Zacks Investment ResearchT3·1mo ago
VONG Vanguard Russell 1000 Growth ETF
ETF 123.60 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.
VONG
$123.60
—
Key stats
$123.60
After hours
$123.60
+0.00%
- 52-Week Range
- $105.22 – $133.63
- YTD
- +1.78%
- IV Rank (30D)
- 6.85
- Straddle Price
- $6.97
- P/C Vol Ratio
- 0.13
- Open
- $125.09
- Day Range
- $123.14 – $125.40
- Volume
- 893,291
- Prev Close
- $127.15
About
Vanguard Russell 1000 Growth ETF (VONG) 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 22, 2026
- Assets
- $46.4B shares × price, Oct 21, 2026
- Trailing yield
- 0.46% paid quarterly
- Average daily volume
- $108M 30 sessions
- Holdings
- 378 top 10 are 57.7%
- Listed
- Sep 20, 2010 Nasdaq
- Last fee change
- -1 bp filed Feb 2, 2026
- Net asset value
- $127.18 issuer, Oct 21, 2026 · closed -0.02% to NAV
- 30-day SEC yield
- 0.38% issuer, Sep 30, 2026
- Tracking difference
- -0.08 pts vs index, after fees, FY 2025
Cost89
Liquidity100
Scale100
Diversification47
Moves with. US large-cap stocks (65% of its variance, beta 0.98); Value over growth (30% of its variance, beta -0.43). These factors explain 95% of its daily moves over the last year.
Stated objective. Vanguard Russell 1000 Growth ETF, an exchange-traded share class of Vanguard Russell 1000 Growth Index Fund (the Fund), seeks to track the performance of a benchmark index that measures the investment return of large-capitalization growth stocks in the United States. (from the fund's prospectus)
All 378 holdingsFlow historySimilar fundsOverlap toolAll Large Cap Growth ETFs
Fund flows
through May 2026SEC filingsReported for all 2 share classes of this fund together, including its mutual fund classes.
- May 2026
- +$533M latest reported month
- Latest 3 months
- +$1.1B +2.1% of assets
- Latest 12 months
- +$8.6B +15.7% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$533M |
| Apr 2026 | +$304M |
| Mar 2026 | +$303M |
| Feb 2026 | +$2.5B |
| Jan 2026 | +$2.2B |
| Dec 2025 | +$504M |
| Nov 2025 | +$2.1B |
| Oct 2025 | +$6.5M |
| Sep 2025 | −$315M |
| Aug 2025 | +$347M |
| Jul 2025 | +$64M |
| Jun 2025 | +$90M |
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 | |
|---|---|---|---|---|---|
| IWFiShares Russell 1000 Growth ETF | 96% | 0.18% | $126.1B | +4.5% | compare |
| GGUSGoldman Sachs MarketBeta Russell 1000 Growth Equity ETF | 90% | 0.12% | $485M | +5.4% | compare |
| IWYiShares Russell Top 200 Growth ETF | 89% | 0.20% | $15.9B | +5.3% | compare |
| VUGVanguard Morningstar Growth ETF | 78% | 0.03% | $231.2B | +10.7% | compare |
| FELGFidelity Enhanced Large Cap Growth ETF | 77% | 0.18% | $5.7B | +7.4% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Sep 30, 2026issuer data- Holdings vs fair value
- −1.4% 15% under, 29% over · 100% covered
- Price / earnings
- 30.7 3% loss-making · 99% covered
- Price / book · sales
- 12.3 · 6.8 revenue growth +19.7%
- Above 200-day average
- 64% 44% above 50-day · by weight
- Short interest
- 2.1% of float, weighted · 2.6 days to cover
- Insider buying
- 2% of weight had net insider buying, 90 days; 70% net selling
- 13F holders
- +2.3% change in shares held by institutions, latest quarter
- Reporting earnings
- 34.6% of weight in 7 days; 54.4% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.05%
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 | 0.21% | 0.25% | +15.8% |
| Increase | DOCNDigitalOcean Holdings Inc | 0.03% | 0.04% | +20.0% |
| Decrease | CRWVCoreWeave Inc | 0.09% | 0.08% | −10.2% |
| Increase | FPSForgent Power Solutions Inc | 0.02% | 0.02% | +14.5% |
0 new, 0 exited, 3 increased and 1 decreased between the fund's two latest holdings reports; turnover 3.2%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 12 active of 37 with agreements; top 3 did 73%
- Created · redeemed
- $8.5B · $4.3B over the fiscal year
- Redemptions in kind
- 1% creations 1% in kind
- Creation unit
- 25,000 shares
- Securities lending
- 0.01% of assets on loan on average; earned 0.0 bp
- Return vs index
- -0.08 pts after fees; +0.00 before; daily s.d. 0.01
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
378
AUM
$55.6B
Provider
Vanguard
Inception
2010-09-20
Exchange
XNAS
Data As Of
2026-09-30
Expense Ratio
0.06%
Dividend Yield
0.46%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-23 | 2026-09-25 | $0.1446 | CD |
| 2026-06-18 | 2026-06-23 | $0.1592 | CD |
| 2026-03-24 | 2026-03-26 | $0.1418 | CD |
| 2025-12-22 | 2025-12-24 | $0.1383 | CD |
| 2025-09-24 | 2025-09-26 | $0.1419 | CD |
| 2025-06-20 | 2025-06-24 | $0.1340 | CD |
Asset Allocation
Top Holdings
top 50 of 378 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| NVDA | NVIDIA Corp | 15.66% | Equity (US) | US |
| AAPL | Apple Inc | 7.67% | Equity (US) | US |
| GOOGL | Alphabet Inc | 5.89% | Equity (US) | US |
| MSFT | Microsoft Corp | 5.60% | Equity (US) | US |
| AVGO | Broadcom Inc | 4.80% | Equity (US) | US |
| GOOG | Alphabet Inc | 4.76% | Equity (US) | US |
| META | Meta Platforms Inc | 3.83% | Equity (US) | US |
| MU | Micron Technology Inc | 3.53% | Equity (US) | US |
| TSLA | Tesla Inc | 3.05% | Equity (US) | US |
| AMD | Advanced Micro Devices Inc | 2.92% | Equity (US) | US |
| LLY | Eli Lilly & Co | 2.71% | Equity (US) | US |
| V | Visa Inc | 1.70% | Equity (US) | US |
| MA | Mastercard Inc | 1.31% | Equity (US) | US |
| PLTR | Palantir Technologies Inc | 1.22% | Equity (US) | US |
| LRCX | Lam Research Corp | 1.21% | Equity (US) | US |
| AMAT | Applied Materials Inc | 1.19% | Equity (US) | US |
| CAT | Caterpillar Inc | 1.08% | Equity (US) | US |
| GE | General Electric Co | 0.95% | Equity (US) | US |
| PANW | Palo Alto Networks Inc | 0.94% | Equity (US) | US |
| NFLX | Netflix Inc | 0.85% | Equity (US) | US |
| CRWD | Crowdstrike Holdings Inc | 0.78% | Equity (US) | US |
| GEV | GE Vernova Inc | 0.75% | Equity (US) | US |
| KLAC | KLA Corp | 0.75% | Equity (US) | US |
| TXN | Texas Instruments Inc | 0.75% | Equity (US) | US |
| SNDK | Sandisk Corp | 0.74% | Equity (US) | US |
| ORCL | Oracle Corp | 0.69% | Equity (US) | US |
| MRVL | Marvell Technology Inc | 0.68% | Equity (US) | US |
| ANET | Arista Networks Inc | 0.62% | Equity (US) | US |
| HD | Home Depot Inc/The | 0.62% | Equity (US) | US |
| APH | Amphenol Corp | 0.61% | Equity (US) | US |
| AMZN | Amazon.com Inc | 0.59% | Equity (US) | US |
| COST | Costco Wholesale Corp | 0.52% | Equity (US) | US |
| AMGN | Amgen Inc | 0.47% | Equity (US) | US |
| WDC | Western Digital Corp | 0.46% | Equity (US) | US |
| ISRG | Intuitive Surgical Inc | 0.42% | Equity (US) | US |
| NOW | ServiceNow Inc | 0.40% | Equity (US) | US |
| BKNG | Booking Holdings Inc | 0.37% | Equity (US) | US |
| GLW | Corning Inc | 0.36% | Equity (US) | US |
| SNOW | Snowflake Inc | 0.33% | Equity (US) | US |
| NET | Cloudflare Inc | 0.33% | Equity (US) | US |
| FTNT | Fortinet Inc | 0.32% | Equity (US) | US |
| LMT | Lockheed Martin Corp | 0.30% | Equity (US) | US |
| TT | Trane Technologies PLC | 0.29% | Equity (Foreign) | IE |
| PWR | Quanta Services Inc | 0.28% | Equity (US) | US |
| MCK | McKesson Corp | 0.28% | Equity (US) | US |
| VRT | Vertiv Holdings Co | 0.27% | Equity (US) | US |
| BA | Boeing Co/The | 0.27% | Equity (US) | US |
| CDNS | Cadence Design Systems Inc | 0.27% | Equity (US) | US |
| HWM | Howmet Aerospace Inc | 0.26% | Equity (US) | US |
| DDOG | Datadog Inc | 0.26% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.65% | -9.29% | 9.16% | 3.98% | 2.10% | -1.16% | 0.91% |
| Feb | -2.19% | -4.97% | -2.98% | 5.18% | -2.64% | -3.68% | -1.88% |
| Mar | -1.05% | 5.39% | 7.27% | 0.46% | -6.40% | -5.60% | 0.01% |
| Apr | 5.33% | -12.30% | 0.91% | -4.14% | 0.62% | 10.90% | 0.22% |
| May | -0.90% | -3.57% | 4.65% | 6.47% | 7.54% | 6.52% | 3.45% |
| Jun | 6.63% | -7.39% | 5.30% | 5.99% | 5.54% | -3.55% | 2.09% |
| Jul | 2.96% | 10.95% | 3.46% | -2.63% | 4.93% | -3.98% | 2.61% |
| Aug | 3.89% | -4.48% | -0.60% | 3.91% | 3.14% | 1.55% | 1.24% |
| Sep | -6.01% | -9.70% | -5.63% | 5.64% | 5.97% | 3.30% | -1.07% |
| Oct | 7.51% | 3.39% | -2.26% | 0.99% | 3.04% | -4.48%* | 1.36% |
| Nov | 0.60% | 5.42% | 9.27% | 5.84% | -2.26% | -- | 3.77% |
| Dec | 3.79% | -7.95% | 3.81% | -0.13% | -0.41% | -- | -0.18% |
| Total | 22.36% | -31.68% | 35.93% | 35.61% | 22.22% | -1.48% | 13.83% |
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: $129.14
SMA 50: $127.67
SMA 200: $122.92
Current: $123.58
EMA 12: $127.42
EMA 26: $128.04
MACD: -0.6240 | Signal: -0.8089
BULLISH
ADX (14): 22.02
WEAK TREND
+DI: 14.03
−DI: 40.22
Momentum Oscillators
RSI (14): 35.80
NEUTRAL
Stoch %K: 16.24
Stoch %D: 16.72
Williams %R: -95.81
Volume & Volatility
BB Upper: $134.20
BB Lower: $124.08
OVERSOLD
OBV: -18,078,621
Vol SMA 20: 872,772
Vol ROC: -6.16%
ATR: $1.99
True Range: $4.01
HV 20: 18.3%
HV 30: 18.2%
HV 60: 17.9%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
VONG (Vanguard Russell 1000 Growth ETF) — Comprehensive Analysis
Executive Summary
Overall Assessment: BULLISH | Confidence: 7/10
VONG is a passively managed large-cap growth ETF exhibiting solid upside momentum within a constructive technical framework, supported by consistent positive sentiment and strong institutional inflows. The fund is trading above all major moving averages with a bullish MACD crossover, and recent news highlights outperformance versus the S&P 500. However, the assessment carries moderate confidence due to elevated valuations (weighted P/E of 32.6), concentrated top-10 holdings (56.8% of assets), and an IV premium of 32.5% suggesting elevated options pricing. The fund reflects a market narrative favoring large-cap technology and growth exposure, with positioning that remains constructive but not extreme.
Key Drivers:
- Strong technical momentum with price $9.98 above the 200-day MA ($122.71)
- Bullish MACD histogram (+1.23) with EMA 12 above EMA 26
- Consistent positive news sentiment and analyst recommendations
- Substantial institutional inflows: +$8.6B over 12 months (+15.7% of assets)
- Extremely low expense ratio (0.06% vs 0.45% category median)
Primary Risks:
- High concentration risk: top 10 positions represent 56.8% of assets, with NVDA alone at 15.5%
- Elevated valuations (weighted P/E 32.6) and 78% of holdings above 200-day averages
- Beta 1.29 indicates higher volatility than the market
- Rising IV premium (32.5%) suggests expensive options protection
- Stochastic oscillator at 78.81 approaching overbought conditions
Technical Analysis
Trend Direction
Short-term (1-4 weeks): BULLISH
- Current price ($131.69) is $2.55 above SMA 20 ($129.14) and $4.12 above SMA 50 ($127.57)
- EMA 12 ($130.63) positioned above EMA 26 ($129.18), confirming short-term uptrend
- Price remains comfortably within upper half of Bollinger Bands ($123.99 lower to $134.29 upper)
Medium-term (1-3 months): BULLISH
- Fund is $9.98 above SMA 200 ($122.71), a 8.1% cushion above the 12-month support line
- All three moving averages in proper bullish alignment (price > SMA 20 > SMA 50 > SMA 200)
- Positive distance from all major MAs indicates sustained uptrend structure
Long-term (3-12 months): BULLISH with caution
- Long-term trend is positive, but 78% of holdings above their 200-day averages suggests a crowded uptrend
- Concentrated positioning in mega-cap technology creates vulnerability to sector rotation
Support & Resistance Levels
| Level | Type | Distance | Implication | |-------|------|----------|-------------| | $129.14 | SMA 20 (Dynamic) | -$2.55 (below) | First support; loss would signal momentum break | | $127.57 | SMA 50 (Dynamic) | -$4.12 (below) | Secondary support; mid-term trend anchor | | $123.99 | Bollinger Lower Band | -$7.70 (below) | Technical floor; mean-reversion level | | $122.71 | SMA 200 (Long-term) | -$8.98 (below) | Critical support; 12-month trend breakpoint | | $134.29 | Bollinger Upper Band | +$2.60 (above) | Minor resistance; near-term ceiling |
Critical Observation: The $129.14 SMA 20 is the most immediate support to monitor. A close below this level would suggest momentum deterioration. The SMA 50 ($127.57) would then become critical; a break below this in heavy volume could signal a medium-term trend reversal.
Momentum Signals
RSI (14): 60.61 — Neutral to Moderately Bullish
- Reading is in the neutral zone (30-70), favoring neither overbought nor oversold conditions
- At 60.61, the fund shows strong momentum but has not yet entered overbought territory (>70)
- Interpretation: Room for continued upside before exhaustion signals appear
Stochastic %K: 68.05 | %D: 78.81 — Overbought Warning
- %K at 68.05 is elevated but below the 80 threshold typically signaling extreme overbought
- %D at 78.81 is in overbought territory, suggesting momentum may be peaking
- The divergence between %K and %D (with %D ahead) suggests momentum is slowing
- Risk: A crossover below the 80 level could trigger near-term profit-taking
Williams %R: -34.15 — Bullish (Not Oversold)
- Ranges from 0 to -100; reading of -34.15 indicates strong bullish positioning without extreme overbought conditions
- Suggests room for continued upside before exhaustion
MACD: 1.45 (MACD line) / 0.22 (Signal line) / 1.23 (Histogram) — BULLISH CROSSOVER
- MACD line (1.45) is significantly above signal line (0.22), creating a +1.23 histogram
- This is a classic bullish MACD crossover setup with strong positive histogram
- Indicates sustained buying pressure and momentum acceleration
- Strength: This is one of the clearest bullish technical signals in the data
Bollinger Bands Position
- Current Position: Price ($131.69) is 1.2 standard deviations above the middle band ($129.14)
- Band Width: 7.98 is moderate, indicating neither band squeeze nor extreme expansion
- Signal: NEUTRAL per the data, but slightly bullish in context
- Price is approaching the upper band ($134.29), which could act as resistance if momentum stalls
- The wide bands relative to ATR ($1.59) suggest volatility room before mean-reversion acceleration
Volume Analysis
Volume Rate of Change: +40.07% — Significant Increase
- Current 20-day average volume is 823,748 shares
- The +40% volume change indicates elevated trading activity relative to baseline
- This supports the legitimacy of the recent uptrend and suggests institutional participation
On-Balance Volume: -10,848,423.46 — Concerning Divergence
- OBV is deeply negative despite price near 52-week highs
- Critical Signal: Negative OBV while price rises indicates volume is coming on down days relative to up days
- This represents a bearish divergence: price is rising on declining buying pressure
- Interpretation: Institutional accumulation may be slowing, or smart money may be distributing into strength
Volume Interpretation Summary: The +40% volume rate of change suggests institutional interest remains present, but the negative OBV divergence signals caution. The market is willing to pay higher prices, but the distribution of volume favors sellers. This is a classic setup where momentum exhaustion can occur if price approaches resistance.
News & Sentiment Analysis
Recent Headlines Summary
All recent news articles (4 out of 6) discuss VONG in positive or comparative contexts:
- Zacks (2026-09-03): "Should VONG Be on Your Investing Radar?" — Positive, suggests fund warrants investor consideration
- Motley Fool (2026-07-27): "ETF Consistently Beats the S&P 500. Here's Why More Outperformance Is Possible" — Positive, explicitly highlights outperformance potential
- Motley Fool (2026-07-22): "My 3 Favorite Vanguard ETFs to Buy Right Now" — Positive, fund listed as a preferred holding
- Motley Fool (2026-07-14): Comparative analysis suggesting Russell 1000 Growth (VONG's benchmark) may outperform small-cap alternatives
- Motley Fool (2026-06-19, 2026-06-17): Neutral contextual mentions
Sentiment Assessment
**Aggregate Sentiment: POSITIVE (4 positive vs 2 neutral = 67% positive ratio
Generated
News
All VONG news →
The Motley FoolT3·2mo ago
The Motley FoolT3·3mo ago
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The Motley FoolT3·4mo ago
The Motley FoolT3·4mo ago
The Motley FoolT3·4mo ago
The Motley FoolT3·4mo ago
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VONG Options Activity & IV Rank
VONG IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 24.8%
7-DTE IV: —
Expected Move: $6.97
7-DTE Move: $6.97
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 23
Put Volume: 3
P/C Volume: 0.13
BULLISH
Call OI: 47
Put OI: 3
P/C OI: 0.064
Total OI: 50
ATM Options Pricing
ATM Call: $3.62
ATM Put: $3.35
Call %: 2.9%
Put %: 2.7%
Chain Summary
Chain Volume: 32
Chain OI: 57
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 63rd 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
63%
vs own history
GEX tilt
+1.00
OI-weighted, today
Vanna tilt
+1.00
δ-sensitivity to IV
Charm tilt
-1.00
δ-decay vs time
Vanna tilt +1.00: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -1.00: 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
25%
+4.9
pts
EXTREME
ATM 24.9% / Wing 29.8%
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
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Volatility Smile
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IV Rank (7 DTE)
IV Rank (30 DTE)6.8LowOct 22
Straddle Price (30 DTE)$6.97Oct 22
Beta Analysis
Risk Metrics
Beta: 1.3152
Alpha: -14.78%
Correlation: 0.9300
R-Squared: 86.5%
Stock Volatility: 18.0%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
High volatility - stock moves more than market
High volatility - stock moves more than market
Beta & Alpha Over Time
VONG 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.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | 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
119.02K
SI % of Float
0.03%
Days to Cover
1.00
Short Vol Ratio
63.4%
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 |
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