Prediction: This Is What a $5,000 Investment in the Vanguard S&P 500 ETF (VOO) Will Be Worth by 2040
How does $19,000 sound?
VOO Vanguard S&P 500 ETF
ETF 715.66 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.
VOO
$715.66
—
Key stats
$715.66
- 52-Week Range
- $578.46 – $718.47
- YTD
- +13.90%
- IV Rank (30D)
- 12.4
- Straddle Price
- $19.55
- P/C Vol Ratio
- 0.73
- Open
- $713.54
- Day Range
- $712.54 – $716.43
- Volume
- 4,345,554
- Prev Close
- $711.28
About
Vanguard S&P 500 ETF (VOO) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2010-09-07
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Aug 31, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.03% issuer, Oct 11, 2026
- Assets
- $1.06T shares × price, Oct 9, 2026
- Trailing yield
- 1.04% paid quarterly
- Average daily volume
- $6.0B 30 sessions
- Holdings
- 503 top 10 are 37.8%
- Listed
- Sep 7, 2010 NYSE Arca
- Tracking difference
- -0.17 pts vs index, after fees, FY 2025
Cost97
Liquidity100
Scale100
Diversification74
Moves with. US large-cap stocks (99% of its variance, beta 0.99). These factors explain 100% of its daily moves over the last year.
Stated objective. Vanguard S&P 500 ETF, an exchange-traded share class of Vanguard 500 Index Fund (the Fund), seeks to track the performance of a benchmark index that measures the investment return of large-capitalization stocks. (from the fund's prospectus)
All 503 holdingsFlow historySimilar fundsOverlap toolAll Large Cap Blend ETFs
Fund flows
through Jun 2026SEC filingsReported for all 4 share classes of this fund together, including its mutual fund classes.
- Jun 2026
- −$10.2B latest reported month
- Latest 3 months
- +$34.1B +2.0% of assets
- Latest 12 months
- −$105.9B −6.3% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$10.2B |
| May 2026 | +$15.8B |
| Apr 2026 | +$28.5B |
| Mar 2026 | −$12.7B |
| Feb 2026 | +$14.5B |
| Jan 2026 | +$13.3B |
| Dec 2025 | −$375M |
| Nov 2025 | +$17.6B |
| Oct 2025 | +$13.9B |
| Sep 2025 | −$8.4B |
| Aug 2025 | +$11.7B |
| Jul 2025 | −$189.5B |
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 | |
|---|---|---|---|---|---|
| PBPInvesco S and P 500 BuyWrite ETF | 97% | 0.29% | $392M | +5.3% | compare |
| VVVanguard Morningstar Large-Cap ETF | 96% | 0.03% | $55.2B | +15.4% | compare |
| SPYState Street SPDR S&P 500 ETF Trust | 96% | 0.10% | $817.2B | +15.7% | compare |
| SPYMState Street SPDR Portfolio S&P 500 ETF | 96% | 0.02% | $178.5B | — | compare |
| XYLDGlobal X S&P 500 Covered Call ETF | 96% | 0.60% | $3.4B | +6.1% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Aug 31, 2026issuer data- Holdings vs fair value
- +1.6% 24% under, 20% over · 100% covered
- Price / earnings
- 25.6 2% loss-making · 100% covered
- Price / book · sales
- 5.0 · 3.4 revenue growth +14.1%
- Above 200-day average
- 72% 66% above 50-day · by weight
- Short interest
- 2.1% of float, weighted · 2.9 days to cover
- Insider buying
- 4% of weight had net insider buying, 90 days; 72% net selling
- 13F holders
- +2.4% change in shares held by institutions, latest quarter
- Reporting earnings
- 7.3% of weight in 7 days; 19.1% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.32%
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
Mar 31, 2026 → Jun 30, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | MRVLMarvell Technology Inc | — | 0.40% | — |
| Decrease | HONHoneywell International Inc | 0.26% | 0.11% | −50.1% |
| Decrease | CRMSalesforce Inc | 0.31% | 0.20% | −12.9% |
| New position | HONAHoneywell Aerospace Inc | — | 0.11% | — |
| New position | FLEXFlex Ltd | — | 0.09% | — |
| Exit | CTRACoterra Energy Inc | 0.05% | — | — |
| New position | CASYCasey's General Stores Inc | — | 0.05% | — |
| New position | VEEVVeeva Systems Inc | — | 0.04% | — |
| Exit | HOLXHologic Inc | 0.03% | — | — |
| New position | FDXFFedex Freight Holding Co Inc | — | 0.03% | — |
Under the hood
fiscal year to Dec 31, 2025SEC census- Authorized participants
- 21 active of 34 with agreements; top 3 did 50%
- Created · redeemed
- $371.9B · $237.2B over the fiscal year
- Redemptions in kind
- 100% creations 93% in kind
- Creation unit
- 25,000 shares
- Securities lending
- 0.01% of assets on loan on average; earned 0.1 bp
- Return vs index
- -0.17 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 2026-08-31
Holdings
503
AUM
$1.8T
Provider
Vanguard
Inception
2010-09-07
Exchange
ARCX
Data As Of
2026-08-31
Expense Ratio
0.03%
Dividend Yield
1.04%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-28 | 2026-09-30 | $1.8226 | CD |
| 2026-06-26 | 2026-06-30 | $1.9622 | CD |
| 2026-03-27 | 2026-03-31 | $1.8724 | CD |
| 2025-12-22 | 2025-12-24 | $1.7710 | CD |
| 2025-09-29 | 2025-10-01 | $1.7400 | CD |
| 2025-06-30 | 2025-07-02 | $1.7447 | CD |
Asset Allocation
Top Holdings
top 50 of 503 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| NVDA | NVIDIA Corp. | 8.08% | Equity (US) | US |
| AAPL | Apple Inc. | 7.03% | Equity (US) | US |
| MSFT | Microsoft Corp. | 5.70% | Equity (US) | US |
| AMZN | Amazon.com Inc. | 3.84% | Equity (US) | US |
| GOOGL | Alphabet Inc. Class A | 3.01% | Equity (US) | US |
| AVGO | Broadcom Inc. | 2.65% | Equity (US) | US |
| GOOG | Alphabet Inc. Class C | 2.40% | Equity (US) | US |
| META | Facebook Inc. Class A | 1.90% | Equity (US) | US |
| MU | Micron Technology Inc. | 1.63% | Equity (US) | US |
| TSLA | Tesla Inc. | 1.57% | Equity (US) | US |
| JPM | JPMorgan Chase & Co. | 1.44% | Equity (US) | US |
| BRK.B | Berkshire Hathaway Inc. Class B | 1.40% | Equity (US) | US |
| LLY | Eli Lilly & Co. | 1.38% | Equity (US) | US |
| AMD | Advanced Micro Devices Inc. | 1.16% | Equity (US) | US |
| XOM | ExxonMobil Holdings Corp. | 1.01% | Equity (US) | US |
| JNJ | Johnson & Johnson | 0.97% | Equity (US) | US |
| V | Visa Inc. Class A | 0.93% | Equity (US) | US |
| MA | Mastercard Inc. Class A | 0.72% | Equity (US) | US |
| WMT | Walmart Inc. | 0.70% | Equity (US) | US |
| ABBV | AbbVie Inc. | 0.68% | Equity (US) | US |
| INTC | Intel Corp. | 0.67% | Equity (US) | US |
| CSCO | Cisco Systems Inc. | 0.66% | Equity (US) | US |
| PLTR | Palantir Technologies Inc. Class A | 0.65% | Equity (US) | US |
| COST | Costco Wholesale Corp. | 0.63% | Equity (US) | US |
| BAC | Bank of America Corp. | 0.61% | Equity (US) | US |
| CVX | Chevron Corp. | 0.58% | Equity (US) | US |
| LRCX | Lam Research Corp. | 0.57% | Equity (US) | US |
| CAT | Caterpillar Inc. | 0.56% | Equity (US) | US |
| MRK | Merck & Co. Inc. | 0.55% | Equity (US) | US |
| AMAT | Applied Materials Inc. | 0.55% | Equity (US) | US |
| UNH | UnitedHealth Group Inc. | 0.53% | Equity (US) | US |
| GE | General Electric Co. | 0.53% | Equity (US) | US |
| KO | Coca-Cola Co. | 0.52% | Equity (US) | US |
| NFLX | Netflix Inc. | 0.52% | Equity (US) | US |
| PG | Procter & Gamble Co. | 0.51% | Equity (US) | US |
| HD | Home Depot Inc. | 0.49% | Equity (US) | US |
| PANW | Palo Alto Networks Inc. | 0.47% | Equity (US) | US |
| PM | Philip Morris International Inc. | 0.44% | Equity (US) | US |
| GS | Goldman Sachs Group Inc. | 0.43% | Equity (US) | US |
| RTX | RTX Corp. | 0.42% | Equity (US) | US |
| WFC | Wells Fargo & Co. | 0.40% | Equity (US) | US |
| MS | Morgan Stanley | 0.39% | Equity (US) | US |
| ORCL | Oracle Corp. | 0.38% | Equity (US) | US |
| GEV | GE Vernova LLC | 0.37% | Equity (US) | US |
| TXN | Texas Instruments Inc. | 0.36% | Equity (US) | US |
| CRWD | Crowdstrike Holdings Inc. Class A | 0.36% | Equity (US) | US |
| AMGN | Amgen Inc. | 0.35% | Equity (US) | US |
| SNDK | Sandisk Corp. | 0.35% | Equity (US) | US |
| TMO | Thermo Fisher Scientific Inc. | 0.35% | Equity (US) | US |
| KLAC | KLA Corp. | 0.35% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.34% | -5.82% | 6.70% | 2.26% | 2.95% | 1.26% | 1.28% |
| Feb | 1.10% | -3.61% | -3.55% | 3.84% | -0.61% | -1.35% | -0.70% |
| Mar | 1.73% | 5.02% | 3.66% | 1.97% | -4.29% | -5.34% | 0.46% |
| Apr | 4.19% | -9.04% | 1.19% | -3.88% | -1.17% | 9.68% | 0.16% |
| May | 0.44% | -0.37% | 0.55% | 5.37% | 5.53% | 4.98% | 2.75% |
| Jun | 1.99% | -7.87% | 5.09% | 3.09% | 4.24% | -1.50% | 0.84% |
| Jul | 1.87% | 8.09% | 3.09% | 0.93% | 2.33% | 0.03% | 2.72% |
| Aug | 3.16% | -3.84% | -1.32% | 3.81% | 3.79% | 1.22% | 1.14% |
| Sep | -5.08% | -9.87% | -5.31% | 3.96% | 4.02% | 0.08% | -2.03% |
| Oct | 5.77% | 5.33% | -2.16% | -0.01% | 2.03% | 1.89%* | 2.14% |
| Nov | -0.94% | 5.93% | 7.98% | 5.43% | 0.02% | -- | 3.68% |
| Dec | 5.39% | -6.19% | 3.54% | -2.92% | 0.26% | -- | 0.02% |
| Total | 21.32% | -21.95% | 20.19% | 26.03% | 20.35% | 10.73% | 12.78% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $706.45
SMA 50: $705.77
SMA 200: $664.78
Current: $715.59
EMA 12: $709.94
EMA 26: $707.07
MACD: 2.8684 | Signal: 0.9203
BULLISH
ADX (14): 9.37
RANGE
+DI: 30.61
−DI: 27.16
Momentum Oscillators
RSI (14): 59.26
NEUTRAL
Stoch %K: 77.46
Stoch %D: 81.04
Williams %R: -13.71
Volume & Volatility
BB Upper: $719.52
BB Lower: $693.38
NEUTRAL
OBV: 169,783,993
Vol SMA 20: 8,714,635
Vol ROC: -20.72%
ATR: $6.12
True Range: $5.15
HV 20: 10.3%
HV 30: 10.1%
HV 60: 11.1%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-11T00:00:00 – 2026-10-09T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary Overall assessment: NEUTRAL with confidence level (6/10) Key drivers and primary risks: * VOO's price action has been ranging since June, trading between $696.99 and $712.85. * The ETF's technical indicators are neutral, with a bullish MACD signal but no clear trend direction. * Recent news headlines have been positive, but the options market is pricing in a relatively low volatility environment.
Investment thesis: VOO's price action suggests a consolidation phase, which may continue unless there is a catalyst to break out of this range. The ETF's technical indicators are not providing a clear directional signal, and the options market is reflecting a moderate level of uncertainty.
Recent news sentiment impact: The positive news headlines have likely contributed to VOO's recent stability, but the lack of a clear trend direction suggests that the ETF may continue to trade within its current range.
Technical Analysis Trend Direction: Neutral (range-bound) Support/Resistance Levels: * Lower band: $696.99 * Middle line: $704.92 * Upper band: $712.85 Momentum Signals: * RSI interpretation: Neutral, at 50.31 * MACD signal: Bullish, with a histogram of 2.27 * Bollinger Bands position: Neutral, with the price trading within the bands
Volume Analysis: * Volume SMA 20: 7357652.25 * On-Balance Volume (OBV): 204886803.44 * Volume Rate of Change: -14.31%
News & Sentiment Analysis Recent Headlines Summary: The past week has seen a series of positive news headlines, focusing on the ETF's historical performance and market commentary.
Sentiment Assessment: The overall sentiment is positive, with 5 out of 6 recent headlines having a positive tone.
Catalyst Identification: There are no imminent catalysts that could significantly impact VOO's price action in the short term.
Market Narrative: The positive news headlines have likely contributed to VOO's recent stability, but the lack of a clear trend direction suggests that the ETF may continue to trade within its current range.
Risk & Volatility Assessment Beta Interpretation: 1.00 (vs SPY), indicating moderate volatility relative to the market. Volatility Regime: Historical volatility is relatively low, with HV20 at 8.7%, HV30 at 10.3%, and HV60 at 11.8%.
Options Market Signals: * IV Rank: 0.0% (Low) * Current IV: 20.0% * Expected Move: $19.75 (28 DTE), 7-DTE: $9.80 Volume Flow: 194 calls vs 163 puts, indicating a relatively balanced options market.
Downside Protection: The ETF's support levels are at $696.99 and $704.92, which could provide downside protection if the price falls.
Market Context & Positioning Sector Performance: VOO is outperforming the broader market (S&P 500), with a relative strength of 1.00.
Institutional Activity: The options market is indicating moderate institutional interest, with a put/call volume ratio of 0.84 and an open interest ratio of 0.94.
Correlation Analysis: VOO's price action is highly correlated with the S&P 500 (R-squared = 1.00), suggesting that the ETF may follow the broader market's direction.
Relative Valuation: VOO is trading within its historical range, which suggests a relatively neutral valuation position.
Key Levels & Action Items Critical Price Levels: * Support: $696.99 * Resistance: $712.85
Breakout/Breakdown Levels: None identified at this time.
Time-Sensitive Catalysts: No imminent catalysts are expected to impact VOO's price action in the short term.
Risk Management: Stop-loss levels should be set around $694.00, and position sizing considerations should account for the ETF's moderate volatility relative to the market.
Note: This report provides a comprehensive analysis of VOO using structured data and guidelines. The assessment is neutral, with no clear trend direction or price movement expected in the short term.
Generated
News
All VOO news →
Performance in the last decade is well above the benchmark's historical average.
While the S&P 500 index has been a money-making machine in the long run, investors should still take the time to learn some important information.
The top 10 components recently made up a whopping 38% of the fund's value -- and the top three made up about 20%.
VOO Options Activity & IV Rank
VOO IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 12.4%
7-DTE IV: 8.5%
Expected Move: $19.55
7-DTE Move: $6.75
Days to Exp: 28 (2026-11-06)
Options Flow
Call Volume: 147
Put Volume: 107
P/C Volume: 0.728
NEUTRAL
Call OI: 718
Put OI: 481
P/C OI: 0.67
Total OI: 1,199
ATM Options Pricing
ATM Call: $10.70
ATM Put: $8.85
Call %: 1.5%
Put %: 1.2%
Chain Summary
Chain Volume: 21,657
Chain OI: 127,046
Last Updated: 10/9/2026
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 72nd 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
72%
vs own history
GEX tilt
+0.42
OI-weighted, today
Vanna tilt
+0.58
δ-sensitivity to IV
Charm tilt
-0.65
δ-decay vs time
Vanna tilt +0.58: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.65: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 360 ATM contracts, 55k 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
48%
+5.7
pts
EXTREME
as of Oct 9 · ATM 10.2% / Wing 16.0%
30 DTE / 10d
19%
+5.5
pts
EXTREME
as of Oct 9 · ATM 12.3% / Wing 17.7%
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)0.9LowOct 9
IV Rank (30 DTE)12.4LowOct 9
Straddle Price (30 DTE)$19.55Oct 9
Beta Analysis
Risk Metrics
Beta: 0.9988
Alpha: -0.02%
Correlation: 0.9983
R-Squared: 99.7%
Stock Volatility: 13.0%
Market Volatility: 13.0%
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
VOO 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.
13 filers$5.03B notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $2.16B | 42.83% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $1.05B | 20.78% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $644.02M | 12.80% | 2026-06-30 |
| 4 | Royal Bank of Canada Custodian | $583.93M | 11.60% | 2026-06-30 |
| 5 | Wolverine Trading, LLC Custodian | $508.97M | 10.11% | 2025-09-30 |
| 6 | OLD MISSION CAPITAL LLC | $69.60M | 1.38% | 2026-06-30 |
| 7 | UBS Group AG Custodian | $9.46M | 0.19% | 2026-06-30 |
| 8 | Tidal Investments LLC | $7.07M | 0.14% | 2026-06-30 |
| 9 | Millennium Management LLC Custodian | $4.95M | 0.10% | 2026-06-30 |
| 10 | Twin Tree Management, LP | $1.92M | 0.04% | 2026-06-30 |
| 11 | STG SECURITIES, LLC | $824.17K | 0.02% | 2026-06-30 |
| 12 | HAP TRADING, LLC | $576.29K | 0.01% | 2025-09-30 |
| 13 | ZEGA Investments, LLC | $206.04K | <0.01% | 2026-06-30 |
15 filers$6.69B notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $4.05B | 60.50% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $1.44B | 21.57% | 2026-06-30 |
| 3 | Jane Street Group, LLC Custodian | $552.61M | 8.25% | 2026-06-30 |
| 4 | Royal Bank of Canada Custodian | $470.95M | 7.04% | 2026-06-30 |
| 5 | Wolverine Trading, LLC Custodian | $101.83M | 1.52% | 2025-09-30 |
| 6 | OLD MISSION CAPITAL LLC | $51.45M | 0.77% | 2026-06-30 |
| 7 | Walleye Trading LLC | $7.83M | 0.12% | 2026-06-30 |
| 8 | Tidal Investments LLC | $7.07M | 0.11% | 2026-06-30 |
| 9 | Millennium Management LLC Custodian | $2.54M | 0.04% | 2026-06-30 |
| 10 | Lido Advisors, LLC | $1.79M | 0.03% | 2026-06-30 |
| 11 | LPL Financial LLC Custodian | $1.72M | 0.03% | 2026-06-30 |
| 12 | Berger Financial Group, Inc | $1.51M | 0.02% | 2026-06-30 |
| 13 | STG SECURITIES, LLC | $1.10M | 0.02% | 2026-06-30 |
| 14 | FIFTH THIRD BANCORP | $5.05K | <0.01% | 2026-06-30 |
| 15 | Cetera Investment Advisers Custodian | $2.11K | 0.00% | 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
5.73M
SI % of Float
0.39%
Days to Cover
1.00
Short Vol Ratio
67.2%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-09
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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