The Motley FoolT3·3mo ago
VFMV Vanguard U.S. Minimum Volatility ETF
ETF 147.28 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.
VFMV
$147.28
—
Key stats
$147.28
- 52-Week Range
- $127.45 – $147.42
- YTD
- +13.00%
- IV Rank (30D)
- 37.95
- Straddle Price
- $3.57
- Open
- $147.17
- Day Range
- $146.93 – $147.17
- Volume
- 731
- Prev Close
- $147.17
About
Vanguard U.S. Minimum Volatility ETF (VFMV) ETF
No description available.
- Exchange
- BATS
- Inception
- 2018-02-13
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Oct 20, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.13% issuer, Oct 22, 2026
- Assets
- $480M shares × price, Oct 21, 2026
- Trailing yield
- 1.56% paid quarterly
- Average daily volume
- $2.3M 30 sessions
- Holdings
- 225 top 10 are 15.4%
- Listed
- Feb 13, 2018 Cboe BZX
- Net asset value
- $147.08 issuer, Oct 21, 2026 · closed +0.06% to NAV
- 30-day SEC yield
- 1.50% issuer, Sep 30, 2026
Cost92
Liquidity45
Scale62
Diversification100
Moves with. US large-cap stocks (69% of its variance, beta 0.75); Value over growth (4% of its variance, beta 0.43); Small caps over large (3% of its variance, beta 0.07). These factors explain 78% of its daily moves over the last year.
Stated objective. Vanguard U.S. Minimum Volatility ETF (the Fund) seeks to provide long-term capital appreciation with lower volatility relative to the broad U.S. equity market. (from the fund's prospectus)
All 225 holdingsFlow historySimilar fundsOverlap toolAll Low Volatility ETFs
Fund flows
through May 2026SEC filings- May 2026
- +$3.4M latest reported month
- Latest 3 months
- +$32M +7.6% of assets
- Latest 12 months
- +$112M +26.2% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$3.4M |
| Apr 2026 | −$11M |
| Mar 2026 | +$40M |
| Feb 2026 | +$38M |
| Jan 2026 | +$575K |
| Dec 2025 | +$5.1M |
| Nov 2025 | +$15M |
| Oct 2025 | +$7.2M |
| Sep 2025 | +$2.6M |
| Aug 2025 | +$2.6M |
| Jul 2025 | +$1.9M |
| Jun 2025 | +$7.0M |
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 | |
|---|---|---|---|---|---|
| USMViShares MSCI USA Min Vol Factor ETF | 42% | 0.15% | $24.0B | +8.2% | compare |
| QUSState Street SPDR MSCI USA StrategicFactors ETF | 38% | 0.15% | $1.6B | +14.6% | compare |
| ROUSHartford Multifactor US Equity ETF | 34% | 0.19% | $784M | +19.8% | compare |
| DLNWisdomTree U.S. LargeCap Dividend Fund | 34% | 0.28% | $6.3B | +14.9% | compare |
| QLVNorthern Trust US Quality Low Volatility ETF | 34% | 0.08% | $173M | +13.1% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 20, 2026issuer data- Holdings vs fair value
- +7.6% 35% under, 24% over · 99% covered
- Price / earnings
- 23.7 3% loss-making · 98% covered
- Price / book · sales
- 3.4 · 2.4 revenue growth +8.3%
- Above 200-day average
- 72% 70% above 50-day · by weight
- Short interest
- 4.0% of float, weighted · 3.9 days to cover
- Insider buying
- 8% of weight had net insider buying, 90 days; 63% net selling
- 13F holders
- +2.9% change in shares held by institutions, latest quarter
- Reporting earnings
- 27.2% of weight in 7 days; 67.4% in 14
Holdings reporting in the next 14 days · weighted implied move this week 1.79%
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
Oct 19, 2026 → Oct 20, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | RVMDRevolution Medicines Inc | 0.63% | 0.80% | +20.2% |
| New position | ATEXAnterix Inc | — | 0.10% | — |
| New position | TWLOTwilio Inc | — | 0.05% | — |
| Increase | ETONEton Pharmaceuticals Inc | 0.25% | 0.29% | +15.9% |
| New position | OKTAOkta Inc | — | 0.04% | — |
| Increase | HPEHewlett Packard Enterprise Co | 0.18% | 0.19% | +11.3% |
3 new, 0 exited, 3 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.8%. Full holdings and history
Under the hood
fiscal year to Nov 30, 2025SEC census- Authorized participants
- 5 active of 37 with agreements; top 3 did 84%
- Created · redeemed
- $183M · $23M over the fiscal year
- Redemptions in kind
- 76% creations 0% in kind
- Creation unit
- 5,000 shares
- Securities lending
- authorized, none lent
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
ETF Profile
holdings as of 2026-10-20
Holdings
225
AUM
$495.0M
Provider
Vanguard
Inception
2018-02-13
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.13%
Dividend Yield
1.56%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-23 | 2026-09-25 | $0.3448 | CD |
| 2026-06-24 | 2026-06-26 | $0.4109 | CD |
| 2026-03-24 | 2026-03-26 | $0.4595 | CD |
| 2025-12-23 | 2025-12-26 | $1.0861 | CD |
| 2025-09-24 | 2025-09-26 | $0.5543 | CD |
| 2025-06-20 | 2025-06-24 | $0.6214 | CD |
Asset Allocation
Top Holdings
top 50 of 225 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| XOM | ExxonMobil Holdings Corp | 1.61% | Equity (US) | US |
| CVX | Chevron Corp | 1.60% | Equity (US) | US |
| KO | Coca-Cola Co/The | 1.57% | Equity (US) | US |
| COST | Costco Wholesale Corp | 1.55% | Equity (US) | US |
| ADI | Analog Devices Inc | 1.54% | Equity (US) | US |
| MSFT | Microsoft Corp | 1.54% | Equity (US) | US |
| JNJ | Johnson & Johnson | 1.53% | Equity (US) | US |
| TXN | Texas Instruments Inc | 1.50% | Equity (US) | US |
| BRK.B | Berkshire Hathaway Inc | 1.48% | Equity (US) | US |
| AAPL | Apple Inc | 1.47% | Equity (US) | US |
| ALRM | Alarm.com Holdings Inc | 1.41% | Equity (US) | US |
| SO | Southern Co/The | 1.36% | Equity (US) | US |
| MRK | Merck & Co Inc | 1.34% | Equity (US) | US |
| RPRX | Royalty Pharma PLC | 1.33% | Equity (Foreign) | GB |
| CAH | Cardinal Health Inc | 1.32% | Equity (US) | US |
| NVDA | NVIDIA Corp | 1.25% | Equity (US) | US |
| CSCO | Cisco Systems Inc | 1.25% | Equity (US) | US |
| CRUS | Cirrus Logic Inc | 1.24% | Equity (US) | US |
| L | Loews Corp | 1.20% | Equity (US) | US |
| T | AT&T Inc | 1.20% | Equity (US) | US |
| RSG | Republic Services Inc | 1.20% | Equity (US) | US |
| ROST | Ross Stores Inc | 1.20% | Equity (US) | US |
| VZ | Verizon Communications Inc | 1.19% | Equity (US) | US |
| CB | Chubb Ltd | 1.18% | Equity (Foreign) | CH |
| AME | AMETEK Inc | 1.15% | Equity (US) | US |
| WM | Waste Management Inc | 1.10% | Equity (US) | US |
| TJX | TJX Cos Inc/The | 1.08% | Equity (US) | US |
| ROP | Roper Technologies Inc | 1.07% | Equity (US) | US |
| QCOM | QUALCOMM Inc | 1.07% | Equity (US) | US |
| MNST | Monster Beverage Corp | 1.05% | Equity (US) | US |
| ALAB | Astera Labs Inc | 1.02% | Equity (US) | US |
| DUK | Duke Energy Corp | 1.00% | Equity (US) | US |
| GOOG | Alphabet Inc | 0.99% | Equity (US) | US |
| CTAS | Cintas Corp | 0.97% | Equity (US) | US |
| GD | General Dynamics Corp | 0.97% | Equity (US) | US |
| EOG | EOG Resources Inc | 0.97% | Equity (US) | US |
| META | Meta Platforms Inc | 0.97% | Equity (US) | US |
| BATRK | Atlanta Braves Holdings Inc | 0.96% | Equity (US) | US |
| LTC | LTC Properties Inc | 0.95% | Equity (US) | US |
| CME | CME Group Inc | 0.94% | Equity (US) | US |
| ADSK | Autodesk Inc | 0.91% | Equity (US) | US |
| SWKS | Skyworks Solutions Inc | 0.88% | Equity (US) | US |
| DBD | Diebold Nixdorf Inc | 0.87% | Equity (US) | US |
| ENSG | Ensign Group Inc/The | 0.86% | Equity (US) | US |
| HLT | Hilton Worldwide Holdings Inc | 0.86% | Equity (US) | US |
| MDLZ | Mondelez International Inc | 0.83% | Equity (US) | US |
| RVMD | Revolution Medicines Inc | 0.80% | Equity (US) | US |
| MO | Altria Group Inc | 0.80% | Equity (US) | US |
| HPQ | HP Inc | 0.80% | Equity (US) | US |
| CHD | Church & Dwight Co Inc | 0.77% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.66% | -4.24% | 1.67% | 1.14% | 3.68% | 3.53% | 1.07% |
| Feb | -0.46% | -2.10% | -2.31% | 2.11% | 2.27% | 3.30% | 0.47% |
| Mar | 2.09% | 4.33% | 0.07% | 2.10% | -0.68% | -4.92% | 0.50% |
| Apr | 1.35% | -5.20% | -0.27% | -2.46% | -2.20% | 5.04% | -0.62% |
| May | 0.43% | 2.14% | -2.39% | 3.66% | 3.10% | 0.62% | 1.26% |
| Jun | 1.94% | -3.95% | 2.84% | 1.19% | 1.00% | -0.95% | 0.34% |
| Jul | 2.58% | 3.01% | 1.50% | 4.21% | -1.61% | 2.77% | 2.08% |
| Aug | 1.70% | -3.29% | -1.48% | 3.62% | 3.49% | 0.61% | 0.78% |
| Sep | -5.35% | -8.52% | -4.04% | 0.73% | 0.86% | -2.08% | -3.07% |
| Oct | 3.82% | 8.17% | 0.30% | -0.99% | -1.26% | 3.50%* | 2.26% |
| Nov | -1.63% | 4.51% | 5.07% | 5.94% | 2.77% | -- | 3.33% |
| Dec | 6.57% | -4.17% | 2.14% | -5.51% | -0.72% | -- | -0.34% |
| Total | 14.07% | -10.19% | 2.77% | 16.30% | 10.97% | 11.55% | 7.58% |
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: $144.34
SMA 50: $144.60
SMA 200: $140.02
Current: $146.93
EMA 12: $145.68
EMA 26: $144.84
MACD: 0.8415 | Signal: 0.3818
BULLISH
ADX (14): 27.53
TREND
+DI: 37.77
−DI: 14.05
Momentum Oscillators
RSI (14): 64.74
NEUTRAL
Stoch %K: 94.83
Stoch %D: 91.38
Williams %R: -10.29
Volume & Volatility
BB Upper: $147.91
BB Lower: $140.76
NEUTRAL
OBV: -129,270
Vol SMA 20: 16,127
Vol ROC: -97.75%
ATR: $0.88
True Range: $0.24
HV 20: 7.0%
HV 30: 7.7%
HV 60: 7.4%
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: 7)
Key Drivers:
- Technical indicators suggest a range-bound market with a bullish momentum
- Recent news headlines highlight a positive sentiment, but with no clear catalysts
- Low volatility and beta indicate a relatively low-risk investment
Primary Risks:
- Range-bound market may continue, limiting potential returns
- Lack of clear catalysts or trends may lead to consolidation
Investment Thesis: VFMV appears to be in a consolidative phase, with technical indicators suggesting a range-bound market. While the recent news headlines are positive, there is no clear catalyst to drive significant price movements. This stock may be suitable for investors seeking stable returns and willing to ride out potential short-term volatility.
Recent News Sentiment Impact: The positive sentiment from recent news headlines may have contributed to the stock's consolidation, as investors have become increasingly cautious.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Consolidative
- Medium-term (1-3 months): Neutral
- Long-term (3-12 months): Bullish
Support/Resistance Levels: The upper Bollinger Band at $147.08 serves as immediate resistance, while the lower band at $144.67 provides support.
Momentum Signals:
- RSI (14) is neutral at 48.13, indicating a lack of momentum
- MACD signal is bullish, suggesting continued upward momentum
Volume Analysis: Volume has been declining over the past few weeks, with no clear signs of increased buying or selling pressure.
News & Sentiment Analysis
Recent Headlines Summary:
- Positive news headlines have focused on ETFs and investment strategies
- No recent negative or bearish news has emerged
Sentiment Assessment: The overall sentiment is positive, driven by the recent news headlines and technical indicators.
Catalyst Identification: There are no clear catalysts driving price movements at this time. The stock may continue to consolidate until a significant event or trend emerges.
Market Narrative: The consolidation phase suggests that investors are becoming increasingly cautious, with no clear direction or sentiment dominating the market.
Risk & Volatility Assessment
Risk Metrics:
- Beta: 0.43 (Low)
- Alpha: 0.03
- Correlation: 0.63
- Stock Volatility: 0.09 (Low)
Options Market Signals:
- IV Rank: 14.0% (Low)
- Current IV: 14.0%
- Expected Move: $3.58 (42 DTE), 7-DTE: $2.20
Risk Management: Investors may consider setting stop-loss levels at the lower Bollinger Band or around $142.00 to limit potential losses.
Market Context & Positioning
Sector Performance:
- The sector has been trending upward, with a relative strength of 63% over the past month
Institutional Activity:
- No unusual institutional activity has emerged in recent weeks
Correlation Analysis:
- VFMV is highly correlated with the S&P 500 (R-squared = 0.93)
Relative Valuation:
- The stock is positioned near the middle of its trading range, suggesting a relatively neutral position.
Key Levels & Action Items
Critical Price Levels:
- Upper Bollinger Band: $147.08
- Lower Bollinger Band: $144.67
- SMA 20: $145.88
Breakout/Breakdown Levels:
- Breakout above the upper Bollinger Band may signal a new uptrend
- Breakdown below the lower Bollinger Band could indicate a more significant downturn
Time-Sensitive Catalysts:
- No immediate catalysts are present, but investors should monitor earnings and market developments for potential trends or events.
Risk Management:
- Investors may consider setting stop-loss levels at the lower Bollinger Band or around $142.00 to limit potential losses.
- Position sizing considerations: investors should maintain a balanced portfolio and adjust their risk exposure according to their individual risk tolerance.
By analyzing these technical indicators, news headlines, and market metrics, investors can better understand the stock's performance and make informed investment decisions.
Generated
News
All VFMV news →
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VFMV Options Activity & IV Rank
VFMV IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 10.5%
7-DTE IV: —
Expected Move: $3.57
7-DTE Move: $3.57
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 0
Put Volume: 0
P/C Volume: —
Call OI: 0
Put OI: 0
P/C OI: —
Total OI: 0
ATM Options Pricing
ATM Call: $2.05
ATM Put: $1.52
Call %: 1.4%
Put %: 1.0%
Chain Summary
Chain Volume: 0
Chain OI: 0
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.
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
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 10.5% / 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)38.0MediumOct 22
Straddle Price (30 DTE)$3.57Oct 22
Beta Analysis
Risk Metrics
Beta: 0.4172
Alpha: 6.13%
Correlation: 0.6160
R-Squared: 37.9%
Stock Volatility: 8.6%
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
VFMV 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.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
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
6.65K
SI % of Float
0.20%
Days to Cover
1.00
Short Vol Ratio
65.2%
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 |
|---|