The Motley FoolT3·12d ago
VCSH Vanguard Short-Term Corporate Bond ETF
ETF 77.39 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.
VCSH
$77.39
—
Key stats
$77.39
- 52-Week Range
- $76.89 – $80.26
- YTD
- -2.97%
- IV Rank (30D)
- 10.0
- Straddle Price
- $0.45
- P/C Vol Ratio
- 1.38
- Open
- $77.42
- Day Range
- $77.31 – $77.51
- Volume
- 5,767,323
- Prev Close
- $77.40
About
Vanguard Short-Term Corporate Bond ETF (VCSH) 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
- $43.9B shares × price, Oct 20, 2026
- Trailing yield
- 4.55% paid monthly
- Average daily volume
- $541M 30 sessions
- Holdings
- 3,070 top 10 are 1.9%
- Listed
- Nov 19, 2009 Nasdaq
- Last fee change
- -1 bp filed Feb 3, 2025
- Net asset value
- $77.39 issuer, Oct 20, 2026 · closed +0.01% to NAV
- 30-day SEC yield
- 5.43% issuer, Oct 16, 2026
- Tracking difference
- +0.03 pts vs index, after fees, FY 2025
Cost97
Liquidity100
Scale100
Diversification100
Moves with. Long Treasuries (41% of its variance, beta 0.15); US dollar (6% of its variance, beta -0.06); US large-cap stocks (3% of its variance, beta 0.02). These factors explain 55% of its daily moves over the last year.
Stated objective. Vanguard Short-Term Corporate Bond Index Fund (the Fund) seeks to track the performance of a market-weighted corporate bond index with a short-term dollar-weighted average maturity. (from the fund's prospectus)
All 3,070 holdingsFlow historyOverlap toolAll Short-Term Bond ETFs
Fund flows
through May 2026SEC filingsReported for all 3 share classes of this fund together, including its mutual fund classes.
- May 2026
- +$1.1B latest reported month
- Latest 3 months
- +$2.5B +5.0% of assets
- Latest 12 months
- +$8.5B +16.9% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$1.1B |
| Apr 2026 | +$655M |
| Mar 2026 | +$763M |
| Feb 2026 | +$548M |
| Jan 2026 | +$495M |
| Dec 2025 | +$113M |
| Nov 2025 | +$154M |
| Oct 2025 | +$588M |
| Sep 2025 | +$111M |
| Aug 2025 | +$4.1B |
| Jul 2025 | +$630M |
| Jun 2025 | −$683M |
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 |
| 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 |
| LMBSFirst Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF | — | 0.66% | $6.5B | −2.8% | compare |
The largest other funds in the Short-Term Bond category.
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 10 active of 40 with agreements; top 3 did 83%
- Created · redeemed
- $17.7B · $14.4B 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; +0.08 before; daily s.d. 0.31
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
3070
AUM
$50.7B
Provider
Vanguard
Inception
2009-11-19
Exchange
XNAS
Data As Of
2026-09-30
Expense Ratio
0.03%
Dividend Yield
4.56%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-05 | $0.2953 | CD |
| 2026-09-01 | 2026-09-03 | $0.3033 | CD |
| 2026-08-03 | 2026-08-05 | $0.2990 | CD |
| 2026-07-01 | 2026-07-06 | $0.2876 | CD |
| 2026-06-01 | 2026-06-03 | $0.2965 | CD |
| 2026-05-01 | 2026-05-05 | $0.2906 | CD |
Asset Allocation
Top Holdings
top 50 of 3070 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | MKTLIQ | 0.68% | Cash/Money Market | — |
| — | US Dollar | 0.59% | Cash/Money Market | — |
| — | Bank of America Corp | 0.24% | Corporate Bond | US |
| — | Space Exploration Technologies Corp | 0.22% | Corporate Bond | US |
| — | CVS Health Corp | 0.20% | Corporate Bond | US |
| — | AbbVie Inc | 0.19% | Corporate Bond | US |
| — | Amazon.com Inc | 0.19% | Corporate Bond | US |
| — | Boeing Co/The | 0.19% | Corporate Bond | US |
| — | T-Mobile USA Inc | 0.19% | Corporate Bond | US |
| — | Wells Fargo & Co | 0.18% | Corporate Bond | US |
| — | Pfizer Investment Enterprises Pte Ltd | 0.17% | Corporate Bond | — |
| — | United States Treasury Note/Bond | 0.17% | Treasury | US |
| — | Amgen Inc | 0.16% | Corporate Bond | US |
| — | Bank of America Corp | 0.16% | Corporate Bond | US |
| — | Cigna Group/The | 0.16% | Corporate Bond | US |
| — | NVIDIA Corp | 0.16% | Corporate Bond | US |
| — | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.16% | Corporate Bond | IE |
| — | Goldman Sachs Bank USA/New York NY | 0.16% | Corporate Bond | US |
| — | Citigroup Inc | 0.16% | Corporate Bond | US |
| — | Bank of America Corp | 0.15% | Corporate Bond | US |
| — | Oracle Corp | 0.15% | Corporate Bond | US |
| — | Goldman Sachs Group Inc/The | 0.15% | Corporate Bond | US |
| — | NVIDIA Corp | 0.15% | Corporate Bond | US |
| — | JPMorgan Chase & Co | 0.15% | Corporate Bond | US |
| — | Bank of America Corp | 0.15% | Corporate Bond | US |
| — | Morgan Stanley | 0.15% | Corporate Bond | US |
| — | Amazon.com Inc | 0.14% | Corporate Bond | US |
| — | Bank of America Corp | 0.14% | Corporate Bond | US |
| — | Wells Fargo & Co | 0.14% | Corporate Bond | US |
| — | Morgan Stanley | 0.14% | Corporate Bond | US |
| — | Citigroup Inc | 0.14% | Corporate Bond | US |
| — | Wells Fargo & Co | 0.14% | Corporate Bond | US |
| — | Meta Platforms Inc | 0.14% | Corporate Bond | US |
| — | Bank of America Corp | 0.14% | Corporate Bond | US |
| — | Citigroup Inc | 0.14% | Corporate Bond | US |
| — | Morgan Stanley | 0.14% | Corporate Bond | US |
| — | HSBC Holdings PLC | 0.13% | Corporate Bond | GB |
| — | Morgan Stanley Private Bank NA | 0.13% | Corporate Bond | US |
| — | JPMorgan Chase & Co | 0.13% | Corporate Bond | US |
| — | Bank of America Corp | 0.13% | Corporate Bond | US |
| — | Goldman Sachs Group Inc/The | 0.13% | Corporate Bond | US |
| — | Verizon Communications Inc | 0.13% | Corporate Bond | US |
| — | Goldman Sachs Group Inc/The | 0.13% | Corporate Bond | US |
| — | JPMorgan Chase & Co | 0.13% | Corporate Bond | US |
| — | Bank of America Corp | 0.13% | Corporate Bond | US |
| — | Wells Fargo & Co | 0.13% | Corporate Bond | US |
| — | Morgan Stanley | 0.13% | Corporate Bond | US |
| — | Bank of America Corp | 0.13% | Corporate Bond | US |
| — | Amgen Inc | 0.13% | Corporate Bond | US |
| — | Meta Platforms Inc | 0.13% | Corporate Bond | US |
Non-Equity Breakdown
VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND ·
NPORT-P period 2026-05-31
(filed 2026-07-29)
Net assets:
$50.23B
· 3004 total positions
· equity 0.00%
· non-equity 98.44%
Non-equity holdings
— 3004 positions,
98.44% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Corporate | 97.04% | $48.74B | 2998 |
| US Treasury | 0.85% | $427.2M | 2 |
| Short-term investment | 0.55% | $278.5M | 1 |
| Derivative (interest rate) | -0.00% | $-495630 | 3 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.16% | -1.05% | 1.61% | 0.57% | 0.56% | 0.36% | 0.32% |
| Feb | -0.40% | -0.75% | -1.61% | -0.66% | 0.96% | 0.64% | -0.30% |
| Mar | -0.29% | -2.02% | 1.78% | 0.40% | 0.30% | -0.65% | -0.08% |
| Apr | 0.41% | -1.36% | 0.13% | -0.43% | 0.57% | 0.29% | -0.07% |
| May | 0.30% | 0.98% | -0.09% | 0.88% | 0.43% | 0.27% | 0.46% |
| Jun | -0.06% | -1.01% | -0.32% | 0.32% | 0.95% | 0.22% | 0.02% |
| Jul | 0.39% | 1.07% | 0.73% | 1.68% | 0.18% | -0.08% | 0.66% |
| Aug | -0.14% | -1.52% | 0.30% | 1.02% | 0.57% | 0.14% | 0.06% |
| Sep | -0.23% | -2.08% | -0.45% | 0.85% | 0.53% | -1.06% | -0.41% |
| Oct | -0.68% | -0.80% | 0.12% | -1.07% | 0.13% | 0.34%* | -0.33% |
| Nov | -0.26% | 2.21% | 1.92% | 0.77% | 0.60% | -- | 1.05% |
| Dec | -0.20% | -0.48% | 1.18% | -0.47% | 0.08% | -- | 0.02% |
| Total | -1.32% | -6.69% | 5.37% | 3.89% | 6.02% | 0.46% | 1.29% |
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: $77.29
SMA 50: $77.85
SMA 200: $78.87
Current: $77.39
EMA 12: $77.38
EMA 26: $77.48
MACD: -0.1012 | Signal: 0.0571
BEARISH
ADX (14): 26.00
TREND
+DI: 20.30
−DI: 27.39
Momentum Oscillators
RSI (14): 44.99
NEUTRAL
Stoch %K: 70.04
Stoch %D: 76.79
Williams %R: -34.58
Volume & Volatility
BB Upper: $77.54
BB Lower: $77.05
NEUTRAL
OBV: 127,251,432
Vol SMA 20: 7,593,757
Vol ROC: 5.64%
ATR: $0.17
True Range: $0.20
HV 20: 2.0%
HV 30: 2.5%
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
LLM Stock Analysis Report
Executive Summary Overall Assessment: NEUTRAL with confidence level (5/10)
Key Drivers:
- Technical signals indicate a range-bound market, with the stock trading near its SMA 50 and 200
- Positive news sentiment from recent headlines supports the current price action
Primary Risks:
- Low volatility could lead to a lack of momentum and limited upside potential
- Bearish MACD signal suggests potential for further consolidation or even a pullback
Investment Thesis: VCSH is likely to continue trading within its current range, with limited upside potential due to low volatility. However, positive news sentiment could support the stock's price action and lead to minor gains.
Recent News Sentiment Impact: The recent headlines have been overwhelmingly positive, suggesting that the company's short-term bond ETF is a solid investment opportunity. This sentiment has contributed to the stock's stability within its current range.
Technical Analysis Trend Direction:
- Short-term: NEUTRAL (trading near SMA 50 and 200)
- Medium-term: RANGEBOUND
- Long-term: UPTRENDING
Support/Resistance Levels:
- Lower band: $78.12
- Middle band: $78.53
- Upper band: $78.93
- SMA 20: $78.53
- SMA 50: $78.60
- SMA 200: $79.24
Momentum Signals:
- RSI: NEUTRAL (36.50)
- MACD: BEARISH (-0.11 / Signal: -0.05 / Histogram: -0.05)
- Bollinger Bands: NEUTRAL (signal line touches the middle band)
News & Sentiment Analysis Recent Headlines Summary: The recent headlines have been focused on the company's short-term bond ETF, highlighting its potential as a solid investment opportunity.
Sentiment Assessment: Aggregate news sentiment is POSITIVE, with all five recent headlines conveying a bullish tone.
Catalyst Identification: No specific catalysts identified, but the positive news sentiment could continue to support the stock's price action.
Risk & Volatility Assessment Risk Assessment:
- Beta: 0.06 (low risk)
- Volatility Regime: LOW
- Options Market Signals:
- IV Rank: 13.2% (Low)
- Current IV: 7.3%
- Expected Move: $0.55 (42 DTE), 7-DTE: $1.75
Downside Protection: The stock's support levels are at $78.12, with a potential retest of the SMA 20 at $78.53.
Market Context & Positioning Sector Performance: VCSH is performing in line with its sector and market.
Institutional Activity: Volume patterns suggest institutional interest, but it is not significant enough to drive significant price moves.
Correlation Analysis: The stock's movements are correlated with the broader market (R-squared interpretation).
Relative Valuation: VCSH is trading within a range, with limited upside potential due to low volatility.
Key Levels & Action Items Critical Price Levels:
- Support: $78.12
- Resistance: $78.93
Breakout/Breakdown Levels:
- SMA 20: $78.53 (potential support)
- Upper band: $78.93 (potential resistance)
Time-Sensitive Catalysts: No specific catalysts identified, but the positive news sentiment could continue to support the stock's price action.
Risk Management: Stop-loss levels should be set at $78.12, with position sizing considerations based on the stock's low volatility.
Conclusion VCSH is likely to continue trading within its current range, with limited upside potential due to low volatility. While the positive news sentiment supports the stock's price action, the bearish MACD signal suggests that a pullback could occur if the market becomes overly bullish. As a result, investors should prioritize risk management and focus on taking profits if the stock breaks out above its upper band.
Generated
News
All VCSH news →
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VCSH Options Activity & IV Rank
VCSH IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 3.6%
7-DTE IV: —
Expected Move: $0.45
7-DTE Move: $0.45
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 91
Put Volume: 126
P/C Volume: 1.385
BEARISH
Call OI: 171
Put OI: 113
P/C OI: 0.661
Total OI: 284
ATM Options Pricing
ATM Call: $0.30
ATM Put: $0.15
Call %: 0.4%
Put %: 0.2%
Chain Summary
Chain Volume: 250
Chain OI: 378
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 61st 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
61%
vs own history
GEX tilt
+0.50
OI-weighted, today
Vanna tilt
+0.69
δ-sensitivity to IV
Charm tilt
-0.87
δ-decay vs time
Vanna tilt +0.69: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.87: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 9 ATM contracts, 0k 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 6.7% / 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)10.0LowOct 21
Straddle Price (30 DTE)$0.45Oct 21
Beta Analysis
Risk Metrics
Beta: 0.0663
Alpha: -4.40%
Correlation: 0.3499
R-Squared: 12.2%
Stock Volatility: 2.4%
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
VCSH Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
1 filers$244.99K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Jane Street Group, LLC Custodian | $244.99K | 100.00% | 2026-06-30 |
1 filers$3.40M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | ISLAY CAPITAL MANAGEMENT, LLC | $3.40M | 100.00% | 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
8.44M
SI % of Float
1.49%
Days to Cover
1.04
Short Vol Ratio
57.9%
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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