VSIAX

Vanguard MStar Small Cap Value Indx Adm
NasdaqUSDETF / FUND DELAYED
Last price
101.06
▲ 0.21 (0.21%)
MARKET · —

Price

1D — H — L — Range — Vol —
Drag pan · Pinch zoom · Hold crosshair · pick a tool then drag to draw
Open
101.06
Prev close
100.85
Day high
—
Day low
—
Volume
—
Market cap
—
P/E (TTM)
16.06
52W range
85.44 – 108.15

Day trading desk

Current session · delayed
Gap from prior close
+0.21%
Prior close 100.85
VWAP
—
—
Relative volume
—
—
Session range
—
101.06 – 101.06
Position in range
—
—
ATR (14D)
0.55
0.55% of price
Prior day high
100.85
PDH
Prior day low
100.85
PDL
Bid / ask spread
—
Quote not published
Session volume
—
Shares traded

VWAP and the session figures are computed from the delayed intraday series on this page, so they lag the live tape and will not match a broker's real-time VWAP exactly. Turn on Prior day H/L/C, Opening range and Volume profile in the chart's Studies menu to see these levels drawn on price.

Trailing performance

Price return · vs SPY
Returnvs SPY
1W
+0.99% -1.0%
1M
-4.78% -5.9%
3M
-1.57% -6.1%
6M
+7.11% -11.1%
YTD
+11.03% -3.2%
1Y
+11.36% -5.1%
3Y
+47.51% -34.7%
5Y
— —

Price return only. Dividends are not reinvested, so total return on a dividend payer will be higher than shown.

Top holdings

10 shown · by weight
SymbolNameWeight
MRNA Moderna Inc 1.07%
JBL Jabil Inc 0.69%
ATO Atmos Energy Corp 0.59%
WSM Williams-Sonoma Inc 0.57%
OMC Omnicom Group Inc 0.53%
TPR Tapestry Inc 0.53%
SW Smurfit WestRock PLC 0.53%
EXE Expand Energy Corp Ordinary Shares - New 0.50%
NRG NRG Energy Inc 0.50%
USFD US Foods Holding Corp 0.49%

Sector exposure

Fund weightings
Financial services
17.69%
Industrials
16.30%
Consumer cyclical
13.03%
Technology
10.84%
Real estate
10.77%
Healthcare
9.46%
Basic materials
5.42%
Energy
5.07%
Utilities
4.55%
Consumer defensive
4.37%
Communication services
2.50%

Fund profile

As reported
Fund familyVanguard
CategorySmall Value
Legal type—
Expense ratio0.07%
Turnover—
Total net assets—

Unusual options activity

Account required
Nothing crossed the thresholds in the expiries we scanned.
That is the normal state — most contracts trade well inside their existing open interest.
Free account required

Contracts trading at or above their open interest, ranked by notional and where the print landed.

Free account

5 more panels on VSIAX open with an account.

Options chains and analytics, valuation ratios, insider filings, analyst targets and ownership. No card, no trial, nothing to cancel.

Fundamentals

TTM · reported
Market cap—
Enterprise value—
Revenue (TTM)—
Gross profit—
EBITDA—
Net income—
EPS (TTM)—
Free cash flow—
Total cash—
Total debt—
Book value / share—
Shares outstanding—
Float—
Short % of float—
Dividend yield—
Beta (5Y)—

Valuation & profitability ratios

Account required
Trailing P/E16.06
Forward P/E—
PEG ratio—
Price / sales—
Price / book—
EV / revenue—
EV / EBITDA—
Gross margin—
Operating margin—
Profit margin—
Return on equity—
Return on assets—
Debt / equity—
Current ratio—
Free account required

Fourteen ratios including P/E, PEG, EV/EBITDA, margins and return on equity.

Options analytics

Account required
Put / call volume
—
—
Put / call open interest
—
Positioning, not flow
Max pain
—
—
ATM implied vol
—
Nearest strike to spot
Skew (10% OTM)
—
—
Call volume
0
Contracts, this expiry
Put volume
0
Contracts, this expiry
Heaviest call OI
—
—
Heaviest put OI
—
—

Max pain is the strike at which the largest dollar value of open contracts expires worthless. It describes current positioning; it is not a forecast and it moves as open interest changes.

Free account required

Put/call ratios, max pain, implied volatility skew and where open interest is concentrated.

Analyst targets & ownership

Account required
Mean target—
High target—
Low target—
Implied upside—
Analyst count—
Consensus—
Strong buy / Buy— / —
Hold—
Sell / Strong sell— / —
Held by insiders—
Held by institutions—
Institutions holding—
Free account required

Price targets, consensus spread, insider and institutional ownership.

Moving averages & technicals

Computed from 2Y daily closes
SMA 10
100.66
+0.40% from price
SMA 20
101.89
-0.81% from price
SMA 50
104.68
-3.45% from price
SMA 100
103.59
-2.44% from price
SMA 200
99.99
+1.07% from price
EMA 12
101.13
-0.07% from price
EMA 26
102.37
-1.28% from price
EMA 50
103.26
-2.13% from price
RSI (14)
40.8
Neutral
MACD (12,26,9)
-1.24
Hist 0.00
ATR (14)
0.55
0.55% of price
Realised vol 30D
9.6%
Annualised
Bollinger upper
104.72
20, 2σ
Bollinger lower
99.06
20, 2σ
50 / 200 cross
Golden
104.68 vs 99.99
Trend bias
Above 200
+1.07%

Options chain

Account required
Expiry
Spot 101.06
Calls
StrikeLastBidAskVolOIIV
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
Puts
StrikeLastBidAskVolOIIV
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
000.000.000.000.00000.0%
Free account required

Every listed expiry, both sides of the book, with volume, open interest and implied volatility.

Risk profile

Daily returns · 1Y window
Beta vs SPY
0.80
Less volatile than market
Correlation to SPY
0.73
Moves with the index
Realised vol 30D
9.6%
Annualised
Market vol 1Y
13.0%
SPY, annualised
Max drawdown 1Y
-8.9%
Peak to trough
Max drawdown 5Y
-25.0%
Peak to trough
ATR 14
0.55
0.55% of price
Beta (reported)
—
5Y monthly, from filing

PRIVATE STRATEGY · BY QUALIFICATION

The same data. A different seat.

The research you are reading is the input layer for a discretionary options program we run for a small number of qualified investors. Minimum $1,000,000.