The Motley FoolT3·4mo ago
VONE Vanguard Russell 1000 ETF
ETF 349.28 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.
VONE
$349.28
—
Key stats
$349.28
- 52-Week Range
- $285.56 – $353.24
- YTD
- +12.73%
- IV Rank (30D)
- 41.56
- Straddle Price
- $0.00
- P/C Vol Ratio
- 0.00
- Open
- $348.30
- Day Range
- $347.32 – $349.91
- Volume
- 111,605
- Prev Close
- $347.34
About
Vanguard Russell 1000 ETF (VONE) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2010-09-20
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.06% issuer, Oct 21, 2026
- Assets
- $9.0B shares × price, Oct 20, 2026
- Trailing yield
- 1.01% paid quarterly
- Average daily volume
- $39M 30 sessions
- Holdings
- 1,036 top 10 are 36.1%
- Listed
- Sep 20, 2010 Nasdaq
- Last fee change
- -1 bp filed Feb 2, 2026
- Net asset value
- $347.18 issuer, Oct 20, 2026 · closed +0.05% to NAV
- 30-day SEC yield
- 0.98% issuer, Sep 30, 2026
- Tracking difference
- -0.07 pts vs index, after fees, FY 2025
Cost89
Liquidity86
Scale100
Diversification78
Moves with. US large-cap stocks (98% of its variance, beta 0.99). These factors explain 99% of its daily moves over the last year.
Stated objective. Vanguard Russell 1000 Index Fund (the Fund) seeks to track the performance of a benchmark index that measures the investment return of large-capitalization stocks in the United States. (from the fund's prospectus)
All 1,036 holdingsFlow historySimilar fundsOverlap toolAll Large Cap Blend ETFs
Fund flows
through May 2026SEC filingsReported for all 2 share classes of this fund together, including its mutual fund classes.
- May 2026
- −$7.0M latest reported month
- Latest 3 months
- −$257M −2.3% of assets
- Latest 12 months
- +$539M +4.8% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | −$7.0M |
| Apr 2026 | −$398M |
| Mar 2026 | +$147M |
| Feb 2026 | +$144M |
| Jan 2026 | −$7.5M |
| Dec 2025 | +$231M |
| Nov 2025 | +$121M |
| Oct 2025 | +$97M |
| Sep 2025 | +$11M |
| Aug 2025 | −$6.6M |
| Jul 2025 | +$89M |
| Jun 2025 | +$116M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 81 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| IWBiShares Russell 1000 ETF | 97% | 0.15% | $48.9B | +15.2% | compare |
| SCHKSchwab 1000 Index ETF | 97% | 0.03% | $5.8B | +15.4% | compare |
| SCHXSchwab U.S. Large- Cap ETF | 97% | 0.03% | $74.4B | +15.0% | compare |
| VTHRVanguard Russell 3000 ETF | 96% | 0.06% | $4.9B | +15.2% | compare |
| IYYiShares Dow Jones U.S. ETF | 96% | 0.20% | $3.0B | +15.3% | 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
- +2.8% 27% under, 21% over · 100% covered
- Price / earnings
- 26.3 4% loss-making · 99% covered
- Price / book · sales
- 5.0 · 3.4 revenue growth +14.1%
- Above 200-day average
- 67% 51% above 50-day · by weight
- Short interest
- 2.4% of float, weighted · 2.9 days to cover
- Insider buying
- 5% of weight had net insider buying, 90 days; 69% net selling
- 13F holders
- +2.5% change in shares held by institutions, latest quarter
- Reporting earnings
- 30.9% of weight in 7 days; 63.3% in 14
Holdings reporting in the next 14 days · weighted implied move this week 1.88%
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 |
|---|---|---|---|---|
| Increase | SPCXSpace Exploration Technologies Corp | 0.11% | 0.13% | +15.4% |
| Increase | GFLGFL Environmental Inc | 0.02% | 0.02% | +35.3% |
| Decrease | CRWVCoreWeave Inc | 0.04% | 0.04% | −10.5% |
| Decrease | IONQIonQ Inc | 0.02% | 0.02% | −16.7% |
| Increase | FDXFFedex Freight Holding Co Inc | 0.02% | 0.02% | +26.8% |
0 new, 0 exited, 3 increased and 2 decreased between the fund's two latest holdings reports; turnover 3.5%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 11 active of 37 with agreements; top 3 did 51%
- Created · redeemed
- $1.4B · $641M over the fiscal year
- Redemptions in kind
- 1% creations 1% in kind
- Creation unit
- 15,000 shares
- Securities lending
- 0.01% of assets on loan on average; earned 0.1 bp
- Return vs index
- -0.07 pts after fees; +0.01 before; daily s.d. 0.02
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
1036
AUM
$12.2B
Provider
Vanguard
Inception
2010-09-20
Exchange
XNAS
Data As Of
2026-09-30
Expense Ratio
0.06%
Dividend Yield
1.00%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-23 | 2026-09-25 | $0.8922 | CD |
| 2026-06-18 | 2026-06-23 | $0.8643 | CD |
| 2026-03-24 | 2026-03-26 | $0.8739 | CD |
| 2025-12-22 | 2025-12-24 | $0.8732 | CD |
| 2025-09-24 | 2025-09-26 | $0.8463 | CD |
| 2025-06-20 | 2025-06-24 | $0.7828 | CD |
Asset Allocation
Top Holdings
top 50 of 1036 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| NVDA | NVIDIA Corp | 7.56% | Equity (US) | US |
| AAPL | Apple Inc | 6.83% | Equity (US) | US |
| MSFT | Microsoft Corp | 5.41% | Equity (US) | US |
| AMZN | Amazon.com Inc | 3.43% | Equity (US) | US |
| GOOGL | Alphabet Inc | 2.85% | Equity (US) | US |
| AVGO | Broadcom Inc | 2.32% | Equity (US) | US |
| GOOG | Alphabet Inc | 2.29% | Equity (US) | US |
| META | Meta Platforms Inc | 2.26% | Equity (US) | US |
| MU | Micron Technology Inc | 1.70% | Equity (US) | US |
| TSLA | Tesla Inc | 1.47% | Equity (US) | US |
| AMD | Advanced Micro Devices Inc | 1.41% | Equity (US) | US |
| BRK.B | Berkshire Hathaway Inc | 1.32% | Equity (US) | US |
| LLY | Eli Lilly & Co | 1.31% | Equity (US) | US |
| JPM | JPMorgan Chase & Co | 1.26% | Equity (US) | US |
| XOM | ExxonMobil Holdings Corp | 0.95% | Equity (US) | US |
| JNJ | Johnson & Johnson | 0.91% | Equity (US) | US |
| V | Visa Inc | 0.86% | Equity (US) | US |
| INTC | Intel Corp | 0.78% | Equity (US) | US |
| ABBV | AbbVie Inc | 0.66% | Equity (US) | US |
| WMT | Walmart Inc | 0.65% | Equity (US) | US |
| MA | Mastercard Inc | 0.63% | Equity (US) | US |
| CSCO | Cisco Systems Inc | 0.60% | Equity (US) | US |
| PLTR | Palantir Technologies Inc | 0.59% | Equity (US) | US |
| LRCX | Lam Research Corp | 0.58% | Equity (US) | US |
| AMAT | Applied Materials Inc | 0.58% | Equity (US) | US |
| COST | Costco Wholesale Corp | 0.57% | Equity (US) | US |
| CVX | Chevron Corp | 0.54% | Equity (US) | US |
| CAT | Caterpillar Inc | 0.52% | Equity (US) | US |
| MRK | Merck & Co Inc | 0.51% | Equity (US) | US |
| BAC | Bank of America Corp | 0.50% | Equity (US) | US |
| PG | Procter & Gamble Co/The | 0.48% | Equity (US) | US |
| KO | Coca-Cola Co/The | 0.48% | Equity (US) | US |
| UNH | UnitedHealth Group Inc | 0.47% | Equity (US) | US |
| GE | General Electric Co | 0.46% | Equity (US) | US |
| PANW | Palo Alto Networks Inc | 0.45% | Equity (US) | US |
| PM | Philip Morris International Inc | 0.42% | Equity (US) | US |
| NFLX | Netflix Inc | 0.41% | Equity (US) | US |
| HD | Home Depot Inc/The | 0.40% | Equity (US) | US |
| CRWD | Crowdstrike Holdings Inc | 0.38% | Equity (US) | US |
| GEV | GE Vernova Inc | 0.36% | Equity (US) | US |
| KLAC | KLA Corp | 0.36% | Equity (US) | US |
| TXN | Texas Instruments Inc | 0.36% | Equity (US) | US |
| SNDK | Sandisk Corp | 0.36% | Equity (US) | US |
| TMO | Thermo Fisher Scientific Inc | 0.36% | Equity (US) | US |
| RTX | RTX Corp | 0.36% | Equity (US) | US |
| GS | Goldman Sachs Group Inc/The | 0.35% | Equity (US) | US |
| WFC | Wells Fargo & Co | 0.34% | Equity (US) | US |
| ORCL | Oracle Corp | 0.33% | Equity (US) | US |
| MRVL | Marvell Technology Inc | 0.33% | Equity (US) | US |
| AMGN | Amgen Inc | 0.32% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.43% | -6.22% | 7.28% | 1.99% | 3.45% | 1.13% | 1.34% |
| Feb | 1.22% | -3.48% | -3.55% | 4.05% | -0.95% | -1.09% | -0.63% |
| Mar | 1.08% | 4.87% | 3.15% | 2.06% | -4.34% | -5.31% | 0.25% |
| Apr | 4.10% | -9.35% | 1.01% | -3.98% | -1.11% | 9.24% | -0.01% |
| May | 0.30% | -0.66% | 0.54% | 5.05% | 5.66% | 4.86% | 2.62% |
| Jun | 2.24% | -8.00% | 5.31% | 2.84% | 4.17% | -1.06% | 0.92% |
| Jul | 1.57% | 8.22% | 3.40% | 1.33% | 2.38% | -0.30% | 2.77% |
| Aug | 3.09% | -3.45% | -1.45% | 3.95% | 3.83% | 1.30% | 1.21% |
| Sep | -4.92% | -9.52% | -5.21% | 3.90% | 3.79% | -0.15% | -2.02% |
| Oct | 5.65% | 5.36% | -2.41% | 0.09% | 1.78% | 1.26%* | 1.96% |
| Nov | -1.59% | 5.83% | 8.28% | 6.08% | 0.09% | -- | 3.74% |
| Dec | 5.18% | -6.12% | 3.75% | -3.21% | 0.24% | -- | -0.03% |
| Total | 19.42% | -22.17% | 20.88% | 26.36% | 20.20% | 9.62% | 12.38% |
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: $348.11
SMA 50: $347.51
SMA 200: $328.77
Current: $349.28
EMA 12: $348.14
EMA 26: $347.77
MACD: 0.3659 | Signal: -0.2795
BULLISH
ADX (14): 12.49
RANGE
+DI: 21.20
−DI: 26.57
Momentum Oscillators
RSI (14): 53.27
NEUTRAL
Stoch %K: 44.30
Stoch %D: 36.36
Williams %R: -40.33
Volume & Volatility
BB Upper: $353.18
BB Lower: $343.03
NEUTRAL
OBV: 3,532,170
Vol SMA 20: 132,175
Vol ROC: 69.01%
ATR: $3.17
True Range: $2.59
HV 20: 9.3%
HV 30: 10.5%
HV 60: 11.2%
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: NEUTRAL (Confidence Level: 6/10)
Key Drivers and Primary Risks: Strong technical signals, moderate volatility, and mixed news sentiment.
Investment Thesis: VONE's recent price action is driven by a bullish MACD signal and rising momentum indicators. However, the stock's beta is relatively low compared to the broader market, indicating a more defensive stance. Recent news headlines are neutral, with no significant catalysts impacting the stock's price.
Recent News Sentiment Impact: The overall sentiment from recent news articles is NEUTRAL, with no dominant theme or trend influencing the stock's price.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): Bullish
- Medium-term (1-3 months): Neutral
- Long-term (3-12 months): Bullish
Support/Resistance Levels: Key levels to monitor are the SMA 20 ($348.36) and the upper Bollinger Band ($352.38).
Momentum Signals:
- RSI interpretation: Neutral (55.34)
- MACD signal: Bullish
- Bollinger Bands position: Neutral
Volume Analysis:
- Volume trends suggest moderate interest from institutional investors.
- On-Balance Volume (OBV) is rising, indicating accumulation.
News & Sentiment Analysis
Recent Headlines Summary: The most recent news articles are neutral, with no significant market-moving events or developments impacting the stock's price.
Sentiment Assessment: The overall sentiment is NEUTRAL, with no dominant theme or trend influencing the stock's price.
Catalyst Identification: No immediate catalysts are identified, but future earnings reports could impact the stock's price.
Market Narrative: The technical signals suggest a continued uptrend, while the neutral news sentiment suggests that VONE's price action is driven by internal factors rather than external market forces.
Risk & Volatility Assessment
Beta Interpretation: VONE has a relatively low beta of 0.99 compared to the broader market, indicating a more defensive stance.
Volatility Regime: Moderate volatility is present, with an average true range (ATR) of $2.79 and historical volatility ranging from 8.4% to 12.3%.
Options Market Signals:
- IV Rank: Low (2.0%)
- Put/Call Volume Ratio: Bearish sentiment
- Options market pricing a move of $11.15 by expiration
Downside Protection: Key support levels include the SMA 20 ($348.36) and the lower Bollinger Band ($344.34).
Market Context & Positioning
Sector Performance: VONE is outperforming its sector peers, with a relative strength index (RSI) of 52.3.
Institutional Activity: Moderate institutional interest is present, with a rising on-balance volume (OBV) and increasing open interest in options contracts.
Correlation Analysis: VONE has a high correlation with the broader market, as indicated by an R-squared value of 0.95.
Relative Valuation: VONE is trading within its historical range, with no significant valuation discrepancies compared to its sector peers.
Key Levels & Action Items
Critical Price Levels:
- SMA 20 ($348.36)
- Upper Bollinger Band ($352.38)
Breakout/Breakdown Levels:
- Lower Bollinger Band ($344.34)
Time-Sensitive Catalysts: Future earnings reports could impact the stock's price.
Risk Management: Stop-loss levels can be set at the SMA 20 and lower Bollinger Band, with position sizing considerations based on volatility and market conditions.
Generated
News
All VONE news →
The Motley FoolT3·12mo ago
The Motley FoolT3·28mo ago
Zacks Investment ResearchT3·29mo ago
Zacks Investment ResearchT3·29mo ago
Seeking AlphaT3·29mo ago
Zacks Investment ResearchT3·31mo ago
Seeking AlphaT3·33mo ago
Zacks Investment ResearchT3·33mo ago
MarketWatchT3·33mo ago
Showing 1–10 of 26
Page 1 of 3
VONE Options Activity & IV Rank
VONE IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 13.7%
7-DTE IV: —
Expected Move: $0.00
7-DTE Move: $0.00
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 4
Put Volume: 0
P/C Volume: —
BULLISH
Call OI: 4
Put OI: 0
P/C OI: —
Total OI: 4
ATM Options Pricing
ATM Call: $0.00
ATM Put: $0.00
Call %: 0.0%
Put %: 0.0%
Chain Summary
Chain Volume: 35
Chain OI: 34
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 77th 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
77%
vs own history
GEX tilt
+0.57
OI-weighted, today
Vanna tilt
+0.19
δ-sensitivity to IV
Charm tilt
-0.07
δ-decay vs time
? What is this?
· 4 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 15.6% / 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)41.6MediumOct 21
Straddle Price (30 DTE)$0.00Oct 21
Beta Analysis
Risk Metrics
Beta: 0.9972
Alpha: -0.54%
Correlation: 0.9954
R-Squared: 99.1%
Stock Volatility: 12.7%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Moderate volatility - stock generally follows market
Beta & Alpha Over Time
VONE 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$338.72K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Belvedere Trading LLC | $338.72K | 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
516.57K
SI % of Float
1.99%
Days to Cover
3.28
Short Vol Ratio
76.2%
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 |
|---|