The Motley FoolT3·10h ago
VEA Vanguard FTSE Developed Markets ETF
ETF 69.26 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.
VEA
$69.26
—
Key stats
$69.26
Pre-market
$69.24
-0.03%
- 52-Week Range
- $58.88 – $74.04
- YTD
- +9.59%
- IV Rank (30D)
- 15.8
- Straddle Price
- $2.50
- P/C Vol Ratio
- 0.53
- Open
- $69.41
- Day Range
- $69.07 – $69.62
- Volume
- 7,036,723
- Prev Close
- $70.12
About
Vanguard FTSE Developed Markets ETF (VEA) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2007-07-20
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.03% issuer, Oct 22, 2026
- Assets
- $229.9B shares × price, Oct 21, 2026
- Trailing yield
- 2.43% paid quarterly
- Average daily volume
- $662M 30 sessions
- Holdings
- 3,926 top 10 are 13.3%
- Listed
- Jul 20, 2007 NYSE Arca
- Last fee change
- -3 bp filed Feb 3, 2025
- Net asset value
- $70.15 issuer, Oct 21, 2026 · closed -0.04% to NAV
- Tracking difference
- +0.32 pts vs index, after fees, FY 2025
Cost100
Liquidity100
Scale100
Diversification100
Moves with. US large-cap stocks (54% of its variance, beta 0.94); Developed markets ex-US over US (20% of its variance, beta 0.68); Emerging markets over US (15% of its variance, beta 0.22). These factors explain 96% of its daily moves over the last year.
Stated objective. Vanguard Developed Markets Index Fund (the Fund) seeks to track the performance of a benchmark index that measures the investment return of stocks issued by companies located in Canada and the major markets of Europe and the Pacific region. (from the fund's prospectus)
All 3,926 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US ETFs
Fund flows
through Jun 2026SEC filingsReported for all 5 share classes of this fund together, including its mutual fund classes.
- Jun 2026
- +$436M latest reported month
- Latest 3 months
- +$1.0B +0.3% of assets
- Latest 12 months
- +$20.9B +6.6% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$436M |
| May 2026 | +$283M |
| Apr 2026 | +$326M |
| Mar 2026 | +$3.0B |
| Feb 2026 | +$2.3B |
| Jan 2026 | +$1.6B |
| Dec 2025 | +$4.3B |
| Nov 2025 | +$854M |
| Oct 2025 | +$2.1B |
| Sep 2025 | +$2.6B |
| Aug 2025 | +$1.3B |
| Jul 2025 | +$1.8B |
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 | |
|---|---|---|---|---|---|
| SCHFSchwab International Equity ETF | 86% | 0.03% | $67.9B | +14.0% | compare |
| IDEViShares Core MSCI International Developed Markets ETF | 85% | 0.04% | $34.0B | +10.5% | compare |
| SPDWState Street SPDR Portfolio Developed World ex-US ETF | 84% | 0.03% | $40.9B | +13.9% | compare |
| DFAIDimensional International Core Equity Market ETF | 78% | 0.18% | $18.2B | +13.3% | compare |
| IEFAiShares Core MSCI EAFE ETF | 76% | 0.07% | $191.0B | +9.2% | 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- Insider buying
- 0% of weight had net insider buying, 90 days; 1% net selling
- Reporting earnings
- 3.5% of weight in 7 days; 8.9% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.25%
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 |
|---|---|---|---|---|
| Increase | Kioxia Holdings Corp | 0.31% | 0.41% | +246.0% |
| Exit | SUNBSunbelt Rentals Holdings Inc | 0.09% | — | — |
| Exit | Kingspan Group PLC | 0.05% | — | — |
| New position | Kingspan Group PLC | — | 0.05% | — |
| New position | National Bank of Greece SA | — | 0.05% | — |
| New position | Eurobank SA | — | 0.04% | — |
| Exit | ARXARC Resources Ltd | 0.04% | — | — |
| New position | Piraeus Bank SA | — | 0.04% | — |
| Decrease | Telecom Italia SpA/Milano | 0.05% | 0.02% | −58.2% |
| New position | Alpha Bank SA | — | 0.03% | — |
6 new, 3 exited, 7 increased and 9 decreased between the fund's two latest holdings reports; turnover 3.2%. Full holdings and history
Under the hood
fiscal year to Dec 31, 2025SEC census- Authorized participants
- 9 active of 34 with agreements; top 3 did 78%
- Created · redeemed
- $16.9B · $0 over the fiscal year
- Redemptions in kind
- 100% creations 68% in kind
- Creation unit
- 500,000 shares
- Securities lending
- 0.88% of assets on loan on average; earned 2.9 bp
- Return vs index
- +0.32 pts after fees; +0.41 before; daily s.d. 14.44
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
3926
AUM
$315.5B
Provider
Vanguard
Inception
2007-07-20
Exchange
ARCX
Data As Of
2026-09-30
Expense Ratio
0.03%
Dividend Yield
2.46%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-18 | 2026-09-22 | $0.1775 | CD |
| 2026-06-18 | 2026-06-23 | $0.3772 | CD |
| 2026-03-20 | 2026-03-24 | $0.1090 | CD |
| 2025-12-19 | 2025-12-23 | $1.0400 | CD |
| 2025-09-19 | 2025-09-23 | $0.2865 | CD |
| 2025-06-20 | 2025-06-24 | $0.4407 | CD |
Asset Allocation
Top Holdings
top 50 of 3926 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Samsung Electronics Co Ltd | 2.82% | Equity (Foreign) | KR |
| — | SK hynix Inc | 2.30% | Equity (Foreign) | KR |
| ASML | ASML Holding NV | 2.14% | Equity (Foreign) | NL |
| — | SLBBH1142 | 1.07% | Cash/Money Market | — |
| HSBA | HSBC Holdings PLC | 1.05% | Equity (Foreign) | GB |
| ROP | Roche Holding AG | 0.90% | Equity (Foreign) | CH |
| SHEL | Shell PLC | 0.86% | Equity (Foreign) | GB |
| RY | Royal Bank of Canada | 0.85% | Equity (Foreign) | CA |
| NOVN | Novartis AG | 0.82% | Equity (Foreign) | CH |
| — | Mitsubishi UFJ Financial Group Inc | 0.78% | Equity (Foreign) | JP |
| AZN | AstraZeneca PLC | 0.75% | Equity (Foreign) | GB |
| NESN | Nestle SA | 0.72% | Equity (Foreign) | CH |
| SIE | Siemens AG | 0.70% | Equity (Foreign) | DE |
| BHP | BHP Group Ltd | 0.67% | Equity (Foreign) | AU |
| SAP | SAP SE | 0.63% | Equity (Foreign) | DE |
| SAN | Banco Santander SA | 0.62% | Equity (Foreign) | ES |
| TD | Toronto-Dominion Bank/The | 0.60% | Equity (Foreign) | CA |
| — | Toyota Motor Corp | 0.60% | Equity (Foreign) | JP |
| SHOP | Shopify Inc | 0.56% | Equity (Foreign) | CA |
| ALV | Allianz SE | 0.55% | Equity (Foreign) | DE |
| SU | Schneider Electric SE | 0.55% | Equity (Foreign) | FR |
| CBA | Commonwealth Bank of Australia | 0.54% | Equity (Foreign) | AU |
| TTE | TotalEnergies SE | 0.53% | Equity (Foreign) | FR |
| — | Tokyo Electron Ltd | 0.51% | Equity (Foreign) | JP |
| RR. | Rolls-Royce Holdings PLC | 0.50% | Equity (Foreign) | GB |
| — | Advantest Corp | 0.50% | Equity (Foreign) | JP |
| — | Sumitomo Mitsui Financial Group Inc | 0.49% | Equity (Foreign) | JP |
| BBVA | Banco Bilbao Vizcaya Argentaria SA | 0.49% | Equity (Foreign) | ES |
| IBE | Iberdrola SA | 0.48% | Equity (Foreign) | ES |
| — | Hitachi Ltd | 0.47% | Equity (Foreign) | JP |
| — | SoftBank Group Corp | 0.47% | Equity (Foreign) | JP |
| UBSG | UBS Group AG | 0.46% | Equity (Foreign) | CH |
| ABBN | ABB Ltd | 0.45% | Equity (Foreign) | CH |
| — | Recruit Holdings Co Ltd | 0.44% | Equity (Foreign) | JP |
| — | Sony Group Corp | 0.43% | Equity (Foreign) | JP |
| — | Kioxia Holdings Corp | 0.41% | Equity (Foreign) | JP |
| UCG | UniCredit SpA | 0.41% | Equity (Foreign) | IT |
| — | Mizuho Financial Group Inc | 0.40% | Equity (Foreign) | JP |
| SAF | Safran SA | 0.40% | Equity (Foreign) | FR |
| ULVR | Unilever PLC | 0.39% | Equity (Foreign) | GB |
| AIR | Airbus SE | 0.39% | Equity (US) | — |
| DBS | DBS Group Holdings Ltd | 0.38% | Equity (Foreign) | SG |
| ENR | Siemens Energy AG | 0.38% | Equity (Foreign) | DE |
| NOVOB | Novo Nordisk A/S | 0.37% | Equity (Foreign) | DK |
| BMO | Bank of Montreal | 0.37% | Equity (Foreign) | CA |
| BP. | BP PLC | 0.36% | Equity (Foreign) | GB |
| — | SAMSUNG ELECTRONICS-PREF | 0.35% | Equity (Foreign) | KR |
| ISP | Intesa Sanpaolo SpA | 0.35% | Equity (Foreign) | IT |
| CFR | Cie Financiere Richemont SA | 0.35% | Equity (Foreign) | CH |
| BNS | Bank of Nova Scotia/The | 0.35% | Equity (Foreign) | CA |
Geographic Breakdown
Non-Equity Breakdown
VANGUARD DEVELOPED MARKETS INDEX FUND ·
NPORT-P period 2026-06-30
(filed 2026-08-28)
Net assets:
$316.42B
· 3908 total positions
· equity 99.53%
· non-equity 1.49%
Non-equity holdings
— 38 positions,
1.49% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.49% | $4.72B | 2 |
| Derivative (equity) | 0.00% | $15.0M | 5 |
| Derivative (FX) | -0.00% | $-10812514 | 31 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -1.28% | -4.44% | 8.44% | 0.02% | 4.65% | 4.75% | 2.02% |
| Feb | 1.01% | -3.61% | -4.33% | 1.67% | 3.55% | 5.69% | 0.66% |
| Mar | 0.35% | 2.52% | 1.62% | 1.97% | -1.21% | -7.14% | -0.31% |
| Apr | 1.73% | -7.60% | 1.80% | -3.02% | 3.65% | 5.62% | 0.36% |
| May | 2.50% | 1.99% | -3.65% | 4.79% | 5.57% | 4.44% | 2.61% |
| Jun | -2.24% | -9.53% | 1.90% | -2.81% | 1.41% | -0.86% | -2.02% |
| Jul | 0.21% | 5.06% | 2.96% | 2.93% | -1.32% | 0.21% | 1.67% |
| Aug | 0.83% | -5.82% | -2.87% | 5.60% | 4.80% | 2.65% | 0.86% |
| Sep | -4.59% | -8.92% | -4.58% | 2.58% | 2.97% | -2.08% | -2.44% |
| Oct | 2.92% | 3.77% | -1.86% | -4.46% | 1.01% | -1.35%* | 0.00% |
| Nov | -5.53% | 11.59% | 7.71% | 0.18% | 0.72% | -- | 2.93% |
| Dec | 3.28% | -4.13% | 3.17% | -5.02% | 1.98% | -- | -0.14% |
| Total | -1.25% | -19.45% | 9.66% | 3.81% | 31.25% | 11.72% | 5.95% |
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: $70.30
SMA 50: $71.73
SMA 200: $69.33
Current: $69.26
EMA 12: $69.90
EMA 26: $70.50
MACD: -0.5998 | Signal: -0.0113
BEARISH
ADX (14): 24.26
WEAK TREND
+DI: 20.20
−DI: 34.03
Momentum Oscillators
RSI (14): 39.51
NEUTRAL
Stoch %K: 33.83
Stoch %D: 32.04
Williams %R: -83.46
Volume & Volatility
BB Upper: $71.78
BB Lower: $68.81
NEUTRAL
OBV: 526,731,072
Vol SMA 20: 9,583,368
Vol ROC: -58.84%
ATR: $0.79
True Range: $1.05
HV 20: 11.8%
HV 30: 13.7%
HV 60: 14.5%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall assessment: NEUTRAL with confidence level (6/10)
Key drivers:
- Technical indicators suggest a range-bound market, with no clear trend direction
- Momentum oscillators are neutral, indicating no strong buy or sell signals
- Beta analysis indicates above-average volatility, consistent with the stock's 1.08 beta vs SPY
Primary risks:
- Volatility may continue to be a major driver of returns, making it difficult to predict price movements
- Market sentiment could shift rapidly, impacting the ETF's performance
Investment thesis: VEA is a neutral investment opportunity, offering moderate returns with above-average volatility. The stock's beta and historical volatility suggest that market fluctuations will impact its performance.
Recent news sentiment impact: The recent news headlines are generally positive, highlighting the ETF's growth potential and sector leadership. However, this positivity may not be reflected in the technical indicators, which suggest a range-bound market.
Technical Analysis
Trend Direction: Range-bound (short-term), Neutral (medium-term), Trendless (long-term)
Support/Resistance Levels:
- Lower support: $68.60
- Middle resistance: $70.86
- Upper resistance: $73.11
Momentum Signals: RSI interpretation: Neutral (59.55) MACD signal: Bullish momentum (0.47 / Signal: -0.04 / Histogram: 0.51)
Bollinger Bands position: Squeeze (neutral)
Volume Analysis: Volume SMA 20: 10982971.45, On-Balance Volume (OBV): 590229194.71
News & Sentiment Analysis
Recent Headlines Summary:
- VEA has been in the spotlight for its strong performance and sector leadership
- Earnings beats, product launches, and partnerships have contributed to positive sentiment
- However, there is no clear news catalyst driving the stock's recent price movement
Sentiment Assessment: Aggregate news sentiment: POSITIVE (4/5)
Catalyst Identification: Upcoming events or regulatory changes that could impact the ETF's performance are not evident from the data.
Risk & Volatility Assessment
Beta Interpretation: Above-average volatility, consistent with a 1.08 beta vs SPY
Volatility Regime: Current volatility is below average (23.3%)
Options Market Signals:
- IV rank: 7.2% (Low)
- Put/Call Volume Ratio: 0.36 (Bullish sentiment)
Market Context & Positioning
Sector Performance: International stocks have been strong, contributing to VEA's growth.
Institutional Activity: There is moderate institutional interest in the ETF, with some investors increasing their stakes.
Correlation Analysis: VEA has a high correlation with international stocks (0.80), indicating that it will likely move with the broader market.
Key Levels & Action Items
Critical Price Levels:
- Support: $68.60
- Resistance: $70.86 and $73.11
Breakout/Breakdown Levels: No clear technical levels that could trigger significant price movements are evident from the data.
Time-Sensitive Catalysts: There is no imminent earnings date or regulatory change that could impact the ETF's performance.
Risk Management: A stop-loss level around $68.60 and a position sizing consideration based on the ETF's volatility would be prudent.
Overall, VEA presents a neutral investment opportunity with above-average volatility. The stock's technical indicators suggest a range-bound market, while its momentum oscillators are neutral. The recent news headlines have been positive, but there is no clear catalyst driving the stock's price movement. A stop-loss level and position sizing considerations based on the ETF's volatility would be prudent for investors.
Generated
News
All VEA news →
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Showing 1–10 of 50
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VEA Options Activity & IV Rank
VEA IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 16.6%
7-DTE IV: —
Expected Move: $2.50
7-DTE Move: $2.50
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 119
Put Volume: 63
P/C Volume: 0.529
BULLISH
Call OI: 3,924
Put OI: 201
P/C OI: 0.051
Total OI: 4,125
ATM Options Pricing
ATM Call: $1.55
ATM Put: $0.95
Call %: 2.2%
Put %: 1.4%
Chain Summary
Chain Volume: 1,446
Chain OI: 12,878
Last Updated: 10/22/2026
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
+0.52
OI-weighted, today
Vanna tilt
+0.69
δ-sensitivity to IV
Charm tilt
-0.77
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 -0.77: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 51 ATM contracts, 10k 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 22 · No data
30 DTE / 10d
16%
+7.0
pts
EXTREME
as of Oct 22 · ATM 15.9% / Wing 22.9%
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)15.8LowOct 22
Straddle Price (30 DTE)$2.50Oct 22
Beta Analysis
Risk Metrics
Beta: 1.1134
Alpha: -1.16%
Correlation: 0.8030
R-Squared: 64.5%
Stock Volatility: 17.7%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Above average volatility - stock moves with market amplification
Above average volatility - stock moves with market amplification
Beta & Alpha Over Time
VEA 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.
7 filers$52.64M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Point72 Asset Management, L.P. | $16.49M | 31.32% | 2026-06-30 |
| 2 | Susquehanna International Group, LLP Custodian | $11.39M | 21.64% | 2026-06-30 |
| 3 | Twin Tree Management, LP | $8.02M | 15.23% | 2026-06-30 |
| 4 | Tidal Investments LLC | $7.60M | 14.44% | 2026-06-30 |
| 5 | Citadel Advisors LLC Custodian | $6.72M | 12.76% | 2026-06-30 |
| 6 | Jane Street Group, LLC Custodian | $2.16M | 4.10% | 2026-06-30 |
| 7 | Cubist Systematic Strategies, LLC | $263.65K | 0.50% | 2025-09-30 |
5 filers$24.42M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Point72 Asset Management, L.P. | $19.46M | 79.70% | 2026-06-30 |
| 2 | Susquehanna International Group, LLP Custodian | $3.22M | 13.19% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $719.62K | 2.95% | 2026-06-30 |
| 4 | Jane Street Group, LLC Custodian | $555.75K | 2.28% | 2026-06-30 |
| 5 | Cubist Systematic Strategies, LLC | $461.38K | 1.89% | 2025-09-30 |
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
3.21M
SI % of Float
0.10%
Days to Cover
1.00
Short Vol Ratio
61.8%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|