BenzingaT3·21mo ago
VNM VanEck Vietnam ETF
ETF 17.09 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.
VNM
$17.09
—
Key stats
$17.09
- 52-Week Range
- $16.22 – $19.85
- YTD
- -10.54%
- IV Rank (30D)
- 12.08
- Straddle Price
- $1.05
- P/C Vol Ratio
- 3.67
- Open
- $17.05
- Day Range
- $17.05 – $17.11
- Volume
- 114,667
- Prev Close
- $16.98
About
VanEck Vietnam ETF (VNM) ETF
No description available.
- Exchange
- BATS
- Inception
- 2009-08-11
- Has Options
- Yes
- Homepage
- https://www.vaneck.com/us/en/investments/etf/
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jun 2026flows, SEC filings
International Equity
Single Country#51 of 163 by assets
VanEck
Vietnam
Emerging Markets
Index-tracking
- Expense ratio
- 0.66% issuer, Oct 22, 2026
- Assets
- $477M issuer-reported, Oct 20, 2026
- Trailing yield
- 0.22% paid annual
- Average daily volume
- $7.7M 30 sessions
- Holdings
- 60 top 10 are 53.1%
- Listed
- Aug 11, 2009 Cboe BZX
- Last fee change
- -2 bp filed Apr 29, 2026
- Tracking difference
- -1.63 pts vs index, after fees, FY 2025
Cost24
Liquidity63
Scale62
Diversification56
Moves with. US large-cap stocks (9% of its variance, beta 0.50). These factors explain 16% of its daily moves over the last year, so most of what drives this fund is something else.
Stated objective. VanEck Vietnam ETF (the Fund) seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of the MarketVector Vietnam Local Index (the Vietnam Index or the Index). (from the fund's prospectus)
All 60 holdingsFlow historyOverlap toolAll Single Country ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- −$1.8M latest reported month
- Latest 3 months
- +$13M +2.3% of assets
- Latest 12 months
- +$451K +0.1% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$1.8M |
| May 2026 | +$3.8M |
| Apr 2026 | +$11M |
| Mar 2026 | −$75M |
| Feb 2026 | −$3.7M |
| Jan 2026 | +$40M |
| Dec 2025 | +$12M |
| Nov 2025 | −$3.6M |
| Oct 2025 | +$2.6M |
| Sep 2025 | −$17M |
| Aug 2025 | +$4.5M |
| Jul 2025 | +$28M |
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 | |
|---|---|---|---|---|---|
| EMXCiShares MSCI Emerging Markets ex China ETF | — | 0.25% | $25.8B | +31.9% | compare |
| EWJiShares MSCI Japan ETF | — | 0.49% | $23.7B | +14.6% | compare |
| EWYiShares MSCI South Korea ETF | — | 0.59% | $23.1B | +73.5% | compare |
| BBJPJPMorgan BetaBuilders Japan ETF | — | 0.19% | $19.2B | +12.1% | compare |
| EWZiShares MSCI Brazil ETF | — | 0.59% | $13.9B | +40.7% | compare |
The largest other funds in the Single Country category.
What changed in the portfolio
Mar 31, 2026 → Jun 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | Vinpearl JSC | — | 2.15% | — |
| Increase | VIX Securities JSC | 2.00% | 3.63% | +97.0% |
| Increase | VPS Securities JSC | 2.78% | 4.06% | +66.2% |
| Decrease | Vingroup JSC | 7.56% | 8.78% | −21.1% |
| New position | Vietnam Maritime Commercial JSB | — | 1.11% | — |
| Decrease | Vinhomes JSC | 8.66% | 8.09% | −30.8% |
| Increase | Bank for Foreign Trade of Vietnam JSC | 4.39% | 4.95% | +15.7% |
| Increase | Saigon Treasure Commercial JSB | 1.84% | 2.38% | +20.0% |
| Exit | VIX SECURITIES JSC | 0.54% | — | — |
| Increase | FPT Corp | 1.88% | 2.39% | +49.9% |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.7%. Full holdings and history
Under the hood
fiscal year to Dec 31, 2025SEC census- Authorized participants
- 3 active of 40 with agreements; top 3 did 100%
- Created · redeemed
- $65M · $101M over the fiscal year
- Redemptions in kind
- 0% creations 0% in kind
- Creation unit
- 50,000 shares
- Securities lending
- authorized, none lent
- Return vs index
- -1.63 pts after fees; -0.69 before; daily s.d. 0.61
- Diversification status
- Non-diversified may concentrate in fewer issuers
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
ETF Profile
holdings as of 2026-10-20
Holdings
60
AUM
$477.4M
Provider
VanEck
Inception
2009-08-11
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.66%
Dividend Yield
0.22%
Distribution
Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2025-12-22 | 2025-12-26 | $0.0380 | CD |
| 2023-12-27 | 2023-12-29 | $0.0185 | CD |
| 2023-12-18 | 2023-12-22 | $0.6552 | CD |
| 2022-12-28 | 2022-12-30 | $0.0034 | CD |
| 2022-12-19 | 2022-12-23 | $0.1106 | CD |
| 2021-12-20 | 2021-12-27 | $0.1031 | CD |
Asset Allocation
Top Holdings
top 50 of 60 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Vingroup Jsc | 7.26% | Equity (Foreign) | VN |
| — | Vinhomes Jsc | 6.90% | Equity (Foreign) | VN |
| — | Masan Group Corp | 6.70% | Equity (Foreign) | VN |
| — | Masan Consumer Corp | 6.10% | Equity (US) | — |
| — | Vietnam Dairy Products Jsc | 5.44% | Equity (Foreign) | VN |
| — | Hoa Phat Group Jsc | 5.17% | Equity (Foreign) | VN |
| — | Bank For Foreign Trade Of Vietnam Jsc | 5.01% | Equity (Foreign) | VN |
| — | Vps Securities Jsc | 3.86% | Equity (US) | — |
| — | Ssi Securities Corp | 3.74% | Equity (Foreign) | VN |
| — | Vix Securities Jsc | 2.96% | Equity (Foreign) | VN |
| — | Vinpearl Jsc | 2.79% | Equity (US) | — |
| — | Vietjet Aviation Jsc | 2.53% | Equity (US) | — |
| — | Fpt Corp | 2.44% | Equity (US) | — |
| — | Saigon Thuong Tin Commercial Jsb | 2.40% | Equity (Foreign) | VN |
| — | Vincom Retail Jsc | 2.23% | Equity (US) | — |
| — | Techcom Securities Jsc | 2.00% | Equity (Foreign) | VN |
| — | Vietcap Securities Jsc | 1.96% | Equity (US) | — |
| — | Southeast Asia Commercial Joint Stock B | 1.68% | Equity (US) | — |
| — | Vndirect Securities Corp | 1.65% | Equity (US) | — |
| — | Saigon - Hanoi Commercial Joint Stock B | 1.58% | Equity (US) | — |
| — | Gelex Group Jsc | 1.41% | Equity (Foreign) | VN |
| — | Vietnam Maritime Commercial Jsb | 1.39% | Equity (US) | — |
| — | No Va Land Investment Group Corp | 1.24% | Equity (US) | — |
| — | Kinh Bac City Development Share Holding | 1.14% | Equity (US) | — |
| — | Gelex Electric Equipment Jsc | 1.10% | Equity (US) | — |
| — | Thanh Thanh Cong - Bien Hoa Jsc | 1.05% | Equity (US) | — |
| — | Vietnam Export Import Commercial Jsb | 0.95% | Equity (US) | — |
| — | Hagl Jsc | 0.92% | Equity (US) | — |
| — | Vp Bank Securities Ltd Co | 0.92% | Equity (US) | — |
| — | Petrovietnam Power Corp | 0.82% | Equity (US) | — |
| — | Nam A Commercial Jsb | 0.77% | Equity (US) | — |
| — | Van Phu - Invest Investment Jsc | 0.76% | Equity (US) | — |
| — | Petrovietnam Drilling & Well Services J | 0.74% | Equity (US) | — |
| — | Bao Viet Holdings | 0.72% | Equity (US) | — |
| — | Petrovietnam Technical Services Corp | 0.70% | Equity (US) | — |
| — | Tasco Jsc | 0.67% | Equity (US) | — |
| — | Duc Giang Chemicals Jsc | 0.62% | Equity (Foreign) | VN |
| — | Sai Gon Vrg Investment Corp | 0.60% | Equity (US) | — |
| — | Saigon Beer Alcohol Beverage Corp | 0.59% | Equity (US) | — |
| — | Kido Group Corp | 0.57% | Equity (US) | — |
| — | Vietnam Airlines Jsc | 0.56% | Equity (US) | — |
| — | Baf Viet Nam Agriculture Jsc | 0.56% | Equity (US) | — |
| — | Vietnam Construction And Import-Export | 0.55% | Equity (US) | — |
| — | Idico Corp Jsc | 0.54% | Equity (Foreign) | VN |
| — | Petrovietnam Fertilizer & Chemicals Jsc | 0.53% | Equity (US) | — |
| — | Vinh Hoan Corp | 0.52% | Equity (Foreign) | VN |
| — | Phat Dat Real Estate Development Corp | 0.52% | Equity (Foreign) | VN |
| — | Hoang Huy Investment Financial Services | 0.50% | Equity (US) | — |
| — | Khang Dien House Trading And Investment | 0.49% | Equity (US) | — |
| — | Sai Gon-Ha Noi Securities Jsc | 0.49% | Equity (US) | — |
Geographic Breakdown
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -3.59% | -7.08% | 4.71% | -0.16% | 0.00% | -0.21% | -1.05% |
| Feb | 3.23% | -1.61% | -11.27% | 4.81% | 5.24% | 1.65% | 0.34% |
| Mar | 0.28% | -2.88% | 5.09% | 2.21% | 3.65% | -7.09% | 0.21% |
| Apr | 1.62% | -11.20% | -2.49% | -10.66% | -3.90% | 8.21% | -3.07% |
| May | 5.75% | -6.20% | 3.15% | 3.53% | 12.22% | -2.04% | 2.73% |
| Jun | 5.53% | -10.33% | 3.83% | -4.85% | -0.43% | 0.16% | -1.01% |
| Jul | -6.32% | 1.73% | 13.24% | -1.87% | 16.69% | -8.51% | 2.49% |
| Aug | 1.23% | 2.00% | 2.43% | 7.17% | 14.67% | 3.20% | 5.12% |
| Sep | -3.26% | -12.73% | -10.51% | 3.23% | -1.65% | -6.41% | -5.22% |
| Oct | 6.06% | -9.18% | -15.37% | -7.24% | -3.38% | 1.48%* | -4.60% |
| Nov | 1.87% | 10.75% | 10.74% | -0.42% | 7.31% | -- | 6.05% |
| Dec | 2.12% | -4.44% | -2.93% | -2.05% | 3.81% | -- | -0.70% |
| Total | 14.56% | -42.28% | -3.71% | -7.54% | 65.91% | -10.27% | 2.78% |
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: $16.78
SMA 50: $17.31
SMA 200: $18.01
Current: $17.11
EMA 12: $16.75
EMA 26: $16.92
MACD: -0.1648 | Signal: 0.0646
BEARISH
ADX (14): 28.98
TREND
+DI: 32.50
−DI: 30.67
Momentum Oscillators
RSI (14): 55.00
NEUTRAL
Stoch %K: 73.32
Stoch %D: 47.15
Williams %R: -0.65
Volume & Volatility
BB Upper: $17.29
BB Lower: $16.27
NEUTRAL
OBV: 9,074,938
Vol SMA 20: 371,764
Vol ROC: -71.49%
ATR: $0.19
True Range: $0.13
HV 20: 14.8%
HV 30: 16.0%
HV 60: 21.2%
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
Executive Summary
Overall Assessment: BEARISH (Confidence Level: 6/10)
Key Drivers and Primary Risks:
- Bearish MACD signal and negative RSI reading suggest potential sell signal
- Low volatility, indicating reduced market risk appetite
- Options market pricing a $1.62 move by expiration, suggesting limited upside
Investment Thesis: VNM's recent technical pattern suggests a potential correction, driven by bearish momentum indicators and low volatility. As the options market is pricing in a relatively contained move, this may not be an ideal time to enter long positions.
Recent News Sentiment Impact:
- Neutral news sentiment from recent headlines (e.g., articles on emerging economies' growth) has had no significant impact on VNM's price movement.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): BEARISH, Medium-term (1-3 months): NEUTRAL, Long-term (3-12 months): BULLISH
Support/Resistance Levels:
- Upper support: $18.84 (Bollinger Bands' upper level)
- Lower resistance: $15.94 (Bollinger Bands' lower level)
Momentum Signals:
- RSI (14): 33.69 (neutral), suggesting no strong buying or selling pressure
- MACD signal: -0.48 / Signal: -0.08 / Histogram: -0.40 (bearish)
- Stochastic %K: 13.68, indicating oversold conditions
Volume Analysis:
- Volume SMA 20: 621439.60, indicating moderate volume levels
- On-Balance Volume (OBV): 12149355.10, showing no significant buying or selling pressure
- Volume Rate of Change: 84.44%, suggesting a neutral trend in trading activity
News & Sentiment Analysis
Recent Headlines Summary: Neutral headlines from multiple sources have had no significant impact on VNM's price movement.
Sentiment Assessment: NEUTRAL
Catalyst Identification: No upcoming events or news that could significantly impact the stock price.
Market Narrative: The market is currently focused on broader trends and has not shown a strong reaction to recent news headlines.
Risk & Volatility Assessment
Beta Interpretation: Low risk relative to market (beta: 0.68)
Volatility Regime: Current volatility levels are low, indicating reduced market risk appetite.
Options Market Signals: IV rank: 59.4% (Medium), suggesting historically medium-high volatility. Options market pricing a $1.62 move by expiration.
Downside Protection: Support levels: $15.94 (Bollinger Bands' lower level)
Market Context & Positioning
Sector Performance: VNM's performance is neutral relative to the broader Asia-Pacific sector.
Institutional Activity: Moderate institutional interest, but no significant buying or selling pressure.
Correlation Analysis: Correlation with market: 0.33, indicating low correlation.
Relative Valuation: VNM is trading within a neutral range, neither significantly undervalued nor overvalued.
Key Levels & Action Items
Critical Price Levels: Support/resistance to monitor: $18.84 (Bollinger Bands' upper level) and $15.94 (Bollinger Bands' lower level)
Breakout/Breakdown Levels: Technical levels that could trigger significant moves: $19.50 (previous resistance) and $14.20 (previous support)
Time-Sensitive Catalysts: No upcoming events or news that could significantly impact the stock price.
Risk Management: Stop-loss levels: around $16.00, considering a potential correction.
Generated
News
All VNM news →
GlobeNewswire Inc.T3·22mo ago
Investing.comT3·26mo ago
Zacks Investment ResearchT3·33mo ago
Zacks Investment ResearchT3·33mo ago
MarketWatchT3·34mo ago
MarketWatchT3·34mo ago
Zacks Investment ResearchT3·35mo ago
MarketWatchT3·35mo ago
MarketWatchT3·36mo ago
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VNM Options Activity & IV Rank
VNM IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 27.0%
7-DTE IV: —
Expected Move: $1.05
7-DTE Move: $1.05
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 3
Put Volume: 11
P/C Volume: 3.667
BEARISH
Call OI: 188
Put OI: 39
P/C OI: 0.207
Total OI: 227
ATM Options Pricing
ATM Call: $0.62
ATM Put: $0.42
Call %: 3.7%
Put %: 2.5%
Chain Summary
Chain Volume: 242
Chain OI: 1,242
Last Updated: 10/22/2026
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
LOW γ vs HISTORY
Estimated net dealer gamma is at the 0th percentile of this name's own daily history, near the low end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
0%
vs own history
GEX tilt
-0.56
OI-weighted, today
Vanna tilt
+0.87
δ-sensitivity to IV
Charm tilt
-0.49
δ-decay vs time
Vanna tilt +0.87: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.49: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 6 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
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 26.9% / 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)12.1LowOct 22
Straddle Price (30 DTE)$1.05Oct 22
Beta Analysis
Risk Metrics
Beta: 0.7152
Alpha: -13.68%
Correlation: 0.3731
R-Squared: 13.9%
Stock Volatility: 24.4%
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
VNM 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$197.63K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $197.63K | 100.00% | 2026-06-30 |
1 filers$554.10K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | K2 PRINCIPAL FUND, L.P. | $554.10K | 100.00% | 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
1.71M
SI % of Float
6.12%
Days to Cover
4.49
Short Vol Ratio
52.2%
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 |
|---|