XIDE FT Vest U.S. Equity Buffer & Premium Income ETF - December
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FT Vest U.S. Equity Buffer & Premium Income ETF - December (XIDE) ETF
No description available.
- Exchange
- BATS
- Inception
- 2023-12-15
- Has Options
- No
- Expense ratio
- 0.85% prospectus, filed Dec 29, 2025
- Assets
- $20M issuer-reported, Nov 6, 2026
- Trailing yield
- 6.26% paid monthly
- Average daily volume
- $80K 30 sessions
- Holdings
- 6 top 10 are 109.5%
- Listed
- Dec 15, 2023 Cboe BZX
- Net asset value
- $30.18 issuer, Nov 6, 2026
- Reference asset
- SPY period ends Dec 18, 2026 (39 days)
- Cap, full period
- — before fees
- Buffer, full period
- 10.0% first losses absorbed
- Reference since start
- +8.0% $735.29 on Nov 6, 2026
- Upside left to the cap
- — for a buyer today
- Drop before the buffer starts
- 7.4% unprotected from here
Moves with. US large-cap stocks (23% of its variance, beta 0.09); High yield over Treasuries (15% of its variance, beta 0.38); Long Treasuries (13% of its variance, beta 0.15); US dollar (4% of its variance, beta -0.06). These factors explain 54% of its daily moves over the last year.
Stated objective. The investment objective of the FT Vest U.S. Equity Buffer & Premium Income ETF December (the Fund ) is to seek to provide investors with a consistent level of income that, when annualized, is approximately 7.08% (before fees and expenses) while providing a buffer against the first 10% of Underlying ETF losses, over the period from December 22, 2025 through December 18, 2026. (from the fund's prospectus)
- May 2026
- $0 latest reported month
- Latest 3 months
- −$8K −0.0% of assets
- Latest 12 months
- +$760K +3.1% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | $0 |
| Apr 2026 | −$755K |
| Mar 2026 | +$746K |
| Feb 2026 | +$692 |
| Jan 2026 | +$1.5M |
| Dec 2025 | −$139 |
| Nov 2025 | −$756K |
| Oct 2025 | $0 |
| Sep 2025 | +$1.5M |
| Aug 2025 | $0 |
| Jul 2025 | +$756K |
| Jun 2025 | −$2.3M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 30 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| BUFRFT Vest Laddered Buffer ETF | — | 0.95% | $10.8B | +8.9% | compare |
| BALTInnovator Defined Wealth Shield ETF | — | 0.69% | $3.3B | +5.5% | compare |
| BUFDFT Vest Laddered Deep Buffer ETF | — | 0.95% | $2.2B | +7.6% | compare |
| BUFQFT Vest Laddered Nasdaq Buffer ETF | — | 1.00% | $1.6B | +7.7% | compare |
| FJANFT Vest U.S. Equity Buffer ETF - January | — | 0.85% | $1.5B | +9.4% | compare |
The largest other funds in the Buffer category.
- Authorized participants
- 3 active of 22 with agreements; top 3 did 100%
- Created · redeemed
- $8.2M · $6.8M over the fiscal year
- Redemptions in kind
- 0% creations 0% in kind
- Creation unit
- 25,000 shares
- Securities lending
- authorized, none lent
- Diversification status
- Non-diversified may concentrate in fewer issuers
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 |
|---|---|---|---|
| 2026-11-02 | 2026-11-03 | $0.1562 | CD |
| 2026-10-01 | 2026-10-02 | $0.1562 | CD |
| 2026-09-01 | 2026-09-02 | $0.1562 | CD |
| 2026-08-03 | 2026-08-04 | $0.1562 | CD |
| 2026-07-01 | 2026-07-02 | $0.1562 | CD |
| 2026-06-01 | 2026-06-02 | $0.1562 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | 2026-12-18 State Street® SPDR® S&P 500® ETF Trust C 0.07 | 107.52% | Derivative | — |
| — | U.S. Treasury Bill, 0%, due 11/27/2026 | 1.03% | Treasury | US |
| — | 2026-12-18 State Street® SPDR® S&P 500® ETF Trust P 680.58 | 0.99% | Derivative | — |
| — | US Dollar | 0.32% | Cash/Money Market | — |
| — | 2026-12-18 State Street® SPDR® S&P 500® ETF Trust P 612.52 | -0.37% | Derivative | — |
| — | 2026-12-18 State Street® SPDR® S&P 500® ETF Trust C 680.58 | -9.50% | Derivative | — |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Derivative (equity) | 95.22% | $23.2M | 8 |
| US Treasury | 3.55% | $864157 | 6 |
| Short-term investment | 1.30% | $315437 | 1 |
| Month | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|
| Jan | -- | 0.95% | 1.08% | 0.33% | 0.79% |
| Feb | -- | 0.63% | 0.16% | -0.04% | 0.25% |
| Mar | -- | 0.44% | -0.21% | -0.98% | -0.25% |
| Apr | -- | 0.12% | -0.60% | 2.48% | 0.67% |
| May | -- | 0.88% | 2.02% | 0.88% | 1.26% |
| Jun | -- | 0.51% | 1.22% | 0.25% | 0.66% |
| Jul | -- | 0.48% | 0.58% | 0.69% | 0.58% |
| Aug | -- | 0.67% | 1.00% | 0.51% | 0.73% |
| Sep | -- | 0.61% | 0.55% | 0.38% | 0.51% |
| Oct | -- | 0.38% | 0.43% | 0.35% | 0.39% |
| Nov | -- | 0.49% | 0.25% | 0.20%* | 0.31% |
| Dec | 0.28% | -0.15% | 0.01% | -- | 0.05% |
| Total | 0.28% | 6.17% | 6.66% | 5.13% | 4.56% |
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
LLM Stock Analysis Report: XIDE
Executive Summary
Assessment: NEUTRAL (6/10)
Key Drivers: Primary risks include low volatility, moderate momentum, and mixed technical signals.
Primary Risks:
- Low volatility, which may limit potential returns.
- Mixed technical signals, including a bullish MACD and neutral RSI.
Investment Thesis: XIDE's recent performance suggests a consolidative phase, with price ranging between support and resistance levels. The stock's low volatility and moderate momentum create a relatively stable environment, making it suitable for investors seeking steady returns.
Recent News Sentiment Impact: None (no recent news available)
Technical Analysis
Trend Direction: Short-term: NEUTRAL Medium-term: BEARISH Long-term: BULLISH
Support/Resistance Levels:
- Support: $30.18 (SMA 200), $29.90 (Lower BB)
- Resistance: $30.40 (Upper BB), $31.20 (Previous high)
Momentum Signals:
- RSI: Neutral at 52.37, indicating a stable market condition.
- MACD: Bullish with a signal line crossover above zero, suggesting a potential uptrend.
- Bollinger Bands: The price is currently neutral, oscillating within the middle band.
Volume Analysis:
- Volume SMA 20: Increasing at 7354.80, indicating growing interest from investors.
- On-Balance Volume (OBV): Positive at 485832.26, suggesting a potential uptrend.
- Volume Rate of Change: 156.07%, highlighting the stock's increasing trading activity.
News & Sentiment Analysis
Recent Headlines Summary: No recent news available.
Sentiment Assessment: NEUTRAL (no news sentiment analysis possible)
Catalyst Identification: None (no earnings, product launches, or regulatory changes announced).
Market Narrative: The absence of significant news events allows the technical signals to take center stage. Investors can focus on short-term trading opportunities within this consolidative phase.
Risk & Volatility Assessment
Beta Interpretation: Low at 0.19 (vs SPY), indicating less volatility than the broader market.
Volatility Regime: Low, with a historical volatility of 2.7% (HV60).
Options Market Signals:
- IV Premium vs HV30: N/A, as there is no IV data available.
- Put/Call Ratios: No options activity data available.
Downside Protection: Support levels at $30.18 and $29.90 offer a buffer against potential price declines.
Market Context & Positioning
Sector Performance: XIDE's sector (Technology) has been relatively stable, with no significant changes in recent weeks.
Institutional Activity: Moderate institutional interest is evident through the increasing volume activity.
Correlation Analysis: The stock exhibits a moderate correlation of 0.69 with the broader market (SPY), suggesting some degree of tracking.
Relative Valuation: XIDE's current price position within its trading range suggests a relatively neutral valuation.
Key Levels & Action Items
Critical Price Levels:
- Support: $30.18, $29.90
- Resistance: $30.40, $31.20
Breakout/Breakdown Levels: A potential breakout above $30.40 or breakdown below $29.90 could signal a significant price move.
Time-Sensitive Catalysts: None (no upcoming earnings, product launches, or regulatory changes announced).
Risk Management: Consider setting stop-loss levels at $29.50 and position sizing based on risk tolerance.
This comprehensive analysis provides a balanced view of XIDE's technical and fundamental factors, highlighting the stock's current consolidative phase and potential trading opportunities.
XIDE Options Activity & IV Rank
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.
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).
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 →
Scanning bull put, bear call, iron condor and calendar spreads…
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.
Loading the implied volatility surface…
Loading the implied volatility smile…
Risk Metrics
Analysis Details
Data Points: 251
Period: 252 trading days
Low volatility - stock moves less than market
XIDE Institutional Ownership (13F)
Filings for 2026-06-30 · 13 already 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.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
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