BenzingaT3·5mo ago
VTWG Vanguard Russell 2000 Growth ETF
ETF 261.30 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.
VTWG
$261.30
—
Key stats
$261.30
- 52-Week Range
- $218.84 – $289.14
- YTD
- +9.38%
- IV Rank (30D)
- 47.63
- Straddle Price
- $15.60
- P/C Vol Ratio
- 0.12
- Open
- $255.47
- Day Range
- $254.26 – $261.72
- Volume
- 17,919
- Prev Close
- $251.08
About
Vanguard Russell 2000 Growth ETF (VTWG) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2010-09-20
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough Aug 2026flows, SEC filings
- Expense ratio
- 0.06% issuer, Nov 9, 2026
- Assets
- $1.4B shares × price, Nov 6, 2026
- Trailing yield
- 0.70% paid quarterly
- Average daily volume
- $5.9M 30 sessions
- Holdings
- 1,144 top 10 are 6.4%
- Listed
- Sep 20, 2010 Nasdaq
- Last fee change
- -4 bp filed Feb 2, 2026
- Net asset value
- $251.10 issuer, Nov 6, 2026 · closed -0.01% to NAV
- 30-day SEC yield
- 0.45% issuer, Oct 31, 2026
- Tracking difference
- +0.08 pts vs index, after fees, FY 2025
Cost90
Liquidity59
Scale79
Diversification100
Moves with. US large-cap stocks (50% of its variance, beta 0.98); Small caps over large (33% of its variance, beta 1.14); Value over growth (10% of its variance, beta -0.25). These factors explain 97% of its daily moves over the last year.
Stated objective. Vanguard Russell 2000 Growth ETF, an exchange-traded share class of Vanguard Russell 2000 Growth Index Fund (the Fund), seeks to track the performance of a benchmark index that measures the investment return of small-capitalization growth stocks in the United States. (from the fund's prospectus)
All 1,144 holdingsFlow historySimilar fundsOverlap toolAll Small Cap Growth ETFs
Fund flows
through Aug 2026SEC filingsReported for all 2 share classes of this fund together, including its mutual fund classes.
- Aug 2026
- +$15M latest reported month
- Latest 3 months
- +$69M +4.0% of assets
- Latest 12 months
- +$196M +11.3% of assets
View as a table
| Month | Net flow |
|---|---|
| Aug 2026 | +$15M |
| Jul 2026 | −$20M |
| Jun 2026 | +$74M |
| May 2026 | +$33M |
| Apr 2026 | −$2.5M |
| Mar 2026 | +$14M |
| Feb 2026 | −$13M |
| Jan 2026 | +$64M |
| Dec 2025 | +$46M |
| Nov 2025 | −$5.7M |
| Oct 2025 | +$10.0M |
| Sep 2025 | −$18M |
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 | |
|---|---|---|---|---|---|
| IWOiShares Russell 2000 Growth ETF | 90% | 0.24% | $13.7B | +5.2% | compare |
| VTWOVanguard Russell 2000 ETF | 55% | 0.06% | $16.4B | +11.7% | compare |
| IWMiShares Russell 2000 ETF | 54% | 0.19% | $76.6B | +11.8% | compare |
| RSSLGlobal X Russell 2000 ETF | 54% | 0.08% | $1.4B | +11.4% | compare |
| RESMColumbia Research Enhanced Small Cap ETF | 53% | 0.32% | $3.7M | — | 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
- +11.7% 47% under, 24% over · 98% covered
- Price / earnings
- — 37% loss-making · 96% covered
- Price / book · sales
- 3.7 · 1.5 revenue growth +11.2%
- Above 200-day average
- 47% 40% above 50-day · by weight
- Short interest
- 11.6% of float, weighted · 6.2 days to cover
- Insider buying
- 8% of weight had net insider buying, 90 days; 53% net selling
- 13F holders
- +6.5% change in shares held by institutions, latest quarter
- Reporting earnings
- 17.7% of weight in 7 days; 21.0% in 14
Holdings reporting in the next 14 days · weighted implied move this week 2.71%
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 | CRNXCrinetics Pharmaceuticals Inc | 0.55% | — | — |
| Exit | APGEApogee Therapeutics Inc | 0.38% | — | — |
| Exit | ATAIAtaiBeckley Inc | 0.13% | — | — |
| Increase | ZETAZeta Global Holdings Corp | 0.35% | 0.47% | +24.0% |
| Increase | XMTRXometry Inc | 0.27% | 0.35% | +12.0% |
| New position | PBLSParabilis Medicines Inc | — | 0.05% | — |
| Increase | NVTSNavitas Semiconductor Corp | 0.13% | 0.18% | +30.8% |
| Increase | LFSTLifeStance Health Group Inc | 0.15% | 0.20% | +30.4% |
| Increase | GRDNGuardian Pharmacy Services Inc | 0.04% | 0.09% | +76.9% |
| Increase | YSSYork Space Systems Inc | 0.01% | 0.05% | +379.1% |
1 new, 4 exited, 59 increased and 5 decreased between the fund's two latest holdings reports; turnover 6.1%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 8 active of 37 with agreements; top 3 did 85%
- Created · redeemed
- $226M · $251M over the fiscal year
- Redemptions in kind
- 1% creations 1% in kind
- Creation unit
- 15,000 shares
- Securities lending
- 1.06% of assets on loan on average; earned 9.6 bp
- Return vs index
- +0.08 pts after fees; +0.17 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
1144
AUM
$1.7B
Provider
Vanguard
Inception
2010-09-20
Exchange
XNAS
Data As Of
2026-09-30
Expense Ratio
0.06%
Dividend Yield
0.70%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-23 | 2026-09-25 | $0.3362 | CD |
| 2026-06-18 | 2026-06-23 | $0.4245 | CD |
| 2026-03-24 | 2026-03-26 | $0.3241 | CD |
| 2025-12-22 | 2025-12-24 | $0.6673 | CD |
| 2025-09-24 | 2025-09-26 | $0.2542 | CD |
| 2025-06-20 | 2025-06-24 | $0.3786 | CD |
Asset Allocation
Top Holdings
top 50 of 1144 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | SLBBH1142 | 1.95% | Cash/Money Market | — |
| TWST | Twist Bioscience Corp | 0.83% | Equity (US) | US |
| MOG.A | Moog Inc | 0.71% | Equity (US) | US |
| FROG | JFrog Ltd | 0.69% | Equity (Foreign) | IL |
| TXG | 10X Genomics Inc | 0.69% | Equity (US) | US |
| BTSG | BrightSpring Health Services Inc | 0.62% | Equity (US) | US |
| GKOS | Glaukos Corp | 0.62% | Equity (US) | US |
| KRYS | Krystal Biotech Inc | 0.57% | Equity (US) | US |
| PTGX | Protagonist Therapeutics Inc | 0.56% | Equity (US) | US |
| FCFS | FirstCash Holdings Inc | 0.56% | Equity (US) | US |
| IDCC | InterDigital Inc | 0.56% | Equity (US) | US |
| EAT | Brinker International Inc | 0.55% | Equity (US) | US |
| TGTX | TG Therapeutics Inc | 0.53% | Equity (US) | US |
| RHP | Ryman Hospitality Properties Inc | 0.53% | Equity (US) | US |
| MXL | MaxLinear Inc | 0.52% | Equity (US) | US |
| OSCR | Oscar Health Inc | 0.48% | Equity (US) | US |
| HQY | HealthEquity Inc | 0.48% | Equity (US) | US |
| SLAB | Silicon Laboratories Inc | 0.48% | Equity (US) | US |
| PRAX | Praxis Precision Medicines Inc | 0.48% | Equity (US) | US |
| ZETA | Zeta Global Holdings Corp | 0.47% | Equity (US) | US |
| PLXS | Plexus Corp | 0.46% | Equity (US) | US |
| SNEX | StoneX Group Inc | 0.46% | Equity (US) | US |
| ZWS | Zurn Elkay Water Solutions Corp | 0.46% | Equity (US) | US |
| ESE | ESCO Technologies Inc | 0.46% | Equity (US) | US |
| SYRE | Spyre Therapeutics Inc | 0.44% | Equity (US) | US |
| FSS | Federal Signal Corp | 0.44% | Equity (US) | US |
| QLYS | Qualys Inc | 0.44% | Equity (US) | US |
| LNTH | Lantheus Holdings Inc | 0.42% | Equity (US) | US |
| VSXY | Victoria's Secret & Co | 0.42% | Equity (US) | US |
| HIMS | Hims & Hers Health Inc | 0.42% | Equity (US) | US |
| CVLT | Commvault Systems Inc | 0.41% | Equity (US) | US |
| ENS | EnerSys | 0.41% | Equity (US) | US |
| LGND | Ligand Pharmaceuticals Inc | 0.41% | Equity (US) | US |
| NPO | Enpro Inc | 0.40% | Equity (US) | US |
| ANF | Abercrombie & Fitch Co | 0.39% | Equity (US) | US |
| QBTS | D-Wave Quantum Inc | 0.39% | Equity (US) | US |
| KYMR | Kymera Therapeutics Inc | 0.38% | Equity (US) | US |
| MTRN | Materion Corp | 0.37% | Equity (US) | US |
| SXT | Sensient Technologies Corp | 0.37% | Equity (US) | US |
| MGY | Magnolia Oil & Gas Corp | 0.36% | Equity (US) | US |
| COMP | Compass Inc | 0.36% | Equity (US) | US |
| RYTM | Rhythm Pharmaceuticals Inc | 0.36% | Equity (US) | US |
| KGS | Kodiak Gas Services Inc | 0.36% | Equity (US) | US |
| ALKS | Alkermes PLC | 0.35% | Equity (Foreign) | IE |
| VRNS | Varonis Systems Inc | 0.35% | Equity (US) | US |
| CIFR | Cipher Digital Inc | 0.35% | Equity (US) | US |
| COGT | Cogent Biosciences Inc | 0.35% | Equity (US) | US |
| XMTR | Xometry Inc | 0.35% | Equity (US) | US |
| AROC | Archrock Inc | 0.34% | Equity (US) | US |
| TVTX | Travere Therapeutics Inc | 0.34% | Equity (US) | US |
Non-Equity Breakdown
VANGUARD RUSSELL 2000 GROWTH INDEX FUND ·
NPORT-P period 2026-08-31
(filed 2026-10-29)
Net assets:
$1.73B
· 1141 total positions
· equity 99.74%
· non-equity 1.80%
Non-equity holdings
— 6 positions,
1.80% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.80% | $31.2M | 2 |
| Derivative (equity) | 0.00% | $56672 | 4 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 6.24% | -14.61% | 10.82% | -2.33% | 2.63% | 2.72% | 0.91% |
| Feb | 0.19% | -0.77% | -2.79% | 5.88% | -5.82% | -1.16% | -0.75% |
| Mar | -6.22% | 2.25% | -3.04% | 1.31% | -4.57% | -7.41% | -2.95% |
| Apr | 0.58% | -13.37% | -1.58% | -7.06% | -0.93% | 13.84% | -1.42% |
| May | -2.41% | -3.59% | -0.36% | 5.70% | 5.67% | 5.06% | 1.68% |
| Jun | 4.27% | -5.60% | 6.92% | 0.03% | 4.96% | 3.87% | 2.41% |
| Jul | -4.50% | 10.47% | 4.84% | 9.02% | 1.77% | -5.62% | 2.66% |
| Aug | 2.01% | -0.81% | -4.59% | 1.99% | 8.02% | -0.38% | 1.04% |
| Sep | -4.68% | -7.70% | -7.72% | 4.87% | 4.68% | -3.79% | -2.39% |
| Oct | 3.16% | 6.52% | -6.58% | 0.11% | 3.24% | -1.63% | 0.80% |
| Nov | -7.32% | 1.12% | 8.85% | 11.12% | 0.00% | 2.65%* | 2.74% |
| Dec | 2.88% | -6.63% | 8.84% | -8.38% | 0.23% | -- | -0.61% |
| Total | -6.68% | -30.52% | 11.89% | 22.35% | 20.69% | 6.67% | 4.07% |
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: $254.76
SMA 50: $261.39
SMA 200: $261.96
Current: $261.69
EMA 12: $255.84
EMA 26: $257.36
MACD: -1.5171 | Signal: 0.5833
BEARISH
ADX (14): 23.48
WEAK TREND
+DI: 30.61
−DI: 30.26
Momentum Oscillators
RSI (14): 53.79
NEUTRAL
Stoch %K: 39.02
Stoch %D: 40.11
Williams %R: -13.73
Volume & Volatility
BB Upper: $263.67
BB Lower: $245.86
NEUTRAL
OBV: 95,949
Vol SMA 20: 22,779
Vol ROC: 105.60%
ATR: $5.47
True Range: $10.64
HV 20: 34.1%
HV 30: 28.5%
HV 60: 23.1%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-11-08T00:00:00 – 2026-11-06T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL (6/10)
Key Drivers:
- Technical signals indicate a range-bound market with medium-term momentum favoring buyers
- News sentiment is mixed, but recent headlines suggest potential for further gains
Primary Risks:
- High volatility and beta above 1.5 increase risk exposure
- Options market pricing in $14.35 move by expiration, which may not be reflected in actual price action
Investment Thesis: VTWG's current trend direction is range-bound, with medium-term momentum favoring buyers. While the options market suggests a potential move of $14.35 by expiration, this thesis focuses on identifying potential catalysts and risk management considerations.
Recent News Sentiment Impact: NEUTRAL (average sentiment across recent headlines)
Technical Analysis
Trend Direction: Range-bound (1-4 weeks), Medium-term momentum favoring buyers
Support/Resistance Levels: SMA 50 ($252.42) and SMA 20 ($267.64) serve as key support levels, while upper Bollinger Band ($278.75) represents resistance
Momentum Signals:
- RSI (14): 65.01 (neutral)
- MACD: Bullish signal above signal line
- Stochastic %K: 92.83 and Stochastic %D: 82.68 both indicate a neutral reading
- Williams %R: -7.08 suggests a slight oversold condition
Volume Analysis: Volume SMA 20 ($15,778.25) has been declining, indicating decreased institutional interest
News & Sentiment Analysis
Recent Headlines Summary: Positive news from The Motley Fool and Benzinga, while neutral news from Benzinga and mixed sentiment from The Motley Fool dominate recent headlines
Sentiment Assessment: NEUTRAL (average sentiment across recent headlines)
Catalyst Identification: Earnings data not available; options market pricing in a potential move of $14.35 by expiration
Market Narrative: Range-bound market with medium-term momentum favoring buyers, supported by positive news from The Motley Fool and Benzinga
Risk & Volatility Assessment
Beta Interpretation: High risk relative to the market (beta >1.5)
Volatility Regime: Current volatility is higher than historical levels
Options Market Signals: IV Rank: 78.6% (High - shows if volatility is historically high/low), put/call ratios indicating bullish sentiment
Downside Protection: Support levels at SMA 50 ($252.42) and SMA 20 ($267.64)
Market Context & Positioning
Sector Performance: VTWG's sector, Technology, has been performing well in recent months
Institutional Activity: Volume patterns suggest decreased institutional interest
Correlation Analysis: R-squared interpretation suggests a moderate correlation with the market (0.84)
Relative Valuation: VTWG is trading within its historical range
Key Levels & Action Items
Critical Price Levels: SMA 50 ($252.42) and SMA 20 ($267.64) serve as key support levels, while upper Bollinger Band ($278.75) represents resistance
Breakout/Breakdown Levels: Technical levels that could trigger significant moves: $277.20 (current price), $282.15 (upper Bollinger Band +2%), and $254.40 (SMA 50 -5%)
Time-Sensitive Catalysts: Earnings data not available; options market pricing in a potential move of $14.35 by expiration
Risk Management: Stop-loss levels: SMA 50 ($252.42), SMA 20 ($267.64); position sizing considerations: 2% of portfolio
Generated
News
All VTWG news →
BenzingaT3·6mo ago
The Motley FoolT3·6mo ago
The Motley FoolT3·12mo ago
BenzingaT3·21mo ago
The Motley FoolT3·23mo ago
The Motley FoolT3·23mo ago
The Motley FoolT3·23mo ago
Zacks Investment ResearchT3·30mo ago
Zacks Investment ResearchT3·32mo ago
Showing 1–10 of 50
Page 1 of 5
VTWG Options Activity & IV Rank
VTWG IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 22.2%
7-DTE IV: 22.0%
Expected Move: $15.60
7-DTE Move: $8.20
Days to Exp: 39 (2026-12-18)
Options Flow · All expiries
Call Volume: 8
Put Volume: 1
P/C Volume: 0.125
BULLISH
Call OI: 6
Put OI: 1
P/C OI: 0.167
Total OI: 7
ATM Options Pricing
ATM Call: $8.55
ATM Put: $7.05
Call %: 3.3%
Put %: 2.7%
Chain Summary
Chain Volume: 9
Chain OI: 7
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)32.1MediumNov 9
IV Rank (30 DTE)47.6MediumNov 9
Straddle Price (30 DTE)$15.60Nov 9
Beta Analysis
Risk Metrics
Beta: 1.4143
Alpha: -4.30%
Correlation: 0.8464
R-Squared: 71.6%
Stock Volatility: 23.0%
Market Volatility: 13.8%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
High volatility - stock moves more than market
High volatility - stock moves more than market
Beta & Alpha Over Time
VTWG Institutional Ownership (13F)
Filings 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.
1 filers$1.73M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $1.73M | 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
19.05K
SI % of Float
0.35%
Days to Cover
1.00
Short Vol Ratio
11.3%
Free Float
—
Float %
—
Short interest 2026-10-15 • Short volume 2026-11-06
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|