The Motley FoolT3·2mo ago
VNQI Vanguard Global ex-U.S. Real Estate ETF
ETF 42.71 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.
VNQI
$42.71
—
Key stats
$42.71
After hours
$42.71
+0.00%
- 52-Week Range
- $41.53 – $50.88
- YTD
- -7.19%
- IV Rank (30D)
- 35.62
- Straddle Price
- $1.90
- P/C Vol Ratio
- 4.80
- Open
- $42.50
- Day Range
- $42.47 – $42.71
- Volume
- 279,808
- Prev Close
- $42.67
About
Vanguard Global ex-U.S. Real Estate ETF (VNQI) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2010-11-01
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.12% issuer, Oct 22, 2026
- Assets
- $3.3B shares × price, Oct 21, 2026
- Trailing yield
- 5.05% paid annual
- Average daily volume
- $15M 30 sessions
- Holdings
- 776 top 10 are 21.0%
- Listed
- Nov 1, 2010 Nasdaq
- Net asset value
- $42.66 issuer, Oct 21, 2026 · closed +0.02% to NAV
- Tracking difference
- +0.64 pts vs index, after fees, FY 2025
Cost82
Liquidity73
Scale93
Diversification100
Moves with. US large-cap stocks (30% of its variance, beta 0.60); Developed markets ex-US over US (20% of its variance, beta 0.54); Long Treasuries (11% of its variance, beta 0.33); US dollar (6% of its variance, beta -0.25). These factors explain 68% of its daily moves over the last year.
Stated objective. Vanguard Global ex-U.S. Real Estate Index Fund (the Fund) seeks to track the performance of a benchmark index that measures the investment return of international real estate stocks. (from the fund's prospectus)
All 776 holdingsFlow historySimilar fundsOverlap toolAll Real Estate ETFs
Fund flows
through Jul 2026SEC filingsReported for all 3 share classes of this fund together, including its mutual fund classes.
- Jul 2026
- +$47M latest reported month
- Latest 3 months
- +$64M +1.7% of assets
- Latest 12 months
- +$77M +2.0% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$47M |
| Jun 2026 | +$22M |
| May 2026 | −$4.5M |
| Apr 2026 | −$35M |
| Mar 2026 | −$21M |
| Feb 2026 | +$113M |
| Jan 2026 | −$115M |
| Dec 2025 | +$79M |
| Nov 2025 | −$434K |
| Oct 2025 | +$1.5M |
| Sep 2025 | +$58M |
| Aug 2025 | −$67M |
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 | |
|---|---|---|---|---|---|
| HAUZXtrackers International Real Estate ETF | 77% | 0.10% | $1.0B | −10.0% | compare |
| IFGLiShares International Developed Real Estate ETF | 63% | 0.50% | $77M | −11.1% | compare |
| RWXState Street SPDR Dow Jones International Real Estate ETF | 40% | 0.59% | $229M | −8.1% | compare |
| ERETiShares Environmentally Aware Real Estate ETF | 35% | 0.30% | $13M | −2.0% | compare |
| VGSRVert Global Sustainable Real Estate ETF | 30% | 0.45% | $524M | −0.1% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Sep 30, 2026issuer data- Insider buying
- 0% of weight had net insider buying, 90 days; 0% net selling
- Reporting earnings
- 0.0% of weight in 7 days; 0.0% in 14
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 | VONOVIA SE | 1.82% | 1.40% | −14.0% |
| Exit | International Workplace Group PLC | 0.18% | — | — |
| New position | Intea Fastigheter AB | — | 0.12% | — |
| Increase | Umm Al Qura for Development & Construction Co | 0.21% | 0.32% | +49.3% |
| Decrease | Shaftesbury Capital PLC | 0.38% | 0.27% | −25.0% |
| New position | KLCCP Stapled Group | — | 0.10% | — |
| Decrease | City Developments Ltd | 0.36% | 0.26% | −20.6% |
| Increase | Knowledge Realty Trust | 0.10% | 0.20% | +76.9% |
| Increase | Sunac China Holdings Ltd | 0.06% | 0.14% | +111.4% |
| Decrease | Colonial SFL Socimi SA | 0.20% | 0.13% | −31.0% |
30 new, 10 exited, 51 increased and 43 decreased between the fund's two latest holdings reports; turnover 4.8%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 5 active of 34 with agreements; top 3 did 98%
- Created · redeemed
- $203M · $300M over the fiscal year
- Redemptions in kind
- 1% creations 1% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 1.38% of assets on loan on average; earned 7.3 bp
- Return vs index
- +0.64 pts after fees; +0.76 before; daily s.d. 9.22
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
776
AUM
$3.6B
Provider
Vanguard
Inception
2010-11-01
Exchange
XNAS
Data As Of
2026-09-30
Expense Ratio
0.12%
Dividend Yield
5.05%
Distribution
Annual
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2025-12-19 | 2025-12-23 | $2.1561 | CD |
| 2024-12-20 | 2024-12-24 | $2.0404 | CD |
| 2023-12-18 | 2023-12-21 | $1.5914 | CD |
| 2022-12-19 | 2022-12-22 | $0.2353 | CD |
| 2021-12-21 | 2021-12-27 | $2.8949 | CD |
Asset Allocation
Top Holdings
top 50 of 776 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| GMG | GOODMAN GROUP | 3.85% | Equity (Foreign) | AU |
| — | Mitsubishi Estate Co Ltd | 2.76% | Equity (Foreign) | JP |
| — | Mitsui Fudosan Co Ltd | 2.53% | Equity (Foreign) | JP |
| — | Sun Hung Kai Properties Ltd | 2.07% | Equity (Foreign) | HK |
| EMAAR | Emaar Properties PJSC | 1.97% | Equity (Foreign) | AE |
| — | Sumitomo Realty & Development Co Ltd | 1.90% | Equity (Foreign) | JP |
| — | SLBBH1142 | 1.81% | Cash/Money Market | — |
| — | Daiwa House Industry Co Ltd | 1.70% | Equity (Foreign) | JP |
| SGRO | Segro PLC | 1.53% | Equity (Foreign) | GB |
| VNA | VONOVIA SE | 1.40% | Equity (Foreign) | DE |
| SCG | Scentre Group | 1.27% | Equity (Foreign) | AU |
| — | Link REIT | 1.24% | Equity (Foreign) | HK |
| URW | Unibail-Rodamco-Westfield | 1.18% | Equity (Foreign) | FR |
| — | CK Asset Holdings Ltd | 1.17% | Equity (Foreign) | HK |
| SPSN | Swiss Prime Site AG | 1.16% | Equity (Foreign) | CH |
| CICT | CapitaLand Integrated Commercial Trust | 1.11% | Equity (Foreign) | SG |
| — | China Resources Land Ltd | 1.11% | Equity (Foreign) | CN |
| LI | Klepierre SA | 0.90% | Equity (Foreign) | FR |
| ALDAR | Aldar Properties PJSC | 0.79% | Equity (Foreign) | AE |
| PSPN | PSP Swiss Property AG | 0.79% | Equity (Foreign) | CH |
| HKL | Hongkong Land Holdings Ltd | 0.77% | Equity (Foreign) | HK |
| — | Chinese Yuan Renminbi | 0.76% | Cash/Money Market | — |
| CLAR | CapitaLand Ascendas REIT | 0.74% | Equity (Foreign) | SG |
| — | Hulic Co Ltd | 0.74% | Equity (Foreign) | JP |
| SGP | Stockland | 0.73% | Equity (Foreign) | AU |
| AED | Aedifica SA | 0.67% | Equity (Foreign) | BE |
| — | Nippon Building Fund Inc | 0.67% | Equity (Foreign) | JP |
| VCX | Vicinity Ltd | 0.65% | Equity (Foreign) | AU |
| — | Wharf Real Estate Investment Co Ltd | 0.63% | Equity (Foreign) | HK |
| — | China Overseas Land & Investment Ltd | 0.62% | Equity (US) | — |
| LAND | Land Securities Group PLC | 0.62% | Equity (Foreign) | GB |
| CHC | Charter Hall Group | 0.62% | Equity (Foreign) | AU |
| GPT | GPT Group/The | 0.61% | Equity (Foreign) | AU |
| — | Daito Trust Construction Co Ltd | 0.60% | Equity (Foreign) | JP |
| MRL | Merlin Properties Socimi SA | 0.59% | Equity (Foreign) | ES |
| NRP | NEPI Rockcastle NV | 0.55% | Equity (Foreign) | ZA |
| — | Sino Land Co Ltd | 0.54% | Equity (Foreign) | HK |
| BLND | British Land Co PLC/The | 0.54% | Equity (Foreign) | GB |
| LMP | LondonMetric Property PLC | 0.53% | Equity (Foreign) | GB |
| BBOX | Tritax Big Box REIT PLC | 0.52% | Equity (Foreign) | GB |
| MGR | Mirvac Group | 0.51% | Equity (Foreign) | AU |
| — | Japan Real Estate Investment Corp | 0.51% | Equity (Foreign) | JP |
| — | Japan Metropolitan Fund Invest | 0.49% | Equity (Foreign) | JP |
| — | Henderson Land Development Co Ltd | 0.46% | Equity (Foreign) | HK |
| — | Tokyu Fudosan Holdings Corp | 0.46% | Equity (Foreign) | JP |
| DLFU | DLF Ltd | 0.45% | Equity (Foreign) | IN |
| FUNO11 | Fibra Uno Administracion SA de CV | 0.45% | Equity (Foreign) | MX |
| WDP | Warehouses De Pauw CVA | 0.45% | Equity (Foreign) | BE |
| FIBRAPL | Prologis Property Mexico SA de CV | 0.45% | Equity (Foreign) | MX |
| AZRG | Azrieli Group Ltd | 0.43% | Equity (Foreign) | IL |
Geographic Breakdown
Non-Equity Breakdown
VANGUARD GLOBAL EX-U.S. REAL ESTATE INDEX FUND ·
NPORT-P period 2026-07-31
(filed 2026-09-28)
Net assets:
$3.86B
· 741 total positions
· equity 99.39%
· non-equity 1.58%
Non-equity holdings
— 35 positions,
1.58% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.58% | $60.8M | 2 |
| Derivative (FX) | 0.00% | $88029 | 25 |
| Derivative (equity) | -0.00% | $-113871 | 8 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -1.28% | -2.22% | 5.41% | -2.98% | 2.11% | 4.17% | 0.87% |
| Feb | 2.57% | -1.88% | -6.45% | -1.42% | 0.60% | 5.84% | -0.12% |
| Mar | 0.56% | 1.64% | -2.31% | 3.79% | -0.02% | -10.57% | -1.15% |
| Apr | 2.00% | -7.67% | 2.95% | -3.35% | 5.59% | 5.07% | 0.77% |
| May | 2.12% | -0.17% | -6.22% | 2.41% | 2.91% | -2.38% | -0.22% |
| Jun | -1.22% | -6.78% | 1.36% | -3.27% | 3.36% | -0.95% | -1.25% |
| Jul | 0.03% | 3.73% | 4.86% | 5.32% | -2.50% | 2.63% | 2.35% |
| Aug | 0.89% | -5.31% | -2.78% | 6.32% | 3.52% | -2.53% | 0.02% |
| Sep | -5.84% | -10.76% | -4.02% | 6.25% | 2.60% | -4.32% | -2.68% |
| Oct | 2.26% | -3.16% | -2.66% | -7.15% | -1.42% | 1.55%* | -1.76% |
| Nov | -3.97% | 11.55% | 8.23% | -0.60% | 1.85% | -- | 3.41% |
| Dec | -1.53% | -1.69% | 2.38% | -8.51% | -3.17% | -- | -2.50% |
| Total | -3.73% | -22.00% | -0.51% | -4.52% | 16.13% | -2.64% | -2.88% |
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: $42.30
SMA 50: $43.72
SMA 200: $45.89
Current: $42.68
EMA 12: $42.42
EMA 26: $42.74
MACD: -0.3170 | Signal: 0.1737
BEARISH
ADX (14): 31.42
TREND
+DI: 32.71
−DI: 31.99
Momentum Oscillators
RSI (14): 48.46
NEUTRAL
Stoch %K: 87.12
Stoch %D: 75.74
Williams %R: -16.97
Volume & Volatility
BB Upper: $43.06
BB Lower: $41.54
NEUTRAL
OBV: 7,756,252
Vol SMA 20: 364,537
Vol ROC: -2.89%
ATR: $0.38
True Range: $0.22
HV 20: 9.9%
HV 30: 10.4%
HV 60: 10.9%
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: VNQI
Executive Summary
Overall assessment: NEUTRAL with confidence level 6/10
Key drivers:
- Technical indicators suggest a consolidating market, with no clear trend direction
- Low volatility indicates reduced risk for the stock
- Options metrics show bearish sentiment, but IV rank is relatively low, indicating limited market expectations
Primary risks:
- Downtrend risk if price breaks below support levels
- Missed earnings or negative news could trigger a decline
Investment thesis: VNQI's recent consolidation phase may continue, with potential for a breakout above upper Bollinger band. However, the stock's low volatility and bearish options sentiment suggest caution.
Recent news sentiment impact: None available, as there have been no recent news headlines provided.
Technical Analysis
Trend Direction: Consolidation (1-4 weeks), Medium-term trend uncertain (1-3 months), Long-term trend uncertain (3-12 months)
Support/Resistance Levels:
- Lower Bollinger band: $46.80
- Middle Bollinger band: $47.48
- Upper Bollinger band: $48.16
- SMA 20: $47.48
Momentum Signals:
- RSI (14): 54.90 (neutral)
- MACD: 0.03 / Signal: 0.01 / Histogram: 0.02 (bullish)
News & Sentiment Analysis
Recent Headlines Summary: None available
Sentiment Assessment: Neutral, as there are no recent news headlines to analyze
Catalyst Identification: No upcoming events or earnings data available
Market Narrative: The market's narrative is unclear without any recent news headlines.
Risk & Volatility Assessment
Beta Interpretation: Low risk relative to the market (beta = 0.38)
Volatility Regime: Low volatility, with average true range of $0.37 and true range of $0.22
Options Market Signals:
- IV rank: 7.9% (Low)
- Put/call volume ratio: 3.00 (Bearish sentiment)
- Unusual activity: None detected
Market Context & Positioning
Sector Performance: Not applicable, as VNQI is an index fund tracking the Nasdaq-100 Index
Institutional Activity: Volume patterns suggest institutional interest, with an open interest of 5 calls vs 12 puts
Correlation Analysis: Correlation with SPY = 0.52, indicating a moderate correlation
Key Levels & Action Items
Critical Price Levels:
- Lower Bollinger band: $46.80
- Middle Bollinger band: $47.48
- Upper Bollinger band: $48.16
Breakout/Breakdown Levels: None detected, but price above upper Bollinger band could trigger a breakout
Time-Sensitive Catalysts: No upcoming events or earnings data available
Risk Management:
- Stop-loss levels: Consider setting stop-losses around the lower and middle Bollinger bands
- Position sizing: Reduce position size due to low volatility and bearish options sentiment
Generated
News
All VNQI news →
The Motley FoolT3·3mo ago
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VNQI Options Activity & IV Rank
VNQI IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 20.1%
7-DTE IV: —
Expected Move: $1.90
7-DTE Move: $1.90
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 5
Put Volume: 24
P/C Volume: 4.8
BEARISH
Call OI: 6
Put OI: 14
P/C OI: 2.333
Total OI: 20
ATM Options Pricing
ATM Call: $0.90
ATM Put: $1.00
Call %: 2.1%
Put %: 2.3%
Chain Summary
Chain Volume: 128
Chain OI: 182
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
TYPICAL γ
Estimated net dealer gamma is at the 61st 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
61%
vs own history
GEX tilt
+0.66
OI-weighted, today
Vanna tilt
+0.06
δ-sensitivity to IV
Charm tilt
-0.49
δ-decay vs time
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?
· 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
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 21.8% / 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)35.6MediumOct 22
Straddle Price (30 DTE)$1.90Oct 22
Beta Analysis
Risk Metrics
Beta: 0.6467
Alpha: -19.89%
Correlation: 0.5625
R-Squared: 31.6%
Stock Volatility: 14.7%
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
VNQI 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$421.59K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $421.59K | 100.00% | 2026-06-30 |
1 filers$1.47M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $1.47M | 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
143.59K
SI % of Float
0.19%
Days to Cover
1.00
Short Vol Ratio
54.1%
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 |
|---|