Zacks Investment ResearchT3·1mo ago
VCIT Vanguard Intermediate-Term Corporate Bond ETF
ETF 78.79 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.
VCIT
$78.79
—
Key stats
$78.79
- 52-Week Range
- $77.61 – $84.84
- YTD
- -5.91%
- IV Rank (30D)
- 99.73
- Straddle Price
- $1.90
- P/C Vol Ratio
- 0.31
- Open
- $78.89
- Day Range
- $78.58 – $78.94
- Volume
- 8,435,106
- Prev Close
- $78.81
About
Vanguard Intermediate-Term Corporate Bond ETF (VCIT) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2009-11-19
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.03% issuer, Oct 21, 2026
- Assets
- $67.0B shares × price, Oct 20, 2026
- Trailing yield
- 5.06% paid monthly
- Average daily volume
- $960M 30 sessions
- Holdings
- 2,346 top 10 are 2.6%
- Listed
- Nov 19, 2009 Nasdaq
- Last fee change
- -1 bp filed Feb 3, 2025
- Net asset value
- $78.76 issuer, Oct 20, 2026 · closed +0.06% to NAV
- 30-day SEC yield
- 5.97% issuer, Oct 16, 2026
- Tracking difference
- -0.03 pts vs index, after fees, FY 2025
Cost97
Liquidity100
Scale100
Diversification100
Moves with. Long Treasuries (65% of its variance, beta 0.37); US large-cap stocks (8% of its variance, beta 0.06); US dollar (4% of its variance, beta -0.08). These factors explain 80% of its daily moves over the last year.
Stated objective. Vanguard Intermediate-Term Corporate Bond ETF, an exchange-traded share class of Vanguard Intermediate-Term Corporate Bond Index Fund (the Fund), seeks to track the performance of a market-weighted corporate bond index with an intermediate-term dollar-weighted average maturity. (from the fund's prospectus)
All 2,346 holdingsFlow historyOverlap toolAll Investment-Grade Corporate ETFs
Fund flows
through May 2026SEC filingsReported for all 3 share classes of this fund together, including its mutual fund classes.
- May 2026
- +$547M latest reported month
- Latest 3 months
- +$1.9B +2.8% of assets
- Latest 12 months
- +$12.9B +18.8% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$547M |
| Apr 2026 | +$2.0B |
| Mar 2026 | −$592M |
| Feb 2026 | +$2.1B |
| Jan 2026 | +$3.6B |
| Dec 2025 | +$1.3B |
| Nov 2025 | +$1.5B |
| Oct 2025 | +$1.1B |
| Sep 2025 | −$1.5B |
| Aug 2025 | +$2.9B |
| Jul 2025 | −$953M |
| Jun 2025 | +$880M |
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 | |
|---|---|---|---|---|---|
| LQDiShares iBoxx $ Investment Grade Corporate Bond ETF | — | 0.14% | $28.8B | −8.0% | compare |
| IGIBiShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF | — | 0.04% | $19.3B | −6.7% | compare |
| USIGiShares Broad USD Investment Grade Corporate Bond ETF | — | 0.04% | $17.8B | −6.4% | compare |
| SPIBState Street SPDR Portfolio Intermediate Term Corporate Bond ETF | — | 0.04% | $11.3B | −4.7% | compare |
| SCHISchwab 5-10 Year Corporate Bond ETF | — | 0.03% | $11.0B | −6.9% | compare |
The largest other funds in the Investment-Grade Corporate category.
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 11 active of 40 with agreements; top 3 did 84%
- Created · redeemed
- $27.1B · $21.0B over the fiscal year
- Redemptions in kind
- 1% creations 1% in kind
- Creation unit
- 100,000 shares
- Securities lending
- not authorized
- Return vs index
- -0.03 pts after fees; +0.02 before; daily s.d. 0.44
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 2026-09-30
Holdings
2346
AUM
$68.0B
Provider
Vanguard
Inception
2009-11-19
Exchange
XNAS
Data As Of
2026-09-30
Expense Ratio
0.03%
Dividend Yield
5.06%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-05 | $0.3398 | CD |
| 2026-09-01 | 2026-09-03 | $0.3401 | CD |
| 2026-08-03 | 2026-08-05 | $0.3421 | CD |
| 2026-07-01 | 2026-07-06 | $0.3319 | CD |
| 2026-06-01 | 2026-06-03 | $0.3412 | CD |
| 2026-05-01 | 2026-05-05 | $0.3262 | CD |
Asset Allocation
Top Holdings
top 50 of 2346 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | MKTLIQ | 0.58% | Cash/Money Market | — |
| — | Amazon.com Inc | 0.29% | Corporate Bond | US |
| — | Space Exploration Technologies Corp | 0.28% | Corporate Bond | US |
| — | Meta Platforms Inc | 0.27% | Corporate Bond | US |
| — | Boeing Co/The | 0.27% | Corporate Bond | US |
| — | Bank of America Corp | 0.27% | Corporate Bond | US |
| — | Pfizer Investment Enterprises Pte Ltd | 0.26% | Corporate Bond | US |
| — | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc | 0.26% | Corporate Bond | US |
| — | Space Exploration Technologies Corp | 0.25% | Corporate Bond | US |
| — | Oracle Corp | 0.25% | Corporate Bond | US |
| — | JPMorgan Chase & Co | 0.24% | Corporate Bond | US |
| — | Meta Platforms Inc | 0.24% | Corporate Bond | US |
| — | Amgen Inc | 0.23% | Corporate Bond | US |
| — | Amazon.com Inc | 0.23% | Corporate Bond | US |
| — | Goldman Sachs Group Inc/The | 0.22% | Corporate Bond | US |
| — | JPMorgan Chase & Co | 0.22% | Corporate Bond | US |
| — | Bank of America Corp | 0.21% | Corporate Bond | US |
| — | JPMorgan Chase & Co | 0.21% | Corporate Bond | US |
| — | Salesforce Inc | 0.21% | Corporate Bond | US |
| — | Amazon.com Inc | 0.21% | Corporate Bond | US |
| — | Alphabet Inc | 0.20% | Corporate Bond | US |
| — | Morgan Stanley | 0.20% | Corporate Bond | US |
| — | Wells Fargo & Co | 0.20% | Corporate Bond | US |
| — | JPMorgan Chase & Co | 0.20% | Corporate Bond | US |
| — | Goldman Sachs Group Inc/The | 0.19% | Corporate Bond | US |
| — | Meta Platforms Inc | 0.19% | Corporate Bond | US |
| — | Citigroup Inc | 0.19% | Corporate Bond | US |
| — | Wells Fargo & Co | 0.19% | Corporate Bond | US |
| — | Citigroup Inc | 0.19% | Corporate Bond | US |
| — | Wells Fargo & Co | 0.19% | Corporate Bond | US |
| — | Verizon Communications Inc | 0.19% | Corporate Bond | US |
| — | Bank of America Corp | 0.19% | Corporate Bond | US |
| — | Oracle Corp | 0.19% | Corporate Bond | US |
| — | Bank of America Corp | 0.19% | Corporate Bond | US |
| — | Alphabet Inc | 0.18% | Corporate Bond | US |
| — | Morgan Stanley | 0.18% | Corporate Bond | US |
| — | JPMorgan Chase & Co | 0.18% | Corporate Bond | US |
| — | Goldman Sachs Group Inc/The | 0.18% | Corporate Bond | US |
| — | JPMorgan Chase & Co | 0.18% | Corporate Bond | US |
| — | NVIDIA Corp | 0.18% | Corporate Bond | US |
| — | Citigroup Inc | 0.18% | Corporate Bond | US |
| — | JPMorgan Chase & Co | 0.18% | Corporate Bond | US |
| — | Morgan Stanley | 0.18% | Corporate Bond | US |
| — | Wells Fargo & Co | 0.18% | Corporate Bond | US |
| — | JPMorgan Chase & Co | 0.17% | Corporate Bond | US |
| — | JPMorgan Chase & Co | 0.17% | Corporate Bond | US |
| — | Citigroup Inc | 0.17% | Corporate Bond | US |
| — | Bank of America Corp | 0.17% | Corporate Bond | US |
| — | Alphabet Inc | 0.17% | Corporate Bond | US |
| — | Morgan Stanley | 0.17% | Corporate Bond | US |
Non-Equity Breakdown
VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND ·
NPORT-P period 2026-05-31
(filed 2026-07-29)
Net assets:
$68.69B
· 2307 total positions
· equity 0.00%
· non-equity 99.05%
Non-equity holdings
— 2307 positions,
99.05% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Corporate | 98.59% | $67.72B | 2298 |
| Short-term investment | 0.25% | $168.5M | 1 |
| US Treasury | 0.23% | $156.5M | 4 |
| Derivative (interest rate) | -0.00% | $-397878 | 3 |
| Derivative (credit) | -0.01% | $-5626971 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.75% | -1.86% | 3.74% | 0.47% | 0.64% | 0.25% | 0.42% |
| Feb | -1.77% | -1.53% | -4.01% | -1.83% | 1.94% | 1.44% | -0.96% |
| Mar | -1.72% | -3.53% | 3.82% | 0.74% | -0.20% | -1.65% | -0.42% |
| Apr | 0.73% | -4.83% | 0.10% | -1.63% | 0.18% | 0.40% | -0.84% |
| May | 0.39% | 1.76% | -0.14% | 1.65% | 0.68% | 0.33% | 0.78% |
| Jun | 1.06% | -2.22% | -0.28% | 0.25% | 2.06% | 0.24% | 0.18% |
| Jul | 1.33% | 2.80% | 0.58% | 3.03% | 0.11% | -1.15% | 1.12% |
| Aug | -0.57% | -3.72% | -0.04% | 1.33% | 0.46% | -0.02% | -0.43% |
| Sep | -1.13% | -4.37% | -2.21% | 1.31% | 1.46% | -2.59% | -1.25% |
| Oct | -0.82% | -1.73% | -0.93% | -2.86% | -0.02% | 0.84%* | -0.92% |
| Nov | -0.25% | 4.56% | 4.74% | 1.77% | 1.15% | -- | 2.39% |
| Dec | -0.53% | -2.06% | 2.90% | -2.03% | -0.23% | -- | -0.39% |
| Total | -4.01% | -15.91% | 8.18% | 2.03% | 8.51% | -1.96% | -0.53% |
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: $78.49
SMA 50: $79.73
SMA 200: $82.06
Current: $78.79
EMA 12: $78.69
EMA 26: $78.93
MACD: -0.2409 | Signal: 0.1389
BEARISH
ADX (14): 29.73
TREND
+DI: 21.39
−DI: 31.28
Momentum Oscillators
RSI (14): 46.11
NEUTRAL
Stoch %K: 73.00
Stoch %D: 78.01
Williams %R: -25.98
Volume & Volatility
BB Upper: $79.08
BB Lower: $77.91
NEUTRAL
OBV: -13,915,799
Vol SMA 20: 12,438,295
Vol ROC: -40.72%
ATR: $0.40
True Range: $0.36
HV 20: 4.5%
HV 30: 5.6%
HV 60: 5.1%
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:
- Positive news sentiment around VCIT's performance and Vanguard's brand reputation
- Low volatility and stable price action, aligning with historical trends
Primary Risks:
- Dependence on interest rates and credit spreads for returns
- Limited upside potential due to low beta and historically stable price movements
Investment Thesis: VCIT is a relatively defensive investment offering a stable income stream, well-suited for income-focused investors. However, the stock's limited upside potential and dependence on interest rate environments may limit its appeal.
Recent News Sentiment Impact: The recent news headlines have contributed to a positive sentiment around VCIT, highlighting its strong performance and reputation as a reliable bond ETF.
Technical Analysis
Trend Direction: Medium-term uptrend (1-3 months), with a slow upward movement in the short term (1-4 weeks)
Support/Resistance Levels:
- SMA 20: $81.47
- SMA 50: $82.00
- Upper Bollinger Band: $81.96
Momentum Signals:
- RSI interpretation: Neutral (45.64), indicating a stable market condition
- MACD signal: Bearish, with a negative histogram (-0.23), suggesting a potential correction
- Bollinger Bands position: Neutral, with the price trading within the middle band
Volume Analysis: Volume is declining, indicating reduced institutional interest and potential consolidation.
News & Sentiment Analysis
Recent Headlines Summary: The news headlines highlight VCIT's strong performance, Vanguard's reputation, and its suitability for income-focused investors.
Sentiment Assessment: Positive sentiment dominates, with an aggregate score of 80% (positive), suggesting a strong narrative around the ETF's value proposition.
Catalyst Identification: No significant near-term catalysts are identified, but changes in interest rates or credit spreads could impact VCIT's performance.
Market Narrative: The news headlines reinforce the market's understanding of VCIT as a stable, income-focused investment option.
Risk & Volatility Assessment
Beta Interpretation: Low beta (0.15) indicates that VCIT is less volatile than the broader market.
Volatility Regime: Current volatility is low, with an average true range of $0.28.
Options Market Signals:
- IV rank: 46.5% (Medium), indicating historically average volatility
- Put/call ratios: Bullish sentiment dominates, with 26 calls vs 1 put
Downside Protection: Support levels at SMA 20 and SMA 50 provide a potential floor for price movements.
Market Context & Positioning
Sector Performance: VCIT performs in line with the broader bond market.
Institutional Activity: Volume patterns suggest reduced institutional interest, potentially indicative of consolidation or caution.
Correlation Analysis: VCIT has a high correlation (0.44) with the broader bond market, suggesting a strong relationship between price movements.
Relative Valuation: VCIT is positioned within its historical trading range, neither significantly overvalued nor undervalued.
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $81.47
- Upper Bollinger Band: $81.96
Breakout/Breakdown Levels: No immediate levels are identified, but significant price movements above or below the SMA 50 could trigger further analysis.
Time-Sensitive Catalysts: No imminent earnings dates or product launches are scheduled.
Risk Management: Stop-loss levels should be set at the SMA 20 and SMA 50 to limit potential losses. Position sizing considerations include maintaining a diversified portfolio and adjusting exposure based on market conditions.
By analyzing VCIT's technical, news, and risk metrics, we conclude that it is a relatively defensive investment option offering a stable income stream. However, its limited upside potential and dependence on interest rate environments may limit its appeal.
Generated
News
All VCIT news →
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VCIT Options Activity & IV Rank
VCIT IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 9.8%
7-DTE IV: —
Expected Move: $1.90
7-DTE Move: $1.90
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 110
Put Volume: 34
P/C Volume: 0.309
BULLISH
Call OI: 789
Put OI: 343
P/C OI: 0.435
Total OI: 1,132
ATM Options Pricing
ATM Call: $0.90
ATM Put: $1.00
Call %: 1.1%
Put %: 1.3%
Chain Summary
Chain Volume: 407
Chain OI: 1,560
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 32nd 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
32%
vs own history
GEX tilt
+0.25
OI-weighted, today
Vanna tilt
+0.40
δ-sensitivity to IV
Charm tilt
-0.45
δ-decay vs time
Vanna tilt +0.40: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.45: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 27 ATM contracts, 1k 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 10.4% / 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)99.7HighOct 21
Straddle Price (30 DTE)$1.90Oct 21
Beta Analysis
Risk Metrics
Beta: 0.1666
Alpha: -9.59%
Correlation: 0.4573
R-Squared: 20.9%
Stock Volatility: 4.6%
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
VCIT 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.
2 filers$2.84M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $1.60M | 56.40% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $1.24M | 43.60% | 2026-06-30 |
3 filers$1.42M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $487.63K | 34.30% | 2026-06-30 |
| 2 | Susquehanna International Group, LLP Custodian | $471.11K | 33.14% | 2026-06-30 |
| 3 | Jane Street Group, LLC Custodian | $462.84K | 32.56% | 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
22.66M
SI % of Float
2.67%
Days to Cover
1.53
Short Vol Ratio
63.3%
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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