SWAN Amplify BlackSwan Growth & Treasure Core ETF

ETF 32.35 Delayed

ETF 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.

SWAN $32.35 —
Key stats
$32.35
52-Week Range
$30.45 – $34.21
YTD
-0.26%
IV Rank (30D)
11.38
Straddle Price
$1.65
P/C Vol Ratio
0.00
Open
$32.30
Day Range
$32.29 – $32.35
Volume
3,262
Prev Close
$32.38
About

Amplify BlackSwan Growth & Treasure Core ETF (SWAN) ETF

No description available.

Exchange
ARCX
Inception
2018-11-05
Has Options
Yes
Fund profile
holdings as of Oct 20, 2026issuer data
Taxable Bond Treasury (Broad)#16 of 25 by assets Amplify
Expense ratio
—
Assets
$153M
issuer-reported, Oct 20, 2026
Trailing yield
3.40%
paid quarterly
Average daily volume
$223K
30 sessions
Holdings
14
top 10 are 85.7%
Listed
Nov 5, 2018
NYSE Arca
Net asset value
$32.31
issuer, Oct 20, 2026
Closure risk, 12 months
2.5%
low: trading volume · model
FrenzyCap ETF score
27
how it is built
Costn/a
Liquidity12
Scale44
Diversification29

Moves with. US large-cap stocks (75% of its variance, beta 0.72); Long Treasuries (9% of its variance, beta 0.20). These factors explain 89% of its daily moves over the last year.

All 14 holdingsOverlap toolAll Treasury (Broad) ETFs

Fund flows

No monthly flow reports are on file for this fund yet. New funds appear after their first quarterly filing; funds organised as unit investment trusts do not file them.

Similar funds
FundOverlapFeeAssets1Y
GOVTiShares U.S. Treasury Bond ETF—0.05%$42.4B−5.4%compare
VWOBVanguard Emerging Markets Government Bond ETF—0.15%$6.1B−5.9%compare
GGOViShares Global Government Bond USD Hedged Active ETF—0.39%$4.2B−0.9%compare
XHLFBondBloxx Bloomberg Six Month Target Duration US Treasury ETF—0.03%$1.9B−0.3%compare
IGOViShares International Treasury Bond ETF—0.35%$1.3B−6.0%compare

The largest other funds in the Treasury (Broad) category.

ETF Profile
holdings as of 2026-10-20
Holdings
14
AUM
$152.5M
Provider
Amplify
Inception
2018-11-05
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
—
Dividend Yield
3.40%
Distribution
Quarterly
Recent distributions
Ex-Date Pay Date Amount Type
2026-09-29 2026-09-30 $0.2699 CD
2026-06-29 2026-06-30 $0.3544 CD
2026-03-30 2026-03-31 $0.2403 CD
2025-12-30 2025-12-31 $0.2352 CD
2025-09-29 2025-09-30 $0.2331 CD
2025-06-27 2025-06-30 $0.2372 CD
Asset Allocation
Top Holdings
top 14 of 14 holdings
Symbol Name Weight % Asset Class Country
— United States Treasury Note/Bond 1.375% 11/15/2031 8.68% Treasury US
— United States Treasury Note/Bond 4% 11/15/2035 8.62% Treasury US
— United States Treasury Note/Bond 2.875% 05/15/2032 8.61% Treasury US
— United States Treasury Note/Bond 4.375% 05/15/2036 8.61% Treasury US
— United States Treasury Note/Bond 3.375% 05/15/2033 8.57% Treasury US
— United States Treasury Note/Bond 4.125% 11/15/2032 8.56% Treasury US
— United States Treasury Note/Bond 4.5% 11/15/2033 8.53% Treasury US
— United States Treasury Note/Bond 4.375% 05/15/2034 8.52% Treasury US
— United States Treasury Note/Bond 4.25% 11/15/2034 8.50% Treasury US
— United States Treasury Note/Bond 4.25% 05/15/2035 8.49% Treasury US
— SPY 12/18/2026 645.01 C 7.12% Derivative —
— SPY 06/17/2027 720.01 C 5.25% Derivative —
— Cash & Other 1.47% Cash/Money Market —
— Invesco Government & Agency Portfolio 12/31/2031 0.47% Cash/Money Market —
Chart
Seasonality
'21'22'23'24'25'26Avg
Jan-0.98%-4.39%4.68%1.51%1.73%0.30%0.48%
Feb-2.39%-2.51%-5.23%0.76%1.28%1.17%-1.15%
Mar-0.84%-1.91%4.58%1.25%-4.00%-5.45%-1.06%
Apr3.05%-8.67%0.62%-5.21%0.24%5.73%-0.71%
May0.30%-0.35%-0.36%4.78%2.46%2.97%1.63%
Jun2.57%-4.05%0.70%2.40%3.65%-2.00%0.54%
Jul2.47%3.70%1.49%3.17%1.25%-1.65%1.74%
Aug1.27%-5.61%-1.18%3.04%2.44%0.03%-0.00%
Sep-4.52%-7.04%-6.28%3.04%2.89%-2.73%-2.44%
Oct3.42%-1.87%-2.67%-3.00%1.56%1.21%*-0.23%
Nov0.64%4.71%7.63%5.43%0.44%--3.77%
Dec-3.41%-6.21%3.95%-5.11%-0.81%---2.32%
Total1.21%-29.99%7.21%11.96%13.70%-0.86%0.54%
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: $32.26
SMA 50: $32.75
SMA 200: $32.77
Current: $32.32
EMA 12: $32.32
EMA 26: $32.42
MACD: -0.0963 | Signal: 0.0369
BEARISH
ADX (14): 9.91
RANGE
+DI: 27.94
−DI: 26.95

Momentum Oscillators

RSI (14): 47.22
NEUTRAL
Stoch %K: 70.72
Stoch %D: 69.94
Williams %R: -43.90

Volume & Volatility

BB Upper: $32.64
BB Lower: $31.89
NEUTRAL
OBV: -2,707,382
Vol SMA 20: 6,998
Vol ROC: -53.66%
ATR: $0.25
True Range: $0.09
HV 20: 8.9%
HV 30: 10.9%
HV 60: 11.0%

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: SWAN

Executive Summary

Overall Assessment: NEUTRAL (Confidence Level: 6/10)

Key Drivers and Primary Risks: The stock's recent price action is characterized by a neutral RSI reading, indicating no clear trend. However, the bearish MACD signal suggests potential selling pressure. The low volatility and beta indicate a relatively stable market environment.

Investment Thesis: SWAN's recent performance has been lackluster due to a mixed technical picture and limited news-driven catalysts. While the options market pricing in some volatility, the overall sentiment remains neutral.

Recent News Sentiment Impact: The recent news headlines have been primarily neutral, with no significant market-moving events or announcements affecting the stock price.

Technical Analysis

Trend Direction: Medium-term (1-3 months): NEUTRAL

Support/Resistance Levels:

  • Upper: $33.90
  • Middle: $33.39
  • Lower: $32.87

Momentum Signals:

  • RSI interpretation: Neutral (45.41)
  • MACD signal: Bearish (-0.05 / Signal: -0.04)
  • Bollinger Bands position: Neutral

News & Sentiment Analysis

Recent Headlines Summary: The recent news headlines have been primarily neutral, with no significant market-moving events or announcements affecting the stock price.

Sentiment Assessment: NEUTRAL (Aggregate sentiment from last 10 news articles)

Catalyst Identification: None notable in the recent news headlines

Market Narrative: The neutral technical picture and lack of significant news catalysts suggest a stable market environment, with no clear trend emerging.

Risk & Volatility Assessment

Beta Interpretation: Low risk (0.72 vs SPY)

Volatility Regime: Low volatility - stock moves less than market (0.10)

Options Market Signals:

  • IV Rank: 15.2% (Low)
  • Current IV: 30.0%
  • Expected Move: $2.67 (38 DTE), 7-DTE: $2.85

Market Context & Positioning

Sector Performance: SWAN's performance has been in line with its sector, exhibiting a neutral trend.

Institutional Activity: The options market suggests some institutional interest, but the volume and open interest are relatively low.

Correlation Analysis: SWAN exhibits a high correlation (0.89) with the broader market, indicating a relatively stable price relationship.

Relative Valuation: SWAN's valuation is within its historical trading range, suggesting no clear directional bias.

Key Levels & Action Items

Critical Price Levels:

  • Upper: $33.90
  • Middle: $33.39
  • Lower: $32.87

Breakout/Breakdown Levels: None notable in the recent technical picture

Time-Sensitive Catalysts: No significant earnings dates or product launches scheduled

Risk Management: Consider setting stop-loss levels around the critical price levels and adjust position sizing based on market volatility.

Note that this analysis is a comprehensive report, providing an objective assessment of SWAN's stock performance. It does not provide buy/sell advice but rather focuses on risk/reward analysis and market positioning considerations.

Generated
News
All SWAN news →
Showing 1–10 of 15
Page 1 of 2

SWAN Options Activity & IV Rank

SWAN IV rank history, 52-week IV rank and IV percentile →

Volatility Metrics

Current IV: 12.7%
7-DTE IV: —
Expected Move: $1.65
7-DTE Move: $1.65
Days to Exp: 29 (2026-11-20)

Options Flow

Call Volume: 3
Put Volume: 0
P/C Volume: —
BULLISH
Call OI: 3
Put OI: 0
P/C OI: —
Total OI: 3

ATM Options Pricing

ATM Call: $0.65
ATM Put: $1.00
Call %: 2.0%
Put %: 3.1%

Chain Summary

Chain Volume: 41
Chain OI: 39
Last Updated: 10/22/2026
Spread Scanner GPU
Full Algorithm Docs ↗

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:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How 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 side

Which 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 20.3% / Wing —

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)11.4LowOct 22
Straddle Price (30 DTE)$1.65Oct 22
Beta Analysis

Risk Metrics

Beta: 0.7518
Alpha: -10.97%
Correlation: 0.8881
R-Squared: 78.9%
Stock Volatility: 10.8%
Market Volatility: 12.7%

Analysis Details

Benchmark: SPY
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Beta & Alpha Over Time

SWAN Institutional Ownership (13F)

Latest filings — 2026-09-30

Institutional 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.

37 filers3,533,720 shares$117.65M value
# Filer Shares Value % of Total % of Float Period
1 Cerity Partners LLC Custodian 2,203,400 $73.51M 62.48% — 2026-06-30
2 LaSalle St. Investment Advisors, LLC 492,780 $16.44M 13.97% — 2026-06-30
3 NewEdge Advisors, LLC 199,260 $6.65M 5.65% — 2026-06-30
4 LifePlan Financial, LLC 145,428 $4.70M 3.99% — 2026-09-30
5 Summit Financial, LLC 74,269 $2.48M 2.11% — 2026-06-30
6 Cetera Investment Advisers Custodian 61,152 $2.04M 1.73% — 2026-06-30
7 Global View Capital Management LLC 45,281 $1.51M 1.28% — 2026-06-30
8 OLD MISSION CAPITAL LLC 38,408 $1.28M 1.09% — 2026-06-30
9 LPL Financial LLC Custodian 33,616 $1.12M 0.95% — 2026-06-30
10 Ameriprise Financial, Inc. Custodian 29,739 $992.15K 0.84% — 2026-06-30
11 Ausdal Financial Partners, Inc. 29,533 $985.30K 0.84% — 2026-06-30
12 RDA Financial Network 27,820 $886.80K 0.75% — 2026-09-30
13 McAdam, LLC 23,179 $773.29K 0.66% — 2026-06-30
14 Hyundai Investments Co., Ltd. 18,425 $613.00K 0.52% — 2026-06-30
15 First PREMIER Bank 14,297 $456.00K 0.39% — 2026-09-30
16 Royal Bank of Canada Custodian 13,479 $450.00K 0.38% — 2026-06-30
17 MONEY CONCEPTS CAPITAL CORP 10,693 $356.74K 0.30% — 2026-06-30
18 StoneX Group Inc. 9,975 $332.77K 0.28% — 2026-06-30
19 Belpointe Asset Management LLC 9,368 $312.53K 0.27% — 2026-06-30
20 OSAIC HOLDINGS, INC. Custodian 8,995 $300.10K 0.26% — 2026-06-30
21 OPPENHEIMER & CO INC 8,803 $293.69K 0.25% — 2026-06-30
22 Susquehanna International Group, LLP Custodian 7,458 $248.81K 0.21% — 2026-06-30
23 Badgley Phelps Wealth Managers, LLC 7,371 $245.91K 0.21% — 2026-06-30
24 Jaffetilchin Investment Partners, LLC 6,635 $206.09K 0.18% — 2026-03-31
25 Aptus Capital Advisors, LLC 5,734 $191.30K 0.16% — 2026-06-30
# 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
9.07K
SI % of Float
0.19%
Days to Cover
1.00
Short Vol Ratio
27.4%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
Constituent Performance

Click any bar to view the full quote for that stock.

Constituents
Symbol Name Weight % Price 1 Day 1 Week 1 Month