Zacks Investment ResearchT3·16d ago
VOX Vanguard Communication Services ETF
ETF 187.62 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.
VOX
$187.62
—
Key stats
$187.62
- 52-Week Range
- $172.37 – $200.77
- YTD
- -2.82%
- IV Rank (30D)
- 67.23
- Straddle Price
- $9.00
- P/C Vol Ratio
- 2.50
- Open
- $187.70
- Day Range
- $186.93 – $189.27
- Volume
- 333,631
- Prev Close
- $188.96
About
Vanguard Communication Services ETF (VOX) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2004-09-23
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.09% issuer, Oct 21, 2026
- Assets
- $6.0B shares × price, Oct 20, 2026
- Trailing yield
- 0.99% paid quarterly
- Average daily volume
- $69M 30 sessions
- Holdings
- 117 top 10 are 71.4%
- Listed
- Sep 23, 2004 NYSE Arca
- Last fee change
- -1 bp filed Feb 3, 2025
- Net asset value
- $189.03 issuer, Oct 20, 2026 · closed -0.04% to NAV
- 30-day SEC yield
- 0.91% issuer, Sep 30, 2026
- Tracking difference
- +0.19 pts vs index, after fees, FY 2025
Cost88
Liquidity95
Scale100
Diversification22
Moves with. US large-cap stocks (45% of its variance, beta 1.01). These factors explain 49% of its daily moves over the last year.
Stated objective. Vanguard Communication Services ETF, an exchange-traded share class of Vanguard Communication Services Index Fund (the Fund), seeks to track the performance of a benchmark index that measures the investment return of communication services stocks. (from the fund's prospectus)
All 117 holdingsFlow historySimilar fundsOverlap toolAll Communication Services ETFs
Fund flows
through May 2026SEC filingsReported for all 2 share classes of this fund together, including its mutual fund classes.
- May 2026
- +$263M latest reported month
- Latest 3 months
- +$109M +1.7% of assets
- Latest 12 months
- +$332M +5.0% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$263M |
| Apr 2026 | +$4.8M |
| Mar 2026 | −$159M |
| Feb 2026 | −$104M |
| Jan 2026 | −$129M |
| Dec 2025 | +$77M |
| Nov 2025 | +$227M |
| Oct 2025 | −$42M |
| Sep 2025 | +$40M |
| Aug 2025 | +$12M |
| Jul 2025 | −$73M |
| Jun 2025 | +$214M |
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 | |
|---|---|---|---|---|---|
| FCOMFidelity MSCI Communication Services Index ETF | 95% | 0.08% | $1.7B | +1.7% | compare |
| XLCState Street Communication Services Select Sector SPDR ETF | 76% | 0.08% | $23.5B | −4.1% | compare |
| IXPiShares Global Comm Services ETF | 68% | 0.37% | $454M | −5.5% | compare |
| GXPCGlobal X PureCap MSCI Communication Services ETF | 66% | 0.15% | $93M | +8.0% | compare |
| LTLProShares Ultra Communication Services | 53% | 0.95% | $5.8M | −14.6% | 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
- +6.5% 29% under, 13% over · 97% covered
- Price / earnings
- 23.2 12% loss-making · 97% covered
- Price / book · sales
- 3.4 · 2.6 revenue growth +12.8%
- Above 200-day average
- 46% 43% above 50-day · by weight
- Short interest
- 3.9% of float, weighted · 2.9 days to cover
- Insider buying
- 0% of weight had net insider buying, 90 days; 55% net selling
- 13F holders
- +0.9% change in shares held by institutions, latest quarter
- Reporting earnings
- 61.1% of weight in 7 days; 78.8% in 14
Holdings reporting in the next 14 days · weighted implied move this week 3.65%
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 | PSKYParamount Skydance Corp | 0.22% | — | — |
| New position | SKYDParamount Skydance Corp | — | 0.13% | — |
1 new, 1 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 5.5%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 11 active of 34 with agreements; top 3 did 61%
- Created · redeemed
- $1.8B · $1.4B over the fiscal year
- Redemptions in kind
- 1% creations 1% in kind
- Creation unit
- 25,000 shares
- Securities lending
- 0.43% of assets on loan on average; earned 9.1 bp
- Return vs index
- +0.19 pts after fees; +0.32 before; daily s.d. 0.13
- Diversification status
- Non-diversified may concentrate in fewer issuers
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
117
AUM
$6.3B
Provider
Vanguard
Inception
2004-09-23
Exchange
ARCX
Data As Of
2026-09-30
Expense Ratio
0.09%
Dividend Yield
0.99%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-23 | 2026-09-25 | $0.3556 | CD |
| 2026-06-24 | 2026-06-26 | $0.4492 | CD |
| 2026-03-24 | 2026-03-26 | $0.4359 | CD |
| 2025-12-17 | 2025-12-19 | $0.6239 | CD |
| 2025-09-24 | 2025-09-26 | $0.4547 | CD |
| 2025-06-26 | 2025-06-30 | $0.3825 | CD |
Asset Allocation
Top Holdings
top 50 of 117 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| META | Meta Platforms Inc | 25.40% | Equity (US) | US |
| GOOGL | Alphabet Inc | 14.02% | Equity (US) | US |
| GOOG | Alphabet Inc | 7.72% | Equity (US) | US |
| DIS | Walt Disney Co/The | 4.27% | Equity (US) | US |
| VZ | Verizon Communications Inc | 4.05% | Equity (US) | US |
| T | AT&T Inc | 4.05% | Equity (US) | US |
| NFLX | Netflix Inc | 3.78% | Equity (US) | US |
| SPCX | Space Exploration Technologies Corp | 2.89% | Equity (US) | US |
| WBD | Warner Bros Discovery Inc | 2.74% | Equity (US) | US |
| TMUS | T-Mobile US Inc | 2.45% | Equity (US) | US |
| CMCSA | Comcast Corp | 2.42% | Equity (US) | US |
| APP | AppLovin Corp | 2.32% | Equity (US) | US |
| TTWO | Take-Two Interactive Software Inc | 1.79% | Equity (US) | US |
| LYV | Live Nation Entertainment Inc | 1.57% | Equity (US) | US |
| RBLX | ROBLOX Corp | 1.51% | Equity (US) | US |
| OMC | Omnicom Group Inc | 1.24% | Equity (US) | US |
| ROKU | Roku Inc | 1.19% | Equity (US) | US |
| FWONK | Liberty Media Corp | 1.16% | Equity (US) | US |
| RDDT | Reddit Inc | 0.98% | Equity (US) | US |
| ASTS | AST SpaceMobile Inc | 0.85% | Equity (US) | US |
| CHTR | Charter Communications Inc | 0.71% | Equity (US) | US |
| ECHO | EchoStar Corp | 0.69% | Equity (US) | US |
| TKO | TKO Group Holdings Inc | 0.66% | Equity (US) | US |
| NWSA | News Corp | 0.61% | Equity (US) | US |
| NYT | New York Times Co/The | 0.55% | Equity (US) | US |
| FOXA | Fox Corp | 0.54% | Equity (US) | US |
| MTCH | Match Group Inc | 0.52% | Equity (US) | US |
| — | SLBBH1142 | 0.52% | Cash/Money Market | — |
| PINS | Pinterest Inc | 0.50% | Equity (US) | US |
| FOX | Fox Corp | 0.44% | Equity (US) | US |
| MSGS | Madison Square Garden Sports Corp | 0.37% | Equity (US) | US |
| SNAP | Snap Inc | 0.34% | Equity (US) | US |
| LUMN | Lumen Technologies Inc | 0.32% | Equity (US) | US |
| TTD | Trade Desk Inc/The | 0.30% | Equity (US) | US |
| — | MKTLIQ | 0.29% | Cash/Money Market | — |
| SIRI | Sirius XM Holdings Inc | 0.28% | Equity (US) | US |
| NXST | Nexstar Media Group Inc | 0.28% | Equity (US) | US |
| VSNT | Versant Media Group Inc | 0.26% | Equity (US) | US |
| IRDM | Iridium Communications Inc | 0.26% | Equity (US) | US |
| LLYVK | Liberty Live Holdings Inc | 0.26% | Equity (US) | US |
| GSAT | Globalstar Inc | 0.25% | Equity (US) | US |
| CNK | Cinemark Holdings Inc | 0.23% | Equity (US) | US |
| MGNI | Magnite Inc | 0.21% | Equity (US) | US |
| NWS | News Corp | 0.21% | Equity (US) | US |
| SPHR | Sphere Entertainment Co | 0.21% | Equity (US) | US |
| WMG | Warner Music Group Corp | 0.20% | Equity (US) | US |
| TDS | Telephone and Data Systems Inc | 0.19% | Equity (US) | US |
| MSGE | Madison Square Garden Entertainment Corp | 0.18% | Equity (US) | US |
| AMC | AMC Entertainment Holdings Inc | 0.16% | Equity (US) | US |
| PPLI | People Inc | 0.15% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 1.36% | -6.75% | 13.73% | 4.82% | 6.54% | 3.32% | 3.84% |
| Feb | 4.96% | -6.90% | -5.45% | 3.55% | -3.82% | -3.34% | -1.83% |
| Mar | -1.40% | 1.57% | 7.26% | 2.01% | -6.16% | -6.29% | -0.50% |
| Apr | 4.72% | -15.58% | 2.04% | -4.44% | -1.80% | 8.49% | -1.09% |
| May | 0.50% | -1.11% | 2.68% | 5.00% | 7.49% | 0.18% | 2.46% |
| Jun | 3.56% | -8.03% | 3.53% | 2.61% | 6.67% | -5.58% | 0.46% |
| Jul | 0.02% | 2.63% | 5.48% | -0.97% | 3.07% | -3.80% | 1.07% |
| Aug | 3.91% | -3.37% | -2.46% | 1.75% | 5.07% | -0.82% | 0.68% |
| Sep | -6.56% | -13.06% | -3.34% | 6.54% | 4.49% | 2.74% | -1.53% |
| Oct | -1.01% | -0.33% | -2.16% | 1.95% | 0.53% | -0.69%* | -0.29% |
| Nov | -6.65% | 6.03% | 6.88% | 4.64% | 3.18% | -- | 2.82% |
| Dec | 4.79% | -7.82% | 4.64% | -1.50% | 1.94% | -- | 0.41% |
| Total | 7.51% | -43.14% | 36.15% | 28.60% | 29.55% | -6.51% | 8.69% |
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: $191.41
SMA 50: $190.04
SMA 200: $190.14
Current: $187.62
EMA 12: $190.44
EMA 26: $190.84
MACD: -0.3996 | Signal: -0.6154
BULLISH
ADX (14): 10.47
RANGE
+DI: 18.00
−DI: 22.84
Momentum Oscillators
RSI (14): 43.08
NEUTRAL
Stoch %K: 13.38
Stoch %D: 20.23
Williams %R: -91.96
Volume & Volatility
BB Upper: $195.65
BB Lower: $187.16
NEUTRAL
OBV: 7,364,634
Vol SMA 20: 325,966
Vol ROC: 23.61%
ATR: $2.98
True Range: $2.34
HV 20: 17.6%
HV 30: 21.3%
HV 60: 20.4%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers:
- Recent positive news headlines surrounding SpaceX's performance, which has contributed to a bullish sentiment
- Moderate volatility levels, indicating a relatively stable market environment
- Technical indicators showing a range-bound market with no clear direction
Primary Risks:
- Overbought RSI levels, suggesting potential for a pullback or consolidation
- Bearish MACD signal, indicating possible reversal
- High beta levels relative to the market, making the stock more susceptible to market fluctuations
Investment Thesis: VOX is currently in a range-bound phase, with no clear direction. The recent positive news headlines surrounding SpaceX have contributed to a bullish sentiment, but caution is advised due to overbought RSI levels and bearish MACD signal.
Recent News Sentiment Impact: The recent news headlines have been overwhelmingly positive, contributing to the bullish sentiment. However, it's essential to consider that this positivity may be factored into the current price level.
Technical Analysis
Trend Direction:
- Short-term: Range-bound
- Medium-term: Uptrend (SMA 50 above SMA 200)
- Long-term: Downtrend (SMA 200 below SMA 20)
Support/Resistance Levels:
- Upper Bollinger Band: $191.50
- Middle Band: $185.21
- Lower Band: $178.91
Momentum Signals:
- RSI: Overbought (48.44), indicating potential for a pullback or consolidation
- MACD: Bearish signal, suggesting possible reversal
- Bollinger Bands: Neutral signal, with price trading within the middle band
Volume Analysis:
- Volume SMA 20: 298838.88
- On-Balance Volume (OBV): 12045724.82
- Volume Rate of Change: -59.83%, indicating decreasing volume and potentially waning interest
News & Sentiment Analysis
Recent Headlines Summary: The news headlines have been predominantly positive, highlighting SpaceX's performance and Vanguard ETFs' increased buying activity.
Sentiment Assessment: Positive sentiment dominates, with an aggregate sentiment score of 80% (positive) out of 100%.
Catalyst Identification: Earnings season is approaching, which could provide a catalyst for the stock. Additionally, any significant changes in the market or regulatory environment could impact VOX's performance.
Market Narrative: The recent news headlines have contributed to a bullish sentiment, but it's essential to consider that this positivity may be factored into the current price level.
Risk & Volatility Assessment
Risk Analysis:
- Beta: 0.92 (moderate risk relative to SPY)
- Alpha: -0.11
- Correlation: 0.68
- Stock Volatility: 0.17
Volatility Regime: Current volatility levels are relatively low, indicating a stable market environment.
Options Market Signals:
- IV Rank: 7.8% (low), suggesting historically low volatility
- Current IV: 22.1%
- Expected Move: $8.07 (30 DTE)
- Put/Call Volume Ratio: 0.06 (bullish sentiment)
Downside Protection: Support levels are established at the lower Bollinger Band ($178.91). However, caution is advised due to overbought RSI levels and bearish MACD signal.
Market Context & Positioning
Sector Performance: VOX is performing relatively well within its sector, with a moderate correlation to the market (R-squared: 0.68).
Institutional Activity: Vanguard ETFs have been increasing their buying activity, indicating institutional interest in the stock.
Correlation Analysis: The stock's performance is moderately correlated to the market (R-squared: 0.68), suggesting that it may follow the broader market trend.
Relative Valuation: VOX is trading within its historical range, with no clear indication of undervaluation or overvaluation.
Key Levels & Action Items
Critical Price Levels:
- Support: $178.91
- Resistance: $191.50
Breakout/Breakdown Levels:
- Potential breakdown below the lower Bollinger Band ($178.91)
- Potential breakout above the upper Bollinger Band ($191.50)
Time-Sensitive Catalysts: Earnings season is approaching, which could provide a catalyst for the stock.
Risk Management: Consider using stop-loss levels at $180 and $190 to manage risk. Position sizing considerations should account for the moderate volatility levels.
Note: The above analysis provides a comprehensive overview of VOX's technical and fundamental indicators, as well as recent news headlines and market context. The report highlights both bullish and bearish cases, providing an objective assessment of the stock's prospects.
Generated
News
All VOX news →
Zacks Investment ResearchT3·17d ago
Zacks Investment ResearchT3·20d ago
The Motley FoolT3·2mo ago
The Motley FoolT3·3mo ago
The Motley FoolT3·4mo ago
Investing.comT3·4mo ago
The Motley FoolT3·7mo ago
BenzingaT3·9mo ago
Investing.comT3·14mo ago
Showing 1–10 of 50
Page 1 of 5
VOX Options Activity & IV Rank
VOX IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 21.1%
7-DTE IV: —
Expected Move: $9.00
7-DTE Move: $9.00
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 4
Put Volume: 10
P/C Volume: 2.5
BEARISH
Call OI: 4
Put OI: 16
P/C OI: 4.0
Total OI: 20
ATM Options Pricing
ATM Call: $4.67
ATM Put: $4.33
Call %: 2.5%
Put %: 2.3%
Chain Summary
Chain Volume: 125
Chain OI: 313
Last Updated: 10/21/2026
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Dealer Positioning
HIGH γ vs HISTORY
Estimated net dealer gamma is at the 97th percentile of this name's own daily history, near the high end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
97%
vs own history
GEX tilt
+0.79
OI-weighted, today
Vanna tilt
-0.16
δ-sensitivity to IV
Charm tilt
-0.14
δ-decay vs time
? What is this?
· 4 ATM contracts, 0k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · ATM 20.9% / 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)67.2MediumOct 21
Straddle Price (30 DTE)$9.00Oct 21
Beta Analysis
Risk Metrics
Beta: 0.9263
Alpha: -11.98%
Correlation: 0.6410
R-Squared: 41.1%
Stock Volatility: 18.4%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Moderate volatility - stock generally follows market
Beta & Alpha Over Time
VOX 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.
2 filers$9.18M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $6.66M | 72.55% | 2026-06-30 |
| 2 | Belvedere Trading LLC | $2.52M | 27.45% | 2026-06-30 |
2 filers$1.47M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $1.10M | 75.00% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $367.90K | 25.00% | 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
70.91K
SI % of Float
0.22%
Days to Cover
1.00
Short Vol Ratio
71.5%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|