ZJUN Innovator Equity Defined Protection ETF - 1 Yr June

ETF

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ZJUN — —
Key stats
About

Innovator Equity Defined Protection ETF - 1 Yr June (ZJUN) ETF

No description available.

Exchange
BATS
Inception
2025-05-30
Has Options
No
Fund profile
holdings as of Nov 6, 2026issuer datathrough Jul 2026flows, SEC filings
Defined-outcome fund. The stated cap and buffer apply only from the first day of the outcome period to its last; buying in between gives different terms. See what is left in the ETF lab.
Expense ratio
0.79%
issuer, Nov 9, 2026
Assets
$152M
issuer-reported, Nov 6, 2026
Trailing yield
—
Average daily volume
$678K
30 sessions
Holdings
7
top 10 are 100.6%
Listed
May 30, 2025
Cboe BZX
Net asset value
$27.55
issuer, Nov 6, 2026
Closure risk, 12 months
1.9%
low: age · model
FrenzyCap ETF score
29
how it is built
Cost43
Liquidity28
Scale34
Diversification0
Outcome period, decoded from the options in the fund's Nov 6, 2026 holdings (issuer data)
Reference asset
VOO
period ends May 28, 2027 (200 days)
Cap, full period
8.1%
before fees
Protection, full period
100.0%
losses below the start level
Reference since start
−2.8%
$675.99 on Nov 6, 2026
Upside left to the cap
11.2%
for a buyer today
Drop before the buffer starts
0.0%
unprotected from here

Moves with. US large-cap stocks (83% of its variance, beta 0.20). These factors explain 76% of its daily moves over the last year.

Stated objective. The Fund seeks to provide investors with returns that match the return of the Underlying ETF, up to the upside cap of 8.06% (prior to taking into account management fees and other fees) while providing a buffer against 100% of Underlying ETF losses (prior to taking into account management fees and other fees), over the period from June 1, 2026 to May 31, 2027. (from the fund's prospectus)

All 7 holdingsFlow historyOverlap toolAll Floor & Protection ETFs

Fund flows
through Jul 2026SEC filings
Jul 2026
+$12M
latest reported month
Latest 3 months
+$131M
+79.3% of assets
Latest 12 months
+$108M
+65.5% of assets
Aug 2025: $0Sep 2025: $0SepOct 2025: −$1.3MNov 2025: −$2.7MNovDec 2025: −$1.3MJan 2026: −$13M−$13MJanFeb 2026: −$1.3MMar 2026: −$2.7MMarApr 2026: $0May 2026: −$1.4MMayJun 2026: +$120M+$120MJul 2026: +$12MJul
View as a table
Net flows of ZJUN by month, Aug 2025 to Jul 2026
MonthNet flow
Jul 2026+$12M
Jun 2026+$120M
May 2026−$1.4M
Apr 2026$0
Mar 2026−$2.7M
Feb 2026−$1.3M
Jan 2026−$13M
Dec 2025−$1.3M
Nov 2025−$2.7M
Oct 2025−$1.3M
Sep 2025$0
Aug 2025$0

Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 15 months ago

Similar funds
FundOverlapFeeAssets1Y
JAJLInnovator Equity Defined Protection ETF - 6mo Jan/Jul—0.79%$301M+4.5%compare
ZSEPInnovator Equity Defined Protection ETF - 1 Yr September—0.79%$261M+4.4%compare
ZOCTInnovator Equity Defined Protection ETF - 1 Yr October—0.79%$229M+5.1%compare
ZJULInnovtor Equity Defined Protection ETF - 1 Yr July—0.79%$191M+4.6%compare
CPSLCalamos Laddered S&P 500 Structured Alt Protection ETF——$167M+4.5%compare

The largest other funds in the Floor & Protection category.

Look-through: what the holdings say
weights as of Nov 6, 2026issuer data
Insider buying
0%
of weight had net insider buying, 90 days; 0% net selling
13F holders
−10.9%
change in shares held by institutions, latest quarter
Reporting earnings
0.0%
of weight in 7 days; 0.0% 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.

Under the hood
fiscal year to Oct 31, 2025SEC census
Authorized participants
3 active
of 3 with agreements; top 3 did 100%
Created · redeemed
$54M · $1.3M
over the fiscal year
Redemptions in kind
100%
creations 21% in kind
Creation unit
25,000
shares
Securities lending
not authorized
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.

ETF Profile
holdings as of 2026-11-06
Holdings
7
AUM
$152.2M
Provider
Innovator
Inception
2025-05-30
Exchange
BATS
Data As Of
2026-11-06
Expense Ratio
0.79%
Dividend Yield
—
Distribution
—
Asset Allocation
Top Holdings
top 7 of 7 holdings
Symbol Name Weight % Asset Class Country
VOO Vanguard S&P 500 ETF 95.13% Equity (US) US
— VOO 05/28/2027 695.49 P 5.39% Derivative —
— US BANK MMDA - USBGFS 9 09/01/2037 0.89% Cash/Money Market —
— VOO 05/28/2027 723.31 C 0.05% Derivative —
— Cash & Other -0.06% Cash/Money Market —
— VOO 05/28/2027 723.31 P -0.15% Derivative —
— VOO 05/28/2027 751.55 C -1.25% Derivative —
Non-Equity Breakdown
Innovator Equity Defined Protection ETF - 1 Yr June · NPORT-P period 2026-07-31 (filed 2026-09-28)
Net assets: $166M · 6 total positions · equity 97.08% · non-equity 2.98%
Non-equity holdings — 5 positions, 2.98% of NAV
Category Weight Value Positions
Derivative (equity) 2.37% $3.9M 4
Short-term investment 0.61% $1.0M 1
Chart
Seasonality
Month'25'26Avg
Jan--0.27%0.27%
Feb--0.22%0.22%
Mar---0.37%-0.37%
Apr--1.34%1.34%
May--0.40%0.40%
Jun0.97%-0.31%0.33%
Jul0.40%0.18%0.29%
Aug0.72%0.47%0.59%
Sep0.67%0.43%0.55%
Oct0.23%-0.07%0.08%
Nov0.31%-0.03%*0.14%
Dec0.62%--0.62%
Total3.98%2.55%3.27%
* Only 2 year(s) of data available.
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: $27.77
SMA 50: $27.74
SMA 200: $27.38
Current: $27.71
EMA 12: $27.72
EMA 26: $27.75
MACD: -0.0256 | Signal: -0.0233
BEARISH
ADX (14): 14.70
RANGE
+DI: 23.98
−DI: 29.50

Momentum Oscillators

RSI (14): 48.01
NEUTRAL
Stoch %K: 19.98
Stoch %D: 29.09
Williams %R: -50.89

Volume & Volatility

BB Upper: $27.95
BB Lower: $27.59
NEUTRAL
OBV: 1,391,498
Vol SMA 20: 22,015
Vol ROC: 70.04%
ATR: $0.11
True Range: $0.19
HV 20: 5.8%
HV 30: 4.9%
HV 60: 4.0%

Data Summary

Data Points: 363
Last Updated:
Date Range: 2025-06-02T00:00:00 – 2026-11-09T00:00:00
AI Analysis

Click Frenzy-Pro™ for an AI analysis of this ticker.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

ZJUN Options Activity & IV Rank

Loading options activity...
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:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How 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 side

Which 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
ATM — / Wing —
30 DTE / 10d —
— pts EXTREME
ATM — / Wing —

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)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis

Risk Metrics

Beta: 0.1806
Alpha: 2.03%
Correlation: 0.8738
R-Squared: 76.4%
Stock Volatility: 2.8%
Market Volatility: 13.8%

Analysis Details

Benchmark: SPY
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Beta & Alpha Over Time

ZJUN Institutional Ownership (13F)

Filings for 2026-09-30

Institutional 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.

87 filers3,636,828 shares$100.27M value
# Filer Shares Value % of Total % of Float Period
1 NewEdge Advisors, LLC 542,788 $14.87M 14.83% — 2026-06-30
2 AE Wealth Management LLC Custodian 354,439 $9.71M 9.68% — 2026-06-30
3 Raymond James Financial, Inc. Custodian 233,221 $6.39M 6.37% — 2026-06-30
4 Innovative Advisory Group, LLC 196,489 $5.45M 5.43% — 2026-09-30
5 SYKON CAPITAL LLC 146,979 $4.03M 4.02% — 2026-06-30
6 HOWARD BAILEY SECURITIES, LLC 133,345 $3.70M 3.69% — 2026-09-30
7 Csenge Advisory Group 92,745 $2.57M 2.56% — 2026-09-30
8 Envestnet Asset Management, Inc. 90,662 $2.48M 2.48% — 2026-06-30
9 Kestra Advisory Services, LLC 85,102 $2.36M 2.35% — 2026-09-30
10 CANANDAIGUA NATIONAL BANK & TRUST CO 80,702 $2.24M 2.23% — 2026-09-30
11 Advisor OS, LLC 75,570 $2.10M 2.09% — 2026-09-30
12 OSAIC HOLDINGS, INC. Custodian 75,416 $2.07M 2.06% — 2026-06-30
13 Aegis Wealth Management, Inc. 71,196 $1.97M 1.97% — 2026-09-30
14 COMMONWEALTH EQUITY SERVICES, LLC 66,608 $1.85M 1.84% — 2026-09-30
15 Farther Finance Advisors, LLC Custodian 59,246 $1.64M 1.64% — 2026-09-30
16 DAVENPORT & Co LLC 52,864 $1.47M 1.46% — 2026-09-30
17 IFS Advisors, LLC 50,403 $1.40M 1.39% — 2026-09-30
18 Integrated Wealth Management 50,218 $1.39M 1.39% — 2026-09-30
19 Cetera Investment Advisers Custodian 48,833 $1.34M 1.33% — 2026-06-30
20 Concurrent Investment Advisors, LLC 44,969 $1.25M 1.24% — 2026-09-30
21 Lineweaver Wealth Advisors, LLC 44,743 $1.24M 1.24% — 2026-09-30
22 Key Capital Management, INC 43,064 $1.19M 1.19% — 2026-09-30
23 BIP Wealth, LLC 42,641 $1.18M 1.18% — 2026-09-30
24 HighTower Advisors, LLC 40,969 $1.12M 1.12% — 2026-06-30
25 Jessup Wealth Management, Inc 39,746 $1.10M 1.10% — 2026-09-30
# Filer Notional Value % of Total Period
# Filer Notional Value % of Total Period
ZJUN Constituent Performance

Click any bar to view the full quote for that stock.

ZJUN Constituents (1 of 1)
Symbol Name Weight % Price 1 Day 1 Week 1 Month
VOO Vanguard S&P 500 ETF 95.13% $691.87 +2.35%+0.08%-3.25%