The Motley FoolT3·3mo ago
VIGI Vanguard International Dividend Appreciation ETF
ETF 97.96 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.
VIGI
$97.96
—
Key stats
$97.96
- 52-Week Range
- $85.23 – $99.99
- YTD
- +6.72%
- IV Rank (30D)
- 56.45
- Straddle Price
- $3.40
- P/C Vol Ratio
- 0.21
- Open
- $97.89
- Day Range
- $97.47 – $98.12
- Volume
- 291,434
- Prev Close
- $97.40
About
Vanguard International Dividend Appreciation ETF (VIGI) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2016-02-25
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough Jul 2026flows, SEC filings
International Equity
International Dividend#2 of 30 by assets
Vanguard
Developed ex-US
Index-tracking
- Expense ratio
- 0.07% issuer, Oct 21, 2026
- Assets
- $9.1B shares × price, Oct 20, 2026
- Trailing yield
- 2.14% paid quarterly
- Average daily volume
- $26M 30 sessions
- Holdings
- 367 top 10 are 36.1%
- Listed
- Feb 25, 2016 Nasdaq
- Last fee change
- -3 bp filed Feb 2, 2026
- Net asset value
- $97.35 issuer, Oct 20, 2026 · closed +0.05% to NAV
- Tracking difference
- +0.44 pts vs index, after fees, FY 2025
Cost97
Liquidity80
Scale100
Diversification78
Moves with. US large-cap stocks (61% of its variance, beta 0.91); Developed markets ex-US over US (32% of its variance, beta 0.78). These factors explain 87% of its daily moves over the last year.
Stated objective. Vanguard International Dividend Appreciation Index Fund (the Fund) seeks to track the performance of a benchmark index that measures the investment return of non-U.S. companies that have a history of increasing dividends. (from the fund's prospectus)
All 367 holdingsFlow historySimilar fundsOverlap toolAll International Dividend ETFs
Fund flows
through Jul 2026SEC filingsReported for all 2 share classes of this fund together, including its mutual fund classes.
- Jul 2026
- +$8.4M latest reported month
- Latest 3 months
- −$149M −1.6% of assets
- Latest 12 months
- −$143M −1.5% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$8.4M |
| Jun 2026 | −$36M |
| May 2026 | −$121M |
| Apr 2026 | −$31M |
| Mar 2026 | −$67M |
| Feb 2026 | −$166M |
| Jan 2026 | −$90M |
| Dec 2025 | +$15M |
| Nov 2025 | −$1.2M |
| Oct 2025 | −$79M |
| Sep 2025 | +$355M |
| Aug 2025 | +$70M |
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 | |
|---|---|---|---|---|---|
| IGROiShares International Dividend Growth ETF | 47% | 0.15% | $1.3B | +13.5% | compare |
| IDHQInvesco S&P International Developed Quality ETF | 28% | 0.29% | $1.2B | +28.0% | compare |
| BBJPJPMorgan BetaBuilders Japan ETF | 28% | 0.19% | $19.2B | +13.9% | compare |
| EWJiShares MSCI Japan ETF | 28% | 0.49% | $23.6B | +16.4% | compare |
| DBJPXtrackers MSCI Japan Hedged Equity ETF | 26% | 0.45% | $719M | +30.0% | 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; 1% net selling
- Reporting earnings
- 4.7% of weight in 7 days; 7.4% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.34%
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 | Pan Pacific International Holdings Corp | 0.23% | 0.16% | −25.0% |
| Decrease | Seven & i Holdings Co Ltd | 0.52% | 0.47% | −12.8% |
| Decrease | Buzzi SpA | 0.07% | 0.03% | −48.8% |
| Increase | TISI Inc | 0.08% | 0.10% | +16.1% |
| Increase | JB Financial Group Co Ltd | 0.04% | 0.05% | +24.2% |
| Increase | Open House Group Co Ltd | 0.05% | 0.06% | +20.3% |
| Decrease | DiaSorin SpA | 0.04% | 0.03% | −26.2% |
| Increase | Emmi AG | 0.04% | 0.05% | +17.0% |
| Increase | Valor Holdings Co Ltd | 0.02% | 0.02% | +158.1% |
0 new, 0 exited, 5 increased and 4 decreased between the fund's two latest holdings reports; turnover 2.4%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 5 active of 37 with agreements; top 3 did 92%
- Created · redeemed
- $1.1B · $90M over the fiscal year
- Redemptions in kind
- 1% creations 1% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 0.28% of assets on loan on average; earned 0.5 bp
- Return vs index
- +0.44 pts after fees; +0.61 before; daily s.d. 13.22
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
367
AUM
$9.1B
Provider
Vanguard
Inception
2016-02-25
Exchange
XNAS
Data As Of
2026-09-30
Expense Ratio
0.07%
Dividend Yield
2.13%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-18 | 2026-09-22 | $0.4579 | CD |
| 2026-06-18 | 2026-06-23 | $0.5337 | CD |
| 2026-03-20 | 2026-03-24 | $0.5646 | CD |
| 2025-12-19 | 2025-12-23 | $0.5320 | CD |
| 2025-09-19 | 2025-09-23 | $0.3627 | CD |
| 2025-06-20 | 2025-06-24 | $0.5418 | CD |
Asset Allocation
Top Holdings
top 50 of 367 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Mitsubishi UFJ Financial Group Inc | 4.96% | Equity (Foreign) | JP |
| RY | Royal Bank of Canada | 4.63% | Equity (Foreign) | CA |
| SAP | SAP SE | 3.83% | Equity (Foreign) | DE |
| TD | Toronto-Dominion Bank/The | 3.48% | Equity (Foreign) | CA |
| NESN | Nestle SA | 3.45% | Equity (Foreign) | CH |
| ROP | Roche Holding AG | 3.41% | Equity (Foreign) | CH |
| NOVN | Novartis AG | 3.30% | Equity (Foreign) | CH |
| SU | Schneider Electric SE | 3.20% | Equity (Foreign) | FR |
| — | Sumitomo Mitsui Financial Group Inc | 3.03% | Equity (Foreign) | JP |
| — | Hitachi Ltd | 2.82% | Equity (Foreign) | JP |
| — | Sony Group Corp | 2.55% | Equity (Foreign) | JP |
| IBE | Iberdrola SA | 2.52% | Equity (Foreign) | ES |
| NOVOB | Novo Nordisk A/S | 2.17% | Equity (Foreign) | DK |
| — | Mitsubishi Corp | 2.02% | Equity (Foreign) | JP |
| CM | Canadian Imperial Bank of Commerce | 1.81% | Equity (Foreign) | CA |
| — | Tokio Marine Holdings Inc | 1.78% | Equity (Foreign) | JP |
| — | AIA Group Ltd | 1.73% | Equity (US) | — |
| — | Murata Manufacturing Co Ltd | 1.63% | Equity (Foreign) | JP |
| RELIANCE | Reliance Industries Ltd | 1.51% | Equity (Foreign) | IN |
| BN | Brookfield Corp | 1.40% | Equity (Foreign) | CA |
| BA. | BAE Systems PLC | 1.40% | Equity (Foreign) | GB |
| CNR | Canadian National Railway Co | 1.18% | Equity (US) | US |
| DB1 | Deutsche Boerse AG | 1.09% | Equity (Foreign) | DE |
| REL | RELX PLC | 1.04% | Equity (Foreign) | GB |
| NA | National Bank of Canada | 0.99% | Equity (Foreign) | CA |
| LSEG | London Stock Exchange Group PLC | 0.84% | Equity (Foreign) | GB |
| FNV | Franco-Nevada Corp | 0.83% | Equity (Foreign) | CA |
| — | Fujitsu Ltd | 0.79% | Equity (Foreign) | JP |
| EOAN | E.ON SE | 0.76% | Equity (Foreign) | DE |
| — | MS&AD Insurance Group Holdings Inc | 0.74% | Equity (Foreign) | JP |
| — | NEC Corp | 0.74% | Equity (Foreign) | JP |
| ATD | Alimentation Couche-Tard Inc | 0.73% | Equity (Foreign) | CA |
| WCN | Waste Connections Inc | 0.70% | Equity (US) | — |
| — | Yuan Renminbi | 0.68% | Cash/Money Market | — |
| SDZ | Sandoz Group AG | 0.67% | Equity (Foreign) | CH |
| — | TDK Corp | 0.66% | Equity (Foreign) | JP |
| — | Sompo Holdings Inc | 0.66% | Equity (Foreign) | JP |
| INFO | Infosys Ltd | 0.65% | Equity (Foreign) | IN |
| SIKA | Sika AG | 0.63% | Equity (Foreign) | CH |
| ASSAB | Assa Abloy AB | 0.63% | Equity (Foreign) | SE |
| DOL | Dollarama Inc | 0.63% | Equity (Foreign) | CA |
| NTR | Nutrien Ltd | 0.60% | Equity (Foreign) | CA |
| GIVN | Givaudan SA | 0.59% | Equity (Foreign) | CH |
| — | NTT Inc | 0.59% | Equity (US) | — |
| IFC | Intact Financial Corp | 0.55% | Equity (Foreign) | CA |
| UCB | UCB SA | 0.50% | Equity (US) | — |
| FTS | Fortis Inc/Canada | 0.49% | Equity (Foreign) | CA |
| — | Astellas Pharma Inc | 0.48% | Equity (Foreign) | JP |
| — | Seven & i Holdings Co Ltd | 0.47% | Equity (Foreign) | JP |
| — | FUJIFILM Holdings Corp | 0.47% | Equity (Foreign) | JP |
Geographic Breakdown
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -1.55% | -5.84% | 5.89% | 1.21% | 3.37% | 0.73% | 0.63% |
| Feb | -0.91% | -3.28% | -4.77% | 0.72% | 2.11% | 3.16% | -0.49% |
| Mar | -0.55% | 1.78% | 3.06% | 0.30% | -1.46% | -6.46% | -0.56% |
| Apr | 0.81% | -6.25% | 2.56% | -3.17% | 4.02% | 2.99% | 0.16% |
| May | 2.86% | -0.64% | -3.28% | 3.58% | 4.71% | 2.09% | 1.55% |
| Jun | -0.47% | -6.36% | 0.78% | -0.15% | -0.56% | -0.62% | -1.23% |
| Jul | 0.77% | 4.27% | 2.05% | 4.61% | -4.42% | 3.79% | 1.84% |
| Aug | 3.04% | -5.47% | -1.65% | 5.96% | 3.71% | 0.70% | 1.05% |
| Sep | -5.22% | -7.38% | -4.32% | 1.60% | 0.92% | -3.23% | -2.94% |
| Oct | 3.24% | 1.90% | -1.05% | -4.97% | -0.98% | 4.38%* | 0.42% |
| Nov | -4.14% | 10.96% | 6.55% | 0.25% | 2.02% | -- | 3.13% |
| Dec | -1.43% | -3.75% | 4.50% | -5.01% | 1.14% | -- | -0.91% |
| Total | -3.87% | -19.67% | 9.92% | 4.35% | 15.14% | 7.22% | 2.18% |
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: $95.24
SMA 50: $96.83
SMA 200: $94.09
Current: $97.96
EMA 12: $96.12
EMA 26: $95.96
MACD: 0.1621 | Signal: 0.4654
BEARISH
ADX (14): 20.64
WEAK TREND
+DI: 42.89
−DI: 25.74
Momentum Oscillators
RSI (14): 62.91
NEUTRAL
Stoch %K: 86.33
Stoch %D: 83.35
Williams %R: -3.17
Volume & Volatility
BB Upper: $97.59
BB Lower: $92.90
OVERBOUGHT
OBV: 17,788,451
Vol SMA 20: 283,011
Vol ROC: 36.11%
ATR: $0.92
True Range: $0.72
HV 20: 10.5%
HV 30: 11.4%
HV 60: 11.6%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL (confidence level: 6/10)
Key Drivers:
- Bullish technical signals from MACD and momentum oscillators
- Positive news sentiment from recent headlines
- Low volatility and beta compared to market
Primary Risks:
- Potential for consolidation or sideways movement before next trend direction is established
- Volatility could increase if options market expectations are not met
Investment Thesis: VIGI presents a balanced investment opportunity, with technical signals indicating potential for continued growth while recent news headlines suggest positive sentiment. However, the current low volatility and beta may indicate a lack of catalysts driving significant moves.
Recent News Sentiment Impact: The news headlines generally have a positive sentiment, which aligns with the technical signals indicating bullish momentum. This convergence could support further price appreciation.
Technical Analysis
Trend Direction:
- Short-term: Uptrend (1-4 weeks)
- Medium-term: Uptrend (1-3 months)
- Long-term: Consolidation (3-12 months)
Support/Resistance Levels: The key levels to monitor are the upper and lower Bollinger Bands, which indicate oversold conditions. The 20-SMA provides support at $98.53.
Momentum Signals:
- RSI: Neutral (42.53)
- MACD: Bullish
- Bollinger Bands: Oversold
Volume Analysis: The volume indicators suggest a lack of institutional interest and volatility.
News & Sentiment Analysis
Recent Headlines Summary: Most recent headlines are positive, suggesting that the stock's performance may be driven by its dividend-paying nature and broad market tailwinds.
Sentiment Assessment: The overall news sentiment is positive (7/10).
Catalyst Identification: There are no imminent catalysts driving significant moves in the near term. However, earnings announcements could provide future direction.
Market Narrative: The news aligns with the technical signals indicating bullish momentum, supporting further price appreciation.
Risk & Volatility Assessment
Beta Interpretation: The beta of 0.74 indicates that VIGI is less volatile than the market, making it a relatively defensive investment opportunity.
Volatility Regime: The current volatility level is low compared to historical data, which may indicate a lack of catalysts driving significant moves.
Options Market Signals: The IV rank is low (8.0%), indicating historically low volatility. The put/call volume ratio and open interest suggest neutral sentiment.
Downside Protection: The support levels provided by the Bollinger Bands and 20-SMA offer some downside protection in case of a correction.
Market Context & Positioning
Sector Performance: VIGI is outperforming its sector, which suggests that it may have inherent value or be benefitting from market trends.
Institutional Activity: The volume patterns suggest a lack of institutional interest and volatility.
Correlation Analysis: VIGI's correlation with the SPY index is high (0.72), indicating that it moves in line with the broader market.
Relative Valuation: VIGI's valuation is relatively low compared to its sector, which could support further price appreciation.
Key Levels & Action Items
Critical Price Levels: The upper and lower Bollinger Bands ($100.07 and $96.99) provide key support and resistance levels.
Breakout/Breakdown Levels: A breakout above the upper band or a breakdown below the lower band could trigger significant moves.
Time-Sensitive Catalysts: Earnings announcements may provide future direction, but there are no imminent catalysts driving significant moves in the near term.
Risk Management: Stop-loss levels and position sizing considerations should be based on the investor's risk tolerance and market conditions.
Generated
News
All VIGI news →
The Motley FoolT3·6mo ago
The Motley FoolT3·8mo ago
The Motley FoolT3·19mo ago
The Motley FoolT3·19mo ago
Zacks Investment ResearchT3·27mo ago
Zacks Investment ResearchT3·29mo ago
The Motley FoolT3·29mo ago
Zacks Investment ResearchT3·31mo ago
Zacks Investment ResearchT3·33mo ago
Showing 1–10 of 31
Page 1 of 4
VIGI Options Activity & IV Rank
VIGI IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 18.6%
7-DTE IV: —
Expected Move: $3.40
7-DTE Move: $3.40
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 28
Put Volume: 6
P/C Volume: 0.214
BULLISH
Call OI: 55
Put OI: 6
P/C OI: 0.109
Total OI: 61
ATM Options Pricing
ATM Call: $1.70
ATM Put: $1.70
Call %: 1.7%
Put %: 1.7%
Chain Summary
Chain Volume: 74
Chain OI: 93
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 90th 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
90%
vs own history
GEX tilt
+1.00
OI-weighted, today
Vanna tilt
-0.18
δ-sensitivity to IV
Charm tilt
+0.10
δ-decay vs time
? What is this?
· 3 ATM contracts, 0k 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 13.7% / 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)56.5MediumOct 21
Straddle Price (30 DTE)$3.40Oct 21
Beta Analysis
Risk Metrics
Beta: 0.7287
Alpha: -2.56%
Correlation: 0.6989
R-Squared: 48.8%
Stock Volatility: 13.2%
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
VIGI 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.
1 filers$448.22K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $448.22K | 100.00% | 2026-06-30 |
| # | 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
111.16K
SI % of Float
0.12%
Days to Cover
1.00
Short Vol Ratio
31.3%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|