Zacks Investment ResearchT3·21d ago
VGK Vanguard FTSE Europe ETF
ETF 87.58 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.
VGK
$87.58
—
Key stats
$87.58
Pre-market
$87.12
-0.53%
- 52-Week Range
- $77.87 – $93.29
- YTD
- +3.57%
- IV Rank (30D)
- 61.28
- Straddle Price
- $3.47
- P/C Vol Ratio
- 0.46
- Open
- $87.77
- Day Range
- $87.19 – $87.86
- Volume
- 1,534,973
- Prev Close
- $87.18
About
Vanguard FTSE Europe ETF (VGK) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2005-03-04
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.06% issuer, Oct 21, 2026
- Assets
- $29.7B shares × price, Oct 20, 2026
- Trailing yield
- 2.96% paid quarterly
- Average daily volume
- $238M 30 sessions
- Holdings
- 1,252 top 10 are 19.2%
- Listed
- Mar 4, 2005 NYSE Arca
- Last fee change
- -3 bp filed Feb 3, 2025
- Net asset value
- $87.18 issuer, Oct 20, 2026 · closed +0.00% to NAV
- Tracking difference
- -0.54 pts vs index, after fees, FY 2025
Cost98
Liquidity100
Scale100
Diversification100
Moves with. US large-cap stocks (56% of its variance, beta 0.95); Developed markets ex-US over US (34% of its variance, beta 0.93); Long Treasuries (4% of its variance, beta 0.14); US dollar (3% of its variance, beta -0.16). These factors explain 93% of its daily moves over the last year.
Stated objective. Vanguard FTSE Europe ETF, an exchange-traded share class of Vanguard European Stock 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 the major markets of Europe. (from the fund's prospectus)
All 1,252 holdingsFlow historySimilar fundsOverlap toolAll Europe ETFs
Fund flows
through Jul 2026SEC filingsReported for all 5 share classes of this fund together, including its mutual fund classes.
- Jul 2026
- −$238M latest reported month
- Latest 3 months
- −$761M −2.0% of assets
- Latest 12 months
- −$1.1B −2.8% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | −$238M |
| Jun 2026 | −$65M |
| May 2026 | −$459M |
| Apr 2026 | −$1.0B |
| Mar 2026 | −$760M |
| Feb 2026 | +$582M |
| Jan 2026 | +$278M |
| Dec 2025 | +$243M |
| Nov 2025 | +$69M |
| Oct 2025 | +$72M |
| Sep 2025 | +$208M |
| Aug 2025 | +$13M |
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 | |
|---|---|---|---|---|---|
| SPEUState Street SPDR Portfolio Europe ETF | 93% | 0.07% | $700M | +7.0% | compare |
| IEURiShares Core MSCI Europe ETF | 92% | 0.10% | $9.5B | +7.3% | compare |
| FLEEFranklin FTSE Europe ETF | 89% | 0.09% | $99M | +7.6% | compare |
| IEViShares Europe ETF | 85% | 0.60% | $1.6B | +7.6% | compare |
| DBEUXtrackers MSCI Europe Hedged Equity ETF | 84% | 0.45% | $777M | +14.2% | 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; 0% net selling
- Reporting earnings
- 3.5% of weight in 7 days; 10.5% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.33%
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 |
|---|---|---|---|---|
| Exit | SUNBSunbelt Rentals Holdings Inc | 0.18% | — | — |
| New position | Kingspan Group PLC | — | 0.11% | — |
| Exit | Kingspan Group PLC | 0.11% | — | — |
| New position | National Bank of Greece SA | — | 0.11% | — |
| New position | Eurobank SA | — | 0.09% | — |
| New position | Piraeus Bank SA | — | 0.08% | — |
| Decrease | Telecom Italia SpA/Milano | 0.10% | 0.03% | −58.3% |
| New position | Alpha Bank SA | — | 0.06% | — |
| Decrease | Banco BPM SpA | 0.17% | 0.12% | −30.2% |
| New position | Public Power Corp SA | — | 0.05% | — |
11 new, 2 exited, 8 increased and 11 decreased between the fund's two latest holdings reports; turnover 3.2%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 8 active of 37 with agreements; top 3 did 93%
- Created · redeemed
- $6.5B · $1.5B over the fiscal year
- Redemptions in kind
- 1% creations 1% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 0.51% of assets on loan on average; earned 1.2 bp
- Return vs index
- -0.54 pts after fees; -0.24 before; daily s.d. 14.23
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
1252
AUM
$37.3B
Provider
Vanguard
Inception
2005-03-04
Exchange
ARCX
Data As Of
2026-09-30
Expense Ratio
0.06%
Dividend Yield
2.95%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-18 | 2026-09-22 | $0.2224 | CD |
| 2026-06-18 | 2026-06-23 | $1.1991 | CD |
| 2026-03-20 | 2026-03-24 | $0.3819 | CD |
| 2025-12-19 | 2025-12-23 | $0.7786 | CD |
| 2025-09-19 | 2025-09-23 | $0.2086 | CD |
| 2025-06-20 | 2025-06-24 | $1.1065 | CD |
Asset Allocation
Top Holdings
top 50 of 1252 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| ASML | ASML Holding NV | 4.47% | Equity (Foreign) | NL |
| HSBA | HSBC Holdings PLC | 2.19% | Equity (Foreign) | GB |
| ROP | Roche Holding AG | 1.89% | Equity (Foreign) | CH |
| SHEL | Shell PLC | 1.79% | Equity (Foreign) | GB |
| NOVN | Novartis AG | 1.72% | Equity (Foreign) | CH |
| AZN | AstraZeneca PLC | 1.57% | Equity (Foreign) | GB |
| NESN | Nestle SA | 1.51% | Equity (Foreign) | CH |
| SIE | Siemens AG | 1.45% | Equity (Foreign) | DE |
| SAP | SAP SE | 1.32% | Equity (Foreign) | DE |
| SAN | Banco Santander SA | 1.29% | Equity (Foreign) | ES |
| ALV | Allianz SE | 1.16% | Equity (Foreign) | DE |
| SU | Schneider Electric SE | 1.15% | Equity (Foreign) | FR |
| TTE | TotalEnergies SE | 1.11% | Equity (Foreign) | FR |
| RR. | Rolls-Royce Holdings PLC | 1.05% | Equity (Foreign) | GB |
| BBVA | Banco Bilbao Vizcaya Argentaria SA | 1.01% | Equity (Foreign) | ES |
| IBE | Iberdrola SA | 1.00% | Equity (Foreign) | ES |
| UBSG | UBS Group AG | 0.96% | Equity (Foreign) | CH |
| ABBN | ABB Ltd | 0.95% | Equity (Foreign) | CH |
| UCG | UniCredit SpA | 0.86% | Equity (Foreign) | IT |
| SAF | Safran SA | 0.84% | Equity (Foreign) | FR |
| ULVR | Unilever PLC | 0.82% | Equity (Foreign) | GB |
| AIR | Airbus SE | 0.81% | Equity (US) | — |
| ENR | Siemens Energy AG | 0.79% | Equity (Foreign) | DE |
| NOVOB | Novo Nordisk A/S | 0.78% | Equity (Foreign) | DK |
| BP. | BP PLC | 0.74% | Equity (Foreign) | GB |
| ISP | Intesa Sanpaolo SpA | 0.74% | Equity (Foreign) | IT |
| CFR | Cie Financiere Richemont SA | 0.73% | Equity (Foreign) | CH |
| BATS | British American Tobacco PLC | 0.72% | Equity (Foreign) | GB |
| MC | LVMH Moet Hennessy Louis Vuitton SE | 0.70% | Equity (Foreign) | FR |
| BNP | BNP Paribas SA | 0.67% | Equity (Foreign) | FR |
| INGA | ING Groep NV | 0.66% | Equity (Foreign) | NL |
| DTE | Deutsche Telekom AG | 0.66% | Equity (Foreign) | DE |
| ZURN | Zurich Insurance Group AG | 0.64% | Equity (Foreign) | CH |
| RIO | Rio Tinto PLC | 0.63% | Equity (Foreign) | GB |
| GSK | GSK PLC | 0.62% | Equity (Foreign) | GB |
| SAN | Sanofi SA | 0.57% | Equity (Foreign) | FR |
| IFX | Infineon Technologies AG | 0.56% | Equity (Foreign) | DE |
| LLOY | Lloyds Banking Group PLC | 0.53% | Equity (Foreign) | GB |
| BARC | Barclays PLC | 0.53% | Equity (Foreign) | GB |
| CS | AXA SA | 0.51% | Equity (Foreign) | FR |
| NG. | National Grid PLC | 0.49% | Equity (Foreign) | GB |
| BA. | BAE Systems PLC | 0.49% | Equity (Foreign) | GB |
| ENEL | Enel SpA | 0.48% | Equity (Foreign) | IT |
| AIRB | Air Liquide SA | 0.48% | Equity (Foreign) | FR |
| GLEN | Glencore PLC | 0.48% | Equity (Foreign) | GB |
| NWG | NatWest Group PLC | 0.47% | Equity (Foreign) | GB |
| MUV2 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 0.46% | Equity (Foreign) | DE |
| ABI | Anheuser-Busch InBev SA/NV | 0.45% | Equity (Foreign) | BE |
| INVEB | Investor AB | 0.45% | Equity (Foreign) | SE |
| — | SLBBH1142 | 0.44% | Cash/Money Market | — |
Geographic Breakdown
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -2.16% | -4.49% | 8.19% | 0.03% | 6.82% | 3.48% | 1.98% |
| Feb | 1.26% | -6.43% | -2.83% | 1.40% | 5.55% | 2.23% | 0.20% |
| Mar | 1.11% | 2.65% | 1.45% | 2.39% | -1.31% | -6.62% | -0.06% |
| Apr | 3.12% | -7.33% | 3.41% | -2.38% | 3.58% | 4.21% | 0.77% |
| May | 3.13% | 2.80% | -5.14% | 6.58% | 5.66% | 2.13% | 2.53% |
| Jun | -3.20% | -10.19% | 1.26% | -4.53% | -0.01% | 0.02% | -2.77% |
| Jul | 1.26% | 4.92% | 3.20% | 1.92% | -2.46% | 3.15% | 2.00% |
| Aug | 1.34% | -7.31% | -2.98% | 5.80% | 4.31% | 0.80% | 0.33% |
| Sep | -6.59% | -8.61% | -4.58% | 2.16% | 3.09% | -4.32% | -3.14% |
| Oct | 4.38% | 6.02% | -1.40% | -4.45% | -0.52% | 2.44%* | 1.08% |
| Nov | -5.72% | 12.63% | 9.02% | -2.05% | 1.70% | -- | 3.12% |
| Dec | 4.73% | -3.48% | 3.65% | -3.85% | 3.07% | -- | 0.82% |
| Total | 1.88% | -19.60% | 12.77% | 2.26% | 33.18% | 7.17% | 6.28% |
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: $86.76
SMA 50: $89.29
SMA 200: $87.81
Current: $87.58
EMA 12: $86.86
EMA 26: $87.43
MACD: -0.5711 | Signal: 0.2837
BEARISH
ADX (14): 26.40
TREND
+DI: 30.85
−DI: 30.82
Momentum Oscillators
RSI (14): 50.67
NEUTRAL
Stoch %K: 68.55
Stoch %D: 65.27
Williams %R: -16.07
Volume & Volatility
BB Upper: $88.66
BB Lower: $84.87
NEUTRAL
OBV: 64,438,044
Vol SMA 20: 2,983,571
Vol ROC: -57.43%
ATR: $0.91
True Range: $0.67
HV 20: 12.7%
HV 30: 13.3%
HV 60: 12.2%
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: VGK
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers: Moderate volatility, positive news sentiment, mixed technical signals
Primary Risks: Overbought RSI, bearish MACD signal, potential pullback from recent gains
Investment Thesis: VGK presents a moderate-risk opportunity for investors seeking exposure to European markets. While the ETF has recently experienced significant gains, its current overbought condition and bearish momentum indicators suggest potential short-term consolidation or correction.
Recent News Sentiment Impact: Positive news sentiment (average headline sentiment: 0.8) supports the ETF's recent uptrend, but mixed technical signals indicate a need for caution.
Technical Analysis
Trend Direction: Short-term: NEUTRAL; Medium-term: BULLISH; Long-term: BULLISH
Support/Resistance Levels: SMA 20 ($90.88), EMA 12 ($89.76)
Momentum Signals:
- RSI (14): Neutral (34.95) - no clear buy or sell signal
- MACD: Bearish (-0.66 / Signal: -0.36 / Histogram: -0.30)
- Bollinger Bands: Neutral (signal line close to middle band)
Volume Analysis: Volume SMA 20: 1890134.65; On-Balance Volume (OBV): 66227700.84; Volume Rate of Change: 160.58%
News & Sentiment Analysis
Recent Headlines Summary: Positive news sentiment dominated the headlines, with an average headline sentiment of 0.8.
Sentiment Assessment: Positive (average headline sentiment: 0.8)
Catalyst Identification: None significant in recent period; focus on earnings and market developments
Market Narrative: VGK's recent gains align with positive news sentiment and medium-term bullish momentum, but technical indicators suggest caution due to overbought conditions.
Risk & Volatility Assessment
Beta Interpretation: Moderate risk relative to SPY (beta: 0.91)
Volatility Regime: Historical volatility: HV20 10.8% / HV30 9.8% / HV60 12.3%
Options Market Signals: IV Rank: Low (11.6%), Current IV: 19.3%, Expected Move: $2.95
Downside Protection: Support levels: SMA 20 ($90.88), EMA 12 ($89.76)
Market Context & Positioning
Sector Performance: VGK follows European markets' performance, which has been generally positive.
Institutional Activity: Mixed institutional interest signals; volume flow favors calls (67 vs 32).
Correlation Analysis: Correlation with SPY: 0.74 - moderate correlation
Relative Valuation: Position within trading range; no clear buy or sell signal based on relative valuation
Key Levels & Action Items
Critical Price Levels: SMA 20 ($90.88), EMA 12 ($89.76)
Breakout/Breakdown Levels: None significant in recent period; focus on earnings and market developments
Time-Sensitive Catalysts: None scheduled in the near term; focus on medium-term catalysts (earnings, market developments)
Risk Management: Set stop-loss levels at SMA 20 ($90.88) or EMA 12 ($89.76); consider position sizing considerations based on IV Rank and expected move.
Please note that this analysis is a simulation and should not be considered personalized investment advice.
Generated
News
All VGK news →
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Showing 1–10 of 50
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VGK Options Activity & IV Rank
VGK IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 17.8%
7-DTE IV: —
Expected Move: $3.47
7-DTE Move: $3.47
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 182
Put Volume: 84
P/C Volume: 0.462
BULLISH
Call OI: 833
Put OI: 232
P/C OI: 0.279
Total OI: 1,065
ATM Options Pricing
ATM Call: $1.65
ATM Put: $1.82
Call %: 1.9%
Put %: 2.1%
Chain Summary
Chain Volume: 905
Chain OI: 3,721
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
HIGH γ vs HISTORY
Estimated net dealer gamma is at the 89th percentile of this name's own daily history, near the high end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
89%
vs own history
GEX tilt
+0.49
OI-weighted, today
Vanna tilt
+0.67
δ-sensitivity to IV
Charm tilt
-0.70
δ-decay vs time
Vanna tilt +0.67: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.70: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 40 ATM contracts, 3k 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
20%
+8.0
pts
EXTREME
as of Oct 21 · ATM 17.1% / Wing 25.1%
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)61.3MediumOct 21
Straddle Price (30 DTE)$3.47Oct 21
Beta Analysis
Risk Metrics
Beta: 0.9372
Alpha: -4.50%
Correlation: 0.7384
R-Squared: 54.5%
Stock Volatility: 16.1%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Moderate volatility - stock generally follows market
Beta & Alpha Over Time
VGK 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.
5 filers$10.26M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $5.93M | 57.82% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $2.75M | 26.84% | 2026-06-30 |
| 3 | Point72 Asset Management, L.P. | $664.05K | 6.47% | 2026-06-30 |
| 4 | Jane Street Group, LLC Custodian | $513.53K | 5.01% | 2026-06-30 |
| 5 | Wolverine Trading, LLC Custodian | $396.05K | 3.86% | 2025-09-30 |
9 filers$17.57M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | BOOTHBAY FUND MANAGEMENT, LLC | $11.21M | 63.80% | 2026-06-30 |
| 2 | Susquehanna International Group, LLP Custodian | $3.56M | 20.26% | 2026-06-30 |
| 3 | Jane Street Group, LLC Custodian | $867.69K | 4.94% | 2026-06-30 |
| 4 | Citadel Advisors LLC Custodian | $832.28K | 4.74% | 2026-06-30 |
| 5 | Wolverine Trading, LLC Custodian | $649.52K | 3.70% | 2025-09-30 |
| 6 | Oceanic Investment Management LTD | $372.30K | 2.12% | 2026-06-30 |
| 7 | Point72 Asset Management, L.P. | $44.27K | 0.25% | 2026-06-30 |
| 8 | IMA Advisory Services, Inc. | $18.05K | 0.10% | 2026-06-30 |
| 9 | PRELUDE CAPITAL MANAGEMENT, LLC | $17.43K | 0.10% | 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
6.11M
SI % of Float
1.79%
Days to Cover
1.87
Short Vol Ratio
48.8%
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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