The Motley FoolT3·3mo ago
VFVA Vanguard U.S. Value Factor ETF
ETF 158.01 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.
VFVA
$158.01
—
Key stats
$158.01
- 52-Week Range
- $122.55 – $164.02
- YTD
- +18.38%
- IV Rank (30D)
- 67.02
- Straddle Price
- $6.70
- Open
- $158.33
- Day Range
- $157.53 – $158.62
- Volume
- 5,493
- Prev Close
- $158.67
About
Vanguard U.S. Value Factor ETF (VFVA) 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 19, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.13% issuer, Oct 21, 2026
- Assets
- $945M shares × price, Oct 20, 2026
- Trailing yield
- 1.80% paid quarterly
- Average daily volume
- $2.3M 30 sessions
- Holdings
- 692 top 10 are 7.6%
- Listed
- Feb 13, 2018 Cboe BZX
- Net asset value
- $158.51 issuer, Oct 20, 2026 · closed +0.10% to NAV
- 30-day SEC yield
- 1.96% issuer, Sep 30, 2026
Cost92
Liquidity45
Scale73
Diversification100
Moves with. US large-cap stocks (54% of its variance, beta 1.11); Small caps over large (15% of its variance, beta 0.38); Value over growth (9% of its variance, beta 0.60). These factors explain 78% of its daily moves over the last year.
Stated objective. Vanguard U.S. Value Factor ETF (the Fund) seeks to provide long-term capital appreciation by investing in stocks with relatively lower share prices relative to fundamental values as determined by the advisor. (from the fund's prospectus)
All 692 holdingsFlow historySimilar fundsOverlap toolAll Multi-Factor ETFs
Fund flows
through May 2026SEC filings- May 2026
- +$454K latest reported month
- Latest 3 months
- +$7.3M +0.9% of assets
- Latest 12 months
- +$50M +6.1% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$454K |
| Apr 2026 | +$3.5M |
| Mar 2026 | +$3.4M |
| Feb 2026 | +$4.4M |
| Jan 2026 | +$1.3M |
| Dec 2025 | +$1.3M |
| Nov 2025 | −$1.9M |
| Oct 2025 | +$5.5M |
| Sep 2025 | +$5.1M |
| Aug 2025 | +$54M |
| Jul 2025 | −$8.5M |
| Jun 2025 | −$19M |
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 | |
|---|---|---|---|---|---|
| VFMFVanguard U.S. Multifactor ETF | 44% | 0.18% | $1.1B | +31.4% | compare |
| FABFirst Trust Multi Cap Value AlphaDEX Fund | 43% | 0.66% | $159M | +21.5% | compare |
| VLUState Street SPDR S&P 1500 Value Tilt ETF | 36% | 0.12% | $777M | +21.8% | compare |
| JVALJPMorgan U.S. Value Factor ETF | 35% | 0.12% | $1.0B | +23.9% | compare |
| DFUVDimensional US Marketwide Value ETF | 34% | 0.21% | $15.5B | +27.7% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Oct 19, 2026issuer data- Holdings vs fair value
- +24.1% 67% under, 11% over · 99% covered
- Price / earnings
- 27.2 12% loss-making · 97% covered
- Price / book · sales
- 1.5 · 0.7 revenue growth +6.0%
- Above 200-day average
- 57% 49% above 50-day · by weight
- Short interest
- 6.1% of float, weighted · 4.2 days to cover
- Insider buying
- 10% of weight had net insider buying, 90 days; 50% net selling
- 13F holders
- +2.3% change in shares held by institutions, latest quarter
- Reporting earnings
- 25.4% of weight in 7 days; 60.2% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.27%
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 15, 2026 → Oct 16, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | FDXFedEx Corp | 0.54% | 0.62% | +16.1% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.7%. Full holdings and history
Under the hood
fiscal year to Nov 30, 2025SEC census- Authorized participants
- 8 active of 37 with agreements; top 3 did 67%
- Created · redeemed
- $231M · $328M over the fiscal year
- Redemptions in kind
- 96% creations 8% in kind
- Creation unit
- 5,000 shares
- Securities lending
- 0.01% of assets on loan on average; earned 0.0 bp
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
715
AUM
$995.3M
Provider
Vanguard
Inception
2018-02-13
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.13%
Dividend Yield
1.81%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-23 | 2026-09-25 | $0.6845 | CD |
| 2026-06-24 | 2026-06-26 | $0.7087 | CD |
| 2026-03-24 | 2026-03-26 | $0.6863 | CD |
| 2025-12-23 | 2025-12-26 | $0.7751 | CD |
| 2025-09-24 | 2025-09-26 | $0.6157 | CD |
| 2025-06-20 | 2025-06-24 | $0.7451 | CD |
Asset Allocation
Top Holdings
top 50 of 715 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| EOG | EOG Resources Inc | 0.83% | Equity (US) | US |
| PFE | Pfizer Inc | 0.78% | Equity (US) | US |
| BMY | Bristol-Myers Squibb Co | 0.76% | Equity (US) | US |
| CI | Cigna Group/The | 0.76% | Equity (US) | US |
| MPC | Marathon Petroleum Corp | 0.76% | Equity (US) | US |
| ACN | Accenture PLC | 0.70% | Equity (Foreign) | IE |
| VZ | Verizon Communications Inc | 0.66% | Equity (US) | US |
| T | AT&T Inc | 0.66% | Equity (US) | US |
| CRM | Salesforce Inc | 0.65% | Equity (US) | US |
| ELV | Elevance Health Inc | 0.64% | Equity (US) | US |
| GM | General Motors Co | 0.62% | Equity (US) | US |
| USB | US Bancorp | 0.61% | Equity (US) | US |
| CRH | CRH PLC | 0.61% | Equity (Foreign) | IE |
| CVS | CVS Health Corp | 0.60% | Equity (US) | US |
| REGN | Regeneron Pharmaceuticals Inc | 0.60% | Equity (US) | US |
| FDX | FedEx Corp | 0.59% | Equity (US) | US |
| COP | ConocoPhillips | 0.59% | Equity (US) | US |
| BSX | Boston Scientific Corp | 0.59% | Equity (US) | US |
| HCA | HCA Healthcare Inc | 0.57% | Equity (US) | US |
| CVX | Chevron Corp | 0.56% | Equity (US) | US |
| CMCSA | Comcast Corp | 0.56% | Equity (US) | US |
| DIS | Walt Disney Co/The | 0.55% | Equity (US) | US |
| TFC | Truist Financial Corp | 0.55% | Equity (US) | US |
| MDT | Medtronic PLC | 0.55% | Equity (Foreign) | IE |
| MO | Altria Group Inc | 0.54% | Equity (US) | US |
| COF | Capital One Financial Corp | 0.52% | Equity (US) | US |
| INTU | Intuit Inc | 0.51% | Equity (US) | US |
| NEM | Newmont Corp | 0.51% | Equity (US) | US |
| MRK | Merck & Co Inc | 0.47% | Equity (US) | US |
| TRV | Travelers Cos Inc/The | 0.47% | Equity (US) | US |
| PSX | Phillips 66 | 0.45% | Equity (US) | US |
| WFC | Wells Fargo & Co | 0.43% | Equity (US) | US |
| ABT | Abbott Laboratories | 0.43% | Equity (US) | US |
| CB | Chubb Ltd | 0.42% | Equity (Foreign) | CH |
| BKNG | Booking Holdings Inc | 0.41% | Equity (US) | US |
| BAC | Bank of America Corp | 0.40% | Equity (US) | US |
| NKE | NIKE Inc | 0.40% | Equity (US) | US |
| TMUS | T-Mobile US Inc | 0.40% | Equity (US) | US |
| KMI | Kinder Morgan Inc | 0.39% | Equity (US) | US |
| ORCL | Oracle Corp | 0.39% | Equity (US) | US |
| ADBE | Adobe Inc | 0.38% | Equity (US) | US |
| PNC | PNC Financial Services Group Inc/The | 0.38% | Equity (US) | US |
| JXN | Jackson Financial Inc | 0.37% | Equity (US) | US |
| BDX | Becton Dickinson & Co | 0.36% | Equity (US) | US |
| LOW | Lowe's Cos Inc | 0.35% | Equity (US) | US |
| ABBV | AbbVie Inc | 0.35% | Equity (US) | US |
| MET | MetLife Inc | 0.34% | Equity (US) | US |
| VLO | Valero Energy Corp | 0.33% | Equity (US) | US |
| UNH | UnitedHealth Group Inc | 0.33% | Equity (US) | US |
| AFL | Aflac Inc | 0.33% | Equity (US) | US |
Geographic Breakdown
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 4.27% | -2.15% | 9.79% | -1.21% | 3.62% | 3.79% | 3.02% |
| Feb | 7.40% | -0.52% | -3.37% | 0.70% | -1.22% | 1.12% | 0.69% |
| Mar | 5.18% | 3.49% | -7.93% | 5.81% | -2.62% | -4.80% | -0.15% |
| Apr | 2.01% | -6.06% | -1.14% | -5.23% | -5.75% | 6.99% | -1.53% |
| May | 3.02% | 3.12% | -4.57% | 3.91% | 5.31% | 1.02% | 1.97% |
| Jun | -3.31% | -12.16% | 7.47% | -2.02% | 4.44% | 1.06% | -0.75% |
| Jul | -2.41% | 7.78% | 6.64% | 9.10% | -2.54% | 4.66% | 3.87% |
| Aug | 3.02% | -1.96% | -3.07% | 1.27% | 10.37% | 1.53% | 1.86% |
| Sep | -1.65% | -10.55% | -4.56% | 1.65% | -0.16% | -6.03% | -3.55% |
| Oct | 2.14% | 10.65% | -3.34% | -0.16% | -2.00% | 4.08%* | 1.90% |
| Nov | -4.54% | 5.35% | 7.96% | 8.14% | 4.06% | -- | 4.19% |
| Dec | 6.77% | -5.88% | 6.41% | -8.17% | 1.58% | -- | 0.14% |
| Total | 23.20% | -11.11% | 8.49% | 13.09% | 14.95% | 13.42% | 10.34% |
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: $154.19
SMA 50: $157.87
SMA 200: $147.26
Current: $158.01
EMA 12: $156.01
EMA 26: $155.84
MACD: 0.1699 | Signal: 0.7670
BEARISH
ADX (14): 21.92
WEAK TREND
+DI: 35.83
−DI: 22.92
Momentum Oscillators
RSI (14): 57.75
NEUTRAL
Stoch %K: 88.29
Stoch %D: 86.88
Williams %R: -9.28
Volume & Volatility
BB Upper: $158.55
BB Lower: $149.84
NEUTRAL
OBV: 1,802,341
Vol SMA 20: 14,528
Vol ROC: -55.94%
ATR: $1.62
True Range: $1.14
HV 20: 12.8%
HV 30: 12.8%
HV 60: 12.5%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
Here is my response in the format of a structured report:
Executive Summary
Overall assessment: NEUTRAL with confidence level 6 (out of 10)
Key drivers and primary risks: VFVA's recent price action has been range-bound, with a slight uptrend. The stock is currently trading near its upper Bollinger Band, indicating overbought conditions.
Primary risk: The stock's beta is relatively low at 0.63, suggesting it may not respond as strongly to market movements.
2-3 sentence investment thesis: VFVA's neutral sentiment and moderate volatility suggest a stable price action with potential for consolidation or minor moves. Further analysis is required to determine the direction of the trend.
Recent news sentiment impact: The recent news headlines have been neutral, with no significant events or announcements that could have a material impact on the stock price.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Uptrend
- Medium-term (1-3 months): Consolidation
- Long-term (3-12 months): Neutral
Support/Resistance Levels: Key price levels from moving averages and technical patterns:
- SMA 20: $161.70 (support)
- SMA 50: $157.14 (support)
- SMA 200: $143.48 (resistance)
- EMA 12: $162.06 (trend confirmation)
- EMA 26: $160.51 (trend confirmation)
Momentum Signals:
- RSI interpretation: Neutral (62.87), suggesting a pause in the trend
- MACD signal: Bullish (1.55 / Signal: -0.18 / Histogram: 1.73), indicating ongoing uptrend
- Bollinger Bands position: Overbought, suggesting potential for consolidation or reversal
Volume Analysis:
- Volume SMA 20: 19894.28 (neutral)
- On-Balance Volume (OBV): 1989477.42 (strong institutional buying interest)
- Volume Rate of Change: -19.09% (weak volume)
News & Sentiment Analysis
Recent Headlines Summary: Neutral themes from last 10 news articles
Sentiment Assessment: Aggregate news sentiment is neutral, with no significant events or announcements that could have a material impact on the stock price.
Catalyst Identification: No imminent earnings reports or regulatory changes
Market Narrative: The recent news headlines suggest a stable market environment, with no clear catalysts driving the stock's price action.
Risk & Volatility Assessment
Risk Interpretation: Low volatility - stock moves less than market (beta 0.63)
Volatility Regime: Current vs historical volatility levels:
- Historical Volatility: HV20 10.5%, HV30 12.4%, HV60 13.4%
- IV Premium vs HV30: 36.4% (positive = implied richer than realized)
Options Market Signals:
- IV Rank: 0.0% (Low - shows if volatility is historically high/low)
- Current IV: 16.9%
- Expected Move: $7.10 (42 DTE), 7-DTE: $4.70
- Volume Flow: 0 calls vs 0 puts
- Open Interest: 0 calls vs 0 puts
- Put/Call Volume Ratio: 0.00 (Neutral sentiment)
- Put/Call OI Ratio: 0.00
Downside Protection: Support levels and risk management considerations:
- SMA 20: $161.70 (support)
- SMA 50: $157.14 (support)
Market Context & Positioning
Sector Performance: Neutral, with no clear sector leadership
Institutional Activity: Strong institutional buying interest, as indicated by OBV
Correlation Analysis:
- R-squared interpretation: Weak correlation to market
Relative Valuation: Position within trading range
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $161.70 (support)
- SMA 50: $157.14 (support)
Breakout/Breakdown Levels:
- SMA 200: $143.48 (resistance)
Time-Sensitive Catalysts:
- No imminent earnings reports or regulatory changes
Risk Management: Stop-loss levels and position sizing considerations:
- SMA 20: $161.70 (support)
- SMA 50: $157.14 (support)
I hope this meets the requirements!
Generated
News
All VFVA news →
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VFVA Options Activity & IV Rank
VFVA IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 18.6%
7-DTE IV: —
Expected Move: $6.70
7-DTE Move: $6.70
Days to Exp: 30 (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: $3.40
ATM Put: $3.30
Call %: 2.2%
Put %: 2.1%
Chain Summary
Chain Volume: 2
Chain OI: 2
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.
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 18.6% / 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)67.0MediumOct 21
Straddle Price (30 DTE)$6.70Oct 21
Beta Analysis
Risk Metrics
Beta: 0.5840
Alpha: 13.80%
Correlation: 0.5290
R-Squared: 28.0%
Stock Volatility: 14.0%
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
VFVA 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
37.81K
SI % of Float
0.63%
Days to Cover
2.76
Short Vol Ratio
70.5%
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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