The Motley FoolT3·1d ago
VTI Vanguard Morningstar Total Stock Market ETF
ETF 373.03 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.
VTI
$373.03
—
Key stats
$373.03
- 52-Week Range
- $310.40 – $385.12
- YTD
- +10.92%
- IV Rank (30D)
- 66.3
- Straddle Price
- $13.15
- P/C Vol Ratio
- 1.93
- Open
- $373.00
- Day Range
- $372.18 – $374.69
- Volume
- 3,075,725
- Prev Close
- $374.90
About
Vanguard Morningstar Total Stock Market ETF (VTI) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2001-05-24
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.03% issuer, Oct 23, 2026
- Assets
- $690.5B shares × price, Oct 22, 2026
- Trailing yield
- 1.05% paid quarterly
- Average daily volume
- $1.1B 30 sessions
- Holdings
- 3,539 top 10 are 34.7%
- Listed
- May 24, 2001 NYSE Arca
- Net asset value
- $374.85 issuer, Oct 22, 2026 · closed +0.01% to NAV
- 30-day SEC yield
- 1.03% issuer, Sep 30, 2026
- Tracking difference
- -0.15 pts vs index, after fees, FY 2025
Cost97
Liquidity100
Scale100
Diversification80
Moves with. US large-cap stocks (97% of its variance, beta 1.00). These factors explain 100% of its daily moves over the last year.
Stated objective. Vanguard Total Stock Market Index Fund (the Fund) seeks to track the performance of a benchmark index that measures the investment return of the overall stock market. (from the fund's prospectus)
All 3,539 holdingsFlow historySimilar fundsOverlap toolAll Total Market ETFs
Fund flows
through Jun 2026SEC filingsReported for all 6 share classes of this fund together, including its mutual fund classes.
- Jun 2026
- −$597M latest reported month
- Latest 3 months
- −$3.8B −0.2% of assets
- Latest 12 months
- −$40.9B −1.8% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$597M |
| May 2026 | −$7.7B |
| Apr 2026 | +$4.5B |
| Mar 2026 | +$9.0B |
| Feb 2026 | +$5.1B |
| Jan 2026 | +$4.1B |
| Dec 2025 | +$2.3B |
| Nov 2025 | −$1.2B |
| Oct 2025 | −$7.3B |
| Sep 2025 | −$1.0B |
| Aug 2025 | −$359M |
| Jul 2025 | −$47.7B |
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 | |
|---|---|---|---|---|---|
| VTHRVanguard Russell 3000 ETF | 98% | 0.06% | $4.9B | +13.2% | compare |
| SCHBSchwab U.S. Broad Market ETF | 97% | 0.03% | $44.5B | +13.2% | compare |
| ITOTiShares Core S&P Total U.S. Stock Market ETF | 96% | 0.03% | $96.2B | +13.3% | compare |
| IWViShares Russell 3000 ETF | 96% | 0.20% | $20.4B | +13.4% | compare |
| VONEVanguard Russell 1000 ETF | 95% | 0.06% | $9.0B | +13.2% | 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
- +3.9% 27% under, 28% over · 100% covered
- Price / earnings
- 27.7 5% loss-making · 99% covered
- Price / book · sales
- 4.8 · 3.2 revenue growth +14.0%
- Above 200-day average
- 67% 49% above 50-day · by weight
- Short interest
- 2.7% of float, weighted · 3.0 days to cover
- Insider buying
- 5% of weight had net insider buying, 90 days; 68% net selling
- 13F holders
- +2.5% change in shares held by institutions, latest quarter
- Reporting earnings
- 35.5% of weight in 7 days; 58.5% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.39%
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 |
|---|---|---|---|---|
| Increase | KOCoca-Cola Co/The | 0.41% | 0.46% | +12.5% |
| Increase | LITELumentum Holdings Inc | 0.10% | 0.12% | +15.4% |
| New position | SNSharkNinja Inc | — | 0.02% | — |
| Increase | MSTRStrategy Inc | 0.06% | 0.08% | +10.3% |
| Increase | RKTRocket Cos Inc | 0.02% | 0.03% | +104.6% |
| Increase | MDLNMedline Inc | 0.02% | 0.03% | +46.0% |
| Decrease | WRBW R Berkley Corp | 0.03% | 0.02% | −26.6% |
| Increase | SITMSiTime Corp | 0.02% | 0.02% | +14.0% |
| Increase | VZVerizon Communications Inc | 0.25% | 0.26% | +10.6% |
| Increase | DTEDTE Energy Co | 0.03% | 0.03% | +17.5% |
1 new, 0 exited, 9 increased and 1 decreased between the fund's two latest holdings reports; turnover 3.6%. Full holdings and history
Under the hood
fiscal year to Dec 31, 2025SEC census- Authorized participants
- 15 active of 40 with agreements; top 3 did 56%
- Created · redeemed
- $53.1B · $25.0B over the fiscal year
- Redemptions in kind
- 99% creations 88% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 0.19% of assets on loan on average; earned 1.0 bp
- Return vs index
- -0.15 pts after fees; +0.02 before; daily s.d. 0.04
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
3539
AUM
$2.3T
Provider
Vanguard
Inception
2001-05-24
Exchange
ARCX
Data As Of
2026-09-30
Expense Ratio
0.03%
Dividend Yield
1.06%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-28 | 2026-09-30 | $0.9555 | CD |
| 2026-06-26 | 2026-06-30 | $1.0437 | CD |
| 2026-03-27 | 2026-03-31 | $0.9982 | CD |
| 2025-12-22 | 2025-12-24 | $0.9508 | CD |
| 2025-09-29 | 2025-10-01 | $0.9072 | CD |
| 2025-06-30 | 2025-07-02 | $0.9132 | CD |
Asset Allocation
Top Holdings
top 50 of 3539 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| NVDA | NVIDIA Corp | 7.14% | Equity (US) | US |
| AAPL | Apple Inc | 6.63% | Equity (US) | US |
| MSFT | Microsoft Corp | 5.20% | Equity (US) | US |
| AMZN | Amazon.com Inc | 3.30% | Equity (US) | US |
| GOOGL | Alphabet Inc | 2.76% | Equity (US) | US |
| AVGO | Broadcom Inc | 2.28% | Equity (US) | US |
| META | Meta Platforms Inc | 2.18% | Equity (US) | US |
| GOOG | Alphabet Inc | 2.18% | Equity (US) | US |
| MU | Micron Technology Inc | 1.64% | Equity (US) | US |
| TSLA | Tesla Inc | 1.37% | Equity (US) | US |
| AMD | Advanced Micro Devices Inc | 1.36% | Equity (US) | US |
| LLY | Eli Lilly & Co | 1.34% | Equity (US) | US |
| BRK.B | Berkshire Hathaway Inc | 1.21% | Equity (US) | US |
| JPM | JPMorgan Chase & Co | 1.20% | Equity (US) | US |
| XOM | ExxonMobil Holdings Corp | 0.92% | Equity (US) | US |
| JNJ | Johnson & Johnson | 0.87% | Equity (US) | US |
| V | Visa Inc | 0.84% | Equity (US) | US |
| INTC | Intel Corp | 0.74% | Equity (US) | US |
| ABBV | AbbVie Inc | 0.63% | Equity (US) | US |
| WMT | Walmart Inc | 0.62% | Equity (US) | US |
| MA | Mastercard Inc | 0.59% | Equity (US) | US |
| LRCX | Lam Research Corp | 0.56% | Equity (US) | US |
| PLTR | Palantir Technologies Inc | 0.56% | Equity (US) | US |
| AMAT | Applied Materials Inc | 0.55% | Equity (US) | US |
| COST | Costco Wholesale Corp | 0.55% | Equity (US) | US |
| CVX | Chevron Corp | 0.52% | Equity (US) | US |
| CSCO | Cisco Systems Inc | 0.52% | Equity (US) | US |
| CAT | Caterpillar Inc | 0.51% | Equity (US) | US |
| BAC | Bank of America Corp | 0.49% | Equity (US) | US |
| MRK | Merck & Co Inc | 0.49% | Equity (US) | US |
| PG | Procter & Gamble Co/The | 0.46% | Equity (US) | US |
| KO | Coca-Cola Co/The | 0.46% | Equity (US) | US |
| UNH | UnitedHealth Group Inc | 0.45% | Equity (US) | US |
| GE | General Electric Co | 0.44% | Equity (US) | US |
| PANW | Palo Alto Networks Inc | 0.44% | Equity (US) | US |
| PM | Philip Morris International Inc | 0.41% | Equity (US) | US |
| NFLX | Netflix Inc | 0.40% | Equity (US) | US |
| HD | Home Depot Inc/The | 0.39% | Equity (US) | US |
| CRWD | Crowdstrike Holdings Inc | 0.35% | Equity (US) | US |
| TXN | Texas Instruments Inc | 0.35% | Equity (US) | US |
| SNDK | Sandisk Corp | 0.35% | Equity (US) | US |
| KLAC | KLA Corp | 0.35% | Equity (US) | US |
| GEV | GE Vernova Inc | 0.35% | Equity (US) | US |
| RTX | RTX Corp | 0.34% | Equity (US) | US |
| TMO | Thermo Fisher Scientific Inc | 0.34% | Equity (US) | US |
| GS | Goldman Sachs Group Inc/The | 0.33% | Equity (US) | US |
| WFC | Wells Fargo & Co | 0.33% | Equity (US) | US |
| ORCL | Oracle Corp | 0.32% | Equity (US) | US |
| MRVL | Marvell Technology Inc | 0.32% | Equity (US) | US |
| AMGN | Amgen Inc | 0.31% | Equity (US) | US |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 1.10% | -6.65% | 7.36% | 1.80% | 3.23% | 1.27% | 1.35% |
| Feb | 1.41% | -3.22% | -3.58% | 3.90% | -1.17% | -1.08% | -0.62% |
| Mar | 0.72% | 4.57% | 2.05% | 1.96% | -4.47% | -5.40% | -0.10% |
| Apr | 3.74% | -9.49% | 0.81% | -4.27% | -1.07% | 9.57% | -0.12% |
| May | 0.28% | -1.00% | 0.48% | 5.02% | 5.60% | 4.86% | 2.54% |
| Jun | 2.13% | -7.99% | 5.27% | 2.68% | 4.31% | -0.90% | 0.92% |
| Jul | 1.19% | 8.21% | 3.35% | 1.69% | 2.29% | -0.45% | 2.71% |
| Aug | 3.00% | -3.50% | -1.66% | 3.76% | 4.08% | 1.15% | 1.14% |
| Sep | -4.93% | -9.67% | -5.46% | 3.95% | 3.85% | -0.25% | -2.08% |
| Oct | 5.24% | 5.43% | -2.52% | 0.16% | 1.86% | -0.58%* | 1.60% |
| Nov | -1.95% | 5.50% | 8.33% | 6.25% | 0.15% | -- | 3.66% |
| Dec | 4.90% | -6.36% | 3.97% | -3.53% | 0.18% | -- | -0.17% |
| Total | 17.67% | -23.48% | 18.83% | 25.36% | 20.00% | 7.75% | 11.02% |
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: $377.81
SMA 50: $377.82
SMA 200: $358.48
Current: $373.01
EMA 12: $376.87
EMA 26: $377.39
MACD: -0.5280 | Signal: -0.6428
BULLISH
ADX (14): 15.55
RANGE
+DI: 16.85
−DI: 31.65
Momentum Oscillators
RSI (14): 42.14
NEUTRAL
Stoch %K: 28.10
Stoch %D: 36.15
Williams %R: -92.89
Volume & Volatility
BB Upper: $383.66
BB Lower: $371.95
NEUTRAL
OBV: 2,450,250
Vol SMA 20: 3,103,388
Vol ROC: 14.24%
ATR: $3.64
True Range: $2.72
HV 20: 10.4%
HV 30: 10.7%
HV 60: 10.7%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-25T00:00:00 – 2026-10-23T00:00:00
AI Analysis
VTI (Vanguard Total Stock Market ETF) - Comprehensive Analysis Report
Executive Summary
Overall Assessment: NEUTRAL | Confidence Level: 7/10
VTI is a passively managed, ultra-low-cost total market ETF ($698.3B in assets, 0.03% expense ratio) that tracks 3,539 US equities with significant concentration in mega-cap technology (top 10 holdings = 34.7% of portfolio). The fund is currently exhibiting mixed technical signals in a range-bound regime with modest bearish sentiment in options flow, while positive news sentiment reflects broader interest in low-cost equity ETFs.
Investment Thesis: VTI's technical setup shows the fund trading below its short-term moving averages (price $374.90 vs SMA 20 $378.14) with bullish MACD momentum emerging (+0.28 histogram), but weak trend strength (ADX 14.40) and elevated put/call volume ratios (2.96) suggest institutional caution. Recent net outflows (-$40.9B annually, -1.8% of assets) and the fund's 49.2% concentration in the "Magnificent 7" stocks create headline risk if growth narratives shift.
Recent News Sentiment Impact: Positive (articles highlighting VTI as superior alternative to concentration plays like VOO/VUG). However, this sentiment primarily reflects comparative positioning rather than bullish technical confirmation.
Technical Analysis
Trend Direction
| Timeframe | Direction | Assessment | |-----------|-----------|------------| | Short-term (1-4 weeks) | NEUTRAL/WEAK DOWNTREND | Price below SMA 20 ($378.14) and SMA 50 ($378.05); slight pullback in progress | | Medium-term (1-3 months) | UPTREND | Price +4.7% above SMA 200 ($358.32); higher lows pattern intact | | Long-term (3-12 months) | UPTREND | Sustained position above 200-day MA; macro backdrop supports equity exposure |
Support/Resistance Levels
| Level | Type | Significance | |-------|------|--------------| | $383.62 | Resistance | Bollinger Band upper bound; 2026-10-22 local high vicinity | | $378.14 | Resistance | SMA 20 (near-term trend line); price marginally below | | $372.67 | Support | Bollinger Band lower bound; immediate downside floor | | $370.00 | Support | Psychological level; ~1.3% below current | | $358.32 | Support | SMA 200; major long-term support (5.0% below current) |
Price Position: VTI is trading in the lower half of its Bollinger Band range (neutral signal), 1.5% below the middle band, suggesting mild mean-reversion potential toward $378.14.
Momentum Signals
RSI (14): 44.97 — NEUTRAL
- Reading falls squarely in neutral zone (30-70), indicating no overbought/oversold condition
- Neither momentum exhaustion nor strength is evident
- Room to move in either direction without extreme readings
MACD: -0.18 (Line) / -0.45 (Signal) / +0.28 (Histogram) — BULLISH DIVERGENCE
- MACD line (-0.18) is above the signal line (-0.45), creating positive histogram
- Bullish crossover setting up if this momentum sustains
- However, both line and signal remain in negative territory (below zero), indicating the overall trend is still decelerating
- Interpretation: Early momentum recovery, not yet confirmed as sustained reversal
Stochastic Oscillators (39.05 / 35.59) — NEUTRAL/SLIGHTLY OVERSOLD
- %K (39.05) below %D (35.59) indicates downward momentum
- Both readings below 50 but above the 20 oversold threshold
- Suggests potential bounce-back, not desperation selling
Williams %R (-80.52) — EXTREME OVERSOLD
- Highly bearish reading indicating price is near the 52-week low relative to recent range
- Typically suggests short-term mean reversion is imminent
- Caveat: This extreme reading may reflect the fund's narrow recent trading range rather than capitulation
Bollinger Bands Analysis
- Upper Band: $383.62 | Middle: $378.14 | Lower: $372.67
- Band Width: 2.90% — Relatively tight bands indicate low volatility squeeze
- Signal: NEUTRAL — VTI is positioned in the lower-middle band area
- Interpretation: Consolidation phase; breakout in either direction could trigger acceleration. Volatility expansion is likely overdue given the squeeze.
Volume Analysis
| Metric | Value | Assessment | |--------|-------|------------| | 20-Day Average Volume | 3.09M | Baseline institutional participation level | | Volume Rate of Change | +1.29% | Modest uptick; slightly above average | | OBV | 2,132,689.45 | Neutral; no clear accumulation or distribution |
Interpretation: Volume is unremarkable—neither supporting a strong breakout nor signaling capitulation. The modest uptick (+1.29%) is insufficient to confirm conviction behind any directional move. For a $698B fund with this asset base, daily volume is thin relative to tradable supply, typical for passive ETF structures.
News & Sentiment Analysis
Recent Headlines Summary (10 articles analyzed)
| Date | Theme | Count | Sentiment | |------|-------|-------|-----------| | 2026-10-22 | VTI as superior alternative to concentrated Vanguard funds (VOO, VUG) | 1 | POSITIVE | | 2026-10-20 to 2026-10-16 | Low-cost ETF educational content; set-and-forget positioning | 3 | POSITIVE | | 2026-10-06 to 2026-10-02 | Comparative ETF analysis; neutral fund reviews | 3 | NEUTRAL |
Sentiment Assessment: POSITIVE (70% Positive / 30% Neutral / 0% Negative)
Key Observations:
- No negative headlines in the recent sample—notable given macro uncertainties
- Positive framing centers on VTI's diversification advantage: The Oct 22 Motley Fool article directly advocates for VTI over VOO/VUG, citing concentration risk in the "Magnificent 7" (49.2% of VUG vs. broader base in VTI)
- Narrative alignment: Articles emphasize VTI's suitability for passive, patient investors—reinforcing institutional and retail "buy-and-hold" positioning
Sentiment-Technical Divergence Flag: ⚠️ MODERATE CONFLICT
- News sentiment is constructive, yet VTI trades below near-term moving averages with weak trend strength (ADX 14.4)
- This suggests the positive narrative has already been priced in by longer-term holders, while short-term traders are consolidating or reducing exposure
Catalyst Identification
| Catalyst | Timing | Impact | Status | |-----------|--------|--------|--------| | Q3 2026 Earnings (holdings) | 36% of weighted portfolio within 7 days | HIGH | Imminent | | Federal Reserve Policy | Ongoing macro backdrop | MEDIUM | Uncertain | | Tech Sector Earnings Concentration | NVDA (7.1%), AAPL (6.6%), MSFT (5.2%) reporting soon | HIGH | Critical | | Rebalancing/Flows | Ongoing (-$597M in June, -$40.9B YTD) | MEDIUM | Persistent headwind |
Market Narrative
Current Story: VTI is positioned as the "boring but effective" diversified alternative to concentrated growth indices, gaining traction among fee-conscious investors. However, the fund's heavy weighting to mega-cap tech (34.7% in top 10) means the "diversification" narrative is somewhat illusory—VTI's performance ultimately hinges on the Magnificent 7's earnings delivery.
Contradiction: Positive news sentiment does not yet translate into technical confirmation. Short-term weakness (price below SMA 20) suggests profit-taking or index-rebalancing activity is offsetting inflows
Generated
News
All VTI news →
Zacks Investment ResearchT3·3d ago
The Motley FoolT3·7d ago
Zacks Investment ResearchT3·17d ago
Zacks Investment ResearchT3·18d ago
Zacks Investment ResearchT3·21d ago
Zacks Investment ResearchT3·24d ago
Zacks Investment ResearchT3·1mo ago
The Motley FoolT3·1mo ago
The Motley FoolT3·1mo ago
Showing 1–10 of 50
Page 1 of 5
VTI Options Activity & IV Rank
VTI IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 15.9%
7-DTE IV: —
Expected Move: $13.15
7-DTE Move: $13.15
Days to Exp: 28 (2026-11-20)
Options Flow
Call Volume: 271
Put Volume: 523
P/C Volume: 1.93
BEARISH
Call OI: 4,403
Put OI: 2,709
P/C OI: 0.615
Total OI: 7,112
ATM Options Pricing
ATM Call: $5.95
ATM Put: $7.20
Call %: 1.6%
Put %: 1.9%
Chain Summary
Chain Volume: 5,531
Chain OI: 48,174
Last Updated: 10/23/2026
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Dealer Positioning
TYPICAL γ
Estimated net dealer gamma is at the 23rd percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
23%
vs own history
GEX tilt
+0.39
OI-weighted, today
Vanna tilt
+0.67
δ-sensitivity to IV
Charm tilt
-0.74
δ-decay vs time
Vanna tilt +0.67: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.74: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 103 ATM contracts, 23k 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 23 · No data
30 DTE / 10d
43%
+7.6
pts
EXTREME
as of Oct 23 · ATM 15.7% / Wing 23.3%
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)66.3MediumOct 23
Straddle Price (30 DTE)$13.15Oct 23
Beta Analysis
Risk Metrics
Beta: 1.0146
Alpha: -0.55%
Correlation: 0.9947
R-Squared: 98.9%
Stock Volatility: 13.0%
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
VTI 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.
14 filers$665.78M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $374.89M | 56.31% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $187.17M | 28.11% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $56.17M | 8.44% | 2026-06-30 |
| 4 | Wolverine Trading, LLC Custodian | $27.51M | 4.13% | 2025-09-30 |
| 5 | OLD MISSION CAPITAL LLC | $6.31M | 0.95% | 2026-06-30 |
| 6 | SIG BROKERAGE, LP | $4.81M | 0.72% | 2026-06-30 |
| 7 | Millennium Management LLC Custodian | $2.85M | 0.43% | 2026-06-30 |
| 8 | Walleye Trading LLC | $2.85M | 0.43% | 2026-06-30 |
| 9 | UBS Group AG Custodian | $1.11M | 0.17% | 2026-06-30 |
| 10 | Clearstead Advisors, LLC | $1.11M | 0.17% | 2026-06-30 |
| 11 | ZEGA Investments, LLC | $666.07K | 0.10% | 2026-06-30 |
| 12 | Brookwood Investment Group LLC | $222.02K | 0.03% | 2026-06-30 |
| 13 | Twin Tree Management, LP | $74.01K | 0.01% | 2026-06-30 |
| 14 | Innova Wealth Partners | $37.00K | <0.01% | 2026-06-30 |
15 filers$423.26M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $235.57M | 55.66% | 2026-06-30 |
| 2 | Susquehanna International Group, LLP Custodian | $115.30M | 27.24% | 2026-06-30 |
| 3 | Jane Street Group, LLC Custodian | $43.26M | 10.22% | 2026-06-30 |
| 4 | Wolverine Trading, LLC Custodian | $11.19M | 2.64% | 2025-09-30 |
| 5 | WEALTH ENHANCEMENT ADVISORY SERVICES, LLC | $7.89M | 1.87% | 2026-09-30 |
| 6 | Millennium Management LLC Custodian | $3.63M | 0.86% | 2026-06-30 |
| 7 | Cresset Asset Management, LLC | $2.26M | 0.53% | 2026-06-30 |
| 8 | Avestar Capital, LLC | $1.81M | 0.43% | 2026-06-30 |
| 9 | O'SHAUGHNESSY ASSET MANAGEMENT, LLC | $1.81M | 0.43% | 2026-06-30 |
| 10 | OLD MISSION CAPITAL LLC | $225.47K | 0.05% | 2026-06-30 |
| 11 | Brookwood Investment Group LLC | $222.02K | 0.05% | 2026-06-30 |
| 12 | Lido Advisors, LLC | $37.00K | <0.01% | 2026-06-30 |
| 13 | Walleye Trading LLC | $37.00K | <0.01% | 2026-06-30 |
| 14 | IMA Advisory Services, Inc. | $10.42K | <0.01% | 2026-06-30 |
| 15 | MERCER GLOBAL ADVISORS INC /ADV | $3.25K | <0.01% | 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
3.38M
SI % of Float
0.18%
Days to Cover
1.12
Short Vol Ratio
68.1%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-23
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|