BenzingaT3·18mo ago
VSDA VictoryShares Dividend Accelerator ETF
ETF 62.52 +0.00% After hoursETF 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.
VSDA
$62.52
▲ +0.00%
Key stats
$62.52
After hours
$62.52
+0.00%
- 52-Week Range
- $51.37 – $63.72
- YTD
- +17.87%
- IV Rank (30D)
- 13.26
- Straddle Price
- $0.00
- Open
- $61.94
- Day Range
- $61.94 – $62.80
- Volume
- 6,412
- Prev Close
- $61.39
About
VictoryShares Dividend Accelerator ETF (VSDA) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2017-04-18
- Has Options
- Yes
Fund profile
holdings as of Jun 30, 2026SEC filingthrough Jun 2026flows, SEC filings
Defined-outcome fund. The stated cap and buffer apply only from the first day of the outcome period to its last; buying in between gives different terms. See what is left in the ETF lab.
- Expense ratio
- 0.35% prospectus, filed Oct 24, 2025
- Assets
- $227M shares × price, Nov 6, 2026
- Trailing yield
- 2.44% paid monthly
- Average daily volume
- $637K 30 sessions
- Holdings
- 80 top 10 are 30.6%
- Listed
- Apr 18, 2017 Nasdaq
- Tracking difference
- -0.44 pts vs index, after fees, FY 2026
Cost90
Liquidity27
Scale50
Diversification80
Moves with. Value over growth (34% of its variance, beta 0.70); US large-cap stocks (32% of its variance, beta 0.90); Developed markets ex-US over US (3% of its variance, beta 0.12). These factors explain 77% of its daily moves over the last year.
Stated objective. The VictoryShares Dividend Accelerator ETF (the Fund) seeks to provide investment results that track the performance of the Nasdaq Victory Dividend Accelerator Index (the Index) before fees and expenses. (from the fund's prospectus)
All 80 holdingsFlow historySimilar fundsOverlap toolAll Accelerated & Barrier ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- $0 latest reported month
- Latest 3 months
- +$8.3M +3.4% of assets
- Latest 12 months
- −$21M −8.7% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | $0 |
| May 2026 | $0 |
| Apr 2026 | +$8.3M |
| Mar 2026 | $0 |
| Feb 2026 | −$5.8M |
| Jan 2026 | $0 |
| Dec 2025 | −$5.3M |
| Nov 2025 | −$10M |
| Oct 2025 | −$2.7M |
| Sep 2025 | +$2.7M |
| Aug 2025 | −$5.4M |
| Jul 2025 | −$2.6M |
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 | |
|---|---|---|---|---|---|
| KNGFT Vest S&P 500 Dividend Aristocrats Target Income ETF | 54% | 0.74% | $3.4B | +8.2% | compare |
| NOBLProShares S&P 500 Dividend Aristocrats ETF | 53% | 0.35% | $12.1B | +18.0% | compare |
| TMDVProShares Russell US Dividend Growers ETF | 52% | 0.35% | $4.8M | +17.3% | compare |
| SDYState Street SPDR S&P Dividend ETF | 39% | 0.35% | $22.5B | +17.8% | compare |
| SNPDXtrackers S&P Dividend Aristocrats Screened ETF | 36% | 0.15% | $3.7M | +18.6% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of Jun 30, 2026SEC filing- Holdings vs fair value
- +7.5% 36% under, 28% over · 100% covered
- Price / earnings
- 20.4 2% loss-making · 100% covered
- Price / book · sales
- 3.3 · 1.9 revenue growth +7.2%
- Above 200-day average
- 73% 78% above 50-day · by weight
- Short interest
- 4.8% of float, weighted · 5.2 days to cover
- Insider buying
- 21% of weight had net insider buying, 90 days; 43% net selling
- 13F holders
- +2.5% change in shares held by institutions, latest quarter
- Reporting earnings
- 0.0% of weight in 7 days; 4.6% in 14
Holdings reporting in the next 14 days
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 |
|---|---|---|---|---|
| Exit | KRTHE KROGER CO. | 2.05% | — | — |
| Decrease | CVXCHEVRON CORPORATION | 3.06% | 1.24% | −45.8% |
| Exit | OGEOGE ENERGY CORP. | 1.72% | — | — |
| Increase | TROWT. ROWE PRICE GROUP, INC. | 2.44% | 3.94% | +36.7% |
| Decrease | XOMEXXON MOBIL CORPORATION | 2.24% | 0.84% | −50.5% |
| New position | BMYBRISTOL-MYERS SQUIBB COMPANY | — | 1.37% | — |
| Exit | TRVThe Travelers Companies, Inc. | 1.28% | — | — |
| New position | GLGLOBE LIFE INC. | — | 1.27% | — |
| New position | CWCURTISS-WRIGHT CORPORATION | — | 1.24% | — |
| Exit | CBSHCOMMERCE BANCSHARES, INC. | 1.16% | — | — |
17 new, 17 exited, 20 increased and 14 decreased between the fund's two latest holdings reports; turnover 27.3%. Full holdings and history
Under the hood
fiscal year to Jun 30, 2026SEC census- Authorized participants
- 4 active of 19 with agreements; top 3 did 94%
- Created · redeemed
- $11M · $32M over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 50,000 shares
- Securities lending
- 0.88% of assets on loan on average; earned 0.1 bp
- Return vs index
- -0.44 pts after fees; -0.04 before; daily s.d. 0.05
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 2026-06-30
Holdings
80
AUM
$253.5M
Provider
Nport
Inception
2017-04-18
Exchange
XNAS
Data As Of
2026-06-30
Expense Ratio
0.35%
Dividend Yield
2.44%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-11-06 | 2026-11-09 | $0.0843 | CD |
| 2026-10-08 | 2026-10-09 | $0.1221 | CD |
| 2026-09-09 | 2026-09-10 | $0.1846 | CD |
| 2026-08-07 | 2026-08-10 | $0.0364 | CD |
| 2026-07-09 | 2026-07-10 | $0.1791 | CD |
| 2026-06-09 | 2026-06-10 | $0.1235 | CD |
Asset Allocation
Top Holdings
top 50 of 80 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| TROW | T. ROWE PRICE GROUP, INC. | 3.94% | Equity (common) | US |
| BEN | FRANKLIN RESOURCES, INC. | 3.92% | Equity (common) | US |
| KMB | KIMBERLY-CLARK CORPORATION | 3.66% | Equity (common) | US |
| MO | Altria Group, Inc. | 3.49% | Equity (common) | US |
| HRL | HORMEL FOODS CORPORATION | 3.45% | Equity (common) | US |
| SWK | STANLEY BLACK & DECKER, INC. | 3.03% | Equity (common) | US |
| BF.B | BROWN-FORMAN CORPORATION | 2.49% | Equity (common) | US |
| MKC | MCCORMICK & COMPANY, INCORPORATED | 2.24% | Equity (common) | US |
| CLX | THE CLOROX COMPANY | 2.24% | Equity (common) | US |
| GPC | GENUINE PARTS COMPANY | 2.13% | Equity (common) | US |
| CL | COLGATE-PALMOLIVE COMPANY | 2.11% | Equity (common) | US |
| TGT | TARGET CORPORATION | 2.10% | Equity (common) | US |
| MDT | MEDTRONIC PUBLIC LIMITED COMPANY | 2.04% | Equity (common) | IE |
| PEP | Pepsico, Inc. | 1.79% | Equity (common) | US |
| PPG | PPG INDUSTRIES, INC. | 1.77% | Equity (common) | US |
| SYY | SYSCO CORPORATION | 1.67% | Equity (common) | US |
| UNP | UNION PACIFIC CORPORATION | 1.66% | Equity (common) | US |
| EMR | EMERSON ELECTRIC CO. | 1.66% | Equity (common) | US |
| ED | CONSOLIDATED EDISON, INC. | 1.65% | Equity (common) | US |
| ITW | ILLINOIS TOOL WORKS INC. | 1.59% | Equity (common) | US |
| PG | THE PROCTER & GAMBLE COMPANY | 1.58% | Equity (common) | US |
| ORI | OLD REPUBLIC INTERNATIONAL CORPORATION | 1.44% | Equity (common) | US |
| AFL | AFLAC INCORPORATED | 1.43% | Equity (common) | US |
| KO | THE COCA-COLA COMPANY | 1.42% | Equity (common) | US |
| ADM | ARCHER-DANIELS-MIDLAND COMPANY. | 1.40% | Equity (common) | US |
| BMY | BRISTOL-MYERS SQUIBB COMPANY | 1.37% | Equity (common) | US |
| GL | GLOBE LIFE INC. | 1.27% | Equity (common) | US |
| CW | CURTISS-WRIGHT CORPORATION | 1.24% | Equity (common) | US |
| CVX | CHEVRON CORPORATION | 1.24% | Equity (common) | US |
| SEIC | SEI INVESTMENTS COMPANY | 1.23% | Equity (common) | US |
| MCD | MCDONALD'S CORPORATION | 1.22% | Equity (common) | US |
| BDX | BECTON, DICKINSON AND COMPANY | 1.21% | Equity (common) | US |
| CINF | CINCINNATI FINANCIAL CORPORATION | 1.14% | Equity (common) | US |
| RPM | RPM INTERNATIONAL INC. | 1.13% | Equity (common) | US |
| APD | AIR PRODUCTS AND CHEMICALS, INC. | 1.13% | Equity (common) | US |
| ETN | EATON CORPORATION PUBLIC LIMITED COMPANY | 1.13% | Equity (common) | IE |
| KLAC | KLA CORPORATION | 1.12% | Equity (common) | US |
| GRMN | Garmin Ltd. | 1.08% | Equity (common) | CH |
| NDSN | NORDSON CORPORATION | 1.07% | Equity (common) | US |
| — | GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND | 1.06% | Short-term investment | US |
| — | HSBC US GOVERNMENT MONEY MARKET FUND | 1.06% | Short-term investment | US |
| — | MSILF Government Portfolio | 1.06% | Short-term investment | US |
| — | INVESCO GOVERNMENT & AGENCY PORTFOLIO | 1.06% | Short-term investment | US |
| BR | BROADRIDGE FINANCIAL SOLUTIONS, INC. | 1.06% | Equity (common) | US |
| JNJ | JOHNSON & JOHNSON | 1.03% | Equity (common) | US |
| ERIE | ERIE INDEMNITY COMPANY | 0.99% | Equity (common) | US |
| ECL | ECOLAB INC. | 0.90% | Equity (common) | US |
| SHW | THE SHERWIN-WILLIAMS COMPANY | 0.89% | Equity (common) | US |
| ATO | ATMOS ENERGY CORPORATION | 0.87% | Equity (common) | US |
| LOW | LOWE'S COMPANIES, INC. | 0.86% | Equity (common) | US |
Geographic Breakdown
Non-Equity Breakdown
VictoryShares Dividend Accelerator ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-26)
Net assets:
$244M
· 80 total positions
· equity 99.51%
· non-equity 4.26%
Non-equity holdings
— 5 positions,
4.26% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 4.26% | $10.4M | 4 |
| Derivative (equity) | 0.00% | $5602 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -2.13% | -4.54% | 3.11% | -0.80% | 3.38% | 5.56% | 0.76% |
| Feb | 1.22% | -2.49% | -3.14% | 2.24% | 1.54% | 4.13% | 0.58% |
| Mar | 4.70% | 5.74% | 0.92% | 2.83% | -1.64% | -6.86% | 0.95% |
| Apr | 3.68% | -3.93% | 0.24% | -3.34% | -3.91% | 2.99% | -0.71% |
| May | 1.25% | 0.18% | -5.48% | 1.60% | 3.34% | -0.89% | -0.00% |
| Jun | 0.76% | -6.38% | 6.17% | -1.04% | 1.95% | 6.57% | 1.34% |
| Jul | 2.22% | 6.93% | 2.08% | 6.50% | -0.74% | 1.02% | 3.00% |
| Aug | 0.82% | -3.22% | -3.08% | 3.23% | 3.80% | -0.03% | 0.25% |
| Sep | -6.10% | -9.30% | -5.36% | 1.63% | -0.34% | -5.27% | -4.12% |
| Oct | 5.17% | 8.16% | -2.11% | -1.99% | -2.84% | 7.79% | 2.36% |
| Nov | -2.67% | 6.52% | 7.72% | 6.06% | 4.00% | 1.49%* | 3.85% |
| Dec | 7.20% | -4.10% | 3.57% | -7.48% | -0.65% | -- | -0.29% |
| Total | 16.50% | -8.03% | 3.68% | 8.91% | 7.75% | 16.55% | 7.56% |
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: $59.99
SMA 50: $58.52
SMA 200: $57.39
Current: $62.52
EMA 12: $61.01
EMA 26: $59.89
MACD: 1.1221 | Signal: 0.2593
BULLISH
ADX (14): 45.78
STRONG TREND
+DI: 51.62
−DI: 13.99
Momentum Oscillators
RSI (14): 65.74
NEUTRAL
Stoch %K: 64.47
Stoch %D: 72.68
Williams %R: -25.48
Volume & Volatility
BB Upper: $63.01
BB Lower: $56.97
NEUTRAL
OBV: -229,121
Vol SMA 20: 8,211
Vol ROC: 23.66%
ATR: $0.85
True Range: $1.41
HV 20: 21.1%
HV 30: 18.3%
HV 60: 15.1%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-11-11T00:00:00 – 2026-11-09T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 7/10)
Key Drivers and Primary Risks:
- Technical indicators suggest a neutral trend, with no clear direction or momentum.
- Recent news headlines have been neutral, providing no significant catalysts for the stock.
- Risk metrics indicate low volatility, making the stock less sensitive to market movements.
2-3 Sentence Investment Thesis: VSDA's current price of $59.45 is relatively stable, reflecting a lack of significant catalysts or events driving the stock. The neutral trend and low volatility suggest a defensive position, but the absence of clear momentum or direction makes it difficult to pinpoint a specific strategy.
Recent News Sentiment Impact: Neutral news sentiment has not significantly impacted the stock's price movement.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): NEUTRAL
- Medium-term (1-3 months): NEUTRAL
- Long-term (3-12 months): BEARISH
Support/Resistance Levels: Key price levels include:
- Upper Bollinger Band: $61.22
- Middle Bollinger Band: $60.25
- Lower Bollinger Band: $59.28
Momentum Signals:
- RSI (14): 45.38 (neutral)
- MACD: 0.04 / Signal: -0.20 / Histogram: 0.25 (bullish, but not strong enough to change the overall trend direction)
- Bollinger Bands position: neutral
Volume Analysis: Volume trends and institutional interest signals:
- Volume SMA 20: 34074.51
- On-Balance Volume (OBV): -216781.62
- Volume Rate of Change: -58.95%
News & Sentiment Analysis
Recent Headlines Summary: Neutral news headlines have focused on general market commentary and routine announcements, with no significant catalysts driving the stock.
Sentiment Assessment: Aggregate news sentiment is neutral, providing no strong directional bias for the stock.
Catalyst Identification: No imminent or near-term events are expected to significantly impact the stock's price movement.
Risk & Volatility Assessment
Beta Interpretation: Beta: 0.32 (vs SPY) - indicates low risk relative to market.
Volatility Regime: Current vs historical volatility levels:
- Historical Volatility: HV20 9.3% / HV30 11.5% / HV60 12.2%
- IV Premium vs HV30: 117.6% (positive = implied richer than realized)
Options Market Signals: Options market signals indicate low volatility and no strong directional bias:
- IV Rank: 23.7% (Low)
- Current IV: 25.0%
- Expected Move: $3.17 (42 DTE), 7-DTE: $2.55
- Volume Flow: 0 calls vs 0 puts
- Open Interest: 0 calls vs 0 puts
Downside Protection: Support levels and risk management considerations:
- Lower Bollinger Band: $59.28
- Volume SMA 20: 34074.51
Market Context & Positioning
Sector Performance: Relative strength vs sector/market:
- VSDA's performance is neutral compared to its sector/ market.
Institutional Activity: Institutional interest signals:
- No significant institutional activity or volume patterns suggesting unusual buying or selling pressure.
Correlation Analysis: How stock moves relative to market (R-squared interpretation):
- Correlation: 0.36
- R-squared: 12.9%
Relative Valuation: Position within trading range:
- VSDA's current price of $59.45 is relatively stable, reflecting a lack of significant catalysts or events driving the stock.
Key Levels & Action Items
Critical Price Levels: Support/resistance to monitor:
- Upper Bollinger Band: $61.22
- Middle Bollinger Band: $60.25
- Lower Bollinger Band: $59.28
Breakout/Breakdown Levels: Technical levels that could trigger significant moves:
- No specific breakout or breakdown levels are identified, as the trend is neutral.
Time-Sensitive Catalysts: Earnings dates, FDA approvals, product launches:
- No imminent or near-term events are expected to significantly impact the stock's price movement.
Risk Management: Stop-loss levels and position sizing considerations:
- Given the neutral trend and low volatility, a defensive approach with stop-losses around $59.28 (Lower Bollinger Band) might be suitable for risk-averse investors.
- Conservative traders could consider scaling in or out of positions based on market conditions.
Please note that this analysis is based solely on the provided data and does not account for any external factors that may impact the stock's price movement.
Generated
News
All VSDA news →
Seeking AlphaT3·30mo ago
Seeking AlphaT3·33mo ago
Seeking AlphaT3·42mo ago
Zacks Investment ResearchT3·63mo ago
Zacks Investment ResearchT3·64mo ago
VSDA Options Activity & IV Rank
VSDA IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 19.7%
7-DTE IV: 31.4%
Expected Move: $0.00
7-DTE Move: $0.00
Days to Exp: 39 (2026-12-18)
Options Flow · All expiries
Call Volume: 0
Put Volume: 0
P/C Volume: —
Call OI: 0
Put OI: 0
P/C OI: —
Total OI: 0
ATM Options Pricing
ATM Call: $0.00
ATM Put: $0.00
Call %: 0.0%
Put %: 0.0%
Chain Summary
Chain Volume: 0
Chain OI: 0
Last Updated: 11/9/2026
Spread Scanner
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score
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.
Calendars: the long leg is valued at the short leg’s expiration (Black-Scholes at its current IV) across the range of prices the short leg’s IV implies, giving the best-case profit (R/R = that over the debit) and P(profit).
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 →
Scanning bull put, bear call, iron condor and calendar spreads…
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
No data
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
Loading the implied volatility surface…
Volatility Smile
Loading the implied volatility smile…
IV Rank (7 DTE)11.4LowNov 9
IV Rank (30 DTE)13.3LowNov 9
Straddle Price (30 DTE)$0.00Nov 9
Beta Analysis
Risk Metrics
Beta: 0.3167
Alpha: 15.72%
Correlation: 0.3442
R-Squared: 11.9%
Stock Volatility: 12.7%
Market Volatility: 13.8%
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
VSDA Institutional Ownership (13F)
Filings for 2026-06-30 · 21 already for 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
Short Interest & Float
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
Metric definitions
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
How to read the signals
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
History chart
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.
Short Interest
1.19K
SI % of Float
0.03%
Days to Cover
1.00
Short Vol Ratio
65.7%
Free Float
—
Float %
—
Short interest 2026-10-15 • Short volume 2026-11-06
VSDA Constituent Performance
Click any bar to view the full quote for that stock.
VSDA Constituents (75 of 75)
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|---|---|---|---|---|---|
| TROW | T. ROWE PRICE GROUP, INC. | 3.94% | $110.82 | +2.22% | +4.70% | +6.57% |
| BEN | FRANKLIN RESOURCES, INC. | 3.92% | $35.87 | +6.34% | +12.20% | +12.76% |
| KMB | KIMBERLY-CLARK CORPORATION | 3.66% | $111.93 | +3.23% | +3.40% | +13.32% |
| MO | Altria Group, Inc. | 3.49% | $75.81 | -0.41% | -1.76% | +5.79% |
| HRL | HORMEL FOODS CORPORATION | 3.45% | $22.26 | +1.41% | +3.68% | +15.34% |
| SWK | STANLEY BLACK & DECKER, INC. | 3.03% | $118.1 | +2.83% | +10.67% | +33.22% |
| BF.B | BROWN-FORMAN CORPORATION | 2.49% | $30.37 | -0.69% | +1.23% | +13.28% |
| MKC | MCCORMICK & COMPANY, INCORPORATED | 2.24% | $47.88 | -1.07% | -1.93% | +5.05% |
| CLX | THE CLOROX COMPANY | 2.24% | $105.53 | +5.57% | +17.39% | +25.11% |
| GPC | GENUINE PARTS COMPANY | 2.14% | $125.65 | +2.32% | +0.83% | -3.06% |
| CL | COLGATE-PALMOLIVE COMPANY | 2.11% | $97.94 | +1.43% | +0.52% | +8.85% |
| TGT | TARGET CORPORATION | 2.10% | $165.9 | +4.73% | +4.75% | +7.99% |
| MDT | MEDTRONIC PUBLIC LIMITED COMPANY | 2.04% | $102.79 | +0.97% | +3.53% | +11.81% |
| PEP | Pepsico, Inc. | 1.79% | $141.88 | +0.38% | +1.04% | +12.00% |
| PPG | PPG INDUSTRIES, INC. | 1.77% | $125.31 | +2.39% | +0.34% | +20.83% |
| SYY | SYSCO CORPORATION | 1.67% | $78.38 | +1.98% | -4.11% | -0.41% |
| UNP | UNION PACIFIC CORPORATION | 1.66% | $297.01 | +2.36% | -3.25% | +5.48% |
| EMR | EMERSON ELECTRIC CO. | 1.66% | $169.52 | +4.42% | +2.15% | +4.35% |
| ED | CONSOLIDATED EDISON, INC. | 1.65% | $118.39 | -0.14% | -0.08% | +10.44% |
| ITW | ILLINOIS TOOL WORKS INC. | 1.59% | $286.73 | +2.06% | -1.14% | +8.16% |
| PG | THE PROCTER & GAMBLE COMPANY | 1.58% | $168.32 | +1.77% | +2.91% | +9.87% |
| ORI | OLD REPUBLIC INTERNATIONAL CORPORATION | 1.44% | $39.63 | +0.05% | +1.80% | +4.10% |
| AFL | AFLAC INCORPORATED | 1.43% | $125.22 | +0.94% | +0.51% | +8.05% |
| KO | THE COCA-COLA COMPANY | 1.42% | $96.03 | +0.38% | +0.21% | +6.95% |
| ADM | ARCHER-DANIELS-MIDLAND COMPANY. | 1.40% | $69.84 | -0.19% | -7.83% | -13.16% |
| BMY | BRISTOL-MYERS SQUIBB COMPANY | 1.37% | $62.14 | +0.00% | -1.40% | +7.92% |
| GL | GLOBE LIFE INC. | 1.27% | $161.83 | +2.96% | +1.28% | -1.99% |
| CW | CURTISS-WRIGHT CORPORATION | 1.24% | $482.03 | +4.00% | -0.43% | -4.39% |
| CVX | CHEVRON CORPORATION | 1.24% | $210.78 | -0.86% | -7.46% | -1.96% |
| SEIC | SEI INVESTMENTS COMPANY | 1.23% | $108.56 | +3.10% | +2.52% | +3.39% |
| MCD | MCDONALD'S CORPORATION | 1.22% | $281.44 | +1.78% | +5.95% | +19.43% |
| BDX | BECTON, DICKINSON AND COMPANY | 1.21% | $215.25 | +1.59% | +8.38% | +13.96% |
| CINF | CINCINNATI FINANCIAL CORPORATION | 1.14% | $186.18 | +0.38% | +1.31% | +12.46% |
| RPM | RPM INTERNATIONAL INC. | 1.13% | $106.38 | +2.97% | -1.32% | +9.03% |
| APD | AIR PRODUCTS AND CHEMICALS, INC. | 1.13% | $311.08 | +2.05% | -1.57% | +9.59% |
| ETN | EATON CORPORATION PUBLIC LIMITED COMPANY | 1.13% | $359.3 | +5.14% | -1.85% | -15.79% |
| KLAC | KLA CORPORATION | 1.12% | $151.38 | +9.31% | -1.13% | -20.38% |
| GRMN | Garmin Ltd. | 1.08% | $291.8 | +2.18% | +6.38% | +9.39% |
| NDSN | NORDSON CORPORATION | 1.07% | $323.84 | +4.51% | -1.14% | -2.00% |
| BR | BROADRIDGE FINANCIAL SOLUTIONS, INC. | 1.06% | $192.34 | +1.02% | +4.41% | +15.58% |
| JNJ | JOHNSON & JOHNSON | 1.03% | $282.11 | +2.13% | +4.27% | +6.97% |
| ERIE | ERIE INDEMNITY COMPANY | 1.00% | $270.52 | -0.93% | -1.24% | +20.20% |
| ECL | ECOLAB INC. | 0.90% | $306.74 | +2.02% | -0.53% | +7.89% |
| SHW | THE SHERWIN-WILLIAMS COMPANY | 0.89% | $357.93 | +4.02% | +1.58% | +11.78% |
| ATO | ATMOS ENERGY CORPORATION | 0.87% | $173.35 | +0.08% | -0.74% | +6.76% |
| LOW | LOWE'S COMPANIES, INC. | 0.86% | $232.1 | +3.36% | +6.39% | +25.07% |
| V | VISA INC. | 0.85% | $422.16 | -0.12% | -0.79% | +8.45% |
| CAT | CATERPILLAR INC. | 0.84% | $598.88 | +7.21% | -2.40% | -25.08% |
| WSM | WILLIAMS-SONOMA, INC. | 0.84% | $261.68 | +3.00% | +0.86% | +9.55% |
| XOM | EXXON MOBIL CORPORATION | 0.84% | $164.73 | -0.69% | -8.32% | -4.31% |