| — | Peraton Corp 02/01/2028 | 1.05% | Corporate Bond | — |
| — | Mitchell International, Inc. aka Enlyte 06/17/2031 | 1.00% | Corporate Bond | — |
| — | Allied Universal Holdco LLC aka USAGM 08/20/2032 | 0.96% | Corporate Bond | — |
| — | Michaels Cos Inc/The 11% 03/15/2034 | 0.96% | Corporate Bond | US |
| — | Cloud Software Group LLC aka Balboa/Citrix 03/21/2031 | 0.93% | Corporate Bond | — |
| — | XPLOR T1 LLC aka Xplor Tech 12/01/2032 | 0.79% | Corporate Bond | — |
| — | SCIH Salt Holdings Inc aka Kissner/Morton/Morton Salt 08/13/2031 | 0.77% | Corporate Bond | — |
| — | MH Sub I, LLC aka Internet Brands, Inc./Micro Holdings Corp. 12/31/2031 | 0.76% | Corporate Bond | — |
| — | ECI Macola/Max Holding LLC aka ECI Software Solutions 05/09/2030 | 0.75% | Corporate Bond | — |
| — | Broadstreet Partners Group LLC 06/13/2031 | 0.73% | Corporate Bond | — |
| — | Asurion LLC aka Asurion Corporation/Lonestar 01/20/2029 | 0.72% | Corporate Bond | — |
| — | American Airlines, Inc 06/04/2029 | 0.69% | Corporate Bond | — |
| — | TransDigm Inc 02/28/2031 | 0.69% | Corporate Bond | — |
| — | FanDuel Group Financing LLC aka Flutter Entertainment 11/30/2030 | 0.66% | Corporate Bond | — |
| — | Alliant Holdings Intermediate LLC aka Alliant Holdings 09/19/2031 | 0.66% | Corporate Bond | — |
| — | Delta Topco Inc aka Infoblox 11/29/2030 | 0.63% | Corporate Bond | — |
| — | Virtusa Corp 02/15/2029 | 0.62% | Corporate Bond | — |
| — | Grant Thornton Advisors LLC 06/02/2031 | 0.61% | Corporate Bond | — |
| — | ABG Intermediate Holdings 2 LLC aka Authentic Brands Group/Authentic Brands 09/23/2033 | 0.60% | Corporate Bond | — |
| — | First Advantage Holdings, LLC aka First Advantage/STG 10/31/2031 | 0.58% | Corporate Bond | — |
| — | Restoration Hardware Inc aka Restoration Hardware/RH 10/20/2028 | 0.56% | Corporate Bond | — |
| — | GB AIT Buyer Inc aka AIT Worldwide 04/29/2033 | 0.53% | Corporate Bond | — |
Non-Equity Breakdown
State Street(R) Blackstone Senior Loan ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-28)
Net assets:
$5.21B
· 797 total positions
· equity 0.63%
· non-equity 102.02%
Non-equity holdings
— 794 positions,
102.02% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Corporate | 84.81% | $4.42B | 386 |
| Corporate | 7.92% | $412.8M | 307 |
| CBO/CDO (Corporate) | 3.91% | $203.9M | 82 |
| Short-term investment | 3.04% | $158.6M | 3 |
| Repurchase agreement | 1.92% | $100.0M | 1 |
| Debt | 0.38% | $19.8M | 13 |
| Loan | 0.03% | $1.8M | 2 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.72% | -0.15% | 2.31% | 0.07% | 0.50% | -0.82% | 0.44% |
| Feb | 0.39% | -0.77% | -0.45% | 0.84% | 0.17% | -2.45% | -0.38% |
| Mar | -0.35% | 0.07% | -0.02% | 0.81% | -0.60% | 1.36% | 0.21% |
| Apr | 0.48% | -0.85% | 0.73% | 0.36% | -0.10% | 1.58% | 0.37% |
| May | 0.85% | -2.40% | -0.44% | 0.98% | 2.12% | 0.17% | 0.21% |
| Jun | 0.61% | -3.07% | 2.52% | 0.00% | 1.09% | -0.20% | 0.16% |
| Jul | -0.74% | 2.14% | 0.74% | 0.46% | 0.73% | 0.71% | 0.67% |
| Aug | 0.72% | 0.94% | 1.27% | 1.09% | 0.78% | 1.37% | 1.03% |
| Sep | 0.33% | -3.61% | 0.19% | 0.70% | 0.53% | -0.20% | -0.34% |
| Oct | -0.09% | 1.20% | 0.02% | 0.82% | 0.46% | -0.65%* | 0.29% |
| Nov | -0.77% | 0.95% | 1.33% | 1.08% | 0.58% | -- | 0.63% |
| Dec | 0.80% | -1.16% | 0.96% | -0.31% | 0.27% | -- | 0.11% |
| Total | 2.97% | -6.67% | 9.50% | 7.11% | 6.70% | 0.80% | 3.40% |
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: $40.21
SMA 50: $40.45
SMA 200: $40.45
Current: $39.93
EMA 12: $40.09
EMA 26: $40.23
MACD: -0.1454 | Signal: -0.0276
BEARISH
ADX (14): 50.29
STRONG TREND
+DI: 4.77
−DI: 31.59
Momentum Oscillators
RSI (14): 29.89
OVERSOLD
Stoch %K: 7.45
Stoch %D: 8.23
Williams %R: -88.37
Volume & Volatility
BB Upper: $40.58
BB Lower: $39.85
NEUTRAL
OBV: 112,722,589
Vol SMA 20: 3,011,635
Vol ROC: 63.95%
ATR: $0.12
True Range: $0.09
HV 20: 2.8%
HV 30: 2.7%
HV 60: 3.0%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers:
- Technical indicators suggest a range-bound market with a slight bullish bias
- Recent news headlines have been neutral, with no significant catalysts affecting the stock price
- Low volatility and beta indicate a low-risk investment profile
Primary Risks:
- Market sentiment could shift if earnings reports or macroeconomic factors deteriorate
- Options activity suggests a lack of institutional interest in the stock
Investment Thesis: SRLN appears to be trading within a defined range, with no clear catalysts driving the price. While there are some technical indicators pointing towards a slight bullish bias, the overall sentiment remains neutral.
Recent News Sentiment Impact: The recent news headlines have been primarily neutral, with no significant impact on the stock's price movement.
Generated
News
All SRLN news →
Seeking AlphaT3·32mo ago
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Showing 1–10 of 11
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SRLN Options Activity & IV Rank
SRLN IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 20.4%
7-DTE IV: —
Expected Move: $1.75
7-DTE Move: $1.75
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 164
Put Volume: 363
P/C Volume: 2.213
BEARISH
Call OI: 306
Put OI: 1,162
P/C OI: 3.797
Total OI: 1,468
ATM Options Pricing
ATM Call: $0.25
ATM Put: $1.50
Call %: 0.6%
Put %: 3.8%
Chain Summary
Chain Volume: 2,091
Chain OI: 8,258
Last Updated: 10/21/2026
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Dealer Positioning
TYPICAL γ
Estimated net dealer gamma is at the 35th 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
35%
vs own history
GEX tilt
-0.59
OI-weighted, today
Vanna tilt
+0.29
δ-sensitivity to IV
Charm tilt
+0.16
δ-decay vs time
? What is this?
· 22 ATM contracts, 5k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · ATM 16.2% / 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)54.2MediumOct 21
Straddle Price (30 DTE)$1.75Oct 21
Beta Analysis
Risk Metrics
Beta: 0.1370
Alpha: -5.26%
Correlation: 0.4980
R-Squared: 24.8%
Stock Volatility: 3.5%
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
SRLN 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.
1 filers$1.92M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $1.92M | 100.00% | 2026-06-30 |
2 filers$2.66M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $1.56M | 58.88% | 2026-06-30 |
| 2 | Susquehanna International Group, LLP Custodian | $1.09M | 41.12% | 2026-06-30 |
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
11.15M
SI % of Float
8.31%
Days to Cover
3.67
Short Vol Ratio
48.4%
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 |
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