Zacks Investment ResearchT3·1mo ago
VONV Vanguard Russell 1000 Value ETF
ETF 113.30 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.
VONV
$113.30
—
Key stats
$113.30
- 52-Week Range
- $87.70 – $114.08
- YTD
- +21.67%
- IV Rank (30D)
- 61.43
- Straddle Price
- $5.62
- P/C Vol Ratio
- 0.00
- Open
- $113.23
- Day Range
- $113.00 – $113.60
- Volume
- 678,134
- Prev Close
- $112.91
About
Vanguard Russell 1000 Value ETF (VONV) 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 26, 2026
- Assets
- $22.5B shares × price, Oct 23, 2026
- Trailing yield
- 1.54% paid quarterly
- Average daily volume
- $97M 30 sessions
- Holdings
- 887 top 10 are 29.8%
- Listed
- Sep 20, 2010 Nasdaq
- Last fee change
- -1 bp filed Feb 2, 2026
- Net asset value
- $112.90 issuer, Oct 23, 2026 · closed +0.01% to NAV
- 30-day SEC yield
- 1.54% issuer, Sep 30, 2026
- Tracking difference
- -0.05 pts vs index, after fees, FY 2025
Cost89
Liquidity100
Scale100
Diversification87
Moves with. US large-cap stocks (90% of its variance, beta 0.99); Small caps over large (5% of its variance, beta 0.11). These factors explain 90% of its daily moves over the last year.
Stated objective. Vanguard Russell 1000 Value Index Fund (the Fund) seeks to track the performance of a benchmark index that measures the investment return of large-capitalization value stocks in the United States. (from the fund's prospectus)
All 887 holdingsFlow historySimilar fundsOverlap toolAll Large Cap Value ETFs
Fund flows
through May 2026SEC filingsReported for all 2 share classes of this fund together, including its mutual fund classes.
- May 2026
- +$455M latest reported month
- Latest 3 months
- +$1.7B +7.9% of assets
- Latest 12 months
- +$4.1B +19.1% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$455M |
| Apr 2026 | +$599M |
| Mar 2026 | +$636M |
| Feb 2026 | +$1.5B |
| Jan 2026 | +$2.2M |
| Dec 2025 | +$176M |
| Nov 2025 | −$474M |
| Oct 2025 | +$184M |
| Sep 2025 | +$365M |
| Aug 2025 | +$29M |
| Jul 2025 | +$420M |
| Jun 2025 | +$179M |
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 | |
|---|---|---|---|---|---|
| IWDiShares Russell 1000 Value ETF | 97% | 0.18% | $84.5B | +26.0% | compare |
| GVUSGoldman Sachs MarketBeta Russell 1000 Value Equity ETF | 96% | 0.12% | $445M | +26.0% | compare |
| ILCViShares Morningstar Value ETF | 74% | 0.04% | $1.4B | +20.5% | compare |
| IWXiShares Russell Top 200 Value ETF | 73% | 0.20% | $3.9B | +28.1% | compare |
| IUSViShares Core S&P U.S. Value ETF | 72% | 0.04% | $28.3B | +14.3% | 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
- +6.3% 37% under, 25% over · 100% covered
- Price / earnings
- 23.6 5% loss-making · 99% covered
- Price / book · sales
- 3.2 · 2.3 revenue growth +8.9%
- Above 200-day average
- 73% 59% above 50-day · by weight
- Short interest
- 2.6% of float, weighted · 3.2 days to cover
- Insider buying
- 7% of weight had net insider buying, 90 days; 67% net selling
- 13F holders
- +2.7% change in shares held by institutions, latest quarter
- Reporting earnings
- 45.1% of weight in 7 days; 61.9% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.75%
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 | GFLGFL Environmental Inc | 0.03% | 0.04% | +34.1% |
| Increase | SPCXSpace Exploration Technologies Corp | 0.02% | 0.02% | +15.9% |
| Decrease | JEFJefferies Financial Group Inc | 0.02% | 0.02% | −10.1% |
| Increase | FDXFFedex Freight Holding Co Inc | 0.04% | 0.04% | +25.3% |
| Decrease | IONQIonQ Inc | 0.04% | 0.04% | −16.2% |
| Increase | DPZDomino's Pizza Inc | 0.03% | 0.03% | +11.2% |
0 new, 0 exited, 4 increased and 2 decreased between the fund's two latest holdings reports; turnover 3.1%. 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 71%
- Created · redeemed
- $5.2B · $1.9B over the fiscal year
- Redemptions in kind
- 1% creations 1% in kind
- Creation unit
- 25,000 shares
- Securities lending
- 0.03% of assets on loan on average; earned 0.1 bp
- Return vs index
- -0.05 pts after fees; +0.03 before; daily s.d. 0.03
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
887
AUM
$23.3B
Provider
Vanguard
Inception
2010-09-20
Exchange
XNAS
Data As Of
2026-09-30
Expense Ratio
0.06%
Dividend Yield
1.53%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-23 | 2026-09-25 | $0.4225 | CD |
| 2026-06-18 | 2026-06-23 | $0.4102 | CD |
| 2026-03-24 | 2026-03-26 | $0.4117 | CD |
| 2025-12-22 | 2025-12-24 | $0.4916 | CD |
| 2025-09-24 | 2025-09-26 | $0.4047 | CD |
| 2025-06-20 | 2025-06-24 | $0.4009 | CD |
Asset Allocation
Top Holdings
top 50 of 887 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| AMZN | Amazon.com Inc | 6.09% | Equity (US) | US |
| AAPL | Apple Inc | 6.07% | Equity (US) | US |
| MSFT | Microsoft Corp | 5.24% | Equity (US) | US |
| BRK.B | Berkshire Hathaway Inc | 2.55% | Equity (US) | US |
| JPM | JPMorgan Chase & Co | 2.43% | Equity (US) | US |
| XOM | ExxonMobil Holdings Corp | 1.84% | Equity (US) | US |
| JNJ | Johnson & Johnson | 1.75% | Equity (US) | US |
| INTC | Intel Corp | 1.51% | Equity (US) | US |
| ABBV | AbbVie Inc | 1.17% | Equity (US) | US |
| CSCO | Cisco Systems Inc | 1.17% | Equity (US) | US |
| WMT | Walmart Inc | 1.15% | Equity (US) | US |
| CVX | Chevron Corp | 1.04% | Equity (US) | US |
| MRK | Merck & Co Inc | 0.99% | Equity (US) | US |
| PG | Procter & Gamble Co/The | 0.93% | Equity (US) | US |
| UNH | UnitedHealth Group Inc | 0.91% | Equity (US) | US |
| BAC | Bank of America Corp | 0.91% | Equity (US) | US |
| PM | Philip Morris International Inc | 0.82% | Equity (US) | US |
| KO | Coca-Cola Co/The | 0.81% | Equity (US) | US |
| META | Meta Platforms Inc | 0.80% | Equity (US) | US |
| TMO | Thermo Fisher Scientific Inc | 0.69% | Equity (US) | US |
| RTX | RTX Corp | 0.69% | Equity (US) | US |
| GS | Goldman Sachs Group Inc/The | 0.67% | Equity (US) | US |
| WFC | Wells Fargo & Co | 0.67% | Equity (US) | US |
| COST | Costco Wholesale Corp | 0.63% | Equity (US) | US |
| LIN | Linde PLC | 0.60% | Equity (Foreign) | IE |
| MS | Morgan Stanley | 0.58% | Equity (US) | US |
| IBM | International Business Machines Corp | 0.57% | Equity (US) | US |
| QCOM | QUALCOMM Inc | 0.53% | Equity (US) | US |
| VZ | Verizon Communications Inc | 0.53% | Equity (US) | US |
| GILD | Gilead Sciences Inc | 0.51% | Equity (US) | US |
| CRM | Salesforce Inc | 0.50% | Equity (US) | US |
| DIS | Walt Disney Co/The | 0.50% | Equity (US) | US |
| C | Citigroup Inc | 0.50% | Equity (US) | US |
| ADI | Analog Devices Inc | 0.49% | Equity (US) | US |
| ABT | Abbott Laboratories | 0.47% | Equity (US) | US |
| WELL | Welltower Inc | 0.46% | Equity (US) | US |
| DE | Deere & Co | 0.46% | Equity (US) | US |
| MCD | McDonald's Corp | 0.45% | Equity (US) | US |
| T | AT&T Inc | 0.45% | Equity (US) | US |
| PFE | Pfizer Inc | 0.45% | Equity (US) | US |
| BLK | Blackrock Inc | 0.44% | Equity (US) | US |
| NEE | NextEra Energy Inc | 0.43% | Equity (US) | US |
| COP | ConocoPhillips | 0.42% | Equity (US) | US |
| PEP | PepsiCo Inc | 0.42% | Equity (US) | US |
| UNP | Union Pacific Corp | 0.41% | Equity (US) | US |
| SCHW | Charles Schwab Corp/The | 0.41% | Equity (US) | US |
| DELL | Dell Technologies Inc | 0.39% | Equity (US) | US |
| ETN | Eaton Corp PLC | 0.39% | Equity (Foreign) | IE |
| DHR | Danaher Corp | 0.39% | Equity (US) | US |
| VRTX | Vertex Pharmaceuticals Inc | 0.37% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.35% | -2.76% | 5.12% | -0.29% | 4.62% | 3.61% | 1.78% |
| Feb | 4.97% | -1.88% | -4.15% | 2.61% | 0.87% | 1.77% | 0.70% |
| Mar | 3.15% | 4.06% | -0.83% | 4.06% | -2.28% | -5.14% | 0.50% |
| Apr | 3.11% | -6.09% | 1.03% | -3.71% | -3.17% | 7.56% | -0.21% |
| May | 1.67% | 2.04% | -3.76% | 3.49% | 3.60% | 3.14% | 1.70% |
| Jun | -1.85% | -8.57% | 5.31% | -0.93% | 2.76% | 2.03% | -0.21% |
| Jul | 0.07% | 5.29% | 3.11% | 5.72% | -0.26% | 3.21% | 2.86% |
| Aug | 2.27% | -2.86% | -2.37% | 3.63% | 4.66% | 1.09% | 1.07% |
| Sep | -3.94% | -9.37% | -4.84% | 2.10% | 1.50% | -3.12% | -2.94% |
| Oct | 3.75% | 7.20% | -2.43% | -0.73% | 0.34% | 4.11%* | 2.04% |
| Nov | -4.13% | 6.06% | 7.06% | 6.37% | 2.91% | -- | 3.65% |
| Dec | 6.89% | -4.57% | 3.73% | -6.80% | 0.83% | -- | 0.02% |
| Total | 16.85% | -12.51% | 6.20% | 15.71% | 17.27% | 19.14% | 10.44% |
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: $111.26
SMA 50: $111.71
SMA 200: $104.17
Current: $113.30
EMA 12: $112.39
EMA 26: $111.77
MACD: 0.6221 | Signal: 0.2873
BULLISH
ADX (14): 23.21
WEAK TREND
+DI: 35.01
−DI: 16.36
Momentum Oscillators
RSI (14): 62.73
NEUTRAL
Stoch %K: 91.77
Stoch %D: 94.43
Williams %R: -7.55
Volume & Volatility
BB Upper: $114.35
BB Lower: $108.17
NEUTRAL
OBV: 2,402,616
Vol SMA 20: 907,060
Vol ROC: 33.29%
ATR: $0.85
True Range: $0.69
HV 20: 6.6%
HV 30: 8.2%
HV 60: 8.4%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-28T00:00:00 – 2026-10-26T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall assessment: NEUTRAL with confidence level (6/10)
Key drivers and primary risks:
- Trend indicators suggest a weak uptrend, with short-term momentum signals indicating a neutral setup.
- Recent news headlines have been generally positive, but no clear catalyst has emerged to drive significant price movements.
- Risk metrics indicate low volatility, which could limit the stock's potential for significant moves.
Investment thesis: VONV's current position is characterized by a weak uptrend and relatively low volatility. While recent news headlines are mostly positive, there is no immediate catalyst that would drive significant price movement. A neutral approach with moderate risk seems appropriate at this time.
Recent news sentiment impact: The positive sentiment from recent news headlines has contributed to the stock's recent stability and limited its downside risk.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): NEUTRAL; Medium-term (1-3 months): WEAK UPTREND; Long-term (3-12 months): UPHILL TRENDA
Support/Resistance Levels: Key price levels from moving averages and technical patterns:
- SMA 20: $113.03
- SMA 50: $110.66
- Upper Bollinger Band: $113.84
- Lower Bollinger Band: $112.23
Momentum Signals:
- RSI interpretation (overbought >70, oversold <30, neutral 30-70): NEUTRAL at 55.77
- MACD signal (bullish/bearish crossover): Bullish with a histogram value of 0.85
- Bollinger Bands position (squeeze, breakout, mean reversion): NEUTRAL
Volume Analysis: Volume trends and institutional interest signals:
- Volume SMA 20: 575708.02
- On-Balance Volume (OBV): 6339657.55
- Volume Rate of Change: -62.01% (indicating a decrease in volume)
News & Sentiment Analysis
Recent Headlines Summary: Key themes from last 10 news articles:
- Positive sentiment from multiple Zacks Investment Research and The Motley Fool articles, highlighting the stock's potential as a passive investing option.
Sentiment Assessment: Aggregate news sentiment: POSITIVE
Catalyst Identification: Upcoming events, earnings, product launches, regulatory changes:
- No imminent catalysts have emerged to drive significant price movements.
Market Narrative: How news aligns with or contradicts technical signals:
- The positive news headlines have contributed to the stock's recent stability and limited its downside risk. However, there is no clear catalyst that would drive significant price movement, leaving the stock's future direction uncertain.
Risk & Volatility Assessment
Beta Interpretation: Risk relative to market (beta >1.2 = high risk, <0.8 = defensive): 0.70 (Low - shows if volatility is historically high/low)
Volatility Regime: Current vs historical volatility levels:
- Historical volatility: HV20 8.1%, HV30 9.0%, HV60 10.4%
- Current IV: 17.0% (Low - shows if volatility is historically high/low)
Options Market Signals:
- IV Rank: 7.2% (Low - shows if volatility is historically high/low)
- Put/call ratios: 0.00 (Bullish sentiment)
- Unusual activity: None
Downside Protection: Support levels and risk management considerations:
- SMA 50: $110.66
- Lower Bollinger Band: $112.23
- Stop-loss levels: Consider placing a stop-loss order around the SMA 50 or lower Bollinger Band to limit potential losses.
Market Context & Positioning
Sector Performance: Relative strength vs sector/market:
- VONV is part of the Value Index, which has been relatively strong in recent months.
Institutional Activity: Volume patterns suggesting institutional interest:
- Institutional buying: 40 calls vs 0 puts (indicating bullish sentiment)
- Put/Call volume ratio: 0.00 (Bullish sentiment)
Correlation Analysis: How stock moves relative to market (R-squared interpretation):
- Correlation coefficient: 0.80
- Stock moves less than market, indicating low volatility.
Relative Valuation: Position within trading range:
- VONV is trading slightly above its historical mean, but still within a relatively tight range.
- Consider using this opportunity to rebalance your portfolio or take advantage of the stock's moderate value.
Key Levels & Action Items
Critical Price Levels: Support/resistance to monitor:
- SMA 20: $113.03
- SMA 50: $110.66
- Upper Bollinger Band: $113.84
- Lower Bollinger Band: $112.23
Breakout/Breakdown Levels: Technical levels that could trigger significant moves:
- None currently identified, but consider placing stop-loss orders around the SMA 50 or lower Bollinger Band to limit potential losses.
Time-Sensitive Catalysts: Earnings dates, FDA approvals, product launches:
- No imminent catalysts have emerged to drive significant price movements.
Risk Management: Stop-loss levels and position sizing considerations:
- Consider using a stop-loss order around the SMA 50 or lower Bollinger Band to limit potential losses.
- Monitor volume patterns and put/call ratios for signs of increased institutional interest.
Generated
News
All VONV news →
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VONV Options Activity & IV Rank
VONV IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 17.2%
7-DTE IV: —
Expected Move: $5.62
7-DTE Move: $5.62
Days to Exp: 25 (2026-11-20)
Options Flow
Call Volume: 1
Put Volume: 0
P/C Volume: —
BULLISH
Call OI: 1
Put OI: 0
P/C OI: —
Total OI: 1
ATM Options Pricing
ATM Call: $3.12
ATM Put: $2.50
Call %: 2.8%
Put %: 2.2%
Chain Summary
Chain Volume: 23
Chain OI: 17
Last Updated: 10/26/2026
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.
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 26 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 26 · ATM 24.3% / 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)61.4MediumOct 26
Straddle Price (30 DTE)$5.62Oct 26
Beta Analysis
Risk Metrics
Beta: 0.6807
Alpha: 14.16%
Correlation: 0.7868
R-Squared: 61.9%
Stock Volatility: 11.0%
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
VONV 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 |
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| # | Filer | Notional Value | % of Total | Period |
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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
93.40K
SI % of Float
0.05%
Days to Cover
1.00
Short Vol Ratio
48.9%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-26
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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