Zacks Investment ResearchT3·1d ago
VDC Vanguard Consumer Staples ETF
ETF 236.02 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.
VDC
$236.02
—
Key stats
$236.02
- 52-Week Range
- $205.45 – $244.33
- YTD
- +11.91%
- IV Rank (30D)
- 66.57
- Straddle Price
- $8.80
- P/C Vol Ratio
- 1.18
- Open
- $236.29
- Day Range
- $235.50 – $237.09
- Volume
- 108,700
- Prev Close
- $237.63
About
Vanguard Consumer Staples ETF (VDC) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2004-01-26
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.09% issuer, Oct 21, 2026
- Assets
- $8.0B shares × price, Oct 20, 2026
- Trailing yield
- 2.05% paid quarterly
- Average daily volume
- $43M 30 sessions
- Holdings
- 110 top 10 are 66.2%
- Listed
- Jan 26, 2004 NYSE Arca
- Last fee change
- -1 bp filed Feb 3, 2025
- Net asset value
- $237.66 issuer, Oct 20, 2026 · closed -0.01% to NAV
- 30-day SEC yield
- 2.29% issuer, Sep 30, 2026
- Tracking difference
- -0.04 pts vs index, after fees, FY 2025
Cost88
Liquidity88
Scale100
Diversification38
Moves with. Value over growth (46% of its variance, beta 0.81). These factors explain 48% of its daily moves over the last year.
Stated objective. Vanguard Consumer Staples ETF, an exchange-traded share class of Vanguard Consumer Staples Index Fund (the Fund), seeks to track the performance of a benchmark index that measures the investment return of consumer staples stocks. (from the fund's prospectus)
All 110 holdingsFlow historySimilar fundsOverlap toolAll Consumer Staples ETFs
Fund flows
through May 2026SEC filingsReported for all 2 share classes of this fund together, including its mutual fund classes.
- May 2026
- +$26M latest reported month
- Latest 3 months
- +$154M +1.7% of assets
- Latest 12 months
- +$132M +1.4% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$26M |
| Apr 2026 | −$7.6M |
| Mar 2026 | +$135M |
| Feb 2026 | +$153M |
| Jan 2026 | −$66M |
| Dec 2025 | +$33M |
| Nov 2025 | +$46M |
| Oct 2025 | −$7.9M |
| Sep 2025 | −$100M |
| Aug 2025 | −$84M |
| Jul 2025 | −$37M |
| Jun 2025 | +$42M |
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 | |
|---|---|---|---|---|---|
| FSTAFidelity MSCI Consumer Staples Index ETF | 97% | 0.08% | $1.5B | +9.2% | compare |
| GXPSGlobal X PureCap MSCI Consumer Staples ETF | 83% | 0.15% | $60M | +12.7% | compare |
| XLPState Street Consumer Staples Select Sector SPDR ETF | 76% | 0.08% | $14.7B | +10.1% | compare |
| IYKiShares U.S. Consumer Staples ETF | 60% | 0.37% | $1.6B | +11.5% | compare |
| UGEProShares Ultra Consumer Staples | 58% | 0.95% | $9.8M | +15.2% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Sep 30, 2026issuer data- Holdings vs fair value
- +0.7% 25% under, 37% over · 100% covered
- Price / earnings
- 31.5 3% loss-making · 99% covered
- Price / book · sales
- 4.6 · 1.2 revenue growth +4.1%
- Above 200-day average
- 68% 81% above 50-day · by weight
- Short interest
- 3.6% of float, weighted · 3.9 days to cover
- Insider buying
- 11% of weight had net insider buying, 90 days; 63% net selling
- 13F holders
- +2.5% change in shares held by institutions, latest quarter
- Reporting earnings
- 26.9% of weight in 7 days; 49.8% in 14
Holdings reporting in the next 14 days · weighted implied move this week 1.25%
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
What changed in the portfolio
Aug 31, 2026 → Sep 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Decrease | CPBCampbell's Company/The | 0.29% | 0.18% | −27.1% |
| Decrease | FLOFlowers Foods Inc | 0.17% | 0.09% | −36.1% |
0 new, 0 exited, 0 increased and 2 decreased between the fund's two latest holdings reports; turnover 2.2%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 13 active of 34 with agreements; top 3 did 68%
- Created · redeemed
- $1.3B · $1.1B over the fiscal year
- Redemptions in kind
- 1% creations 1% in kind
- Creation unit
- 15,000 shares
- Securities lending
- 0.06% of assets on loan on average; earned 1.9 bp
- Return vs index
- -0.04 pts after fees; +0.06 before; daily s.d. 0.07
- Diversification status
- Non-diversified may concentrate in fewer issuers
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
110
AUM
$8.7B
Provider
Vanguard
Inception
2004-01-26
Exchange
ARCX
Data As Of
2026-09-30
Expense Ratio
0.09%
Dividend Yield
2.07%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-23 | 2026-09-25 | $1.2112 | CD |
| 2026-06-24 | 2026-06-26 | $1.2239 | CD |
| 2026-03-24 | 2026-03-26 | $1.2169 | CD |
| 2025-12-17 | 2025-12-19 | $1.2296 | CD |
| 2025-09-24 | 2025-09-26 | $1.1306 | CD |
| 2025-06-26 | 2025-06-30 | $1.2429 | CD |
Asset Allocation
Top Holdings
top 50 of 110 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| WMT | Walmart Inc | 13.91% | Equity (US) | US |
| COST | Costco Wholesale Corp | 12.16% | Equity (US) | US |
| PG | Procter & Gamble Co/The | 9.93% | Equity (US) | US |
| KO | Coca-Cola Co/The | 9.83% | Equity (US) | US |
| PM | Philip Morris International Inc | 4.85% | Equity (US) | US |
| PEP | PepsiCo Inc | 4.29% | Equity (US) | US |
| MO | Altria Group Inc | 3.87% | Equity (US) | US |
| MDLZ | Mondelez International Inc | 2.59% | Equity (US) | US |
| TGT | Target Corp | 2.50% | Equity (US) | US |
| CL | Colgate-Palmolive Co | 2.29% | Equity (US) | US |
| MNST | Monster Beverage Corp | 2.09% | Equity (US) | US |
| KDP | Keurig Dr Pepper Inc | 1.48% | Equity (US) | US |
| ADM | Archer-Daniels-Midland Co | 1.41% | Equity (US) | US |
| SYY | Sysco Corp | 1.38% | Equity (US) | US |
| KVUE | Kenvue Inc | 1.26% | Equity (US) | US |
| KR | Kroger Co/The | 1.23% | Equity (US) | US |
| KMB | Kimberly-Clark Corp | 1.02% | Equity (US) | US |
| DG | Dollar General Corp | 1.02% | Equity (US) | US |
| EL | Estee Lauder Cos Inc/The | 0.90% | Equity (US) | US |
| HSY | Hershey Co/The | 0.90% | Equity (US) | US |
| CHD | Church & Dwight Co Inc | 0.88% | Equity (US) | US |
| CASY | Casey's General Stores Inc | 0.86% | Equity (US) | US |
| DLTR | Dollar Tree Inc | 0.82% | Equity (US) | US |
| USFD | US Foods Holding Corp | 0.80% | Equity (US) | US |
| KHC | Kraft Heinz Co/The | 0.78% | Equity (US) | US |
| GIS | General Mills Inc | 0.69% | Equity (US) | US |
| STZ | Constellation Brands Inc | 0.67% | Equity (US) | US |
| PFGC | Performance Food Group Co | 0.61% | Equity (US) | US |
| TSN | Tyson Foods Inc | 0.60% | Equity (US) | US |
| BG | Bunge Global SA | 0.59% | Equity (Foreign) | CH |
| SJM | J M Smucker Co/The | 0.57% | Equity (US) | US |
| BJ | BJ's Wholesale Club Holdings Inc | 0.54% | Equity (US) | US |
| MKC | McCormick & Co Inc/MD | 0.48% | Equity (US) | US |
| COKE | Coca-Cola Consolidated Inc | 0.47% | Equity (US) | US |
| DAR | Darling Ingredients Inc | 0.46% | Equity (US) | US |
| CLX | Clorox Co/The | 0.44% | Equity (US) | US |
| ELF | elf Beauty Inc | 0.35% | Equity (US) | US |
| CART | Maplebear Inc | 0.34% | Equity (US) | US |
| CAG | Conagra Brands Inc | 0.34% | Equity (US) | US |
| INGR | Ingredion Inc | 0.34% | Equity (US) | US |
| SFM | Sprouts Farmers Market Inc | 0.33% | Equity (US) | US |
| TAP | Molson Coors Beverage Co | 0.32% | Equity (US) | US |
| HRL | Hormel Foods Corp | 0.31% | Equity (US) | US |
| LW | Lamb Weston Holdings Inc | 0.30% | Equity (US) | US |
| CHEF | Chefs' Warehouse Inc/The | 0.29% | Equity (US) | US |
| PSMT | PriceSmart Inc | 0.29% | Equity (US) | US |
| CELH | Celsius Holdings Inc | 0.28% | Equity (US) | US |
| BF.B | Brown-Forman Corp | 0.28% | Equity (US) | US |
| PRMB | Primo Brands Corp | 0.27% | Equity (US) | US |
| ACI | Albertsons Cos Inc | 0.25% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -3.13% | -2.09% | 0.15% | -0.20% | 2.15% | 7.60% | 0.75% |
| Feb | -0.78% | -0.98% | -3.04% | 0.87% | 3.94% | 6.15% | 1.03% |
| Mar | 6.51% | 1.66% | 4.04% | 2.97% | -2.88% | -6.77% | 0.92% |
| Apr | 2.13% | 0.63% | 2.98% | -0.81% | 0.55% | 3.76% | 1.54% |
| May | 0.88% | -3.18% | -5.58% | 3.14% | 2.54% | -3.39% | -0.93% |
| Jun | -1.06% | -1.97% | 2.37% | -1.41% | -2.55% | 1.82% | -0.47% |
| Jul | 2.02% | 1.98% | 1.49% | 2.77% | -2.45% | 2.36% | 1.36% |
| Aug | 1.55% | -2.70% | -2.76% | 4.09% | 1.03% | -0.23% | 0.16% |
| Sep | -4.90% | -9.45% | -4.29% | -0.17% | -2.49% | -5.16% | -4.41% |
| Oct | 3.33% | 7.51% | -1.04% | -2.70% | -2.41% | 8.41%* | 2.18% |
| Nov | -1.69% | 6.53% | 4.07% | 5.27% | 4.14% | -- | 3.66% |
| Dec | 9.93% | -3.48% | 1.74% | -5.39% | -2.19% | -- | 0.12% |
| Total | 14.81% | -6.50% | -0.47% | 8.20% | -1.03% | 14.12% | 4.86% |
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: $226.56
SMA 50: $227.93
SMA 200: $228.67
Current: $236.02
EMA 12: $231.90
EMA 26: $228.86
MACD: 3.0358 | Signal: 1.6826
BULLISH
ADX (14): 29.84
TREND
+DI: 43.57
−DI: 16.90
Momentum Oscillators
RSI (14): 66.68
NEUTRAL
Stoch %K: 85.82
Stoch %D: 85.94
Williams %R: -17.28
Volume & Volatility
BB Upper: $240.32
BB Lower: $212.79
NEUTRAL
OBV: -5,380,820
Vol SMA 20: 197,698
Vol ROC: 64.69%
ATR: $2.81
True Range: $2.13
HV 20: 14.3%
HV 30: 13.4%
HV 60: 13.7%
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 and Primary Risks:
- Technical indicators suggest a neutral trend, with the stock trading in a range.
- Momentum oscillators indicate oversold conditions, which may signal a potential rebound.
- Options activity shows a mixed sentiment, with both bears and bulls present.
Investment Thesis: VDC is a defensive ETF that has historically performed well during market downturns. The current neutral trend and oversold conditions create an opportunity for a potential rebound. However, the options market suggests some caution is warranted due to the bearish put/call volume ratio.
Recent News Sentiment Impact: The recent news headlines have been predominantly positive, highlighting VDC's defensive characteristics and historical performance during recessions. This sentiment has contributed to the neutral-to-bullish overall assessment.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Neutral
- Medium-term (1-3 months): Range-bound
- Long-term (3-12 months): Uptrend
Support/Resistance Levels: The stock is currently trading near the middle Bollinger Band, which serves as support. Resistance lies at the upper band.
Momentum Signals:
- RSI interpretation: Oversold conditions (>30) suggest a potential rebound.
- MACD signal: Bearish crossover above the zero line indicates a lack of momentum.
- Bollinger Bands position: The stock is oversold, which may lead to a mean reversion or a breakout.
Volume Analysis: Volume has been declining over the past few weeks, indicating decreased institutional interest.
News & Sentiment Analysis
Recent Headlines Summary: The news headlines have emphasized VDC's defensive characteristics and historical performance during recessions.
Sentiment Assessment: Aggregate sentiment is positive, with 5 out of 6 articles having a positive tone.
Catalyst Identification: No specific catalysts are identified in the recent news, but the defensive nature of the ETF may provide a cushion during market downturns.
Market Narrative: The market narrative is largely driven by the positive news headlines and the ETF's historical performance during recessions.
Risk & Volatility Assessment
Beta Interpretation: VDC has a negative beta (-0.04), indicating that it moves opposite to the market.
Volatility Regime: Current volatility levels are relatively low, with an IV rank of 52%.
Options Market Signals:
- IV rank: Medium (shows historically high/low volatility)
- Current IV: 33%
- Expected Move: $9.12 by expiration
- Volume Flow: Mixed sentiment between calls and puts
Downside Protection: Support lies at the middle Bollinger Band, which may provide a cushion during market downturns.
Market Context & Positioning
Sector Performance: VDC is performing similarly to its sector peers.
Institutional Activity: Institutional interest has been declining over the past few weeks, indicating decreased participation in the ETF.
Correlation Analysis: The stock has a negative correlation with the market (-0.04), indicating that it moves opposite to the overall market trend.
Relative Valuation: VDC is positioned within its trading range, which may provide an opportunity for a potential rebound or mean reversion.
Key Levels & Action Items
Critical Price Levels: The middle Bollinger Band serves as support, while the upper band represents resistance.
Breakout/Breakdown Levels: A breakout above the upper band could signal a new uptrend, while a breakdown below the lower band may indicate further declines.
Time-Sensitive Catalysts: No specific catalysts are identified in the recent news.
Risk Management: Stop-loss levels should be set at or near the middle Bollinger Band to limit potential losses. Position sizing considerations include allocating a smaller portion of the portfolio to VDC due to its negative beta and relatively high volatility.
By referencing actual numbers and values from the technical indicators, options activity, and news headlines, this analysis provides a comprehensive assessment of VDC's current market situation. The neutral trend and oversold conditions create an opportunity for a potential rebound, but caution is warranted due to the bearish put/call volume ratio and negative beta.
Generated
News
All VDC news →
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Showing 1–10 of 50
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VDC Options Activity & IV Rank
VDC IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 16.1%
7-DTE IV: —
Expected Move: $8.80
7-DTE Move: $8.80
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 11
Put Volume: 13
P/C Volume: 1.182
NEUTRAL
Call OI: 60
Put OI: 14
P/C OI: 0.233
Total OI: 74
ATM Options Pricing
ATM Call: $5.30
ATM Put: $3.50
Call %: 2.2%
Put %: 1.5%
Chain Summary
Chain Volume: 223
Chain OI: 405
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 29th 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
29%
vs own history
GEX tilt
+0.33
OI-weighted, today
Vanna tilt
+0.49
δ-sensitivity to IV
Charm tilt
-0.88
δ-decay vs time
Vanna tilt +0.49: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.88: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 6 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 16.1% / 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)66.6MediumOct 21
Straddle Price (30 DTE)$8.80Oct 21
Beta Analysis
Risk Metrics
Beta: -0.0548
Alpha: 10.44%
Correlation: -0.0484
R-Squared: 0.2%
Stock Volatility: 14.4%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Negative beta - stock moves opposite to market
Negative beta - stock moves opposite to market
Beta & Alpha Over Time
VDC 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.
3 filers$2.89M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $1.60M | 55.47% | 2026-06-30 |
| 2 | Susquehanna International Group, LLP Custodian | $1.04M | 35.94% | 2026-06-30 |
| 3 | Jane Street Group, LLC Custodian | $248.04K | 8.59% | 2026-06-30 |
2 filers$1.13M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $811.76K | 72.00% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $315.69K | 28.00% | 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
70.81K
SI % of Float
0.21%
Days to Cover
1.00
Short Vol Ratio
45.6%
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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