Zacks Investment ResearchT3·2d ago
VOT Vanguard Morningstar Mid-Cap Growth ETF
ETF 289.24 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.
VOT
$289.24
—
Key stats
$289.24
- 52-Week Range
- $248.23 – $315.14
- YTD
- +2.83%
- IV Rank (30D)
- 61.92
- Straddle Price
- $11.80
- P/C Vol Ratio
- 0.77
- Open
- $290.67
- Day Range
- $287.67 – $291.66
- Volume
- 464,979
- Prev Close
- $293.83
About
Vanguard Morningstar Mid-Cap Growth ETF (VOT) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2006-08-17
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.05% issuer, Oct 22, 2026
- Assets
- $19.3B shares × price, Oct 21, 2026
- Trailing yield
- 0.60% paid quarterly
- Average daily volume
- $64M 30 sessions
- Holdings
- 127 top 10 are 21.2%
- Listed
- Aug 17, 2006 NYSE Arca
- Last fee change
- -2 bp filed Feb 2, 2026
- Net asset value
- $294.01 issuer, Oct 21, 2026 · closed -0.06% to NAV
- 30-day SEC yield
- 0.61% issuer, Sep 30, 2026
- Tracking difference
- -0.17 pts vs index, after fees, FY 2025
Cost92
Liquidity94
Scale100
Diversification93
Moves with. US large-cap stocks (71% of its variance, beta 1.14); Small caps over large (10% of its variance, beta 0.40); Emerging markets over US (4% of its variance, beta 0.11). These factors explain 84% of its daily moves over the last year.
Stated objective. Vanguard Mid-Cap Growth Index Fund (the Fund) seeks to track the performance of a benchmark index that measures the investment return of mid-capitalization growth stocks. (from the fund's prospectus)
All 127 holdingsFlow historySimilar fundsOverlap toolAll Mid Cap Growth ETFs
Fund flows
through Jun 2026SEC filingsReported for all 3 share classes of this fund together, including its mutual fund classes.
- Jun 2026
- +$132M latest reported month
- Latest 3 months
- −$12M −0.0% of assets
- Latest 12 months
- +$802M +2.3% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$132M |
| May 2026 | −$32M |
| Apr 2026 | −$113M |
| Mar 2026 | −$86M |
| Feb 2026 | −$173M |
| Jan 2026 | +$22M |
| Dec 2025 | +$245M |
| Nov 2025 | +$17M |
| Oct 2025 | +$214M |
| Sep 2025 | +$271M |
| Aug 2025 | +$65M |
| Jul 2025 | +$238M |
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 | |
|---|---|---|---|---|---|
| IMCGiShares Morningstar Mid-Cap Growth ETF | 48% | 0.06% | $4.1B | +15.4% | compare |
| VOVanguard Morningstar Mid-Cap ETF | 44% | 0.03% | $107.3B | +11.4% | compare |
| IWPiShares Russell Mid-Cap Growth ETF | 40% | 0.23% | $19.3B | −4.0% | compare |
| FEMGFidelity Enhanced Mid Cap Growth ETF | 38% | 0.23% | $6.5M | — | compare |
| IMCBiShares Morningstar Mid-Cap ETF | 29% | 0.04% | $1.7B | +18.4% | 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
- −3.5% 19% under, 44% over · 100% covered
- Price / earnings
- 48.3 13% loss-making · 99% covered
- Price / book · sales
- 6.9 · 5.1 revenue growth +14.4%
- Above 200-day average
- 56% 47% above 50-day · by weight
- Short interest
- 4.4% of float, weighted · 3.4 days to cover
- Insider buying
- 8% of weight had net insider buying, 90 days; 65% net selling
- 13F holders
- +3.0% change in shares held by institutions, latest quarter
- Reporting earnings
- 37.9% of weight in 7 days; 72.8% in 14
Holdings reporting in the next 14 days · weighted implied move this week 3.94%
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 |
|---|---|---|---|---|
| Exit | STXSeagate Technology Holdings PLC | 2.09% | — | — |
| Exit | WDCWestern Digital Corp | 1.74% | — | — |
| Increase | HLTHilton Worldwide Holdings Inc | 0.81% | 1.69% | +97.7% |
| Increase | ALABAstera Labs Inc | 0.51% | 1.31% | +102.4% |
| New position | KEYSKeysight Technologies Inc | — | 0.73% | — |
| New position | HONAHoneywell Aerospace Inc | — | 0.58% | — |
| Increase | RSGRepublic Services Inc | 0.50% | 0.99% | +99.1% |
| Increase | LITELumentum Holdings Inc | 1.60% | 2.06% | +15.3% |
| New position | ONON Semiconductor Corp | — | 0.35% | — |
| Decrease | ZTSZoetis Inc | 0.65% | 0.31% | −50.7% |
4 new, 8 exited, 7 increased and 6 decreased between the fund's two latest holdings reports; turnover 9.5%. Full holdings and history
Under the hood
fiscal year to Dec 31, 2025SEC census- Authorized participants
- 12 active of 40 with agreements; top 3 did 80%
- Created · redeemed
- $5.6B · $4.4B over the fiscal year
- Redemptions in kind
- 100% creations 99% in kind
- Creation unit
- 25,000 shares
- Securities lending
- 0.10% of assets on loan on average; earned 2.9 bp
- Return vs index
- -0.17 pts after fees; +0.04 before; daily s.d. 0.07
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
127
AUM
$33.2B
Provider
Vanguard
Inception
2006-08-17
Exchange
ARCX
Data As Of
2026-09-30
Expense Ratio
0.05%
Dividend Yield
0.60%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-28 | 2026-09-30 | $0.3892 | CD |
| 2026-06-26 | 2026-06-30 | $0.3993 | CD |
| 2026-03-27 | 2026-03-31 | $0.5097 | CD |
| 2025-12-22 | 2025-12-24 | $0.4788 | CD |
| 2025-09-29 | 2025-10-01 | $0.4337 | CD |
| 2025-06-30 | 2025-07-02 | $0.4264 | CD |
Asset Allocation
Top Holdings
top 50 of 127 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| NET | Cloudflare Inc | 2.65% | Equity (US) | US |
| PWR | Quanta Services Inc | 2.28% | Equity (US) | US |
| VRT | Vertiv Holdings Co | 2.20% | Equity (US) | US |
| DDOG | Datadog Inc | 2.17% | Equity (US) | US |
| HWM | Howmet Aerospace Inc | 2.13% | Equity (US) | US |
| HOOD | Robinhood Markets Inc | 2.10% | Equity (US) | US |
| LITE | Lumentum Holdings Inc | 2.06% | Equity (US) | US |
| CEG | Constellation Energy Corp | 2.02% | Equity (US) | US |
| BE | Bloom Energy Corp | 1.83% | Equity (US) | US |
| ROST | Ross Stores Inc | 1.77% | Equity (US) | US |
| MSI | Motorola Solutions Inc | 1.74% | Equity (US) | US |
| HLT | Hilton Worldwide Holdings Inc | 1.69% | Equity (US) | US |
| DASH | DoorDash Inc | 1.69% | Equity (US) | US |
| RCL | Royal Caribbean Cruises Ltd | 1.60% | Equity (US) | US |
| MPWR | Monolithic Power Systems Inc | 1.49% | Equity (US) | US |
| TER | Teradyne Inc | 1.48% | Equity (US) | US |
| TDG | TransDigm Group Inc | 1.41% | Equity (US) | US |
| FIX | Comfort Systems USA Inc | 1.38% | Equity (US) | US |
| TRGP | Targa Resources Corp | 1.37% | Equity (US) | US |
| FAST | Fastenal Co | 1.34% | Equity (US) | US |
| AME | AMETEK Inc | 1.34% | Equity (US) | US |
| COHR | Coherent Corp | 1.33% | Equity (US) | US |
| SNOW | Snowflake Inc | 1.32% | Equity (US) | US |
| GWW | WW Grainger Inc | 1.32% | Equity (US) | US |
| FTNT | Fortinet Inc | 1.32% | Equity (US) | US |
| ALAB | Astera Labs Inc | 1.31% | Equity (US) | US |
| O | Realty Income Corp | 1.21% | Equity (US) | US |
| CIEN | Ciena Corp | 1.18% | Equity (US) | US |
| EW | Edwards Lifesciences Corp | 1.18% | Equity (US) | US |
| A | Agilent Technologies Inc | 1.15% | Equity (US) | US |
| GRMN | Garmin Ltd | 1.11% | Equity (Foreign) | CH |
| VST | Vistra Corp | 1.10% | Equity (US) | US |
| AZO | AutoZone Inc | 1.09% | Equity (US) | US |
| ADSK | Autodesk Inc | 1.04% | Equity (US) | US |
| VTR | Ventas Inc | 1.03% | Equity (US) | US |
| WAT | Waters Corp | 1.02% | Equity (US) | US |
| CVNA | Carvana Co | 1.01% | Equity (US) | US |
| MCHP | Microchip Technology Inc | 1.00% | Equity (US) | US |
| RSG | Republic Services Inc | 0.99% | Equity (US) | US |
| RKLB | Rocket Lab Corp | 0.99% | Equity (US) | US |
| VEEV | Veeva Systems Inc | 0.98% | Equity (US) | US |
| IDXX | IDEXX Laboratories Inc | 0.97% | Equity (US) | US |
| CMG | Chipotle Mexican Grill Inc | 0.96% | Equity (US) | US |
| XYZ | Block Inc | 0.94% | Equity (US) | US |
| COIN | Coinbase Global Inc | 0.93% | Equity (US) | US |
| WCN | Waste Connections Inc | 0.92% | Equity (US) | — |
| TTWO | Take-Two Interactive Software Inc | 0.92% | Equity (US) | US |
| WDAY | Workday Inc | 0.88% | Equity (US) | US |
| YUM | Yum! Brands Inc | 0.88% | Equity (US) | US |
| MSCI | MSCI Inc | 0.83% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.45% | -11.81% | 9.88% | -0.02% | 6.15% | -1.52% | 0.52% |
| Feb | 1.34% | -2.25% | -3.74% | 4.47% | -3.80% | 0.32% | -0.61% |
| Mar | -3.58% | 2.87% | 1.47% | 1.82% | -3.91% | -7.48% | -1.47% |
| Apr | 3.23% | -11.95% | -2.04% | -4.54% | 1.08% | 9.21% | -0.83% |
| May | 0.19% | -4.02% | 0.20% | 2.53% | 7.21% | 4.77% | 1.81% |
| Jun | 5.90% | -7.01% | 6.69% | 0.99% | 5.30% | 1.61% | 2.25% |
| Jul | 1.84% | 10.27% | 3.35% | 2.22% | 2.89% | -3.07% | 2.92% |
| Aug | 2.84% | -3.22% | -3.08% | 4.23% | 1.17% | 0.16% | 0.35% |
| Sep | -5.17% | -8.97% | -5.93% | 5.03% | 2.31% | -1.54% | -2.38% |
| Oct | 7.41% | 3.66% | -5.30% | 0.97% | -0.67% | -1.93%* | 0.69% |
| Nov | -3.12% | 5.55% | 11.23% | 10.55% | -2.75% | -- | 4.29% |
| Dec | 4.66% | -7.26% | 5.81% | -6.28% | -0.76% | -- | -0.77% |
| Total | 16.28% | -31.30% | 18.04% | 23.06% | 14.31% | -0.38% | 6.67% |
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: $295.42
SMA 50: $298.25
SMA 200: $288.36
Current: $289.24
EMA 12: $293.28
EMA 26: $295.09
MACD: -1.8027 | Signal: -0.6852
BEARISH
ADX (14): 20.61
WEAK TREND
+DI: 17.57
−DI: 32.00
Momentum Oscillators
RSI (14): 42.42
NEUTRAL
Stoch %K: 25.16
Stoch %D: 21.80
Williams %R: -86.88
Volume & Volatility
BB Upper: $304.19
BB Lower: $286.66
NEUTRAL
OBV: 1,846,476
Vol SMA 20: 248,105
Vol ROC: 160.95%
ATR: $4.75
True Range: $6.16
HV 20: 19.6%
HV 30: 17.6%
HV 60: 17.1%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis
LLM Stock Analysis Report
SYMBOL: VOT
Executive Summary:
- Overall Assessment: NEUTRAL with confidence level 6/10
- Key Drivers: Technical indicators, news sentiment, and options activity
- Primary Risks: Volatility, earnings miss, and negative news sentiment
- Investment Thesis: VOT is a mid-cap growth ETF that has been trending higher over the past few months. The recent news headlines are generally positive, but the options market is pricing in volatility.
- Recent News Sentiment Impact: Positive news sentiment from Zacks Investment Research and The Motley Fool has contributed to the stock's upward momentum.
Technical Analysis:
- Trend Direction: Short-term: Uptrend (since 2025-03-21); Medium-term: Uptrend; Long-term: Uptrend
- Support/Resistance Levels: SMA 20 ($303.22), SMA 50 ($301.10), and Bollinger Bands' upper band ($314.51) are key levels to monitor.
- Momentum Signals:
- RSI interpretation: Neutral (36.99)
- MACD signal: Bearish momentum (crossover below signal line)
- Bollinger Bands position: Squeeze
- Volume Analysis: Volume is increasing, indicating institutional interest and potential for further price appreciation.
News & Sentiment Analysis:
- Recent Headlines Summary: The past 10 news articles are generally positive, with themes related to ETF performance and market commentary.
- Sentiment Assessment: Positive sentiment (7/10) based on the majority of news headlines.
- Catalyst Identification: No imminent catalysts identified, but earnings reports could impact the stock's price in the future.
- Market Narrative: The news sentiment is aligned with the technical signals, indicating a potential uptrend.
Risk & Volatility Assessment:
- Beta Interpretation: High risk (beta 1.21) relative to the market.
- Volatility Regime: Current volatility is higher than historical levels.
- Options Market Signals: IV rank is low (10.7%), indicating historically low volatility. The options market is pricing in a $12.55 move by expiration, which could indicate potential for further price appreciation or contraction.
- Downside Protection: SMA 50 and Bollinger Bands' lower band ($291.93) are key support levels to monitor.
Market Context & Positioning:
- Sector Performance: VOT is outperforming its sector peers.
- Institutional Activity: Institutional interest is increasing, as evident from the rising volume trend.
- Correlation Analysis: The stock has a high correlation with the market (0.89), indicating that it moves similarly to the broader market.
- Relative Valuation: VOT is trading within its historical range.
Key Levels & Action Items:
- Critical Price Levels: SMA 20 ($303.22) and Bollinger Bands' upper band ($314.51)
- Breakout/Breakdown Levels: Technical levels that could trigger significant moves include the SMA 50 ($301.10), SMA 200 ($286.51), and Bollinger Bands' lower band ($291.93).
- Time-Sensitive Catalysts: No imminent catalysts identified, but earnings reports could impact the stock's price in the future.
- Risk Management: Consider setting stop-loss levels at SMA 50 ($301.10) or Bollinger Bands' lower band ($291.93) to manage potential downside risk.
Conclusion:
VOT is a mid-cap growth ETF that has been trending higher over the past few months. The recent news headlines are generally positive, but the options market is pricing in volatility. Technical indicators indicate an uptrend, and institutional interest is increasing. However, the stock's high beta relative to the market indicates high risk. Risk management considerations include setting stop-loss levels at key support levels and monitoring for potential catalysts that could impact the stock's price.
Generated
News
All VOT news →
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BenzingaT3·25mo ago
Showing 1–10 of 50
Page 1 of 5
VOT Options Activity & IV Rank
VOT IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 18.2%
7-DTE IV: —
Expected Move: $11.80
7-DTE Move: $11.80
Days to Exp: 29 (2026-11-20)
Options Flow
Call Volume: 13
Put Volume: 10
P/C Volume: 0.769
NEUTRAL
Call OI: 257
Put OI: 244
P/C OI: 0.949
Total OI: 501
ATM Options Pricing
ATM Call: $5.80
ATM Put: $6.00
Call %: 2.0%
Put %: 2.1%
Chain Summary
Chain Volume: 448
Chain OI: 1,198
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
LOW γ vs HISTORY
Estimated net dealer gamma is at the 8th percentile of this name's own daily history, near the low end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
8%
vs own history
GEX tilt
-0.05
OI-weighted, today
Vanna tilt
+0.91
δ-sensitivity to IV
Charm tilt
-0.96
δ-decay vs time
Vanna tilt +0.91: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.96: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 11 ATM contracts, 1k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
—
—
pts
EXTREME
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 18.0% / 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)61.9MediumOct 22
Straddle Price (30 DTE)$11.80Oct 22
Beta Analysis
Risk Metrics
Beta: 1.2407
Alpha: -16.29%
Correlation: 0.8831
R-Squared: 78.0%
Stock Volatility: 17.9%
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
VOT 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.
4 filers$28.49M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $9.65M | 33.87% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $9.10M | 31.94% | 2026-06-30 |
| 3 | Tidal Investments LLC | $4.96M | 17.42% | 2026-06-30 |
| 4 | Citadel Advisors LLC Custodian | $4.78M | 16.77% | 2026-06-30 |
4 filers$15.19M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Jane Street Group, LLC Custodian | $6.40M | 42.14% | 2026-06-30 |
| 2 | Tidal Investments LLC | $4.96M | 32.66% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $2.63M | 17.34% | 2026-06-30 |
| 4 | Susquehanna International Group, LLP Custodian | $1.19M | 7.86% | 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
84.46K
SI % of Float
0.13%
Days to Cover
1.00
Short Vol Ratio
56.9%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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