CMF iShares California Muni Bond ETF

ETF 57.50 Delayed

ETF quote, holdings, sector allocation, technicals, and options analytics. 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.

CMF $57.50 —
Key stats
$57.50
52-Week Range
$53.62 – $58.44
YTD
+0.00%
Straddle Price
$1.60
P/C Vol Ratio
0.33
Open
$54.91
Day Range
$54.74 – $55.03
Volume
2,450,635
Prev Close
$54.83
About

iShares California Muni Bond ETF (CMF) ETF

No description available.

Exchange
ARCX
Inception
2007-10-04
Has Options
Yes
Homepage
https://www.ishares.com/us
Fund profile
holdings as of Oct 19, 2026issuer datathrough May 2026flows, SEC filings
Municipal Bond State Muni#1 of 35 by assets iShares US Index-tracking
Expense ratio
0.08%
issuer, Oct 21, 2026
Assets
$5.2B
issuer-reported, Oct 19, 2026
Trailing yield
3.08%
paid monthly
Average daily volume
$156M
30 sessions
Holdings
1,862
top 10 are 4.1%
Listed
Oct 4, 2007
NYSE Arca
Last fee change
-17 bp
filed Jan 29, 2024
Net asset value
$54.71
issuer, Oct 20, 2026 · closed +0.19% to NAV
Median bid/ask spread
0.02%
30 days, issuer-reported
30-day SEC yield
3.87%
issuer, Oct 19, 2026
Return on NAV, 1 year
−2.5%
issuer, through Sep 30, 2026 · 3 years +2.5% a year · 5 years −0.3% · 10 years +1.1%
Distributions, 12 months
$1.69 a share
issuer, through Oct 1, 2026: 100% income
Closure risk, 12 months
0.1%
low · model
Tracking difference
-0.18 pts
vs index, after fees, FY 2026
FrenzyCap ETF score
98
how it is built
Cost93
Liquidity100
Scale100
Diversification100

Moves with. Long Treasuries (36% of its variance, beta 0.22); US large-cap stocks (7% of its variance, beta 0.05). These factors explain 44% of its daily moves over the last year.

Stated objective. The iShares California Muni Bond ETF (the Fund ) seeks to track the investment results of an index composed of investment-grade municipal bonds issued in the State of California. (from the fund's prospectus)

All 1,862 holdingsFlow historyOverlap toolAll State Muni ETFs

Fund flows
daily as of Oct 19, 2026issuer datathrough May 2026SEC filings
Oct 19, 2026
+$5.5M
latest day
Latest 5 trading days
+$174M
Latest 21 trading days
+$577M
+11.1% of assets
Year to date
+$1.6B
+$2.0B over 12 months
Each day
Net creations of CMF by day, Sep 21, 2026 to Oct 19, 2026
DayNet flow
Oct 19, 2026+$5.5M
Oct 16, 2026+$63M
Oct 15, 2026+$27M
Oct 14, 2026+$79M
Oct 13, 2026$0
Oct 12, 2026+$16M
Oct 9, 2026+$35M
Oct 8, 2026+$48M
Oct 7, 2026+$24M
Oct 6, 2026+$8.1M
Oct 5, 2026+$8.1M
Oct 2, 2026+$27M
Oct 1, 2026+$27M
Sep 30, 2026+$32M
Sep 29, 2026+$40M
Sep 28, 2026+$24M
Sep 25, 2026$0
Sep 24, 2026+$52M
Sep 23, 2026+$30M
Sep 22, 2026$0
Sep 21, 2026+$30M

Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.

May 2026
+$157M
latest reported month
Latest 3 months
+$349M
+7.9% of assets
Latest 12 months
+$748M
+16.9% of assets
Jun 2025: −$8.3MJul 2025: −$161M−$161MJulAug 2025: −$61MSep 2025: −$50MSepOct 2025: +$118MNov 2025: +$89MNovDec 2025: +$186M+$186MJan 2026: +$118MJanFeb 2026: +$169MMar 2026: +$52MMarApr 2026: +$140MMay 2026: +$157MMay
View as a table
Net flows of CMF by month, Jun 2025 to May 2026
MonthNet flow
May 2026+$157M
Apr 2026+$140M
Mar 2026+$52M
Feb 2026+$169M
Jan 2026+$118M
Dec 2025+$186M
Nov 2025+$89M
Oct 2025+$118M
Sep 2025−$50M
Aug 2025−$61M
Jul 2025−$161M
Jun 2025−$8.3M

Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 81 months ago

Similar funds
FundOverlapFeeAssets1Y
VTECVanguard California Tax-Exempt Bond ETF—0.06%$2.6B−4.9%compare
NYFiShares New York Muni Bond ETF—0.09%$1.7B−4.8%compare
NYMAB New York Intermediate Municipal ETF—0.27%$1.3B—compare
CAMAB California Intermediate Municipal ETF—0.27%$1.2B−3.4%compare
PWZInvesco California AMT-Free Municipal Bond ETF—0.28%$1.1B−6.9%compare

The largest other funds in the State Muni category.

Under the hood
fiscal year to Feb 28, 2026SEC census
Authorized participants
9 active
of 36 with agreements; top 3 did 69%
Created · redeemed
$849M · $637M
over the fiscal year
Redemptions in kind
43%
creations 0% in kind
Creation unit
50,000
shares
Securities lending
authorized, none lent
Return vs index
-0.18 pts
after fees; -0.10 before; daily s.d. 0.22
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 2026-10-20
Holdings
1863
AUM
$5.2B
Provider
iShares (BlackRock)
Inception
2007-10-04
Exchange
ARCX
Data As Of
2026-10-20
Expense Ratio
0.08%
Dividend Yield
3.07%
Distribution
Monthly
Recent distributions
Ex-Date Pay Date Amount Type
2026-10-01 2026-10-06 $0.1413 CD
2026-09-01 2026-09-04 $0.1438 CD
2026-08-03 2026-08-06 $0.1403 CD
2026-07-01 2026-07-07 $0.1427 CD
2026-06-01 2026-06-04 $0.1381 CD
2026-05-01 2026-05-06 $0.1407 CD
Asset Allocation
Top Holdings
top 50 of 1863 holdings
Symbol Name Weight % Asset Class Country
— SAN FRANCISCO CALIF CITY & CNT 0.61% Cash/Money Market US
— LOS ANGELES CALIF UNI SCH DIST 0.56% Municipal Bond US
— BAY AREA TOLL AUTH CALIF TOLL 0.52% Cash/Money Market US
— IRVINE RANCH CALIF WTR DIST 0.49% Cash/Money Market US
— UNIVERSITY CALIF REVS 0.48% Municipal Bond US
— CALIFORNIA ST 0.44% Municipal Bond US
— EAST BAY CALIF MUN UTIL DIST W 0.41% Municipal Bond US
— LOS ANGELES CALIF UNI SCH DIST 0.41% Municipal Bond US
— UNIVERSITY CALIF REVS 0.40% Municipal Bond US
— SAN MATEO CNTY CALIF TRANSN AU 0.38% Cash/Money Market US
— CALIFORNIA EDL FACS AUTH REV 0.36% Municipal Bond US
— CALIFORNIA ST UNIV REV 0.35% Municipal Bond US
— SAN MATEO CNTY CALIF TRANSN AU 0.35% Cash/Money Market US
— ORANGE CNTY CALIF WTR DIST REV 0.34% Cash/Money Market US
— CALIFORNIA ST 0.33% Municipal Bond US
— ANAHEIM CALIF HSG & PUB IMPT A 0.31% Cash/Money Market US
— CALIFORNIA ST 0.31% Municipal Bond US
— CALIFORNIA ST 0.29% Municipal Bond US
— UNIVERSITY OF CALIFORNIA 0.27% Municipal Bond US
— LOS ANGELES CALIF DEPT WTR & P 0.26% Municipal Bond US
— CALIFORNIA ST 0.25% Municipal Bond US
— SAN FRANCISCO CALIF CITY & CNT 0.25% Municipal Bond US
— IRVINE RANCH CALIF WTR DIST 0.25% Cash/Money Market US
— UNIVERSITY CALIF REVS 0.24% Municipal Bond US
— LODI CALIF UNI SCH DIST 0.23% Municipal Bond US
— CALIFORNIA ST 0.23% Municipal Bond US
— UNIVERSITY CALIF REVS 0.23% Municipal Bond US
— CALIFORNIA (STATE OF) 0.22% Municipal Bond US
— FOOTHILL / EASTERN TRANSN CORR 0.22% Municipal Bond US
— UNIVERSITY OF CALIFORNIA 0.22% Municipal Bond US
— BEVERLY HILLS CALIF UNI SCH DIST 0.21% Municipal Bond US
— CALIFORNIA ST PUB WKS BRD LEAS 0.21% Municipal Bond US
— SAN FRANCISCO CALIF CITY & CNT 0.21% Municipal Bond US
— LONG BEACH CALIF UNI SCH DIST 0.21% Municipal Bond US
— LOS ANGELES CALIF CMNTY COLLEG 0.20% Municipal Bond US
— CALIFORNIA ST 0.20% Municipal Bond US
— LOS ANGELES CALIF UNI SCH DIST 0.20% Municipal Bond US
— REGENTS OF THE UNIVERSITY OF CALIF 0.20% Municipal Bond US
— SAN DIEGO CALIF UNI SCH DIST 0.20% Municipal Bond US
— EL CAMINO CA CMNTY CLG DIST 0.20% Municipal Bond US
— METROPOLITAN WTR DIST SOUTHN C 0.20% Municipal Bond US
— CALIFORNIA (STATE OF) 0.20% Municipal Bond US
— UNIVERSITY CALIF REVS 0.20% Municipal Bond US
— LOS ANGELES CALIF UNI SCH DIST 0.20% Municipal Bond US
— LOS ANGELES CALIF 0.20% Cash/Money Market US
— CALIFORNIA MUN FIN AUTH REV 0.20% Municipal Bond US
— CALIFORNIA ST 0.20% Municipal Bond US
— CALIFORNIA ST 0.19% Municipal Bond US
— BAY AREA TOLL AUTH CALIF TOLL 0.19% Municipal Bond US
— BLACKROCK LIQ MUNICASH CL INS MMF 0.19% Cash/Money Market US
Non-Equity Breakdown
iShares California Muni Bond ETF · NPORT-P period 2026-05-31 (filed 2026-07-24)
Net assets: $4.42B · 1623 total positions · equity 0.00% · non-equity 99.50%
Non-equity holdings — 1623 positions, 99.50% of NAV
Category Weight Value Positions
Municipal 96.01% $4.25B 1607
Short-term investment 3.49% $154.5M 16
Chart
Seasonality
'21'22'23'24'25'26Avg
Jan0.38%-2.92%2.09%0.16%-0.70%0.70%-0.05%
Feb-1.86%-0.64%-2.55%-0.29%1.25%1.14%-0.49%
Mar0.65%-3.50%2.88%-0.35%-1.71%-2.13%-0.69%
Apr0.84%-2.93%-0.16%-0.86%-0.59%0.76%-0.49%
May0.21%2.22%-0.53%-0.51%0.00%0.37%0.29%
Jun0.22%-1.71%0.48%0.85%0.74%0.70%0.21%
Jul0.61%2.36%0.07%1.38%-0.32%-1.73%0.39%
Aug-0.33%-2.52%-0.99%0.17%0.29%-0.32%-0.62%
Sep-0.71%-3.33%-2.04%0.83%2.63%-2.92%-0.92%
Oct-0.06%-0.75%-0.53%-1.57%1.02%1.18%*-0.12%
Nov0.84%4.64%5.06%1.65%0.49%--2.54%
Dec0.00%-0.94%1.68%-1.21%0.07%---0.08%
Total0.76%-9.91%5.33%0.19%3.15%-2.33%-0.47%
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: $54.30
SMA 50: $55.26
SMA 200: $56.84
Current: $54.91
EMA 12: $54.60
EMA 26: $54.69
MACD: -0.0927 | Signal: 0.1593
BEARISH
ADX (14): 30.57
TREND
+DI: 29.41
−DI: 23.91

Momentum Oscillators

RSI (14): 55.47
NEUTRAL
Stoch %K: 90.71
Stoch %D: 90.50
Williams %R: -8.82

Volume & Volatility

BB Upper: $55.02
BB Lower: $53.59
NEUTRAL
OBV: 14,133,733
Vol SMA 20: 3,377,594
Vol ROC: 0.28%
ATR: $0.29
True Range: $0.29
HV 20: 6.2%
HV 30: 6.1%
HV 60: 5.0%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
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.

News
All CMF news →

CMF Options Activity & IV Rank

Volatility Metrics

Current IV: —
7-DTE IV: —
Expected Move: $1.60
7-DTE Move: $1.60
Days to Exp: — (2025-10-17)

Options Flow

Call Volume: 6
Put Volume: 2
P/C Volume: 0.333
BULLISH
Call OI: 6
Put OI: 2
P/C OI: 0.333
Total OI: 8

ATM Options Pricing

ATM Call: $0.97
ATM Put: $0.62
Call %: 1.7%
Put %: 1.1%

Chain Summary

Chain Volume: 8
Chain OI: 8
Last Updated: 10/17/2025
Spread Scanner GPU
Full Algorithm Docs ↗

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.

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
as of Oct 15 · No data
30 DTE / 10d —
— pts EXTREME
as of Oct 15 · No data

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)
Straddle Price (30 DTE)$1.60Oct 17
Beta Analysis

Risk Metrics

Beta: 0.1011
Alpha: -6.27%
Correlation: 0.3618
R-Squared: 13.1%
Stock Volatility: 3.6%
Market Volatility: 12.7%

Analysis Details

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

CMF Institutional Ownership (13F)

Latest filings — 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.

366 filers55,081,160 shares$3.16B value
# Filer Shares Value % of Total % of Float Period
1 Charles Schwab Investment Management, Inc. 9,795,528 $564.61M 17.87% — 2026-06-30
2 Wealthfront Advisers LLC 7,276,324 $419.41M 13.27% — 2026-06-30
3 Bank of America Corp Custodian 1,975,540 $113.87M 3.60% — 2026-06-30
4 Morgan Stanley Custodian 1,936,419 $111.62M 3.53% — 2026-06-30
5 Facet Wealth, Inc. 1,750,409 $100.89M 3.19% — 2026-06-30
6 FMR LLC Custodian 1,742,213 $100.42M 3.18% — 2026-06-30
7 EP Wealth Advisors, LLC 1,691,400 $97.49M 3.08% — 2026-06-30
8 SYON CAPITAL LLC 1,395,697 $80.45M 2.55% — 2026-06-30
9 LPL Financial LLC Custodian 1,310,854 $75.56M 2.39% — 2026-06-30
10 Envestnet Asset Management, Inc. 1,118,263 $64.46M 2.04% — 2026-06-30
11 Mariner, LLC 931,425 $53.69M 1.70% — 2026-06-30
12 BAILARD, INC. 985,226 $53.32M 1.69% — 2026-09-30
13 BlackRock, Inc. Custodian 865,882 $49.91M 1.58% — 2026-06-30
14 JPMorgan Chase & Co Custodian 690,685 $39.82M 1.26% — 2026-06-30
15 Wells Fargo & Company Custodian 667,037 $38.45M 1.22% — 2026-06-30
16 TIAA-CREF INDIVIDUAL & INSTITUTIONAL SERVICES, LLC 666,348 $38.41M 1.22% — 2026-06-30
17 MERCER GLOBAL ADVISORS INC /ADV 624,565 $36.00M 1.14% — 2026-06-30
18 Royal Bank of Canada Custodian 510,220 $29.41M 0.93% — 2026-06-30
19 UBS Group AG Custodian 503,444 $29.02M 0.92% — 2026-06-30
20 GUGGENHEIM CAPITAL LLC 477,670 $27.53M 0.87% — 2026-06-30
21 Opes Wealth Management LLC 467,978 $26.61M 0.84% — 2026-03-31
22 Focus Partners Wealth 455,178 $26.24M 0.83% — 2026-06-30
23 West Wealth Group, LLC 476,540 $25.79M 0.82% — 2026-09-30
24 ASSETMARK, INC 436,085 $25.14M 0.80% — 2026-06-30
25 Cerity Partners LLC Custodian 390,584 $22.51M 0.71% — 2026-06-30
# Filer Notional Value % of Total Period
# Filer Notional Value % of Total Period
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
1.88M
SI % of Float
2.01%
Days to Cover
1.00
Short Vol Ratio
27.5%
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