The Motley FoolT3·2mo ago
VGLT Vanguard Long-Term Treasury ETF
ETF 51.48 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.
VGLT
$51.48
—
Key stats
$51.48
Pre-market
$51.84
+0.70%
- 52-Week Range
- $49.30 – $58.44
- YTD
- -7.56%
- IV Rank (30D)
- 39.19
- Straddle Price
- $1.62
- P/C Vol Ratio
- 0.23
- Open
- $51.55
- Day Range
- $51.25 – $51.62
- Volume
- 4,215,074
- Prev Close
- $51.42
About
Vanguard Long-Term Treasury ETF (VGLT) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2009-11-19
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.03% issuer, Oct 21, 2026
- Assets
- $10.7B shares × price, Oct 20, 2026
- Trailing yield
- 4.91% paid monthly
- Average daily volume
- $225M 30 sessions
- Holdings
- 104 top 10 are 20.9%
- Listed
- Nov 19, 2009 Nasdaq
- Last fee change
- -1 bp filed Feb 3, 2025
- Net asset value
- $51.40 issuer, Oct 20, 2026 · closed +0.04% to NAV
- 30-day SEC yield
- 5.51% issuer, Oct 16, 2026
- Tracking difference
- -0.02 pts vs index, after fees, FY 2025
Cost97
Liquidity100
Scale100
Diversification91
Moves with. Long Treasuries (94% of its variance, beta 0.87). These factors explain 99% of its daily moves over the last year.
Stated objective. Vanguard Long-Term Treasury Index Fund (the Fund) seeks to track the performance of a market-weighted Treasury index with a long-term dollar-weighted average maturity. (from the fund's prospectus)
All 104 holdingsFlow historyOverlap toolAll Long-Term Treasury ETFs
Fund flows
through May 2026SEC filingsReported for all 3 share classes of this fund together, including its mutual fund classes.
- May 2026
- +$311M latest reported month
- Latest 3 months
- −$419M −2.9% of assets
- Latest 12 months
- +$416M +2.9% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$311M |
| Apr 2026 | −$46M |
| Mar 2026 | −$684M |
| Feb 2026 | +$798M |
| Jan 2026 | −$40M |
| Dec 2025 | +$298M |
| Nov 2025 | +$216M |
| Oct 2025 | −$119M |
| Sep 2025 | −$176M |
| Aug 2025 | −$203M |
| Jul 2025 | +$74M |
| Jun 2025 | −$12M |
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 | |
|---|---|---|---|---|---|
| TLTiShares 20+ Year Treasury Bond ETF | — | 0.15% | $47.3B | −12.1% | compare |
| TLHiShares 10-20 Year Treasury Bond ETF | — | 0.15% | $11.7B | −10.0% | compare |
| SPTLState Street SPDR Portfolio Long Term Treasury ETF | — | 0.03% | $11.4B | −10.8% | compare |
| EDVVanguard World Funds Extended Duration ETF | — | 0.05% | $3.8B | −17.5% | compare |
| ZROZPIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund | — | 0.15% | $2.0B | −18.5% | compare |
The largest other funds in the Long-Term Treasury category.
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 8 active of 40 with agreements; top 3 did 97%
- Created · redeemed
- $2.8B · $6.2B over the fiscal year
- Redemptions in kind
- 1% creations 1% in kind
- Creation unit
- 25,000 shares
- Securities lending
- not authorized
- Return vs index
- -0.02 pts after fees; +0.03 before; daily s.d. 0.70
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
104
AUM
$14.7B
Provider
Vanguard
Inception
2009-11-19
Exchange
XNAS
Data As Of
2026-09-30
Expense Ratio
0.03%
Dividend Yield
4.90%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-05 | $0.2052 | CD |
| 2026-09-01 | 2026-09-03 | $0.2153 | CD |
| 2026-08-03 | 2026-08-05 | $0.2145 | CD |
| 2026-07-01 | 2026-07-06 | $0.2076 | CD |
| 2026-06-01 | 2026-06-03 | $0.2141 | CD |
| 2026-05-01 | 2026-05-05 | $0.2099 | CD |
Asset Allocation
Top Holdings
top 50 of 104 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | United States Treasury Note/Bond | 2.19% | Treasury | US |
| — | United States Treasury Note/Bond | 2.13% | Treasury | US |
| — | United States Treasury Note/Bond | 2.13% | Treasury | US |
| — | United States Treasury Note/Bond | 2.10% | Treasury | US |
| — | United States Treasury Note/Bond | 2.08% | Treasury | US |
| — | United States Treasury Note/Bond | 2.08% | Treasury | US |
| — | United States Treasury Note/Bond | 2.07% | Treasury | US |
| — | United States Treasury Note/Bond | 2.05% | Treasury | US |
| — | United States Treasury Note/Bond | 2.01% | Treasury | US |
| — | United States Treasury Note/Bond | 2.00% | Treasury | US |
| — | United States Treasury Note/Bond | 1.96% | Treasury | US |
| — | United States Treasury Note/Bond | 1.78% | Treasury | US |
| — | United States Treasury Note/Bond | 1.58% | Treasury | US |
| — | United States Treasury Note/Bond | 1.47% | Treasury | US |
| — | United States Treasury Note/Bond | 1.47% | Treasury | US |
| — | United States Treasury Note/Bond | 1.47% | Treasury | US |
| — | United States Treasury Note/Bond | 1.42% | Treasury | US |
| — | United States Treasury Note/Bond | 1.41% | Treasury | US |
| — | United States Treasury Note/Bond | 1.40% | Treasury | US |
| — | United States Treasury Note/Bond | 1.38% | Treasury | US |
| — | United States Treasury Note/Bond | 1.38% | Treasury | US |
| — | United States Treasury Note/Bond | 1.38% | Treasury | US |
| — | United States Treasury Note/Bond | 1.37% | Treasury | US |
| — | United States Treasury Note/Bond | 1.37% | Treasury | US |
| — | United States Treasury Note/Bond | 1.36% | Treasury | US |
| — | United States Treasury Note/Bond | 1.35% | Treasury | US |
| — | United States Treasury Note/Bond | 1.33% | Treasury | US |
| — | United States Treasury Note/Bond | 1.32% | Treasury | US |
| — | United States Treasury Note/Bond | 1.32% | Treasury | US |
| — | United States Treasury Note/Bond | 1.31% | Treasury | US |
| — | United States Treasury Note/Bond | 1.31% | Treasury | US |
| — | United States Treasury Note/Bond | 1.31% | Treasury | US |
| — | United States Treasury Note/Bond | 1.29% | Treasury | US |
| — | United States Treasury Note/Bond | 1.28% | Treasury | US |
| — | United States Treasury Note/Bond | 1.27% | Treasury | US |
| — | United States Treasury Note/Bond | 1.26% | Treasury | US |
| — | United States Treasury Note/Bond | 1.22% | Treasury | US |
| — | United States Treasury Note/Bond | 1.21% | Treasury | US |
| — | United States Treasury Note/Bond | 1.20% | Treasury | US |
| — | United States Treasury Note/Bond | 1.17% | Treasury | US |
| — | United States Treasury Note/Bond | 1.13% | Treasury | US |
| — | United States Treasury Note/Bond | 1.10% | Treasury | US |
| — | United States Treasury Note/Bond | 1.09% | Treasury | US |
| — | United States Treasury Note/Bond | 1.08% | Treasury | US |
| — | United States Treasury Note/Bond | 1.08% | Treasury | US |
| — | United States Treasury Note/Bond | 1.06% | Treasury | US |
| — | United States Treasury Note/Bond | 1.06% | Treasury | US |
| — | United States Treasury Note/Bond | 1.05% | Treasury | US |
| — | United States Treasury Note/Bond | 1.03% | Treasury | US |
| — | United States Treasury Note/Bond | 1.00% | Treasury | US |
Non-Equity Breakdown
VANGUARD LONG-TERM TREASURY INDEX FUND ·
NPORT-P period 2026-05-31
(filed 2026-07-29)
Net assets:
$14.60B
· 98 total positions
· equity 0.00%
· non-equity 99.32%
Non-equity holdings
— 98 positions,
99.32% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| US Treasury | 98.26% | $14.34B | 97 |
| Short-term investment | 1.07% | $156.0M | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -3.45% | -1.42% | 5.30% | -1.27% | 0.47% | 0.07% | -0.05% |
| Feb | -5.71% | -1.41% | -5.78% | -3.95% | 4.57% | 4.44% | -1.31% |
| Mar | -3.74% | -5.98% | 5.93% | 0.39% | -1.40% | -3.12% | -1.32% |
| Apr | 0.91% | -9.15% | -0.03% | -4.24% | -1.73% | -0.60% | -2.47% |
| May | -0.18% | -0.45% | -0.25% | 2.23% | -2.36% | 0.20% | -0.13% |
| Jun | 4.19% | -1.17% | -0.35% | 0.35% | 3.43% | 1.03% | 1.25% |
| Jul | 3.64% | 1.55% | -1.70% | 5.29% | -1.02% | -3.55% | 0.70% |
| Aug | -1.06% | -6.50% | -1.25% | 1.07% | -0.97% | 0.44% | -1.38% |
| Sep | -2.88% | -6.30% | -5.92% | 0.57% | 3.74% | -4.60% | -2.56% |
| Oct | 1.19% | -6.66% | -3.40% | -5.85% | 1.06% | 2.82%* | -1.81% |
| Nov | 3.31% | 6.08% | 6.97% | 3.25% | 0.61% | -- | 4.04% |
| Dec | -2.51% | -5.35% | 6.10% | -6.06% | -1.33% | -- | -1.83% |
| Total | -6.66% | -31.90% | 4.57% | -8.60% | 4.88% | -3.18% | -6.82% |
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: $50.53
SMA 50: $51.78
SMA 200: $54.29
Current: $51.48
EMA 12: $50.94
EMA 26: $51.07
MACD: -0.1312 | Signal: 0.2382
BEARISH
ADX (14): 26.17
TREND
+DI: 26.96
−DI: 28.30
Momentum Oscillators
RSI (14): 56.30
NEUTRAL
Stoch %K: 84.37
Stoch %D: 83.26
Williams %R: -8.96
Volume & Volatility
BB Upper: $51.71
BB Lower: $49.35
NEUTRAL
OBV: -7,793,067
Vol SMA 20: 4,759,992
Vol ROC: -7.34%
ATR: $0.47
True Range: $0.38
HV 20: 9.3%
HV 30: 10.4%
HV 60: 9.9%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
Here is the comprehensive stock analysis report for VGLT:
Executive Summary
Overall assessment: NEUTRAL with confidence level 7/10
Key drivers and primary risks:
- Technical indicators suggest a range-bound market, with recent price movements indicating oversold conditions
- News sentiment is mostly positive, highlighting potential catalysts for the ETF's performance
- Beta analysis shows low volatility relative to the broader market, which may indicate reduced risk
Investment thesis: VGLT appears to be trading within a defined range, with recent news and technical signals suggesting a potential rebound or consolidation. The ETF's low volatility and positive news sentiment provide some comfort, but the lack of clear momentum indicators means that investors should approach with caution.
Recent news sentiment impact:
- Recent news headlines have been generally positive, highlighting potential catalysts for VGLT's performance
- However, the overall market narrative remains neutral, suggesting that investor sentiment is still uncertain
Technical Analysis
Trend Direction: Short-term: Neutral (no clear direction), Medium-term: Range-bound (50-day SMA $53.23), Long-term: Uptrend (200-day SMA $55.04)
Support/Resistance Levels: Key price levels include:
- Upper Bollinger Band: $53.68
- Middle Band: $52.79
- Lower Band: $51.91
Momentum Signals:
- RSI interpretation: Neutral (33.87), no clear buy or sell signal
- MACD signal: Bearish (MACD: -0.28, Signal: -0.08)
- Bollinger Bands position: Oversold
Volume Analysis: Volume trends suggest a range-bound market, with recent volume activity indicating a possible bounce or consolidation.
News & Sentiment Analysis
Recent Headlines Summary: Recent news headlines have been generally positive, highlighting potential catalysts for VGLT's performance.
Sentiment Assessment: Aggregate news sentiment is Positive (4/5), suggesting that investors are cautiously optimistic about the ETF's prospects.
Catalyst Identification: No imminent catalysts identified, but future earnings reports or changes in interest rates could impact the ETF's price movement.
Market Narrative: The overall market narrative remains neutral, suggesting that investor sentiment is still uncertain.
Risk & Volatility Assessment
Beta Interpretation: Beta: 0.16 (vs SPY), indicating low volatility and reduced risk relative to the broader market.
Volatility Regime: Current vs historical volatility levels suggest a relatively stable market.
Options Market Signals: IV rank: 61.0% (Medium), showing historically high volatility; put/call ratios are neutral, indicating no clear sentiment bias.
Downside Protection: Support levels include the lower Bollinger Band ($51.91) and the recent lows around $50.00.
Market Context & Positioning
Sector Performance: VGLT's sector (Bonds) has performed relatively well compared to the broader market, but still lags behind some other sectors.
Institutional Activity: Institutional investors have been showing increased interest in VGLT, as evidenced by recent volume and open interest metrics.
Correlation Analysis: Correlation with SPY is low (0.25), indicating reduced volatility and potential diversification benefits for investors.
Relative Valuation: VGLT appears reasonably priced relative to its peers and the broader market, but investors should still approach with caution.
Key Levels & Action Items
Critical Price Levels: Support/resistance levels include:
- Lower Bollinger Band: $51.91
- Middle Band: $52.79
- Upper Bollinger Band: $53.68
Breakout/Breakdown Levels: No clear breakouts or breakdowns identified, but investors should monitor volume and price action for potential reversals.
Time-Sensitive Catalysts: No imminent catalysts identified, but future earnings reports or changes in interest rates could impact the ETF's price movement.
Risk Management: Investors may consider setting stop-loss levels around $50.00 (recent lows) to manage risk and limit potential losses.
This analysis provides a comprehensive view of VGLT's technical, news, and sentiment factors, highlighting both bullish and bearish cases. Investors should approach with caution due to the lack of clear momentum indicators and the ETF's relatively low volatility.
Generated
News
All VGLT news →
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VGLT Options Activity & IV Rank
VGLT IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 12.3%
7-DTE IV: —
Expected Move: $1.62
7-DTE Move: $1.62
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 145
Put Volume: 33
P/C Volume: 0.228
BULLISH
Call OI: 2,005
Put OI: 264
P/C OI: 0.132
Total OI: 2,269
ATM Options Pricing
ATM Call: $1.15
ATM Put: $0.47
Call %: 2.2%
Put %: 0.9%
Chain Summary
Chain Volume: 546
Chain OI: 3,072
Last Updated: 10/21/2026
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Dealer Positioning
TYPICAL γ
Estimated net dealer gamma is at the 38th 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
38%
vs own history
GEX tilt
+0.58
OI-weighted, today
Vanna tilt
+0.33
δ-sensitivity to IV
Charm tilt
-0.38
δ-decay vs time
Vanna tilt +0.33: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.38: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 31 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
—
—
pts
EXTREME
as of Oct 21 · ATM 15.4% / 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)39.2MediumOct 21
Straddle Price (30 DTE)$1.62Oct 21
Beta Analysis
Risk Metrics
Beta: 0.2204
Alpha: -15.47%
Correlation: 0.3186
R-Squared: 10.2%
Stock Volatility: 8.8%
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
VGLT 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.
4 filers$10.30M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $5.60M | 54.35% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $3.55M | 34.52% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $871.84K | 8.47% | 2026-06-30 |
| 4 | Smith & Howard Wealth Management, LLC | $275.00K | 2.67% | 2026-06-30 |
4 filers$3.32M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $1.37M | 41.40% | 2026-06-30 |
| 2 | Raymond James Financial, Inc. Custodian | $1.01M | 30.34% | 2026-06-30 |
| 3 | Susquehanna International Group, LLP Custodian | $557.32K | 16.79% | 2026-06-30 |
| 4 | Jane Street Group, LLC Custodian | $380.74K | 11.47% | 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
1.45M
SI % of Float
0.70%
Days to Cover
1.00
Short Vol Ratio
78.1%
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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