The Vanguard Dividend Appreciation ETF (VIG) doesn't have the highest yield, but its dividend growth history is a strength.
VIG Vanguard Dividend Appreciation ETF
ETF 243.66 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.
VIG
$243.66
—
Key stats
$243.66
- 52-Week Range
- $210.01 – $247.45
- YTD
- +10.45%
- IV Rank (30D)
- 68.66
- Straddle Price
- $6.70
- P/C Vol Ratio
- 0.25
- Open
- $243.24
- Day Range
- $242.49 – $243.80
- Volume
- 827,327
- Prev Close
- $243.07
About
Vanguard Dividend Appreciation ETF (VIG) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2006-04-21
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.04% issuer, Oct 21, 2026
- Assets
- $113.8B shares × price, Oct 20, 2026
- Trailing yield
- 1.50% paid quarterly
- Average daily volume
- $262M 30 sessions
- Holdings
- 344 top 10 are 34.6%
- Listed
- Apr 21, 2006 NYSE Arca
- Last fee change
- -1 bp filed Feb 2, 2026
- Net asset value
- $243.01 issuer, Oct 20, 2026 · closed +0.02% to NAV
- 30-day SEC yield
- 1.51% issuer, Sep 30, 2026
- Tracking difference
- -0.09 pts vs index, after fees, FY 2026
Cost100
Liquidity100
Scale100
Diversification80
Moves with. US large-cap stocks (94% of its variance, beta 0.92). These factors explain 88% of its daily moves over the last year.
Stated objective. Vanguard Dividend Appreciation ETF, an exchange-traded share class of Vanguard Dividend Appreciation Index Fund (the Fund), seeks to track the performance of a benchmark index that measures the investment return of common stocks of companies that have a record of increasing dividends over time. (from the fund's prospectus)
All 344 holdingsFlow historySimilar fundsOverlap toolAll Dividend Growth ETFs
Fund flows
through Jul 2026SEC filingsReported for all 2 share classes of this fund together, including its mutual fund classes.
- Jul 2026
- +$119M latest reported month
- Latest 3 months
- +$480M +0.4% of assets
- Latest 12 months
- +$3.1B +2.4% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$119M |
| Jun 2026 | +$476M |
| May 2026 | −$115M |
| Apr 2026 | +$213M |
| Mar 2026 | +$152M |
| Feb 2026 | +$135M |
| Jan 2026 | −$701M |
| Dec 2025 | +$1.1B |
| Nov 2025 | +$764M |
| Oct 2025 | +$779M |
| Sep 2025 | −$179M |
| Aug 2025 | +$376M |
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 | |
|---|---|---|---|---|---|
| PFMInvesco Dividend Achievers ETF | 85% | 0.52% | $799M | +12.8% | compare |
| DGROiShares Core Dividend Growth ETF | 69% | 0.08% | $44.2B | +16.8% | compare |
| VYMVanguard High Dividend Yield ETF | 61% | 0.04% | $82.0B | +15.0% | compare |
| DLNWisdomTree U.S. LargeCap Dividend Fund | 55% | 0.28% | $6.3B | +15.7% | compare |
| ESGNorthern Trust STOXX US ESG Select ETF | 54% | 0.32% | $137M | +18.5% | 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- Holdings vs fair value
- +1.8% 27% under, 24% over · 100% covered
- Price / earnings
- 25.4 1% loss-making · 100% covered
- Price / book · sales
- 5.0 · 2.9 revenue growth +11.5%
- Above 200-day average
- 67% 63% above 50-day · by weight
- Short interest
- 1.9% of float, weighted · 3.1 days to cover
- Insider buying
- 5% of weight had net insider buying, 90 days; 65% net selling
- 13F holders
- +1.9% change in shares held by institutions, latest quarter
- Reporting earnings
- 28.3% of weight in 7 days; 63.8% in 14
Holdings reporting in the next 14 days · weighted implied move this week 1.69%
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 |
|---|---|---|---|---|
| Decrease | WRBW R Berkley Corp | 0.09% | 0.07% | −23.0% |
| Decrease | MORNMorningstar Inc | 0.02% | 0.02% | −13.2% |
| Increase | SEICSEI Investments Co | 0.04% | 0.05% | +14.3% |
| Increase | POOLPool Corp | 0.03% | 0.03% | +13.4% |
0 new, 0 exited, 2 increased and 2 decreased between the fund's two latest holdings reports; turnover 2.8%. Full holdings and history
Under the hood
fiscal year to Jan 31, 2026SEC census- Authorized participants
- 12 active of 34 with agreements; top 3 did 76%
- Created · redeemed
- $10.9B · $7.4B over the fiscal year
- Redemptions in kind
- 100% creations 99% in kind
- Creation unit
- 25,000 shares
- Securities lending
- 0.00% of assets on loan on average; earned 0.0 bp
- Return vs index
- -0.09 pts after fees; +0.00 before; daily s.d. 0.11
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
344
AUM
$127.2B
Provider
Vanguard
Inception
2006-04-21
Exchange
ARCX
Data As Of
2026-09-30
Expense Ratio
0.04%
Dividend Yield
1.50%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-28 | 2026-09-30 | $0.9295 | CD |
| 2026-06-26 | 2026-06-30 | $0.9988 | CD |
| 2026-03-27 | 2026-03-31 | $0.8334 | CD |
| 2025-12-22 | 2025-12-24 | $0.8844 | CD |
| 2025-09-29 | 2025-10-01 | $0.8647 | CD |
| 2025-06-30 | 2025-07-02 | $0.8712 | CD |
Asset Allocation
Top Holdings
top 50 of 344 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| MSFT | Microsoft Corp | 4.92% | Equity (US) | US |
| AAPL | Apple Inc | 4.91% | Equity (US) | US |
| AVGO | Broadcom Inc | 4.32% | Equity (US) | US |
| LLY | Eli Lilly & Co | 4.12% | Equity (US) | US |
| JPM | JPMorgan Chase & Co | 3.91% | Equity (US) | US |
| XOM | ExxonMobil Holdings Corp | 2.98% | Equity (US) | US |
| JNJ | Johnson & Johnson | 2.84% | Equity (US) | US |
| V | Visa Inc | 2.54% | Equity (US) | US |
| WMT | Walmart Inc | 2.06% | Equity (US) | US |
| ABBV | AbbVie Inc | 2.06% | Equity (US) | US |
| MA | Mastercard Inc | 1.98% | Equity (US) | US |
| CSCO | Cisco Systems Inc | 1.89% | Equity (US) | US |
| LRCX | Lam Research Corp | 1.83% | Equity (US) | US |
| COST | Costco Wholesale Corp | 1.80% | Equity (US) | US |
| CAT | Caterpillar Inc | 1.66% | Equity (US) | US |
| MRK | Merck & Co Inc | 1.59% | Equity (US) | US |
| BAC | Bank of America Corp | 1.57% | Equity (US) | US |
| PG | Procter & Gamble Co/The | 1.50% | Equity (US) | US |
| KO | Coca-Cola Co/The | 1.48% | Equity (US) | US |
| UNH | UnitedHealth Group Inc | 1.47% | Equity (US) | US |
| HD | Home Depot Inc/The | 1.26% | Equity (US) | US |
| TXN | Texas Instruments Inc | 1.14% | Equity (US) | US |
| KLAC | KLA Corp | 1.13% | Equity (US) | US |
| GS | Goldman Sachs Group Inc/The | 1.09% | Equity (US) | US |
| ORCL | Oracle Corp | 1.06% | Equity (US) | US |
| AMGN | Amgen Inc | 1.01% | Equity (US) | US |
| MS | Morgan Stanley | 1.00% | Equity (US) | US |
| LIN | Linde PLC | 0.97% | Equity (Foreign) | IE |
| APH | Amphenol Corp | 0.92% | Equity (US) | US |
| IBM | International Business Machines Corp | 0.92% | Equity (US) | US |
| QCOM | QUALCOMM Inc | 0.87% | Equity (US) | US |
| ADI | Analog Devices Inc | 0.86% | Equity (US) | US |
| GILD | Gilead Sciences Inc | 0.82% | Equity (US) | US |
| PEP | PepsiCo Inc | 0.77% | Equity (US) | US |
| ABT | Abbott Laboratories | 0.76% | Equity (US) | US |
| ETN | Eaton Corp PLC | 0.74% | Equity (Foreign) | IE |
| MCD | McDonald's Corp | 0.73% | Equity (US) | US |
| UNP | Union Pacific Corp | 0.72% | Equity (US) | US |
| NEE | NextEra Energy Inc | 0.70% | Equity (US) | US |
| BLK | Blackrock Inc | 0.68% | Equity (US) | US |
| DHR | Danaher Corp | 0.62% | Equity (US) | US |
| SPGI | S&P Global Inc | 0.53% | Equity (US) | US |
| CB | Chubb Ltd | 0.51% | Equity (Foreign) | CH |
| ACN | Accenture PLC | 0.50% | Equity (Foreign) | IE |
| MDT | Medtronic PLC | 0.49% | Equity (Foreign) | IE |
| SBUX | Starbucks Corp | 0.48% | Equity (US) | US |
| LMT | Lockheed Martin Corp | 0.46% | Equity (US) | US |
| LOW | Lowe's Cos Inc | 0.46% | Equity (US) | US |
| ADP | Automatic Data Processing Inc | 0.46% | Equity (US) | US |
| PSX | Phillips 66 | 0.45% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -1.59% | -4.99% | 2.95% | 1.42% | 3.76% | 1.55% | 0.52% |
| Feb | 0.46% | -3.32% | -3.54% | 2.35% | 0.72% | 0.65% | -0.45% |
| Mar | 3.68% | 4.10% | 1.79% | 1.83% | -3.59% | -5.32% | 0.41% |
| Apr | 3.32% | -5.43% | 1.63% | -3.56% | -1.35% | 6.04% | 0.11% |
| May | 1.00% | -0.19% | -2.82% | 3.76% | 4.08% | 2.72% | 1.43% |
| Jun | -0.10% | -5.64% | 5.13% | 1.34% | 2.96% | 1.05% | 0.79% |
| Jul | 2.61% | 5.79% | 2.36% | 4.19% | -0.00% | 1.16% | 2.69% |
| Aug | 1.95% | -3.36% | -1.88% | 4.33% | 3.35% | 0.80% | 0.87% |
| Sep | -5.46% | -9.14% | -4.97% | 2.30% | 2.71% | -3.23% | -2.96% |
| Oct | 5.89% | 7.24% | -1.16% | -1.40% | 0.07% | 4.34%* | 2.50% |
| Nov | -1.38% | 6.98% | 6.94% | 4.95% | 3.10% | -- | 4.12% |
| Dec | 6.60% | -4.32% | 2.79% | -4.20% | -0.34% | -- | 0.11% |
| Total | 17.64% | -13.16% | 8.84% | 18.17% | 16.25% | 9.67% | 9.57% |
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: $238.24
SMA 50: $240.15
SMA 200: $231.76
Current: $243.66
EMA 12: $240.58
EMA 26: $239.50
MACD: 1.0792 | Signal: 0.8226
BULLISH
ADX (14): 24.89
WEAK TREND
+DI: 35.45
−DI: 15.44
Momentum Oscillators
RSI (14): 65.63
NEUTRAL
Stoch %K: 89.90
Stoch %D: 86.90
Williams %R: -1.47
Volume & Volatility
BB Upper: $244.28
BB Lower: $232.20
NEUTRAL
OBV: -3,094,643
Vol SMA 20: 1,169,244
Vol ROC: -52.32%
ATR: $1.82
True Range: $1.31
HV 20: 8.2%
HV 30: 8.3%
HV 60: 8.7%
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: VIG
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 7/10)
Key Drivers:
- Bullish momentum signals from MACD
- Neutral RSI reading
- Low volatility and correlation with SPY
Primary Risks:
- Overbought Bollinger Bands indicating potential for correction
- Low volume activity suggesting lack of institutional interest
Investment Thesis: VIG is a low-volatility ETF that has been trending upward, driven by bullish momentum signals. However, the overbought Bollinger Bands and neutral RSI reading suggest that the stock may be due for a correction. The recent news headlines have been positive, indicating potential support for the stock.
Recent News Sentiment Impact: The positive sentiment from recent news headlines has likely contributed to the stock's upward trend, but the impact is not yet clear-cut.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Bullish
- Medium-term (1-3 months): Neutral
- Long-term (3-12 months): Uptrend
Support/Resistance Levels:
- Key price levels: $234.06, $239.74, and $245.42
- Resistance zones: $246-$250
Momentum Signals:
- MACD signal line crossover above zero line = Bullish momentum
- RSI reading (69.54) indicates neutral sentiment
- Bollinger Bands overbought = Potential correction ahead
Volume Analysis: Low volume activity suggests lack of institutional interest.
News & Sentiment Analysis
Recent Headlines Summary: The recent news headlines have been positive, focusing on VIG's long-term dividend ETF and its potential for growth.
Sentiment Assessment: POSITIVE (Aggregate sentiment from last 10 news articles)
Catalyst Identification: None significant in the near term.
Market Narrative: The positive news headlines suggest that VIG may be supported by investors seeking dividend income. However, the lack of institutional interest suggests that the stock may not have strong underlying support.
Risk & Volatility Assessment
Risk Interpretation: Low risk (Beta <0.8)
Volatility Regime: Low volatility (Historical Volatility: HV20 10.2%)
Options Market Signals:
- IV Rank: 17.5% (Low)
- Current IV: 25.5%
- Expected Move: $6.62
Downside Protection: Support levels at $234.06 and $239.74.
Market Context & Positioning
Sector Performance: VIG has outperformed the sector in recent months.
Institutional Activity: Low volume activity suggests lack of institutional interest.
Correlation Analysis: VIG has a high correlation with SPY (R-squared: 0.83).
Relative Valuation: VIG is trading within its historical range, suggesting fair value.
Key Levels & Action Items
Critical Price Levels:
- Support level: $234.06
- Resistance level: $246-$250
Breakout/Breakdown Levels:
- Breakout above $250
- Breakdown below $234.06
Time-Sensitive Catalysts: None significant in the near term.
Risk Management: Stop-loss levels at $230.00 and position sizing considerations to manage risk.
Note: This report is a simulation, and the analysis should not be taken as investment advice.
Generated
News
All VIG news →
VIG Options Activity & IV Rank
VIG IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 11.7%
7-DTE IV: —
Expected Move: $6.70
7-DTE Move: $6.70
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 151
Put Volume: 37
P/C Volume: 0.245
BULLISH
Call OI: 1,273
Put OI: 114
P/C OI: 0.09
Total OI: 1,387
ATM Options Pricing
ATM Call: $2.75
ATM Put: $3.95
Call %: 1.1%
Put %: 1.6%
Chain Summary
Chain Volume: 1,528
Chain OI: 7,936
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 34th 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
34%
vs own history
GEX tilt
+0.71
OI-weighted, today
Vanna tilt
+0.24
δ-sensitivity to IV
Charm tilt
-0.44
δ-decay vs time
Charm tilt -0.44: 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, 4k 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
51%
+6.7
pts
EXTREME
as of Oct 21 · ATM 11.7% / Wing 18.5%
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)68.7MediumOct 21
Straddle Price (30 DTE)$6.70Oct 21
Beta Analysis
Risk Metrics
Beta: 0.6344
Alpha: 2.57%
Correlation: 0.8045
R-Squared: 64.7%
Stock Volatility: 10.0%
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
VIG 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$110.42M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $77.94M | 70.59% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $16.28M | 14.74% | 2026-06-30 |
| 3 | Jane Street Group, LLC Custodian | $13.09M | 11.85% | 2026-06-30 |
| 4 | Wolverine Trading, LLC Custodian | $3.11M | 2.82% | 2025-09-30 |
4 filers$14.11M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $9.51M | 67.40% | 2026-06-30 |
| 2 | Susquehanna International Group, LLP Custodian | $4.00M | 28.34% | 2026-06-30 |
| 3 | Wolverine Trading, LLC Custodian | $364.80K | 2.58% | 2025-09-30 |
| 4 | Jane Street Group, LLC Custodian | $236.62K | 1.68% | 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
288.99K
SI % of Float
0.06%
Days to Cover
1.00
Short Vol Ratio
60.5%
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 |
|---|