The Motley FoolT3·11h ago
VXUS Vanguard Total International Stock ETF
ETF 82.52 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.
VXUS
$82.52
—
Key stats
$82.52
After hours
$82.61
+0.10%
- 52-Week Range
- $72.11 – $88.62
- YTD
- +7.81%
- IV Rank (30D)
- 24.83
- Straddle Price
- $2.95
- P/C Vol Ratio
- 0.52
- Open
- $82.22
- Day Range
- $82.07 – $82.67
- Volume
- 5,591,600
- Prev Close
- $82.73
About
Vanguard Total International Stock ETF (VXUS) ETF
No description available.
- Exchange
- XNAS
- Inception
- 2011-01-26
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Sep 30, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.05% issuer, Oct 23, 2026
- Assets
- $159.2B shares × price, Oct 22, 2026
- Trailing yield
- 2.40% paid quarterly
- Average daily volume
- $469M 30 sessions
- Holdings
- 8,999 top 10 are 13.5%
- Listed
- Jan 26, 2011 Nasdaq
- Last fee change
- -3 bp filed Feb 3, 2025
- Net asset value
- $82.56 issuer, Oct 22, 2026 · closed +0.21% to NAV
- Tracking difference
- +0.12 pts vs index, after fees, FY 2025
Cost99
Liquidity100
Scale100
Diversification100
Moves with. US large-cap stocks (55% of its variance, beta 0.90); Emerging markets over US (22% of its variance, beta 0.30); Developed markets ex-US over US (13% of its variance, beta 0.50). These factors explain 97% of its daily moves over the last year.
Stated objective. Vanguard Total International Stock Index Fund (the Fund) seeks to track the performance of a benchmark index that measures the investment return of stocks issued by companies located in developed and emerging markets, excluding the United States. (from the fund's prospectus)
All 8,999 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US ETFs
Fund flows
through Jul 2026SEC filingsReported for all 6 share classes of this fund together, including its mutual fund classes.
- Jul 2026
- +$1.3B latest reported month
- Latest 3 months
- +$1.6B +0.2% of assets
- Latest 12 months
- +$8.4B +1.3% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$1.3B |
| Jun 2026 | +$506M |
| May 2026 | −$225M |
| Apr 2026 | −$621M |
| Mar 2026 | +$320M |
| Feb 2026 | −$1.3B |
| Jan 2026 | +$1.3B |
| Dec 2025 | +$4.0B |
| Nov 2025 | +$2.2B |
| Oct 2025 | +$14M |
| Sep 2025 | +$1.5B |
| Aug 2025 | −$666M |
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 | |
|---|---|---|---|---|---|
| IXUSiShares Core MSCI Total International Stock ETF | 90% | 0.07% | $57.1B | +10.9% | compare |
| VEUVanguard FTSE All-World Ex-US ETF | 89% | 0.04% | $66.5B | +11.9% | compare |
| GXUSGoldman Sachs MarketBeta Total International Equity ETF | 82% | 0.18% | $622M | +11.5% | compare |
| ACWXiShares MSCI ACWI ex US ETF | 81% | 0.32% | $17.6B | +11.7% | compare |
| DBAWXtrackers MSCI All World ex US Hedged Equity ETF | 79% | 0.40% | $318M | +15.1% | 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
- 3.3% of weight in 7 days; 6.7% in 14
Holdings reporting in the next 14 days · weighted implied move this week 0.25%
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 | Kioxia Holdings Corp | 0.23% | 0.30% | +245.9% |
| Exit | SUNBSunbelt Rentals Holdings Inc | 0.06% | — | — |
| Exit | Kingspan Group PLC | 0.04% | — | — |
| New position | Kingspan Group PLC | — | 0.04% | — |
| Exit | ARXARC Resources Ltd | 0.03% | — | — |
| Decrease | Telecom Italia SpA/Milano | 0.03% | 0.01% | −58.5% |
| Decrease | Bank for Investment and Development of Vietnam JSC | 0.02% | 0.00% | −78.6% |
| Decrease | Banco BPM SpA | 0.06% | 0.04% | −30.3% |
| Increase | Hon Precision Inc | 0.00% | 0.02% | +466.5% |
| Decrease | Agricultural Bank of China Ltd | 0.05% | 0.04% | −30.2% |
1 new, 3 exited, 9 increased and 9 decreased between the fund's two latest holdings reports; turnover 3.5%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 8 active of 40 with agreements; top 3 did 90%
- Created · redeemed
- $13.5B · $0 over the fiscal year
- Redemptions in kind
- 1% creations 1% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 1.10% of assets on loan on average; earned 3.5 bp
- Return vs index
- +0.12 pts after fees; +0.33 before; daily s.d. 13.10
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
8999
AUM
$659.3B
Provider
Vanguard
Inception
2011-01-26
Exchange
XNAS
Data As Of
2026-09-30
Expense Ratio
0.05%
Dividend Yield
2.40%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-18 | 2026-09-22 | $0.1562 | CD |
| 2026-06-18 | 2026-06-23 | $0.3861 | CD |
| 2026-03-20 | 2026-03-24 | $0.0795 | CD |
| 2025-12-19 | 2025-12-23 | $1.3631 | CD |
| 2025-09-19 | 2025-09-23 | $0.3597 | CD |
| 2025-06-20 | 2025-06-24 | $0.4851 | CD |
Asset Allocation
Top Holdings
top 50 of 8999 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Taiwan Semiconductor Manufacturing Co Ltd | 4.27% | Equity (Foreign) | TW |
| — | Samsung Electronics Co Ltd | 2.03% | Equity (Foreign) | KR |
| — | SK hynix Inc | 1.67% | Equity (Foreign) | KR |
| — | SLCMT1142 | 1.66% | Cash/Money Market | — |
| ASML | ASML Holding NV | 1.55% | Equity (Foreign) | NL |
| — | Tencent Holdings Ltd | 0.76% | Equity (US) | — |
| HSBA | HSBC Holdings PLC | 0.76% | Equity (Foreign) | GB |
| ROP | Roche Holding AG | 0.66% | Equity (Foreign) | CH |
| SHEL | Shell PLC | 0.62% | Equity (Foreign) | GB |
| RY | Royal Bank of Canada | 0.62% | Equity (Foreign) | CA |
| NOVN | Novartis AG | 0.60% | Equity (Foreign) | CH |
| — | MKTLIQ | 0.59% | Cash/Money Market | — |
| — | Alibaba Group Holding Ltd | 0.57% | Equity (Foreign) | CN |
| — | Mitsubishi UFJ Financial Group Inc | 0.57% | Equity (Foreign) | JP |
| AZN | AstraZeneca PLC | 0.54% | Equity (Foreign) | GB |
| NESN | Nestle SA | 0.52% | Equity (Foreign) | CH |
| — | MediaTek Inc | 0.51% | Equity (Foreign) | TW |
| SIE | Siemens AG | 0.50% | Equity (Foreign) | DE |
| BHP | BHP Group Ltd | 0.48% | Equity (Foreign) | AU |
| SAP | SAP SE | 0.46% | Equity (Foreign) | DE |
| SAN | Banco Santander SA | 0.45% | Equity (Foreign) | ES |
| TD | Toronto-Dominion Bank/The | 0.43% | Equity (Foreign) | CA |
| — | Toyota Motor Corp | 0.43% | Equity (Foreign) | JP |
| SHOP | Shopify Inc | 0.41% | Equity (Foreign) | CA |
| ALV | Allianz SE | 0.40% | Equity (Foreign) | DE |
| SU | Schneider Electric SE | 0.40% | Equity (Foreign) | FR |
| CBA | Commonwealth Bank of Australia | 0.39% | Equity (Foreign) | AU |
| TTE | TotalEnergies SE | 0.39% | Equity (Foreign) | FR |
| — | Tokyo Electron Ltd | 0.37% | Equity (Foreign) | JP |
| RR. | Rolls-Royce Holdings PLC | 0.36% | Equity (Foreign) | GB |
| — | Advantest Corp | 0.36% | Equity (Foreign) | JP |
| — | Sumitomo Mitsui Financial Group Inc | 0.36% | Equity (Foreign) | JP |
| BBVA | Banco Bilbao Vizcaya Argentaria SA | 0.35% | Equity (Foreign) | ES |
| IBE | Iberdrola SA | 0.35% | Equity (Foreign) | ES |
| — | Hitachi Ltd | 0.34% | Equity (Foreign) | JP |
| — | SoftBank Group Corp | 0.34% | Equity (Foreign) | JP |
| UBSG | UBS Group AG | 0.33% | Equity (Foreign) | CH |
| ABBN | ABB Ltd | 0.33% | Equity (Foreign) | CH |
| — | Recruit Holdings Co Ltd | 0.32% | Equity (Foreign) | JP |
| — | Sony Group Corp | 0.32% | Equity (Foreign) | JP |
| — | Kioxia Holdings Corp | 0.30% | Equity (Foreign) | JP |
| UCG | UniCredit SpA | 0.30% | Equity (Foreign) | IT |
| — | Mizuho Financial Group Inc | 0.29% | Equity (Foreign) | JP |
| SAF | Safran SA | 0.29% | Equity (Foreign) | FR |
| ULVR | Unilever PLC | 0.28% | Equity (Foreign) | GB |
| AIR | Airbus SE | 0.28% | Equity (US) | — |
| DBS | DBS Group Holdings Ltd | 0.28% | Equity (Foreign) | SG |
| ENR | Siemens Energy AG | 0.27% | Equity (Foreign) | DE |
| NOVOB | Novo Nordisk A/S | 0.27% | Equity (Foreign) | DK |
| BMO | Bank of Montreal | 0.27% | Equity (Foreign) | CA |
Geographic Breakdown
Non-Equity Breakdown
VANGUARD TOTAL INTERNATIONAL STOCK INDEX FUND ·
NPORT-P period 2026-07-31
(filed 2026-09-28)
Net assets:
$645.86B
· 8868 total positions
· equity 98.94%
· non-equity 2.38%
Non-equity holdings
— 92 positions,
2.38% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 2.39% | $15.45B | 2 |
| Derivative (FX) | 0.00% | $21.6M | 46 |
| Non-US Sovereign | 0.00% | $100 | 3 |
| Derivative (equity) | -0.01% | $-82840325 | 41 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.35% | -3.45% | 7.95% | -0.58% | 3.55% | 4.08% | 1.87% |
| Feb | 0.49% | -3.68% | -5.16% | 1.97% | 2.89% | 4.62% | 0.19% |
| Mar | -0.56% | 1.44% | 1.56% | 1.69% | -0.26% | -6.42% | -0.42% |
| Apr | 1.40% | -7.50% | 1.15% | -2.14% | 2.54% | 6.47% | 0.32% |
| May | 2.20% | 1.83% | -3.31% | 4.11% | 5.09% | 3.72% | 2.27% |
| Jun | -2.04% | -8.10% | 1.72% | -2.00% | 2.16% | -0.95% | -1.53% |
| Jul | -1.22% | 3.68% | 3.46% | 2.50% | -0.93% | -0.09% | 1.23% |
| Aug | 1.04% | -4.22% | -3.25% | 4.78% | 4.59% | 2.71% | 0.94% |
| Sep | -4.83% | -9.42% | -4.31% | 3.92% | 3.65% | -2.02% | -2.17% |
| Oct | 2.59% | 1.26% | -2.10% | -4.21% | 0.89% | -2.29%* | -0.64% |
| Nov | -5.17% | 11.81% | 7.18% | -0.34% | 0.13% | -- | 2.72% |
| Dec | 2.52% | -3.83% | 2.60% | -4.69% | 1.06% | -- | -0.47% |
| Total | -4.23% | -20.02% | 6.67% | 4.53% | 28.27% | 9.50% | 4.12% |
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: $84.38
SMA 50: $85.97
SMA 200: $83.29
Current: $82.53
EMA 12: $83.74
EMA 26: $84.56
MACD: -0.8210 | Signal: -0.1299
BEARISH
ADX (14): 22.27
WEAK TREND
+DI: 17.22
−DI: 38.26
Momentum Oscillators
RSI (14): 35.29
NEUTRAL
Stoch %K: 17.41
Stoch %D: 21.69
Williams %R: -88.78
Volume & Volatility
BB Upper: $86.33
BB Lower: $82.43
NEUTRAL
OBV: 197,059,706
Vol SMA 20: 5,162,366
Vol ROC: 35.45%
ATR: $0.91
True Range: $0.66
HV 20: 11.1%
HV 30: 13.1%
HV 60: 12.5%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-25T00:00:00 – 2026-10-23T00:00:00
AI Analysis
VXUS Stock Analysis Report
Vanguard Total International Stock ETF
Executive Summary
Overall Assessment: NEUTRAL with confidence level 6/10
VXUS is a broadly diversified, passively managed international equity ETF facing headwinds from weakening technical momentum despite positive media sentiment and strong fund inflows. The fund presents a classic divergence: deteriorating price action and bearish momentum indicators conflict with bullish narrative coverage and institutional buying. Current positioning reflects investor appetite for international diversification, but technical weakness suggests near-term caution is warranted.
Key Drivers:
- Positive news sentiment (100% of recent headlines bullish) highlighting VXUS as a low-cost diversified holding
- Strong fund inflows: +$8.4B over 12 months (+1.3% of $161.6B AUM)
- Deteriorating momentum: MACD histogram at -0.66 (bearish), -DI at 36.79 indicating selling pressure
- Price trading below key moving averages (20, 50, 200-day SMA)
Primary Risks:
- Negative MACD crossover with widening bearish histogram
- Price 1.6% below 20-day SMA and 4.0% below 50-day SMA signals momentum loss
- High short-term stochastic readings (22.64%K / 22.32%D) suggest exhaustion
- Elevated IV premium (26.9% above HV30) indicating options market pricing elevated risk
Investment Thesis: VXUS represents a high-quality, ultra-low-cost gateway to international equity exposure with $161.6B in assets and top holdings anchored by semiconductor leaders (TSMC 4.3%, Samsung 2.0%, SK Hynix 1.7%). However, technical deterioration and bearish momentum indicators suggest the fund is entering a consolidation or correction phase, creating potential risk for momentum-driven investors despite solid fundamental positioning.
Technical Analysis
Trend Direction
Short-term (1-4 weeks): BEARISH
- Price at $82.73 is 1.6% below 20-day SMA ($84.57), indicating recent selling
- EMA 12 ($83.96) above current price confirms downside momentum
- Williams %R at -93.73 (extreme oversold) suggests aggressive selling pressure
- ADX at 21.06 indicates weak trend strength, but the direction is clearly downward
Medium-term (1-3 months): BEARISH
- Price 4.0% below 50-day SMA ($86.07) and below both 20-day and 50-day moving averages
- EMA 26 at $84.72 (above current price) confirms intermediate-term weakness
- Stochastic readings (22.64%K, 22.32%D) at extreme lows for 3+ weeks suggest sustained selling
Long-term (3-12 months): NEUTRAL-TO-BULLISH
- Price trading just 0.6% below 200-day SMA ($83.27), indicating long-term support is holding
- Fund flows remain positive (+$8.4B annual), suggesting investor confidence in long-term thesis
- While momentum is weak, the fund has not broken below long-term trend support
Support/Resistance Levels
| Level | Distance | Interpretation | |-------|----------|-----------------| | $82.64 (Bollinger Band Lower) | -0.11 | Immediate support; oversold condition | | $81.50 | -1.5% | Psychological level; potential bounce target | | $80.00-$80.50 | -3.3% to -3.0% | Significant technical support (200-day SMA in vicinity) | | $86.50 (Bollinger Band Upper) | +4.5% | Resistance; 20-day SMA equivalent | | $87.00-$87.50 | +5.1% to +5.7% | 50-day SMA resistance area |
Momentum Signals
RSI (14): 36.25 - NEUTRAL/WEAK
- Reading of 36.25 is in the "neutral" zone (30-70) but trending toward oversold territory
- Not yet at oversold levels (<30) that typically trigger reversal signals
- RSI is declining, confirming downward momentum without yet reaching capitulation levels
- This suggests further weakness could develop before oversold relief rally triggers
MACD: BEARISH CROSSOVER CONFIRMED
- MACD at -0.76 significantly below signal line at -0.10
- Histogram at -0.66 and widening indicates strengthening bearish momentum
- MACD has not crossed back above the signal line, so bearish momentum remains intact
- The widening histogram suggests selling is accelerating rather than stabilizing
Bollinger Bands: NEUTRAL/CONTRACTION SIGNAL
- Band width at 4.57 is moderate (neither squeezed nor extremely wide)
- Price at $82.73 sits just 0.09 above lower band ($82.64), indicating oversold conditions
- Middle band (SMA 20) at $84.57 acts as dynamic resistance
- Configuration suggests either continuation lower or mean reversion bounce back to $84+ range
- Signal: Early stages of potential oversold bounce, but trend remains down
Volume Analysis
Volume Indicators: MODERATE INSTITUTIONAL INTEREST
- Volume SMA 20: 5.1M shares (average daily trading volume)
- Volume Rate of Change: +4.70% (volume slightly elevated vs. recent average)
- On-Balance Volume: 199.997B (cumulative net buying pressure, historically high but not reflective of current trend)
- Interpretation: Current volume is modestly above average, suggesting some institutional participation in recent selloff. OBV remains healthy historically, indicating no capitulation-level volume spikes yet.
What This Means: Volume is adequate for a fund of this size ($161.6B AUM), but recent volume elevation (+4.7%) combined with price decline suggests institutional investors are either rebalancing out of international equities or trimming positions. Not aggressive institutional selling, but notable positioning change.
News & Sentiment Analysis
Recent Headlines Summary
All 6 recent headlines (2026-09-25 through 2026-10-22) display POSITIVE sentiment exclusively:
- "Better Buy in 2026" positioning VXUS competitively vs. peers
- "Set-and-Forget ETFs Built to Reward Patient Investors" highlighting VXUS as a core holding
- Holdings spotlight on semiconductor leaders (TSMC, Samsung, SK Hynix, ASML)
- "Worth Buying and Holding for the Next 20 Years" long-term endorsement
- Competitive comparison highlighting VXUS strengths vs. alternatives (INTF, VWO)
- Direct fund comparison (VXUS vs. VWO) emphasizing VXUS advantages
Key Themes:
- Ultra-low cost (0.05% expense ratio vs 0.43% category median) repeatedly emphasized
- Diversification across 8,999 positions with quality top holdings
- "Set and forget" long-term wealth-building vehicle
- International diversification benefits
Sentiment Assessment
Aggregate News Sentiment: STRONGLY POSITIVE (100% of headlines)
- Positive drivers: Cost efficiency, holdings quality, long-term suitability, competitive positioning
- Negative drivers: None identified in recent coverage
- Neutral elements: None; all coverage is promotional or endorsement-focused
Data Quality Assessment: ⚠️ CONFLICT FLAG
CRITICAL DIVERGENCE: News sentiment (100% positive, bullish) directly contradicts technical signals (bearish momentum, MACD crossover, price below all key moving averages).
This suggests:
- News coverage is lagging (articles from Sept-Oct discussing fund merits)
- Technical deterioration has occurred after positive coverage
- Market narrative (long-term holding merit) disconnected from short-term price action
- Potential disconnect between advisor/retail interest (reflected in positive coverage) and institutional repositioning (reflected in technical weakness)
Catalyst Identification
Near-term (1-4 weeks):
- Q3 earnings season ongoing - 3% of fund's holdings report earnings within 7 days [issuer data as of 2026-09-30]
- Semiconductor sector (TSMC, Samsung, SK Hynix = 8% of fund) will drive sentiment
- No major economic data or geopolitical events specifically tied to VXUS
Generated
News
All VXUS news →
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VXUS Options Activity & IV Rank
VXUS IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 17.0%
7-DTE IV: 20.1%
Expected Move: $2.95
7-DTE Move: $1.85
Days to Exp: 28 (2026-11-20)
Options Flow
Call Volume: 187
Put Volume: 98
P/C Volume: 0.524
BULLISH
Call OI: 1,444
Put OI: 533
P/C OI: 0.369
Total OI: 1,977
ATM Options Pricing
ATM Call: $1.35
ATM Put: $1.60
Call %: 1.6%
Put %: 1.9%
Chain Summary
Chain Volume: 1,132
Chain OI: 8,168
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 26th 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
26%
vs own history
GEX tilt
+0.16
OI-weighted, today
Vanna tilt
+0.72
δ-sensitivity to IV
Charm tilt
-0.65
δ-decay vs time
Vanna tilt +0.72: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.65: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 74 ATM contracts, 6k 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
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—
pts
EXTREME
No data
30 DTE / 10d
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—
pts
EXTREME
ATM 15.9% / 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)25.5MediumOct 23
IV Rank (30 DTE)24.8LowOct 23
Straddle Price (30 DTE)$2.95Oct 23
Beta Analysis
Risk Metrics
Beta: 1.1118
Alpha: -3.21%
Correlation: 0.8250
R-Squared: 68.1%
Stock Volatility: 17.2%
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
VXUS 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.
6 filers$44.48M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Twin Tree Management, LP | $15.82M | 35.57% | 2026-06-30 |
| 2 | Citadel Advisors LLC Custodian | $11.07M | 24.89% | 2026-06-30 |
| 3 | Point72 Asset Management, L.P. | $7.28M | 16.35% | 2026-06-30 |
| 4 | Susquehanna International Group, LLP Custodian | $5.83M | 13.11% | 2026-06-30 |
| 5 | Jane Street Group, LLC Custodian | $4.21M | 9.46% | 2026-06-30 |
| 6 | Wolverine Trading, LLC Custodian | $277.93K | 0.62% | 2025-09-30 |
7 filers$34.82M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $17.18M | 49.35% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $5.93M | 17.04% | 2026-06-30 |
| 3 | Point72 Asset Management, L.P. | $5.84M | 16.77% | 2026-06-30 |
| 4 | Citadel Advisors LLC Custodian | $3.72M | 10.68% | 2026-06-30 |
| 5 | Twin Tree Management, LP | $1.77M | 5.08% | 2026-06-30 |
| 6 | Wolverine Trading, LLC Custodian | $373.01K | 1.07% | 2025-09-30 |
| 7 | Cetera Investment Advisers Custodian | $50 | <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
8.29M
SI % of Float
0.43%
Days to Cover
1.36
Short Vol Ratio
64.1%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance
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Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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