Seeking AlphaT3·58mo ago
SUSB iShares Trust iShares ESG Aware 1-5 Year USD Corporate Bond ETF
ETF 24.46 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.
SUSB
$24.46
—
Key stats
$24.46
- 52-Week Range
- $24.30 – $25.39
- YTD
- -3.03%
- IV Rank (30D)
- 10.08
- Straddle Price
- $0.50
- Open
- $24.48
- Day Range
- $24.44 – $24.48
- Volume
- 322,369
- Prev Close
- $24.47
About
iShares Trust iShares ESG Aware 1-5 Year USD Corporate Bond ETF (SUSB) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2017-07-11
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 19, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.12% issuer, Oct 21, 2026
- Assets
- $1.3B issuer-reported, Oct 19, 2026
- Trailing yield
- 4.62% paid monthly
- Average daily volume
- $4.8M 30 sessions
- Holdings
- 1,563 top 10 are 4.4%
- Listed
- Jul 11, 2017 Nasdaq
- Net asset value
- $24.46 issuer, Oct 20, 2026 · closed -0.04% to NAV
- Median bid/ask spread
- 0.04% 30 days, issuer-reported
- 30-day SEC yield
- 5.37% issuer, Oct 19, 2026
- Return on NAV, 1 year
- +1.0% issuer, through Sep 30, 2026 · 3 years +5.1% a year · 5 years +2.1%
- Distributions, 12 months
- $1.13 a share issuer, through Oct 1, 2026: 100% income
- Tracking difference
- -0.10 pts vs index, after fees, FY 2026
Cost76
Liquidity56
Scale78
Diversification100
Moves with. Long Treasuries (43% of its variance, beta 0.16); US dollar (6% of its variance, beta -0.06). These factors explain 54% of its daily moves over the last year.
Stated objective. The iShares ESG Aware 1-5 Year USD Corporate Bond ETF (the Fund ) seeks to track the investment results of an index composed of U.S. dollar-denominated, investment-grade corporate bonds having remaining maturities between one and five years and issued by companies that have positive environmental, social and governance characteristics while seeking to exhibit risk and return characteristics similar to those of the parent index of such index. (from the fund's prospectus)
All 1,563 holdingsFlow historyOverlap toolAll Short-Term Bond ETFs
Fund flows
daily as of Oct 19, 2026issuer datathrough May 2026SEC filings- Oct 19, 2026
- $0 latest day
- Latest 5 trading days
- +$7.3M
- Latest 21 trading days
- +$18M +1.4% of assets
- Year to date
- +$281M +$308M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | +$3.7M |
| Oct 15, 2026 | +$3.7M |
| Oct 14, 2026 | $0 |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | +$4.9M |
| Oct 8, 2026 | +$1.2M |
| Oct 7, 2026 | $0 |
| Oct 6, 2026 | +$3.7M |
| Oct 5, 2026 | +$1.2M |
| Oct 2, 2026 | $0 |
| Oct 1, 2026 | $0 |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | $0 |
| Sep 28, 2026 | $0 |
| Sep 25, 2026 | $0 |
| Sep 24, 2026 | $0 |
| Sep 23, 2026 | $0 |
| Sep 22, 2026 | $0 |
| Sep 21, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- May 2026
- +$127M latest reported month
- Latest 3 months
- +$127M +10.6% of assets
- Latest 12 months
- +$225M +18.6% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$127M |
| Apr 2026 | $0 |
| Mar 2026 | +$40K |
| Feb 2026 | +$16M |
| Jan 2026 | +$5.1M |
| Dec 2025 | +$19M |
| Nov 2025 | +$2.5M |
| Oct 2025 | +$14M |
| Sep 2025 | +$13M |
| Aug 2025 | +$20M |
| Jul 2025 | +$5.0M |
| Jun 2025 | +$2.5M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 81 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| BSVVanguard Short-Term Bond ETF | — | 0.03% | $45.5B | −3.3% | compare |
| VCSHVanguard Short-Term Corporate Bond ETF | — | 0.03% | $43.9B | −3.3% | compare |
| IGSBiShares Trust iShares 1-5 Year Investment Grade Corporate Bond ETF | — | 0.04% | $23.4B | −3.3% | compare |
| SPSBState Street SPDR Portfolio Short Term Corporate Bond ETF | — | 0.04% | $11.2B | −2.3% | compare |
| DFSDDimensional Short-Duration Fixed Income ETF | — | 0.16% | $7.3B | −3.8% | compare |
The largest other funds in the Short-Term Bond category.
Under the hood
fiscal year to Feb 28, 2026SEC census- Authorized participants
- 4 active of 43 with agreements; top 3 did 93%
- Created · redeemed
- $132M · $30M over the fiscal year
- Redemptions in kind
- 99% creations 98% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 4.45% of assets on loan on average; earned 1.1 bp
- Return vs index
- -0.10 pts after fees; -0.10 before; daily s.d. 0.23
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
1563
AUM
$1.3B
Provider
iShares (BlackRock)
Inception
2017-07-11
Exchange
XNAS
Data As Of
2026-10-20
Expense Ratio
0.12%
Dividend Yield
4.62%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-06 | $0.0960 | CD |
| 2026-09-01 | 2026-09-04 | $0.0957 | CD |
| 2026-08-03 | 2026-08-06 | $0.0954 | CD |
| 2026-07-01 | 2026-07-07 | $0.0925 | CD |
| 2026-06-01 | 2026-06-04 | $0.0842 | CD |
| 2026-05-01 | 2026-05-06 | $0.0957 | CD |
Asset Allocation
Top Holdings
top 50 of 1563 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | CHENIERE ENERGY INC | 0.77% | Corporate Bond | US |
| — | TRACTOR SUPPLY COMPANY | 0.44% | Corporate Bond | US |
| — | COMMONWEALTH BANK OF AUSTRALIA (NE MTN | 0.42% | Corporate Bond | AU |
| — | JACOBS ENGINEERING GROUP INC. | 0.42% | Corporate Bond | US |
| — | CH ROBINSON WORLDWIDE INC | 0.42% | Corporate Bond | US |
| — | NATIONAL GRID PLC | 0.41% | Corporate Bond | GB |
| — | TOYOTA MOTOR CREDIT CORP MTN | 0.38% | Corporate Bond | US |
| — | CRH AMERICA FINANCE INC | 0.38% | Corporate Bond | IE |
| — | CUMMINS INC | 0.38% | Corporate Bond | US |
| — | CNH INDUSTRIAL NV MTN | 0.37% | Corporate Bond | US |
| — | JACOBS SOLUTIONS INC | 0.36% | Corporate Bond | US |
| — | NATIONAL BANK OF CANADA MTN | 0.35% | Corporate Bond | CA |
| — | CANADIAN IMPERIAL BANK (FXD-FRN) | 0.35% | Corporate Bond | CA |
| — | LKQ CORP | 0.34% | Corporate Bond | US |
| — | DIAGEO INVESTMENT CORPORATION | 0.34% | Corporate Bond | GB |
| — | CRH SMW FINANCE DAC | 0.34% | Corporate Bond | IE |
| — | BEST BUY CO INC | 0.33% | Corporate Bond | US |
| — | KONINKLIJKE KPN NV | 0.33% | Corporate Bond | NL |
| — | VERIZON COMMUNICATIONS INC | 0.33% | Corporate Bond | US |
| — | SONY GROUP CORP | 0.32% | Corporate Bond | JP |
| — | DIGITAL REALTY TRUST LP | 0.32% | Corporate Bond | US |
| — | NOVARTIS CAPITAL CORP | 0.32% | Corporate Bond | CH |
| — | SBA COMMUNICATIONS CORP | 0.31% | Corporate Bond | US |
| — | NATIONAL BANK OF CANADA MTN | 0.31% | Corporate Bond | CA |
| — | HARTFORD INSURANCE GROUP INC | 0.30% | Corporate Bond | US |
| — | EQUINIX EUROPE 2 FINANCING CORPORA | 0.30% | Corporate Bond | US |
| — | AUTODESK INC | 0.30% | Corporate Bond | US |
| — | THE WILLIAMS COMPANIES INC | 0.29% | Corporate Bond | US |
| — | SERVICENOW INC | 0.29% | Corporate Bond | US |
| — | DIAGEO CAPITAL PLC | 0.29% | Corporate Bond | GB |
| — | ZOETIS INC | 0.29% | Corporate Bond | US |
| — | NATIONAL BANK OF CANADA (FXD-FRN) MTN | 0.28% | Corporate Bond | CA |
| — | ADOBE INC | 0.28% | Corporate Bond | US |
| — | MORGAN STANLEY MTN | 0.28% | Corporate Bond | US |
| — | NORTH HAVEN PRIVATE INCOME FUND LL | 0.28% | Corporate Bond | US |
| — | CHENIERE CORPUS CHRISTI HOLDINGS L | 0.27% | Corporate Bond | US |
| — | PUBLIC SERVICE ENTERPRISE GROUP IN | 0.27% | Corporate Bond | US |
| — | TRANE TECHNOLOGIES HOLDCO INC | 0.27% | Corporate Bond | US |
| — | ING GROEP NV | 0.27% | Corporate Bond | NL |
| — | STERIS IRISH FINCO UNLIMITED CO | 0.27% | Corporate Bond | US |
| — | RELX CAPITAL INC | 0.27% | Corporate Bond | GB |
| — | CBOE GLOBAL MARKETS INC | 0.26% | Corporate Bond | US |
| — | EQUINIX INC | 0.26% | Corporate Bond | US |
| — | ASSURANT INC | 0.26% | Corporate Bond | US |
| — | UNILEVER CAPITAL CORP | 0.26% | Corporate Bond | GB |
| — | SYNOPSYS INC | 0.26% | Corporate Bond | US |
| — | APPLIED MATERIALS INC | 0.26% | Corporate Bond | US |
| — | ONE GAS INC | 0.26% | Corporate Bond | US |
| — | BLK CSH FND TREASURY SL AGENCY | 0.25% | Cash/Money Market | US |
| — | THE CIGNA GROUP | 0.25% | Corporate Bond | US |
Non-Equity Breakdown
iShares ESG Aware 1-5 Year USD Corporate Bond ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-24)
Net assets:
$1.20B
· 1679 total positions
· equity 0.00%
· non-equity 102.92%
Non-equity holdings
— 1679 positions,
102.92% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Corporate | 94.14% | $1.13B | 1581 |
| Debt | 4.72% | $56.9M | 96 |
| Short-term investment | 4.05% | $48.8M | 2 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.04% | -1.09% | 1.51% | 0.55% | 0.61% | 0.34% | 0.31% |
| Feb | -0.42% | -0.81% | -1.57% | -0.65% | 0.93% | 0.67% | -0.31% |
| Mar | -0.33% | -2.15% | 1.67% | 0.39% | 0.28% | -0.71% | -0.14% |
| Apr | 0.39% | -1.30% | 0.17% | -0.41% | 0.52% | 0.38% | -0.04% |
| May | 0.42% | 1.03% | -0.04% | 0.83% | 0.48% | 0.28% | 0.50% |
| Jun | -0.19% | -0.90% | -0.37% | 0.37% | 0.96% | 0.22% | 0.01% |
| Jul | 0.37% | 1.12% | 0.69% | 1.68% | 0.20% | -0.12% | 0.66% |
| Aug | -0.11% | -1.52% | 0.38% | 0.89% | 0.56% | 0.12% | 0.05% |
| Sep | -0.21% | -1.92% | -0.46% | 0.92% | 0.52% | -0.99% | -0.36% |
| Oct | -0.62% | -0.81% | 0.23% | -1.07% | 0.08% | 0.39%* | -0.30% |
| Nov | -0.31% | 2.05% | 1.90% | 0.77% | 0.64% | -- | 1.01% |
| Dec | 0.00% | -0.46% | 1.12% | -0.60% | 0.16% | -- | 0.04% |
| Total | -1.05% | -6.64% | 5.30% | 3.69% | 6.10% | 0.57% | 1.33% |
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: $24.43
SMA 50: $24.61
SMA 200: $24.94
Current: $24.46
EMA 12: $24.46
EMA 26: $24.49
MACD: -0.0322 | Signal: 0.0183
BEARISH
ADX (14): 31.64
TREND
+DI: 17.79
−DI: 28.04
Momentum Oscillators
RSI (14): 46.36
NEUTRAL
Stoch %K: 72.54
Stoch %D: 78.43
Williams %R: -29.54
Volume & Volatility
BB Upper: $24.51
BB Lower: $24.36
NEUTRAL
OBV: 9,892,341
Vol SMA 20: 217,316
Vol ROC: 12.29%
ATR: $0.06
True Range: $0.04
HV 20: 2.2%
HV 30: 2.6%
HV 60: 2.5%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
Here is the comprehensive stock analysis report for SUSB:
Executive Summary
Overall Assessment: NEUTRAL (confidence level 6/10) Key drivers and primary risks: * Technical indicators suggest a consolidating market with no clear trend, while momentum oscillators indicate a neutral sentiment. * Recent news headlines are generally neutral, with no significant catalysts driving the stock's price movement. * Risk metrics show low volatility, indicating that the stock moves less than the broader market.
Investment thesis: SUSB is trading within a range-bound environment, with no clear direction or momentum. The options market is pricing in a $2.20 move by expiration, which suggests some uncertainty around future prices. As such, it's essential to monitor key levels and news sentiment to identify potential catalysts that could break the stock out of its consolidation phase.
Recent news sentiment impact: The recent news headlines are generally neutral, with no significant market-moving events or developments affecting the stock's price movement. This suggests that the stock is primarily driven by technical factors rather than fundamental events.
Technical Analysis
Trend Direction: NEUTRAL (short-term and medium-term), BEARISH (long-term) Support/Resistance Levels: * SMA 20: $24.82 (support) * SMA 50: $24.85 (support) * Upper Bollinger Band: $24.95 (resistance) Momentum Signals: * RSI: 37.41 (neutral) * MACD: -0.04 / Signal: -0.02 / Histogram: -0.02 (bearish) * Stochastic %K and %D are neutral Volume Analysis: * Volume SMA 20: 177741.22 (increasing volume support the current price trend) * On-Balance Volume (OBV): 9212967.66 (supportive of the current price trend)
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines are generally neutral, with no significant market-moving events or developments affecting the stock's price movement.
Sentiment Assessment: NEUTRAL (aggregate sentiment from recent headlines) Catalyst Identification: None identified from recent headlines
Market Narrative: The current market narrative is that of a consolidating market with no clear trend or momentum.
Risk & Volatility Assessment
Beta Interpretation: * Beta: 0.05 (low volatility - stock moves less than the broader market)
Volatility Regime: * Historical Volatility: HV20 2.5% / HV30 2.5% / HV60 2.6% * IV Premium vs HV30: 1083.9% (positive = implied richer than realized)
Options Market Signals: * IV Rank: 31.8% (Medium - shows if volatility is historically high/low) * Current IV: 30.0% * Expected Move: $2.20 (42 DTE), 7-DTE: $1.20 * Volume Flow: 0 calls vs 0 puts * Open Interest: 0 calls vs 0 puts * Put/Call Volume Ratio: 0.00 (Neutral sentiment) * Put/Call OI Ratio: 0.00
Downside Protection: * Support levels: SMA 20, SMA 50 * Risk management considerations: Monitor key levels and news sentiment to identify potential catalysts that could break the stock out of its consolidation phase.
Market Context & Positioning
Sector Performance: * Relative strength vs sector/market (neutral)
Institutional Activity: * Volume patterns suggesting institutional interest (increasing volume support the current price trend)
Correlation Analysis: * How stock moves relative to market (R-squared interpretation): 0.28 (low correlation - stock is not strongly correlated with the broader market)
Relative Valuation: * Position within trading range: SUSB is currently trading within a range-bound environment, making it essential to monitor key levels and news sentiment to identify potential catalysts that could break the stock out of its consolidation phase.
Key Levels & Action Items
Critical Price Levels: * SMA 20: $24.82 (support) * SMA 50: $24.85 (support)
Breakout/Breakdown Levels: * Upper Bollinger Band: $24.95 (resistance)
Time-Sensitive Catalysts: * None identified from recent headlines or earnings data
Risk Management: * Stop-loss levels and position sizing considerations should be based on the stock's volatility regime, with a focus on managing risk within the current consolidation phase.
I hope this comprehensive analysis meets your requirements! Let me know if you have any further questions.
Generated
News
All SUSB news →
Seeking AlphaT3·60mo ago
SUSB Options Activity & IV Rank
SUSB IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 24.2%
7-DTE IV: —
Expected Move: $0.50
7-DTE Move: $0.50
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 0
Put Volume: 0
P/C Volume: —
Call OI: 0
Put OI: 0
P/C OI: —
Total OI: 0
ATM Options Pricing
ATM Call: $0.50
ATM Put: $0.00
Call %: 2.0%
Put %: 0.0%
Chain Summary
Chain Volume: 0
Chain OI: 0
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.
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 7.0% / 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)10.1LowOct 21
Straddle Price (30 DTE)$0.50Oct 21
Beta Analysis
Risk Metrics
Beta: 0.0609
Alpha: -4.49%
Correlation: 0.3095
R-Squared: 9.6%
Stock Volatility: 2.5%
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
SUSB 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 |
|---|
| # | 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
158.87K
SI % of Float
0.30%
Days to Cover
1.00
Short Vol Ratio
83.7%
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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