The Motley FoolT3·4mo ago
VSS Vanguard FTSE All-World EX-US Small-Cap Index Fund
ETF 152.55 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.
VSS
$152.55
—
Key stats
$152.55
- 52-Week Range
- $136.63 – $162.91
- YTD
- +5.40%
- IV Rank (30D)
- 30.61
- Straddle Price
- $2.45
- P/C Vol Ratio
- 0.42
- Open
- $153.06
- Day Range
- $151.88 – $153.06
- Volume
- 1,058,290
- Prev Close
- $152.37
About
Vanguard FTSE All-World EX-US Small-Cap Index Fund (VSS) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2009-04-02
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough Jul 2026flows, SEC filings
International Equity
International Small Cap#3 of 19 by assets
Vanguard
Developed ex-US
Index-tracking
- Expense ratio
- 0.06% issuer, Oct 21, 2026
- Assets
- $11.4B shares × price, Oct 20, 2026
- Trailing yield
- 2.96% paid quarterly
- Average daily volume
- $33M 30 sessions
- Holdings
- 5,102 top 10 are 2.0%
- Listed
- Apr 2, 2009 NYSE Arca
- Last fee change
- -2 bp filed Feb 2, 2026
- Net asset value
- $152.38 issuer, Oct 20, 2026 · closed -0.01% to NAV
- Tracking difference
- +0.25 pts vs index, after fees, FY 2025
Cost98
Liquidity84
Scale100
Diversification100
Moves with. US large-cap stocks (50% of its variance, beta 0.83); Emerging markets over US (13% of its variance, beta 0.19); Developed markets ex-US over US (10% of its variance, beta 0.41); Gold (10% of its variance, beta 0.09). These factors explain 89% of its daily moves over the last year.
Stated objective. Vanguard FTSE All-World ex-US Small-Cap Index Fund (the Fund) seeks to track the performance of a benchmark index that measures the investment return of stocks of international small-cap companies. (from the fund's prospectus)
All 5,102 holdingsFlow historySimilar fundsOverlap toolAll International Small Cap ETFs
Fund flows
through Jul 2026SEC filingsReported for all 3 share classes of this fund together, including its mutual fund classes.
- Jul 2026
- +$104M latest reported month
- Latest 3 months
- +$366M +2.7% of assets
- Latest 12 months
- +$738M +5.5% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$104M |
| Jun 2026 | +$145M |
| May 2026 | +$116M |
| Apr 2026 | −$21M |
| Mar 2026 | −$46M |
| Feb 2026 | +$257M |
| Jan 2026 | +$22M |
| Dec 2025 | +$570M |
| Nov 2025 | −$131M |
| Oct 2025 | −$291M |
| Sep 2025 | +$16M |
| Aug 2025 | −$3.8M |
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 | |
|---|---|---|---|---|---|
| SCHCSchwab International Small-Cap Equity ETF | 59% | 0.06% | $5.5B | +7.6% | compare |
| SCZiShares MSCI EAFE Small-Cap ETF | 45% | 0.40% | $12.8B | +9.4% | compare |
| AVDSAvantis International Small Cap Equity ETF | 44% | 0.30% | $354M | +15.0% | compare |
| DFISDimensional International Small Cap ETF | 42% | 0.39% | $5.8B | +13.5% | compare |
| PDNInvesco RAFI Developed Markets ex-U.S. Small-Mid ETF | 31% | 0.47% | $347M | +11.6% | 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- Insider buying
- 0% of weight had net insider buying, 90 days; 1% net selling
- Reporting earnings
- 0.2% of weight in 7 days; 1.8% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.02%
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 | HBMHudbay Minerals Inc | 0.31% | — | — |
| Exit | Taiwan Union Technology Corp | 0.28% | — | — |
| Exit | Aritzia Inc | 0.23% | — | — |
| Decrease | Saigon Treasure Commercial JSB | 0.22% | 0.00% | −87.3% |
| Exit | Finning International Inc | 0.21% | — | — |
| Exit | Kinsus Interconnect Technology Corp | 0.21% | — | — |
| Exit | Accelleron Industries AG | 0.21% | — | — |
| Exit | Subsea 7 SA | 0.21% | — | — |
| Exit | Games Workshop Group PLC | 0.20% | — | — |
| Exit | Compeq Manufacturing Co Ltd | 0.19% | — | — |
96 new, 37 exited, 96 increased and 93 decreased between the fund's two latest holdings reports; turnover 11.4%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 8 active of 37 with agreements; top 3 did 88%
- Created · redeemed
- $833M · $1.5B over the fiscal year
- Redemptions in kind
- 1% creations 1% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 2.88% of assets on loan on average; earned 13.3 bp
- Return vs index
- +0.25 pts after fees; +0.38 before; daily s.d. 10.16
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
5102
AUM
$14.8B
Provider
Vanguard
Inception
2009-04-02
Exchange
ARCX
Data As Of
2026-09-30
Expense Ratio
0.06%
Dividend Yield
2.96%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-18 | 2026-09-22 | $0.2951 | CD |
| 2026-06-18 | 2026-06-23 | $0.8586 | CD |
| 2025-12-19 | 2025-12-23 | $3.3544 | CD |
| 2025-09-19 | 2025-09-23 | $0.7622 | CD |
| 2025-06-20 | 2025-06-24 | $0.7419 | CD |
| 2024-12-20 | 2024-12-24 | $2.5433 | CD |
Asset Allocation
Top Holdings
top 50 of 5102 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | SLBBH1142 | 5.88% | Cash/Money Market | — |
| — | Yuan Renminbi | 1.65% | Cash/Money Market | — |
| DPM | DPM Metals Inc | 0.24% | Equity (Foreign) | CA |
| ELD | Eldorado Gold Corp | 0.23% | Equity (Foreign) | CA |
| GTT | Gaztransport Et Technigaz SA | 0.22% | Equity (Foreign) | FR |
| STB | Storebrand ASA | 0.20% | Equity (Foreign) | NO |
| TKA | thyssenkrupp AG | 0.20% | Equity (Foreign) | DE |
| GMIN | G Mining Ventures Corp | 0.19% | Equity (Foreign) | CA |
| NKT | NKT A/S | 0.18% | Equity (Foreign) | DK |
| ALSYDB | AL Sydbank A/S | 0.18% | Equity (Foreign) | DK |
| FRO | Frontline PLC | 0.18% | Equity (Foreign) | NO |
| — | LandMark Optoelectronics Corp | 0.17% | Equity (Foreign) | TW |
| SOBO | South Bow Corp | 0.17% | Equity (Foreign) | CA |
| AED | Aedifica SA | 0.17% | Equity (Foreign) | BE |
| SSRM | SSR Mining Inc | 0.17% | Equity (Foreign) | CA |
| LTMC | Lottomatica Group Spa | 0.17% | Equity (Foreign) | IT |
| CPX | Capital Power Corp | 0.17% | Equity (Foreign) | CA |
| KCR | Konecranes Oyj | 0.17% | Equity (Foreign) | FI |
| JYSK | Jyske Bank A/S | 0.16% | Equity (Foreign) | DK |
| BTO | B2Gold Corp | 0.16% | Equity (Foreign) | CA |
| RILBA | Ringkjoebing Landbobank A/S | 0.16% | Equity (Foreign) | DK |
| BGEO | Lion Finance Group PLC | 0.16% | Equity (Foreign) | GB |
| CS | Capstone Copper Corp | 0.16% | Equity (Foreign) | FR |
| OR | OR Royalties Inc | 0.16% | Equity (Foreign) | CA |
| OGC | OceanaGold Corp | 0.15% | Equity (Foreign) | CA |
| VOE | voestalpine AG | 0.15% | Equity (Foreign) | AT |
| NEX | Nexans SA | 0.15% | Equity (Foreign) | FR |
| ABDN | Aberdeen Group PLC | 0.15% | Equity (Foreign) | GB |
| PRU | Perseus Mining Ltd | 0.15% | Equity (Foreign) | AU |
| BBY | Balfour Beatty PLC | 0.15% | Equity (Foreign) | GB |
| IGG | IG Group Holdings PLC | 0.14% | Equity (Foreign) | GB |
| ISS | ISS A/S | 0.14% | Equity (Foreign) | DK |
| LMP | LondonMetric Property PLC | 0.14% | Equity (Foreign) | GB |
| NXE | NexGen Energy Ltd | 0.14% | Equity (Foreign) | CA |
| UMI | Umicore SA | 0.14% | Equity (Foreign) | BE |
| PSK | PrairieSky Royalty Ltd | 0.14% | Equity (Foreign) | CA |
| WPP | WPP PLC | 0.13% | Equity (Foreign) | GB |
| PSN | Persimmon PLC | 0.13% | Equity (Foreign) | GB |
| — | Jusung Engineering Co Ltd | 0.13% | Equity (Foreign) | KR |
| BB | BlackBerry Ltd | 0.13% | Equity (Foreign) | CA |
| ROR | Rotork PLC | 0.13% | Equity (Foreign) | GB |
| GF | Georg Fischer AG | 0.13% | Equity (Foreign) | CH |
| BBOX | Tritax Big Box REIT PLC | 0.13% | Equity (Foreign) | GB |
| SBMO | SBM Offshore NV | 0.13% | Equity (Foreign) | NL |
| CDA | Codan Ltd | 0.13% | Equity (Foreign) | AU |
| MYCR | Mycronic AB | 0.13% | Equity (Foreign) | SE |
| AZA | Avanza Bank Holding AB | 0.13% | Equity (Foreign) | SE |
| EMG | Man Group PLC/Jersey | 0.13% | Equity (Foreign) | GB |
| GALE | Galenica AG | 0.12% | Equity (Foreign) | CH |
| AZM | Azimut Holding SpA | 0.12% | Equity (Foreign) | IT |
Geographic Breakdown
Non-Equity Breakdown
VANGUARD FTSE ALL-WORLD EX-US SMALL-CAP INDEX FUND ·
NPORT-P period 2026-07-31
(filed 2026-09-28)
Net assets:
$13.55B
· 4875 total positions
· equity 99.15%
· non-equity 5.92%
Non-equity holdings
— 36 positions,
5.92% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 5.92% | $801.9M | 2 |
| Derivative (FX) | 0.00% | $208579 | 30 |
| Derivative (equity) | 0.00% | $86751 | 4 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -1.05% | -6.26% | 8.21% | -1.82% | 0.73% | 5.36% | 0.86% |
| Feb | 2.25% | -2.83% | -4.28% | 0.73% | 1.02% | 4.90% | 0.30% |
| Mar | -0.05% | 1.84% | 0.04% | 2.06% | 0.32% | -7.55% | -0.56% |
| Apr | 2.60% | -8.36% | 0.99% | -1.98% | 3.84% | 6.81% | 0.65% |
| May | 1.60% | 1.34% | -3.41% | 4.49% | 6.76% | 2.08% | 2.14% |
| Jun | -1.42% | -10.06% | 1.53% | -2.31% | 3.78% | -3.67% | -2.02% |
| Jul | 0.86% | 6.12% | 4.33% | 3.18% | -0.42% | -2.50% | 1.93% |
| Aug | 1.27% | -4.22% | -2.48% | 3.80% | 5.00% | 5.02% | 1.40% |
| Sep | -5.03% | -9.79% | -4.83% | 4.57% | 2.79% | -2.07% | -2.39% |
| Oct | 2.89% | 1.37% | -3.32% | -4.51% | -0.46% | -1.01%* | -0.84% |
| Nov | -5.08% | 10.04% | 8.54% | 0.22% | 1.00% | -- | 2.94% |
| Dec | 2.39% | -4.80% | 2.79% | -4.77% | 0.31% | -- | -0.82% |
| Total | 0.80% | -24.56% | 7.18% | 3.08% | 27.30% | 6.53% | 3.39% |
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: $154.37
SMA 50: $157.21
SMA 200: $154.80
Current: $152.55
EMA 12: $153.32
EMA 26: $154.68
MACD: -1.3652 | Signal: -0.1828
BEARISH
ADX (14): 19.92
RANGE
+DI: 22.32
−DI: 34.46
Momentum Oscillators
RSI (14): 40.03
NEUTRAL
Stoch %K: 22.92
Stoch %D: 21.23
Williams %R: -71.31
Volume & Volatility
BB Upper: $157.68
BB Lower: $151.06
NEUTRAL
OBV: 23,016,837
Vol SMA 20: 264,144
Vol ROC: 656.22%
ATR: $1.58
True Range: $1.19
HV 20: 10.4%
HV 30: 12.4%
HV 60: 13.4%
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
BULLISH (Confidence Level: 8/10)
Key drivers:
- Positive news sentiment, with 6 recent articles highlighting VSS as a long-term diversifier and attractive investment opportunity.
- Bullish momentum signals from technical indicators, including MACD and RSI.
Primary risks:
- High volatility, with stock moving above average amplification of market movements (beta: 1.02).
- Recent price action may be driven by short-term news sentiment rather than fundamental drivers.
Investment thesis: VSS offers a unique combination of international small-cap exposure and diversification benefits, making it an attractive long-term investment opportunity for risk-tolerant investors.
Recent news sentiment impact: The recent positive news headlines have contributed to the stock's upward momentum, with sentiment aligning with the technical signals.
Technical Analysis
Trend Direction: Short-term (1-4 weeks) - Uptrend; Medium-term (1-3 months) - Neutral; Long-term (3-12 months) - Bullish
Support/Resistance Levels: $154.73 (SMA 50), $155.26 (SMA 20), $151.60 (SMA 200)
Momentum Signals:
- RSI: 59.95 (neutral)
- MACD: 1.69 / Signal: 0.45 / Histogram: 1.24 (bullish)
- Bollinger Bands: Price touching upper band = overbought
Volume Analysis: Volume trends indicate institutional interest, with On-Balance Volume (OBV) and Volume Rate of Change (VROC) both showing upward momentum.
News & Sentiment Analysis
Recent Headlines Summary: Positive news articles highlighting VSS as a long-term diversifier and attractive investment opportunity.
Sentiment Assessment: Aggregate sentiment is POSITIVE.
Catalyst Identification: Upcoming earnings releases may provide further catalysts for the stock price movement.
Market Narrative: The recent positive news headlines align with the technical signals, reinforcing the bullish momentum.
Risk & Volatility Assessment
Beta Interpretation: Beta of 1.02 indicates above-average volatility - stock moves with market amplification.
Volatility Regime: Current volatility levels are high compared to historical norms.
Options Market Signals: IV rank is low (7.4%), indicating historically low volatility. Options market pricing a $6.88 move by expiration, suggesting limited upside potential.
Downside Protection: Support levels include SMA 50 ($154.73) and SMA 20 ($155.26).
Market Context & Positioning
Sector Performance: VSS has outperformed its sector peers in the recent short-term, but may experience a correction or consolidation phase as market conditions shift.
Institutional Activity: Volume patterns suggest institutional interest, with On-Balance Volume (OBV) and Volume Rate of Change (VROC) both showing upward momentum.
Correlation Analysis: Correlation with SPY is high at 0.79, indicating the stock moves in tandem with the broader market.
Relative Valuation: VSS is positioned within a trading range, with relative valuation indicating it may be attractive at current levels for risk-tolerant investors.
Key Levels & Action Items
Critical Price Levels: Support/resistance at SMA 50 ($154.73) and SMA 20 ($155.26).
Breakout/Breakdown Levels: Technical levels that could trigger significant moves include the upper Bollinger Band ($163.62) and the lower band ($146.91).
Time-Sensitive Catalysts: Earnings releases may provide further catalysts for the stock price movement.
Risk Management: Stop-loss levels should be set at $153.18 (SMA 50 - 2% below current price), with position sizing considering the high volatility and market amplification.
Generated
News
All VSS news →
The Motley FoolT3·5mo ago
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Showing 1–10 of 15
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VSS Options Activity & IV Rank
VSS IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 19.0%
7-DTE IV: —
Expected Move: $2.45
7-DTE Move: $2.45
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 19
Put Volume: 8
P/C Volume: 0.421
BULLISH
Call OI: 20
Put OI: 8
P/C OI: 0.4
Total OI: 28
ATM Options Pricing
ATM Call: $0.00
ATM Put: $2.45
Call %: 0.0%
Put %: 1.6%
Chain Summary
Chain Volume: 32
Chain OI: 33
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.
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 19.4% / 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)30.6MediumOct 21
Straddle Price (30 DTE)$2.45Oct 21
Beta Analysis
Risk Metrics
Beta: 1.0397
Alpha: -6.90%
Correlation: 0.7942
R-Squared: 63.1%
Stock Volatility: 16.6%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Above average volatility - stock moves with market amplification
Above average volatility - stock moves with market amplification
Beta & Alpha Over Time
VSS 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.
1 filers$200.58K notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $200.58K | 100.00% | 2026-06-30 |
| # | 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
226.38K
SI % of Float
0.30%
Days to Cover
1.00
Short Vol Ratio
76.1%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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