Seeking AlphaT3·28mo ago
ZROZ PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund
ETF 57.12 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.
ZROZ
$57.12
—
Key stats
$57.12
Pre-market
$57.70
+1.02%
- 52-Week Range
- $51.97 – $71.22
- YTD
- -10.65%
- IV Rank (30D)
- 46.39
- Straddle Price
- $2.98
- P/C Vol Ratio
- 0.13
- Open
- $57.15
- Day Range
- $56.69 – $57.33
- Volume
- 470,669
- Prev Close
- $56.94
About
PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund (ZROZ) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2009-10-30
- Has Options
- Yes
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jun 2026flows, SEC filings
- Expense ratio
- 0.15% issuer, Oct 21, 2026
- Assets
- $2.0B issuer-reported, Oct 19, 2026
- Trailing yield
- 5.37% paid quarterly
- Average daily volume
- $79M 30 sessions
- Holdings
- 21 top 10 are 54.0%
- Listed
- Oct 30, 2009 NYSE Arca
- Net asset value
- $56.00 issuer, Oct 19, 2026 · closed -0.02% to NAV
- Median bid/ask spread
- 0.08% 30 days, issuer-reported
- 30-day SEC yield
- 5.43% issuer, Oct 19, 2026
- Distributions, 12 months
- $3.06 a share issuer, through Oct 1, 2026: 100% income
- Tracking difference
- +0.01 pts vs index, after fees, FY 2026
Cost70
Liquidity97
Scale85
Diversification46
Moves with. Long Treasuries (97% of its variance, beta 1.68). These factors explain 94% of its daily moves over the last year.
Stated objective. The Fund seeks to provide total return that closely corresponds, before fees and expenses, to the total return of ICE BofA Long US Treasury Principal STRIPS Index. (from the fund's prospectus)
All 21 holdingsFlow historyOverlap toolAll Long-Term Treasury ETFs
Fund flows
daily as of Oct 16, 2026issuer datathrough Jun 2026SEC filings- Oct 16, 2026
- −$74M latest day
- Latest 5 trading days
- −$73M
- Year to date
- −$73M
Each day
| Day | Net flow |
|---|---|
| Oct 16, 2026 | −$74M |
| Oct 15, 2026 | +$14M |
| Oct 14, 2026 | −$19M |
| Oct 13, 2026 | $0 |
| Oct 12, 2026 | +$5.4M |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jun 2026
- −$64M latest reported month
- Latest 3 months
- −$31M −2.3% of assets
- Latest 12 months
- −$92M −6.8% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | −$64M |
| May 2026 | +$37M |
| Apr 2026 | −$3.1M |
| Mar 2026 | −$26M |
| Feb 2026 | −$92M |
| Jan 2026 | −$39M |
| Dec 2025 | −$43M |
| Nov 2025 | −$21M |
| Oct 2025 | −$18M |
| Sep 2025 | +$19M |
| Aug 2025 | +$158M |
| Jul 2025 | −$121K |
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 | |
|---|---|---|---|---|---|
| TLTiShares 20+ Year Treasury Bond ETF | — | 0.15% | $47.3B | −12.1% | compare |
| TLHiShares 10-20 Year Treasury Bond ETF | — | 0.15% | $11.7B | −10.0% | compare |
| SPTLState Street SPDR Portfolio Long Term Treasury ETF | — | 0.03% | $11.4B | −10.8% | compare |
| VGLTVanguard Long-Term Treasury ETF | — | 0.03% | $10.7B | −11.1% | compare |
| EDVVanguard World Funds Extended Duration ETF | — | 0.05% | $3.8B | −17.5% | compare |
The largest other funds in the Long-Term Treasury category.
Under the hood
fiscal year to Jun 30, 2026SEC census- Authorized participants
- 5 active of 28 with agreements; top 3 did 92%
- Created · redeemed
- $657M · $749M over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 50,000 shares
- Securities lending
- authorized, none lent
- Return vs index
- +0.01 pts after fees; +0.16 before; daily s.d. 3.40
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 2026-10-20
Holdings
21
AUM
$2.0B
Provider
PIMCO
Inception
2009-10-30
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.15%
Dividend Yield
5.36%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-05 | $0.5500 | CD |
| 2026-07-01 | 2026-07-06 | $0.8100 | CD |
| 2026-04-01 | 2026-04-03 | $0.8200 | CD |
| 2025-12-31 | 2026-01-05 | $0.8800 | CD |
| 2025-10-01 | 2025-10-03 | $0.7400 | CD |
| 2025-07-01 | 2025-07-03 | $0.7900 | CD |
Asset Allocation
Top Holdings
top 21 of 21 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | U S T STRIP PRINC (2.25% 2052) | 5.58% | Corporate Bond | — |
| — | U S T STRIP PRINC (0% 2052) | 5.48% | Corporate Bond | — |
| — | U S T STRIP PRINC (1.875% 2051) | 5.36% | Corporate Bond | — |
| — | U S T STRIP PRINC (3% 2052) | 5.34% | Corporate Bond | — |
| — | U S T STRIP PRINC (0% 2053) | 5.33% | Corporate Bond | — |
| — | U S T STRIP PRINC (4% 2052) | 5.30% | Corporate Bond | — |
| — | U S T STRIP PRINC (0% 2053) | 5.30% | Corporate Bond | — |
| — | U S T STRIP PRINC (0% 2053) | 5.21% | Corporate Bond | — |
| — | U S T STRIP PRINC (3.625% 2053) | 5.21% | Corporate Bond | — |
| — | U S T STRIP PRINC (0% 2055) | 5.08% | Corporate Bond | — |
| — | U S T STRIP PRINC (4.5% 2054) | 4.93% | Corporate Bond | — |
| — | U S T STRIP PRINC (0% 2056) | 4.92% | Corporate Bond | — |
| — | U S T STRIP PRINC (4.625% 2054) | 4.83% | Corporate Bond | — |
| — | U S T STRIP PRINC (0% 2055) | 4.73% | Corporate Bond | — |
| — | U S T STRIP PRINC (4.75% 2055) | 4.72% | Corporate Bond | — |
| — | U S T STRIP PRINC (0.00% 2054) | 4.68% | Corporate Bond | — |
| — | U S T STRIP PRINC (5.125% 2056) | 4.51% | Corporate Bond | — |
| — | U S T STRIP PRINC (0% 2056) | 4.44% | Corporate Bond | — |
| — | U S T STRIP PRINC (4.625% 2055) | 3.98% | Corporate Bond | — |
| — | U S T STRIP PRINC (4.25% 2054) | 3.76% | Corporate Bond | — |
| — | Other net assets (liabilities) | 1.33% | Cash/Money Market | — |
Non-Equity Breakdown
PIMCO 25+ Year Zero Coupon U.S. Treasury Index Exchange-Traded Fund ·
NPORT-P period 2026-06-30
(filed 2026-08-31)
Net assets:
$1.37B
· 20 total positions
· equity 0.00%
· non-equity 100.01%
Non-equity holdings
— 20 positions,
100.01% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| US Treasury | 100.01% | $1.37B | 20 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -4.98% | -1.13% | 7.55% | -4.29% | -1.06% | -0.38% | -0.72% |
| Feb | -8.97% | -2.10% | -7.71% | -5.89% | 7.03% | 7.79% | -1.64% |
| Mar | -4.89% | -7.76% | 6.85% | -0.04% | -4.07% | -5.03% | -2.49% |
| Apr | 1.18% | -13.90% | -0.52% | -7.36% | -4.73% | -1.79% | -4.52% |
| May | 0.24% | -1.85% | -0.08% | 2.76% | -5.09% | 0.13% | -0.65% |
| Jun | 6.54% | -1.62% | 1.04% | 0.41% | 5.71% | 2.12% | 2.37% |
| Jul | 5.17% | 1.50% | -3.38% | 7.40% | -2.67% | -7.37% | 0.11% |
| Aug | -1.55% | -8.40% | -2.76% | 2.31% | -3.75% | 0.60% | -2.26% |
| Sep | -4.08% | -8.40% | -10.27% | -0.18% | 8.16% | -7.75% | -3.75% |
| Oct | 3.48% | -11.73% | -6.95% | -8.50% | 2.06% | 6.49%* | -2.52% |
| Nov | 4.82% | 7.74% | 12.53% | 4.98% | 0.00% | -- | 6.01% |
| Dec | -4.57% | -8.98% | 9.45% | -11.81% | -4.18% | -- | -4.02% |
| Total | -8.61% | -45.28% | 2.91% | -20.03% | -3.79% | -6.25% | -13.51% |
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: $54.85
SMA 50: $57.04
SMA 200: $61.74
Current: $57.12
EMA 12: $55.75
EMA 26: $55.91
MACD: -0.1679 | Signal: 0.5092
BEARISH
ADX (14): 22.67
WEAK TREND
+DI: 32.21
−DI: 26.40
Momentum Oscillators
RSI (14): 58.30
NEUTRAL
Stoch %K: 88.07
Stoch %D: 85.47
Williams %R: -3.83
Volume & Volatility
BB Upper: $57.72
BB Lower: $51.99
NEUTRAL
OBV: -20,358,883
Vol SMA 20: 1,670,755
Vol ROC: -63.82%
ATR: $0.99
True Range: $0.64
HV 20: 19.8%
HV 30: 19.8%
HV 60: 19.3%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers:
- Technical signals indicating a range-bound market with low volatility
- Recent news headlines suggesting a neutral sentiment, with no significant catalysts driving the stock price
- Options market pricing in a moderate move by expiration, but with limited upside potential
Primary Risks:
- Limited upside potential due to recent price action and options market expectations
- Low volatility could lead to reduced trading activity and market impact
Investment Thesis:
The stock is likely to consolidate within its current range-bound market, with limited upside potential. The technical signals indicate a neutral sentiment, while the options market pricing suggests a moderate move by expiration.
Recent News Sentiment Impact:
The recent news headlines have had a neutral impact on the stock price, with no significant catalysts driving the movement.
Technical Analysis
Trend Direction: NEUTRAL (Short-term: Range-bound, Medium-term: Consolidating, Long-term: Uptrend)
Support/Resistance Levels:
- Lower: $57.18
- Middle: $58.58
- Upper: $59.98
Momentum Signals:
- RSI Interpretation: Neutral (48.54)
- MACD Signal: Bearish (-0.22 / Signal: 0.11 / Histogram: -0.33)
- Bollinger Bands Position: Neutral (width: 4.77, signal: neutral)
Volume Analysis:
- Volume SMA 20: 904937.97
- On-Balance Volume (OBV): -13704678.53
- Volume Rate of Change: 36.86%
News & Sentiment Analysis
Recent Headlines Summary:
The recent news headlines have been neutral, with no significant catalysts driving the stock price.
Sentiment Assessment:
Aggregate News Sentiment: NEUTRAL
Catalyst Identification:
No upcoming events or regulatory changes that could impact the stock price.
Market Narrative:
The market narrative is neutral, with no significant trends or themes emerging from the recent news headlines.
Risk & Volatility Assessment
Risk Metrics:
- Beta: 0.23 (vs SPY) - Low risk
- Alpha: -0.15 - Negative alpha, indicating underperformance
- Correlation: 0.19 - Low correlation with market
Volatility Regime:
Current volatility is low compared to historical levels.
Options Market Signals:
- IV Rank: 52.5% (Medium) - shows if volatility is historically high/low
- Current IV: 26.5%
- Expected Move: $3.20 (42 DTE), 7-DTE: $2.02
- Volume Flow: 193 calls vs 18 puts
- Open Interest: 620 calls vs 28 puts
- Put/Call Volume Ratio: 0.09 (Bullish sentiment)
- Put/Call OI Ratio: 0.04
Downside Protection:
Support levels are in place to protect against potential downside moves.
Market Context & Positioning
Sector Performance:
The stock is performing relatively well compared to its sector and market.
Institutional Activity:
No significant institutional activity has been observed recently.
Correlation Analysis:
The stock is moving in tandem with the broader market, indicating a low correlation.
Relative Valuation:
The stock is trading within its historical range, suggesting a neutral sentiment.
Key Levels & Action Items
Critical Price Levels:
- Support: $57.18
- Resistance: $59.98
Breakout/Breakdown Levels:
- Breakout level: $60.00 (above), breakdown level: $56.00 (below)
Time-Sensitive Catalysts:
No significant catalysts are expected in the near term.
Risk Management:
Stop-loss levels should be set at $57.18, with position sizing considerations based on risk tolerance and market expectations.
Conclusion
The stock is likely to consolidate within its current range-bound market, with limited upside potential. The technical signals indicate a neutral sentiment, while the options market pricing suggests a moderate move by expiration. Investors should exercise caution and consider setting stop-loss levels at $57.18, with position sizing considerations based on risk tolerance and market expectations.
Generated
News
All ZROZ news →
Seeking AlphaT3·28mo ago
Seeking AlphaT3·28mo ago
Zacks Investment ResearchT3·28mo ago
Seeking AlphaT3·28mo ago
BenzingaT3·28mo ago
Seeking AlphaT3·29mo ago
Seeking AlphaT3·29mo ago
Seeking AlphaT3·29mo ago
Seeking AlphaT3·29mo ago
Showing 1–10 of 50
Page 1 of 5
ZROZ Options Activity & IV Rank
ZROZ IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 22.6%
7-DTE IV: —
Expected Move: $2.98
7-DTE Move: $2.98
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 370
Put Volume: 48
P/C Volume: 0.13
BULLISH
Call OI: 957
Put OI: 104
P/C OI: 0.109
Total OI: 1,061
ATM Options Pricing
ATM Call: $1.25
ATM Put: $1.73
Call %: 2.2%
Put %: 3.0%
Chain Summary
Chain Volume: 1,679
Chain OI: 6,675
Last Updated: 10/21/2026
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 44th 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
44%
vs own history
GEX tilt
+0.16
OI-weighted, today
Vanna tilt
+0.07
δ-sensitivity to IV
Charm tilt
-0.21
δ-decay vs time
? What is this?
· 36 ATM contracts, 4k 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
—
—
pts
EXTREME
as of Oct 21 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · ATM 22.8% / 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)
IV Rank (30 DTE)46.4MediumOct 21
Straddle Price (30 DTE)$2.98Oct 21
Beta Analysis
Risk Metrics
Beta: 0.3331
Alpha: -25.50%
Correlation: 0.2629
R-Squared: 6.9%
Stock Volatility: 16.1%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
ZROZ 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.
4 filers$18.99M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Citadel Advisors LLC Custodian | $8.17M | 43.03% | 2026-06-30 |
| 2 | Susquehanna International Group, LLP Custodian | $5.34M | 28.12% | 2026-06-30 |
| 3 | Jane Street Group, LLC Custodian | $3.90M | 20.52% | 2026-06-30 |
| 4 | Wolverine Trading, LLC Custodian | $1.58M | 8.33% | 2025-09-30 |
4 filers$11.53M notional
| # | Filer | Notional Value | % of Total | Period |
|---|---|---|---|---|
| 1 | Susquehanna International Group, LLP Custodian | $8.04M | 69.69% | 2026-06-30 |
| 2 | Jane Street Group, LLC Custodian | $2.50M | 21.67% | 2026-06-30 |
| 3 | Wolverine Trading, LLC Custodian | $746.32K | 6.47% | 2025-09-30 |
| 4 | Citadel Advisors LLC Custodian | $249.99K | 2.17% | 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
1.14M
SI % of Float
3.17%
Days to Cover
1.00
Short Vol Ratio
50.7%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-21
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|