{"ticker":"ZVOL","name":"Volatility Premium Plus ETF","page_url":null,"cite_as":"TickerInside, Volatility Premium Plus ETF (ZVOL), holdings and contracts from SEC Form N-PORT for the period ended 2026-05-31, filed 2026-09-02, https://tickerinside.com/api/v1/etf/zvol.json, CC BY 4.0","cite_html":"<a href=\"https://tickerinside.com/api/v1/etf/zvol.json\">TickerInside</a> (https://tickerinside.com/api/v1/etf/zvol.json)","identifiers":{"asset_type":"etf","exchange":"Cboe BZX","composite_figi":"BBG01G6K5K57","share_class_figi":"BBG01G6K5L19","cik":"0001884021","series_id":"S000079790","class_id":"C000241153"},"source_layer":"sec_nport_derivatives","category":{"id":"inverse-other","label":"Inverse Other","group":"leveraged-inverse","group_label":"Leveraged and inverse","asset_class":"derivative_based","rule":"In its filing for 2026-05-31, its stocks and contracts come to -104% of net assets on Cboe Volatility Index (VIX) futures, about -1x.","basis":"contracts","as_of":"2026-05-31","facets":{"leverage":-1.0,"underlying":"Cboe Volatility Index (VIX) futures"},"measured":{"net_exposure_pct":-103.6},"method":"https://tickerinside.com/etf/category/"},"as_of":null,"holdings_as_of":"2026-05-31","report_date":"2026-05-31","filed":"2026-09-02","filing_url":"https://www.sec.gov/Archives/edgar/data/1884021/000119312526379653/","net_assets":12265982,"multi_class":false,"stock_pct":0.0,"unmapped_pct":0.0,"abroad":[],"expense_ratio":1.42,"expense_ratio_gross":1.42,"expense_ratio_source":"sec_filing","expense_ratio_as_of":"2026-06-26","expense_ratio_filing_url":"https://www.sec.gov/Archives/edgar/data/1884021/000121390026072183/","yield":null,"aum_b":null,"aum_source":null,"aum_date":null,"etf_class_net_assets_b":null,"etf_class_net_assets_as_of":null,"derivative_positions":4,"vol":null,"beta":null,"mdd3":null,"r1":null,"r3":null,"r5":null,"last_close":null,"last_close_date":null,"day_change_pct":null,"high_52w":null,"low_52w":null,"currency":null,"held_outright":{},"summary":"On 2026-05-31, ZVOL held money market funds (79.6%), as percent of net assets. It carried futures on Cboe Volatility Index (VIX) futures (103.6% short), as notional exposure in percent of net assets.","composition":[{"kind":"money_market_funds","label":"Money market funds","pct":79.6}],"derivatives":[{"instrument":"future","description":"futures","underlying":"Cboe Volatility Index (VIX) futures","underlying_ticker":null,"underlying_kind":"volatility","direction":"short","notional_pct":103.5581,"value_pct":4.7787,"positions":4,"option_type":null,"option_side":null,"expires_first":"2026-09-16","expires_last":"2026-12-16"}],"underlyings":[{"underlying":"Cboe Volatility Index (VIX) futures","underlying_ticker":null,"underlying_kind":"volatility","long_pct":0.0,"short_pct":103.56,"options":{},"instruments":["future"],"complete":true,"net_pct":-103.56}],"exposure":{"stocks_pct":0.0,"swaps_futures_long_pct":0,"swaps_futures_short_pct":103.56,"options_notional_pct":0,"complete":true,"long_exposure_pct":null},"exposure_notes":[],"weekly":null,"weeks_end":null,"license":"CC BY 4.0","attribution":"Credit TickerInside with a link to the page the figure comes from (cite_as gives it) wherever the medium allows a link, and by name where it does not. How you mark the link is up to you.","source":"https://tickerinside.com/api/#derivative-funds"}