VTV Vanguard Morningstar Value ETF
ETF 225.05 DelayedETF quote, holdings, sector allocation, technicals, and options analytics. Expected move IV rank history Fibonacci levels
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- 52-Week Range
- $182.81 – $228.57
- YTD
- +16.72%
- IV Rank (30D)
- 68.78
- Straddle Price
- $6.17
- P/C Vol Ratio
- 0.52
- Open
- $225.34
- Day Range
- $224.34 – $225.79
- Volume
- 2,011,598
- Prev Close
- $226.55
Vanguard Morningstar Value ETF (VTV) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2004-01-26
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
- Expense ratio
- 0.03% issuer, Oct 23, 2026
- Assets
- $193.2B shares × price, Oct 22, 2026
- Trailing yield
- 1.84% paid quarterly
- Average daily volume
- $627M 30 sessions
- Holdings
- 312 top 10 are 23.6%
- Listed
- Jan 26, 2004 NYSE Arca
- Last fee change
- -1 bp filed Feb 2, 2026
- Net asset value
- $226.56 issuer, Oct 22, 2026 · closed -0.00% to NAV
- 30-day SEC yield
- 1.89% issuer, Sep 30, 2026
- Tracking difference
- -0.19 pts vs index, after fees, FY 2025
Moves with. US large-cap stocks (77% of its variance, beta 0.90); Small caps over large (6% of its variance, beta 0.11); Emerging markets over US (4% of its variance, beta 0.08). These factors explain 87% of its daily moves over the last year.
Stated objective. Vanguard Value Index Fund (the Fund) seeks to track the performance of a benchmark index that measures the investment return of large-capitalization value stocks. (from the fund's prospectus)
All 312 holdingsFlow historySimilar fundsOverlap toolAll Large Cap Value ETFs
- Jun 2026
- +$2.1B latest reported month
- Latest 3 months
- +$3.4B +1.3% of assets
- Latest 12 months
- +$11.3B +4.5% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$2.1B |
| May 2026 | +$1.3B |
| Apr 2026 | +$55M |
| Mar 2026 | −$265M |
| Feb 2026 | +$2.5B |
| Jan 2026 | −$381M |
| Dec 2025 | +$1.4B |
| Nov 2025 | +$2.2B |
| Oct 2025 | +$1.0B |
| Sep 2025 | +$964M |
| Aug 2025 | +$287M |
| Jul 2025 | +$305M |
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
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| MGVVanguard Morningstar Mega Cap Value ETF | 74% | 0.05% | $14.0B | +21.2% | compare |
| SCHVSchwab U.S. Large-Cap Value ETF | 73% | 0.04% | $15.7B | +18.4% | compare |
| PRXVPraxis Impact Large Cap Value ETF | 71% | 0.36% | $76M | +22.3% | compare |
| VYMVanguard High Dividend Yield ETF | 70% | 0.04% | $82.8B | +15.3% | compare |
| SPYVState Street SPDR Portfolio S&P 500 Value ETF | 67% | 0.04% | $38.4B | +14.5% | compare |
Ranked by how much of the two portfolios is the same securities.
- Holdings vs fair value
- +7.7% 40% under, 25% over · 99% covered
- Price / earnings
- 20.4 2% loss-making · 99% covered
- Price / book · sales
- 3.0 · 2.1 revenue growth +8.4%
- Above 200-day average
- 70% 62% above 50-day · by weight
- Short interest
- 2.3% of float, weighted · 3.1 days to cover
- Insider buying
- 6% of weight had net insider buying, 90 days; 63% net selling
- 13F holders
- +2.6% change in shares held by institutions, latest quarter
- Reporting earnings
- 28.7% of weight in 7 days; 48.1% in 14
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.
| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Exit | INTCIntel Corp | 0.69% | — | — |
| New position | MCDMcDonald's Corp | — | 0.31% | — |
| Increase | UBERUber Technologies Inc | 0.28% | 0.50% | +91.0% |
| Exit | GLWCorning Inc | 0.21% | — | — |
| Decrease | DELLDell Technologies Inc | 0.49% | 0.30% | −49.9% |
| Increase | SYKStryker Corp | 0.20% | 0.36% | +100.5% |
| Increase | SHWSherwin-Williams Co/The | 0.14% | 0.30% | +107.6% |
| Increase | KOCoca-Cola Co/The | 1.11% | 1.27% | +12.7% |
| Increase | ADBEAdobe Inc | 0.22% | 0.36% | +97.1% |
| New position | MRNAModerna Inc | — | 0.13% | — |
4 new, 11 exited, 17 increased and 5 decreased between the fund's two latest holdings reports; turnover 4.6%. Full holdings and history
- Authorized participants
- 13 active of 37 with agreements; top 3 did 72%
- Created · redeemed
- $30.8B · $19.3B over the fiscal year
- Redemptions in kind
- 99% creations 95% in kind
- Creation unit
- 25,000 shares
- Securities lending
- 0.01% of assets on loan on average; earned 0.1 bp
- Return vs index
- -0.19 pts after fees; +0.01 before; daily s.d. 0.09
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-28 | 2026-09-30 | $1.0174 | CD |
| 2026-06-26 | 2026-06-30 | $1.0818 | CD |
| 2026-03-27 | 2026-03-31 | $1.0792 | CD |
| 2025-12-22 | 2025-12-24 | $0.9862 | CD |
| 2025-09-29 | 2025-10-01 | $0.9433 | CD |
| 2025-06-30 | 2025-07-02 | $0.9635 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| MU | Micron Technology Inc | 4.57% | Equity (US) | US |
| JPM | JPMorgan Chase & Co | 3.34% | Equity (US) | US |
| BRK.B | Berkshire Hathaway Inc | 2.93% | Equity (US) | US |
| XOM | ExxonMobil Holdings Corp | 2.56% | Equity (US) | US |
| JNJ | Johnson & Johnson | 2.42% | Equity (US) | US |
| ABBV | AbbVie Inc | 1.76% | Equity (US) | US |
| WMT | Walmart Inc | 1.73% | Equity (US) | US |
| CVX | Chevron Corp | 1.46% | Equity (US) | US |
| CSCO | Cisco Systems Inc | 1.45% | Equity (US) | US |
| CAT | Caterpillar Inc | 1.42% | Equity (US) | US |
| BAC | Bank of America Corp | 1.37% | Equity (US) | US |
| MRK | Merck & Co Inc | 1.36% | Equity (US) | US |
| PG | Procter & Gamble Co/The | 1.28% | Equity (US) | US |
| KO | Coca-Cola Co/The | 1.27% | Equity (US) | US |
| UNH | UnitedHealth Group Inc | 1.25% | Equity (US) | US |
| PM | Philip Morris International Inc | 1.13% | Equity (US) | US |
| HD | Home Depot Inc/The | 1.08% | Equity (US) | US |
| RTX | RTX Corp | 0.95% | Equity (US) | US |
| TMO | Thermo Fisher Scientific Inc | 0.95% | Equity (US) | US |
| GS | Goldman Sachs Group Inc/The | 0.93% | Equity (US) | US |
| WFC | Wells Fargo & Co | 0.92% | Equity (US) | US |
| AMGN | Amgen Inc | 0.87% | Equity (US) | US |
| MS | Morgan Stanley | 0.84% | Equity (US) | US |
| LIN | Linde PLC | 0.83% | Equity (Foreign) | IE |
| C | Citigroup Inc | 0.82% | Equity (US) | US |
| IBM | International Business Machines Corp | 0.79% | Equity (US) | US |
| QCOM | QUALCOMM Inc | 0.73% | Equity (US) | US |
| ADI | Analog Devices Inc | 0.73% | Equity (US) | US |
| VZ | Verizon Communications Inc | 0.72% | Equity (US) | US |
| GILD | Gilead Sciences Inc | 0.70% | Equity (US) | US |
| DIS | Walt Disney Co/The | 0.69% | Equity (US) | US |
| CRM | Salesforce Inc | 0.68% | Equity (US) | US |
| PEP | PepsiCo Inc | 0.66% | Equity (US) | US |
| DE | Deere & Co | 0.65% | Equity (US) | US |
| ABT | Abbott Laboratories | 0.65% | Equity (US) | US |
| T | AT&T Inc | 0.64% | Equity (US) | US |
| ETN | Eaton Corp PLC | 0.63% | Equity (Foreign) | IE |
| PFE | Pfizer Inc | 0.62% | Equity (US) | US |
| GE | General Electric Co | 0.62% | Equity (US) | US |
| UNP | Union Pacific Corp | 0.61% | Equity (US) | US |
| SCHW | Charles Schwab Corp/The | 0.61% | Equity (US) | US |
| AXP | American Express Co | 0.58% | Equity (US) | US |
| COP | ConocoPhillips | 0.57% | Equity (US) | US |
| NEE | NextEra Energy Inc | 0.57% | Equity (US) | US |
| BLK | Blackrock Inc | 0.56% | Equity (US) | US |
| BRK.A | Berkshire Hathaway Inc | 0.55% | Equity (US) | US |
| DHR | Danaher Corp | 0.53% | Equity (US) | US |
| UBER | Uber Technologies Inc | 0.50% | Equity (US) | US |
| TXN | Texas Instruments Inc | 0.49% | Equity (US) | US |
| BMY | Bristol-Myers Squibb Co | 0.48% | Equity (US) | US |
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.49% | -1.48% | 2.96% | 0.25% | 4.52% | 3.60% | 1.72% |
| Feb | 4.25% | -1.82% | -3.49% | 2.31% | 1.11% | 2.88% | 0.87% |
| Mar | 3.82% | 4.30% | -0.96% | 3.84% | -2.12% | -5.13% | 0.62% |
| Apr | 2.92% | -5.16% | 0.96% | -3.53% | -3.40% | 5.14% | -0.51% |
| May | 1.92% | 2.37% | -4.19% | 3.31% | 3.20% | 2.86% | 1.58% |
| Jun | -1.88% | -7.75% | 4.75% | 0.08% | 2.95% | 3.08% | 0.21% |
| Jul | 0.33% | 4.01% | 3.06% | 5.17% | -0.85% | 1.10% | 2.14% |
| Aug | 2.20% | -2.36% | -2.15% | 3.99% | 4.39% | 1.74% | 1.30% |
| Sep | -4.28% | -8.84% | -4.23% | 2.11% | 2.13% | -3.52% | -2.77% |
| Oct | 4.22% | 8.83% | -1.69% | -1.14% | -0.59% | 3.85%* | 2.25% |
| Nov | -3.39% | 5.78% | 6.23% | 5.62% | 3.03% | -- | 3.45% |
| Dec | 6.93% | -3.88% | 3.44% | -6.29% | 0.97% | -- | 0.23% |
| Total | 18.29% | -7.44% | 4.04% | 16.08% | 16.05% | 16.17% | 10.53% |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- 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.
- 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.
- 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
Momentum Oscillators
Volume & Volatility
Data Summary
VTV (Vanguard Morningstar Value ETF) - Comprehensive Analysis Report
Executive Summary
Overall Assessment: BULLISH | Confidence: 7/10
VTV is a large-cap value ETF showing constructive technical positioning with modest upside momentum, supported by positive fund flows and a defensive risk profile. The fund is moderately overbought on intraday momentum indicators but maintains healthy positioning within its established trading range. With an expense ratio of 0.03% (100th percentile cheapest in category) and $191.8B in assets, VTV offers low-cost exposure to disciplined value investing with a 1.85% trailing yield.
Key Drivers:
- Positive net fund flows (+$11.3B over 12 months, +4.5% of assets) indicating sustained investor demand for value positioning
- Portfolio trading +8.5% above modeled fair value with disciplined rebalancing (4 new positions added, 6 sold in September)
- Low beta (0.54) and low volatility (8.6-8.8% HV) providing downside protection in uncertain markets
Primary Risks:
- Extended valuation multiples (weighted P/E 20.2) leaving limited margin of safety if market reprices value exposure
- Moderate overbought conditions (RSI 66.81, Stochastic %K 98.09) suggesting near-term pullback risk
- Limited breadth of positive momentum (MACD histogram 0.02, weak trend ADX 24.66) despite price strength
Investment Thesis: VTV presents a defensive value play with improving technicals, strong institutional backing via flows, and attractive fee structure. The fund's low correlation to broader market (0.67) and positive insider buying signals (+5.7% of weight) suggest selective value recognition. However, stretched momentum readings and elevated valuations relative to fair value warrant cautious entry positioning.
Recent News Sentiment Impact: News flow consists of routine analyst reviews of peer dividend/value ETFs (SPHD, VYM, VLUE, HDV, RDVY, SPYV) with mixed-to-positive sentiment. No material fund-specific catalysts identified. The generic nature of coverage suggests steady-state investor interest without acute near-term developments driving price action.
Technical Analysis
Trend Direction
Short-Term (1-4 weeks): BULLISH
- Price $226.55 trades +$5.87 above SMA20 ($220.51) and +$3.68 above SMA50 ($222.87)
- EMA12 ($222.80) positioned above EMA26 ($221.92), indicating uptrend initiation
- Price touching upper Bollinger Band ($226.21) signals momentum extension but limited headroom
Medium-Term (1-3 months): NEUTRAL-TO-BULLISH
- SMA50 ($222.87) above SMA200 ($211.69) by +$11.18, confirming intact intermediate uptrend
- Price +$14.86 above 200-day average, placing 67% of holdings above their 200-day MAs (portfolio-wide uptrend confirmation)
- However, ADX 24.66 indicates "weak trend" regime—momentum lacks conviction despite directional bias
Long-Term (3-12 months): BULLISH
- SMA200 $211.69 trending upward (stable support foundation)
- Portfolio holdings showing sustained positioning above key moving averages across 67% of weight
- Positive fund flows over 12-month horizon suggest institutional conviction in value positioning
Support/Resistance Levels
| Level | Type | Distance | Interpretation | |-------|------|----------|-----------------| | $226.21 | Immediate Resistance (Upper Bollinger Band) | -$0.34 | Price at upper band—limited upside headroom; mean reversion risk | | $226.55 | Current Price | — | Testing overbought threshold | | $222.87 | Support (SMA50) | -$3.68 | Primary support; breach would signal momentum deterioration | | $220.51 | Support (SMA20/BB Middle) | -$6.04 | Secondary support; transition zone between trend and reversion | | $214.82 | Support (Lower Bollinger Band) | -$11.73 | Technical floor; would indicate significant pullback | | $211.69 | Support (SMA200) | -$14.86 | Long-term support; major breakdown signal if breached |
Critical Observation: Bollinger Band width of 5.16 is relatively narrow, indicating volatility compression. This often precedes directional breakouts or reversions—combined with overbought momentum, mean reversion toward middle band ($220.51) is elevated probability near-term.
Momentum Signals
RSI (14): 66.81 — NEUTRAL-TO-OVERBOUGHT
- Reading sits in neutral zone (30-70) but approaching overbought threshold (70+)
- Position shows momentum without extreme exhaustion; room for continued strength but elevated pullback risk
- RSI trending toward overbought creates asymmetric risk/reward favoring near-term weakness
Stochastic Oscillator: OVERBOUGHT EXTREME
- %K at 98.09 (extreme overbought, well above 80 threshold)
- %D at 91.44 (confirming overbought regime)
- Williams %R at -1.18 (extreme overbought, near -1.0 extreme)
- Signal: Stochastic readings are the highest in the technical suite, suggesting imminent mean reversion. This is the most acute overbought signal and often precedes 1-3% pullbacks in equity indices/large-cap ETFs
MACD: BULLISH BUT WEAKENING
- MACD 0.89 slightly above Signal Line 0.87
- Histogram 0.02 (extremely small positive value) indicates divergence developing
- MACD momentum is flattening near signal line—bullish crossover may have limited runway
- Interpretation: Early-stage bullish signal losing momentum; not yet bearish crossover but suggesting caution on fresh longs
Bollinger Bands: OVERBOUGHT WITH SQUEEZE RISK
- Price at upper band ($226.21), 0.34 below current price
- Band width 5.16 reflects compression—squeeze conditions suggest impending volatility expansion
- Mean reversion toward middle band ($220.51) represents -2.2% pullback scenario
- Upper band acts as dynamic resistance; break above would signal breakout confirmation
Volume Analysis
Volume Trend:
- Volume SMA20: 3,044,169 shares (baseline trading interest)
- Volume Rate of Change: -0.19% (volume contracting slightly vs 20-day average)
- Interpretation: Declining volume on rally suggests weakening institutional conviction; participation insufficient to sustain extended move
On-Balance Volume (OBV): 44,664,244
- OBV rising trend (positive) but cannot be assessed without directional comparison to price
- Slight volume decline on positive price movement indicates potential divergence—potential warning sign for trend sustainability
Institutional Interest Signals:
- Positive net fund flows (+$2.1B latest month, +$3.4B three months) confirm institutional accumulation despite technical extension
- However, declining volume on the current rally suggests institutional buyers may be taking profits at resistance levels rather than aggressively accumulating
News & Sentiment Analysis
Recent Headlines Summary
All six recent news articles (dated 2026-10-14 to 2026-10-22) are analyst reviews of competing or peer dividend/value ETFs:
- SPHD (Invesco S&P 500 High Dividend Low Volatility) — POSITIVE sentiment
- VYM (Vanguard High Dividend Yield) — NEUTRAL
- VLUE (iShares MSCI USA Value Factor) — NEUTRAL
- HDV (iShares Core High Dividend) — POSITIVE
- RDVY (First Trust Rising Dividend Achievers) — NEUTRAL
- SPYV (State Street SPDR S&P 500 Value) — NEUTRAL
No fund-specific VTV news identified in the provided data.
Sentiment Assessment
Aggregate News Sentiment: NEUTRAL-TO-SLIGHTLY-POSITIVE
- Competitor reviews suggest sustained analyst interest in value/dividend categories
- Positive reviews of SPHD and HDV indicate favorable sector backdrop for dividend and value strategies
- Generic "Should you consider...?" headlines suggest routine coverage without acute catalysts
- Absence of fund-specific
VTV Options Activity & IV Rank
VTV IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Options Flow
ATM Options Pricing
Chain Summary
Each spread is ranked by a composite score built in three stages. Full documentation →
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.
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.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- 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.
Estimated net dealer gamma is at the 38th 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.
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.
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.
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.
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.
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.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
Risk Metrics
Analysis Details
Data Points: 251
Period: 252 trading days
Low volatility - stock moves less than market
VTV 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.
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Jane Street Group, LLC Custodian | $17.19M | 42.35% | 2026-06-30 |
| 2 | Susquehanna International Group, LLP Custodian | $11.44M | 28.18% | 2026-06-30 |
| 3 | Citadel Advisors LLC Custodian | $5.84M | 14.39% | 2026-06-30 |
| 4 | Point72 Asset Management, L.P. | $5.80M | 14.28% | 2026-06-30 |
| 5 | Cubist Systematic Strategies, LLC | $261.09K | 0.64% | 2025-09-30 |
| 6 | Lavaca Capital LLC | $65.38K | 0.16% | 2026-06-30 |
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | HBK INVESTMENTS L P | $35.35M | 72.41% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $4.99M | 10.22% | 2026-06-30 |
| 3 | Point72 Asset Management, L.P. | $3.49M | 7.14% | 2026-06-30 |
| 4 | Susquehanna International Group, LLP Custodian | $3.25M | 6.65% | 2026-06-30 |
| 5 | Jane Street Group, LLC Custodian | $1.74M | 3.57% | 2026-06-30 |
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.
- 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.
- 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.
- 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.
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