BenzingaT3·4mo ago
TIP iShares TIPS Bond ETF
ETF 105.52 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.
TIP
$105.52
—
Key stats
$105.52
Pre-market
$105.76
+0.20%
- 52-Week Range
- $103.75 – $112.24
- YTD
- -3.95%
- IV Rank (30D)
- 55.3
- Straddle Price
- $3.02
- P/C Vol Ratio
- 1.18
- Open
- $105.60
- Day Range
- $105.36 – $105.69
- Volume
- 1,744,706
- Prev Close
- $105.48
About
iShares TIPS Bond ETF (TIP) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2003-12-04
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.18% issuer, Oct 21, 2026
- Assets
- $14.4B issuer-reported, Oct 19, 2026
- Trailing yield
- 4.46% paid monthly
- Average daily volume
- $215M 30 sessions
- Holdings
- 50 top 10 are 35.7%
- Listed
- Dec 4, 2003 NYSE Arca
- Last fee change
- -1 bp filed Feb 25, 2025
- Net asset value
- $105.40 issuer, Oct 20, 2026 · closed +0.06% to NAV
- Median bid/ask spread
- 0.01% 30 days, issuer-reported
- 30-day SEC yield
- 5.04% issuer, Oct 19, 2026
- Return on NAV, 1 year
- −2.1% issuer, through Sep 30, 2026 · 3 years +3.6% a year · 5 years −0.2% · 10 years +2.0%
- Distributions, 12 months
- $4.71 a share issuer, through Aug 3, 2026: 100% income
- Tracking difference
- -0.18 pts vs index, after fees, FY 2025
Cost65
Liquidity100
Scale100
Diversification66
Moves with. Long Treasuries (43% of its variance, beta 0.25); High yield over Treasuries (8% of its variance, beta -0.17). These factors explain 57% of its daily moves over the last year.
Stated objective. The iShares TIPS Bond ETF (the Fund ) seeks to track the investment results of an index composed of inflation-protected U.S. Treasury bonds. (from the fund's prospectus)
Fund flows
daily as of Oct 19, 2026issuer datathrough Jul 2026SEC filings- Oct 19, 2026
- $0 latest day
- Latest 5 trading days
- −$31M
- Latest 21 trading days
- −$167M −1.1% of assets
- Year to date
- +$1.2B +$1.2B over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | $0 |
| Oct 15, 2026 | $0 |
| Oct 14, 2026 | −$31M |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | +$73M |
| Oct 9, 2026 | +$21M |
| Oct 8, 2026 | +$42M |
| Oct 7, 2026 | $0 |
| Oct 6, 2026 | $0 |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | $0 |
| Oct 1, 2026 | −$83M |
| Sep 30, 2026 | −$42M |
| Sep 29, 2026 | −$31M |
| Sep 28, 2026 | −$42M |
| Sep 25, 2026 | $0 |
| Sep 24, 2026 | −$63M |
| Sep 23, 2026 | $0 |
| Sep 22, 2026 | −$84M |
| Sep 21, 2026 | +$74M |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jul 2026
- +$151M latest reported month
- Latest 3 months
- +$387M +2.6% of assets
- Latest 12 months
- +$1.3B +8.7% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$151M |
| Jun 2026 | −$153M |
| May 2026 | +$390M |
| Apr 2026 | +$700M |
| Mar 2026 | −$264M |
| Feb 2026 | +$343M |
| Jan 2026 | −$111M |
| Dec 2025 | −$628M |
| Nov 2025 | +$555M |
| Oct 2025 | +$168M |
| Sep 2025 | +$232M |
| Aug 2025 | −$109M |
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 | |
|---|---|---|---|---|---|
| VTIPVanguard Short-Term Inflation-Protected Securities Index Fund | — | 0.03% | $20.6B | −2.9% | compare |
| STIPiShares 0-5 Year TIPS Bond ETF | — | 0.03% | $16.7B | −2.8% | compare |
| SCHPSchwab U.S. TIPS ETF | — | 0.03% | $16.3B | −5.9% | compare |
| TDTTNorthern Trust iBoxx 3-Year Target Duration TIPS ETF | — | 0.18% | $2.6B | −3.8% | compare |
| TIPXState Street SPDR Bloomberg 1-10 Year TIPS ETF | — | 0.15% | $2.1B | −4.8% | compare |
The largest other funds in the TIPS category.
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 8 active of 36 with agreements; top 3 did 75%
- Created · redeemed
- $7.4B · $11.1B over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 0.04% of assets on loan on average; earned 0.0 bp
- Return vs index
- -0.18 pts after fees; +0.00 before; daily s.d. 0.84
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
50
AUM
$14.5B
Provider
iShares (BlackRock)
Inception
2003-12-04
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.18%
Dividend Yield
4.46%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-08-03 | 2026-08-06 | $0.7844 | CD |
| 2026-07-01 | 2026-07-07 | $1.0580 | CD |
| 2026-06-01 | 2026-06-04 | $1.2775 | CD |
| 2026-05-01 | 2026-05-06 | $0.5608 | CD |
| 2025-12-19 | 2025-12-24 | $0.3420 | CD |
| 2025-12-01 | 2025-12-04 | $0.3224 | CD |
Asset Allocation
Top Holdings
top 50 of 50 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | TREASURY (CPI) NOTE | 4.06% | Treasury | US |
| — | TREASURY (CPI) NOTE | 3.99% | Treasury | US |
| — | TREASURY (CPI) NOTE | 3.98% | Treasury | US |
| — | TREASURY (CPI) NOTE | 3.74% | Treasury | US |
| — | TREASURY (CPI) NOTE | 3.44% | Treasury | US |
| — | TREASURY (CPI) NOTE | 3.39% | Treasury | US |
| — | TREASURY (CPI) NOTE | 3.39% | Treasury | US |
| — | TREASURY (CPI) NOTE | 3.28% | Treasury | US |
| — | TREASURY (CPI) NOTE | 3.22% | Treasury | US |
| — | TREASURY (CPI) NOTE | 3.18% | Treasury | US |
| — | TREASURY (CPI) NOTE | 3.18% | Treasury | US |
| — | TREASURY (CPI) NOTE | 3.17% | Treasury | US |
| — | TREASURY (CPI) NOTE | 3.17% | Treasury | US |
| — | TREASURY (CPI) NOTE | 3.12% | Treasury | US |
| — | TREASURY (CPI) NOTE | 3.11% | Treasury | US |
| — | TREASURY (CPI) NOTE | 3.01% | Treasury | US |
| — | TREASURY (CPI) NOTE | 2.96% | Treasury | US |
| — | TREASURY (CPI) NOTE | 2.94% | Treasury | US |
| — | TREASURY (CPI) NOTE | 2.89% | Treasury | US |
| — | TREASURY (CPI) NOTE | 2.79% | Treasury | US |
| — | TREASURY (CPI) NOTE | 2.76% | Treasury | US |
| — | TREASURY (CPI) NOTE | 2.61% | Treasury | US |
| — | TREASURY (CPI) NOTE | 2.40% | Treasury | US |
| — | TREASURY (CPI) NOTE | 2.38% | Treasury | US |
| — | TREASURY (CPI) NOTE | 2.35% | Treasury | US |
| — | TREASURY (CPI) NOTE | 1.93% | Treasury | US |
| — | TREASURY (CPI) NOTE | 1.41% | Treasury | US |
| — | TREASURY (CPI) NOTE | 1.25% | Treasury | US |
| — | TREASURY (CPI) NOTE | 1.21% | Treasury | US |
| — | TREASURY (CPI) NOTE | 1.21% | Treasury | US |
| — | TREASURY (CPI) NOTE | 1.15% | Treasury | US |
| — | TREASURY (CPI) NOTE | 1.08% | Treasury | US |
| — | TREASURY (CPI) NOTE | 1.07% | Treasury | US |
| — | TREASURY (CPI) NOTE | 1.05% | Treasury | US |
| — | TREASURY (CPI) NOTE | 1.05% | Treasury | US |
| — | TREASURY (CPI) NOTE | 0.96% | Treasury | US |
| — | TREASURY (CPI) NOTE | 0.89% | Treasury | US |
| — | TREASURY (CPI) NOTE | 0.85% | Treasury | US |
| — | TREASURY (CPI) NOTE | 0.81% | Treasury | US |
| — | TREASURY (CPI) NOTE | 0.73% | Treasury | US |
| — | TREASURY (CPI) NOTE | 0.62% | Treasury | US |
| — | TREASURY (CPI) NOTE | 0.62% | Treasury | US |
| — | TREASURY (CPI) NOTE | 0.61% | Treasury | US |
| — | TREASURY (CPI) NOTE | 0.58% | Treasury | US |
| — | TREASURY (CPI) NOTE | 0.56% | Treasury | US |
| — | TREASURY (CPI) NOTE | 0.55% | Treasury | US |
| — | TREASURY (CPI) NOTE | 0.52% | Treasury | US |
| — | TREASURY (CPI) NOTE | 0.49% | Treasury | US |
| — | BLK CSH FND TREASURY SL AGENCY | 0.29% | Cash/Money Market | US |
| — | USD CASH | 0.00% | Cash/Money Market | US |
Non-Equity Breakdown
iShares TIPS Bond ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-25)
Net assets:
$14.60B
· 50 total positions
· equity 0.00%
· non-equity 100.29%
Non-equity holdings
— 50 positions,
100.29% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| US Treasury | 99.38% | $14.51B | 48 |
| Short-term investment | 0.92% | $133.6M | 2 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.16% | -1.49% | 1.71% | 0.48% | 1.22% | 0.56% | 0.44% |
| Feb | -1.47% | 1.52% | -2.01% | -1.22% | 1.92% | 1.53% | 0.05% |
| Mar | 0.07% | -2.57% | 3.25% | 0.27% | 0.41% | -1.08% | 0.06% |
| Apr | 1.14% | -1.64% | -0.13% | -1.05% | 0.06% | 1.09% | -0.09% |
| May | 0.77% | 0.46% | -0.37% | 1.61% | -0.29% | -0.13% | 0.34% |
| Jun | 0.43% | -2.72% | -0.50% | 0.34% | 1.28% | -0.50% | -0.28% |
| Jul | 2.58% | 2.66% | 0.16% | 2.13% | 0.06% | -0.55% | 1.17% |
| Aug | -0.20% | -2.75% | -0.22% | 0.67% | 0.91% | -0.04% | -0.27% |
| Sep | -0.82% | -6.02% | -1.41% | 1.29% | 0.61% | -2.59% | -1.49% |
| Oct | 0.67% | 0.13% | -0.12% | -2.17% | 0.14% | 1.19%* | -0.03% |
| Nov | 1.27% | 1.85% | 1.89% | 0.93% | 0.29% | -- | 1.25% |
| Dec | 0.10% | -2.68% | 1.92% | -1.81% | -0.53% | -- | -0.60% |
| Total | 4.74% | -12.78% | 4.12% | 1.37% | 6.22% | -0.59% | 0.51% |
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: $104.59
SMA 50: $105.80
SMA 200: $108.99
Current: $105.55
EMA 12: $105.05
EMA 26: $105.12
MACD: -0.0733 | Signal: 0.2317
BEARISH
ADX (14): 31.52
TREND
+DI: 28.36
−DI: 17.31
Momentum Oscillators
RSI (14): 57.14
NEUTRAL
Stoch %K: 88.89
Stoch %D: 88.67
Williams %R: -7.45
Volume & Volatility
BB Upper: $105.65
BB Lower: $103.53
NEUTRAL
OBV: 50,921,859
Vol SMA 20: 2,009,724
Vol ROC: -0.71%
ATR: $0.39
True Range: $0.33
HV 20: 3.9%
HV 30: 4.8%
HV 60: 4.3%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
Here is the stock analysis report for TIP:
Executive Summary
Overall Assessment: NEUTRAL (6/10)
Key Drivers: Low volatility, stable technical indicators, mixed news sentiment.
Primary Risks: Limited price action, lack of catalysts, potential for mean reversion.
Investment Thesis: TIP is a low-volatility stock with a strong technical foundation, but lacks near-term catalysts. It may be a good choice for investors seeking stability and moderate returns.
Recent News Sentiment Impact: No recent news headlines available, so no significant impact on sentiment.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Consolidation/Range-Bound
- Medium-term (1-3 months): Uptrend
- Long-term (3-12 months): Sideways Trend
Support/Resistance Levels:
- SMA 20: $111.00 (support)
- SMA 50: $111.29 (resistance)
- Upper Bollinger Band: $111.49 (resistance)
Momentum Signals:
- RSI (14) is neutral at 52.26, indicating a lack of momentum.
- MACD is bearish with a histogram reading of -0.10, suggesting a slight downtrend.
Volume Analysis:
- Volume SMA 20 is declining, indicating decreasing institutional interest.
- OBV is rising, suggesting accumulation.
News & Sentiment Analysis
Recent Headlines Summary: No recent news headlines available.
Sentiment Assessment: Neutral due to lack of recent news.
Catalyst Identification: No near-term catalysts identified.
Market Narrative: TIP's technical indicators suggest a stable and slightly uptrending stock, but the lack of recent news and mixed momentum signals create uncertainty.
Risk & Volatility Assessment
Beta Interpretation: Low volatility (beta = 0.03) compared to SPY.
Volatility Regime: Low volatility regime, with True Range at $0.29.
Options Market Signals:
- IV Rank is Medium at 57.0%, indicating historically average volatility.
- Current IV is 18.4%, and the expected move is $1.23 (21 DTE).
- Put/Call Volume Ratio is 0.59 (Bullish sentiment).
Downside Protection: The stock has strong support levels near SMA 20 at $111.00.
Market Context & Positioning
Sector Performance: TIP's sector (Treasury) is performing well, with a relative strength index above 60.
Institutional Activity: Volume patterns suggest decreasing institutional interest.
Correlation Analysis: Correlation with SPY is low at 0.13, indicating limited market impact.
Relative Valuation: TIP's relative valuation is neutral within its trading range.
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $111.00 (support)
- SMA 50: $111.29 (resistance)
Breakout/Breakdown Levels:
- Upper Bollinger Band: $111.49 (resistance)
- Lower Bollinger Band: $110.51 (support)
Time-Sensitive Catalysts: No near-term catalysts identified.
Risk Management: Investors should consider stop-loss levels and position sizing considerations to manage risk.
Please note that this analysis is based on the provided data, and actual market conditions may vary.
Generated
News
All TIP news →
The Motley FoolT3·5mo ago
BenzingaT3·6mo ago
Investing.comT3·10mo ago
BenzingaT3·19mo ago
BenzingaT3·20mo ago
BenzingaT3·25mo ago
The Motley FoolT3·26mo ago
BenzingaT3·28mo ago
BenzingaT3·28mo ago
Showing 1–10 of 50
Page 1 of 5
TIP Options Activity & IV Rank
TIP IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 9.5%
7-DTE IV: —
Expected Move: $3.02
7-DTE Move: $3.02
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 109
Put Volume: 129
P/C Volume: 1.183
NEUTRAL
Call OI: 914
Put OI: 418
P/C OI: 0.457
Total OI: 1,332
ATM Options Pricing
ATM Call: $0.53
ATM Put: $2.50
Call %: 0.5%
Put %: 2.4%
Chain Summary
Chain Volume: 1,265
Chain OI: 5,918
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 71st 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
71%
vs own history
GEX tilt
+0.36
OI-weighted, today
Vanna tilt
+0.51
δ-sensitivity to IV
Charm tilt
-0.63
δ-decay vs time
Vanna tilt +0.51: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.63: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 58 ATM contracts, 4k 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 12.3% / 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)55.3MediumOct 21
Straddle Price (30 DTE)$3.02Oct 21
Beta Analysis
Risk Metrics
Beta: 0.0745
Alpha: -7.01%
Correlation: 0.2371
R-Squared: 5.6%
Stock Volatility: 4.0%
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
TIP 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.
4 filers$25.44M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $12.02M | 47.23% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $9.47M | 37.20% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $3.90M | 15.31% | 2026-06-30 |
| 4 | Aptus Capital Advisors, LLC | $65.66K | 0.26% | 2026-06-30 |
3 filers$20.58M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $17.95M | 87.19% | 2026-06-30 |
| 2 | SJBENEN ADVISORY, LLC | $1.69M | 8.19% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $952.04K | 4.63% | 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
10.51M
SI % of Float
7.67%
Days to Cover
4.61
Short Vol Ratio
65.5%
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 |
|---|