BenzingaT3·31mo ago
DEEP Acquirers Small and Micro Deep Value ETF
ETF 41.92 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.
DEEP
$41.92
—
Key stats
$41.92
- 52-Week Range
- $33.09 – $44.44
- YTD
- +16.82%
- IV Rank (30D)
- 47.12
- Straddle Price
- $2.45
- Open
- $41.95
- Day Range
- $41.89 – $41.99
- Volume
- 1,171
- Prev Close
- $42.13
About
Acquirers Small and Micro Deep Value ETF (DEEP) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2014-09-22
- Has Options
- Yes
Fund profile
holdings as of May 31, 2026SEC filingthrough May 2026flows, SEC filings
- Expense ratio
- —
- Assets
- $27M shares × price, Oct 9, 2026
- Trailing yield
- 2.10% paid quarterly
- Average daily volume
- $52K 30 sessions
- Holdings
- 101 top 10 are 14.6%
- Listed
- Sep 22, 2014 NYSE Arca
- Tracking difference
- +0.04 pts vs index, after fees, FY 2025
Costn/a
Liquidity0
Scale16
Diversification98
Moves with. US large-cap stocks (49% of its variance, beta 1.07); Small caps over large (23% of its variance, beta 0.64). These factors explain 70% of its daily moves over the last year.
All 101 holdingsFlow historySimilar fundsOverlap toolAll Small Cap Value ETFs
Fund flows
through May 2026SEC filings- May 2026
- $0 latest reported month
- Latest 3 months
- −$1.8M −7.0% of assets
- Latest 12 months
- −$5.4M −20.7% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | $0 |
| Apr 2026 | $0 |
| Mar 2026 | −$1.8M |
| Feb 2026 | $0 |
| Jan 2026 | $0 |
| Dec 2025 | $0 |
| Nov 2025 | $0 |
| Oct 2025 | −$1.8M |
| Sep 2025 | −$1.8M |
| Aug 2025 | $0 |
| Jul 2025 | +$1.7M |
| Jun 2025 | −$1.6M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 75 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| SQLVRoyce Quant Small-Cap Quality Value ETF | 14% | 0.60% | $39M | +21.6% | compare |
| DSMCDistillate Small/Mid Cash Flow ETF | 13% | 0.55% | $141M | +19.5% | compare |
| MYLDCambria Micro and SmallCap Shareholder Yield ETF | 12% | 1.09% | $51M | +25.3% | compare |
| FYTFirst Trust Small Cap Value AlphaDEX Fund | 12% | 0.70% | $179M | +21.0% | compare |
| ROSCHartford Multifactor Small Cap ETF | 12% | 0.34% | $49M | +20.5% | compare |
Ranked by how much of the two portfolios is the same securities.
Look-through: what the holdings say
weights as of May 31, 2026SEC filing- Holdings vs fair value
- +25.4% 67% under, 24% over · 77% covered
- Price / earnings
- 2909.4 20% loss-making · 77% covered
- Price / book · sales
- 1.4 · 0.6 revenue growth +4.6%
- Above 200-day average
- 53% 31% above 50-day · by weight
- Short interest
- 10.5% of float, weighted · 5.8 days to cover
- Insider buying
- 6% of weight had net insider buying, 90 days; 39% net selling
- 13F holders
- +1.5% change in shares held by institutions, latest quarter
- Reporting earnings
- 0.0% of weight in 7 days; 6.0% in 14
Holdings reporting in the next 14 days
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.
What changed in the portfolio
Feb 28, 2026 → May 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | ACLSAxcelis Technologies Inc | — | 1.56% | — |
| New position | OTEXOpen Lending Corp | — | 1.50% | — |
| Exit | International Seaways Inc | 1.46% | — | — |
| Exit | TORM PLC | 1.44% | — | — |
| Exit | EGYVAALCO Energy Inc | 1.41% | — | — |
| Exit | ZIM Integrated Shipping Servic | 1.40% | — | — |
| New position | MOVMovado Group Inc | — | 1.40% | — |
| Exit | Star Bulk Carriers Corp | 1.35% | — | — |
| Exit | Herbalife Ltd | 1.31% | — | — |
| Exit | DAKTDaktronics Inc | 1.27% | — | — |
39 new, 40 exited, 19 increased and 15 decreased between the fund's two latest holdings reports; turnover 46.7%. Full holdings and history
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 2 active of 2 with agreements; top 3 did 100%
- Created · redeemed
- $3.3M · $6.4M over the fiscal year
- Redemptions in kind
- 100% creations 99% in kind
- Creation unit
- 50,000 shares
- Securities lending
- authorized, none lent
- Return vs index
- +0.04 pts after fees; +0.86 before; daily s.d. 1.03
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 2026-08-31
Holdings
102
AUM
$26.7M
Provider
Nport
Inception
2014-09-22
Exchange
ARCX
Data As Of
2026-08-31
Expense Ratio
—
Dividend Yield
2.10%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-28 | 2026-09-30 | $0.1076 | CD |
| 2026-06-26 | 2026-06-30 | $0.2220 | CD |
| 2026-03-27 | 2026-03-31 | $0.2241 | CD |
| 2025-12-30 | 2025-12-31 | $0.3250 | CD |
| 2025-09-29 | 2025-09-30 | $0.0370 | CD |
| 2025-06-26 | 2025-06-27 | $0.0211 | CD |
Asset Allocation
Top Holdings
top 50 of 102 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | International Seaways Inc | 1.46% | Equity (common) | US |
| — | TORM PLC | 1.44% | Equity (common) | GB |
| — | Ardmore Shipping Corp | 1.41% | Equity (common) | IE |
| EGY | VAALCO Energy Inc | 1.41% | Equity (common) | US |
| — | ZIM Integrated Shipping Servic | 1.40% | Equity (common) | IL |
| — | Star Bulk Carriers Corp | 1.35% | Equity (common) | GR |
| — | Teekay Tankers Ltd | 1.35% | Equity (common) | CA |
| — | Teekay Corp Ltd | 1.32% | Equity (common) | BM |
| — | Herbalife Ltd | 1.31% | Equity (common) | US |
| DAKT | Daktronics Inc | 1.27% | Equity (common) | US |
| ODC | Oil-Dri Corp of America | 1.27% | Equity (common) | US |
| — | Genco Shipping & Trading Ltd | 1.23% | Equity (common) | US |
| CCSI | Consensus Cloud Solutions Inc | 1.22% | Equity (common) | US |
| JAKK | JAKKS Pacific Inc | 1.21% | Equity (common) | US |
| OLPX | Olaplex Holdings Inc | 1.20% | Equity (common) | US |
| — | Danaos Corp | 1.19% | Equity (common) | GR |
| OFLX | Omega Flex Inc | 1.19% | Equity (common) | US |
| HOV | Hovnanian Enterprises Inc | 1.17% | Equity (common) | US |
| OLN | Olin Corp | 1.17% | Equity (common) | US |
| SM | SM Energy Co | 1.16% | Equity (common) | US |
| UPBD | Upbound Group Inc | 1.16% | Equity (common) | US |
| AMN | AMN Healthcare Services Inc | 1.15% | Equity (common) | US |
| AMPY | Amplify Energy Corp | 1.14% | Equity (common) | US |
| — | Global Ship Lease Inc | 1.14% | Equity (common) | GB |
| PRG | PROG Holdings Inc | 1.10% | Equity (common) | US |
| IIIN | Insteel Industries Inc | 1.10% | Equity (common) | US |
| — | Geopark Ltd | 1.09% | Equity (common) | CO |
| RGR | Sturm Ruger & Co Inc | 1.09% | Equity (common) | US |
| JILL | J Jill Inc | 1.09% | Equity (common) | US |
| INVA | Innoviva Inc | 1.08% | Equity (common) | US |
| REPX | Riley Exploration Permian Inc | 1.07% | Equity (common) | US |
| SWBI | Smith & Wesson Brands Inc | 1.07% | Equity (common) | US |
| PRDO | Perdoceo Education Corp | 1.06% | Equity (common) | US |
| CCS | Century Communities Inc | 1.06% | Equity (common) | US |
| PLAB | Photronics Inc | 1.06% | Equity (common) | US |
| AAMI | Acadian Asset Management Inc | 1.06% | Equity (common) | US |
| GIC | Global Industrial Co | 1.05% | Equity (common) | US |
| — | Ituran Location and Control Lt | 1.05% | Equity (common) | IL |
| LEGH | Legacy Housing Corp | 1.05% | Equity (common) | US |
| JBSS | John B Sanfilippo & Son Inc | 1.05% | Equity (common) | US |
| MCFT | MasterCraft Boat Holdings Inc | 1.03% | Equity (common) | US |
| — | Ferroglobe PLC | 1.03% | Equity (common) | GB |
| DFIN | Donnelley Financial Solutions | 1.02% | Equity (common) | US |
| USNA | USANA Health Sciences Inc | 1.02% | Equity (common) | US |
| CCRN | Cross Country Healthcare Inc | 1.02% | Equity (common) | US |
| — | IHS Holding Ltd | 1.02% | Equity (common) | GB |
| KRT | Karat Packaging Inc | 1.02% | Equity (common) | US |
| SHOE | Shoe Carnival Inc | 1.02% | Equity (common) | US |
| RMR | RMR Group Inc/The | 1.02% | Equity (common) | US |
| OGN | Organon & Co | 1.00% | Equity (common) | US |
Geographic Breakdown
Non-Equity Breakdown
Acquirers Small and Micro Deep Value ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-28)
Net assets:
$26M
· 101 total positions
· equity 98.35%
· non-equity 1.44%
Non-equity holdings
— 1 positions,
1.44% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Short-term investment | 1.44% | $378774 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 2.51% | -8.47% | 12.67% | -3.40% | -0.53% | 6.25% | 1.50% |
| Feb | 9.31% | -0.09% | -2.24% | 0.50% | -3.77% | -1.10% | 0.44% |
| Mar | 4.22% | -1.01% | -6.85% | 1.50% | -1.92% | -4.39% | -1.41% |
| Apr | 1.53% | -7.22% | -2.09% | -5.89% | -5.23% | 10.07% | -1.47% |
| May | 1.63% | 2.02% | -1.76% | 5.53% | 6.82% | 0.01% | 2.38% |
| Jun | -5.61% | -8.93% | 6.99% | -3.96% | 5.17% | 3.89% | -0.41% |
| Jul | -2.38% | 10.02% | 7.53% | 12.80% | -2.14% | -1.18% | 4.11% |
| Aug | 3.92% | -5.04% | -4.57% | -1.83% | 11.81% | 0.48% | 0.79% |
| Sep | -3.03% | -10.54% | -4.23% | 2.06% | 0.49% | -4.83% | -3.35% |
| Oct | 3.52% | 8.65% | -4.04% | -2.43% | -3.58% | 1.75%* | 0.65% |
| Nov | -4.26% | 3.20% | 4.28% | 6.91% | 1.94% | -- | 2.41% |
| Dec | 4.03% | -5.71% | 7.66% | -7.61% | 0.82% | -- | -0.16% |
| Total | 15.36% | -22.89% | 11.79% | 2.37% | 8.91% | 10.48% | 4.34% |
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: $41.85
SMA 50: $42.88
SMA 200: $40.16
Current: $41.92
EMA 12: $41.80
EMA 26: $42.11
MACD: -0.3082 | Signal: 0.1046
BEARISH
ADX (14): 17.87
RANGE
+DI: 35.20
−DI: 35.51
Momentum Oscillators
RSI (14): 47.01
NEUTRAL
Stoch %K: 69.06
Stoch %D: 61.47
Williams %R: -32.74
Volume & Volatility
BB Upper: $42.99
BB Lower: $40.72
NEUTRAL
OBV: -66,907
Vol SMA 20: 1,371
Vol ROC: -72.92%
ATR: $0.37
True Range: $0.24
HV 20: 12.1%
HV 30: 13.0%
HV 60: 14.9%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-11T00:00:00 – 2026-10-09T00:00:00
AI Analysis
LLM Stock Analysis Report: DEEP
Executive Summary
Overall assessment: NEUTRAL (6/10) Key drivers: Consolidation around current price level, mixed signals from technical indicators Primary risks: Potential for retest of previous lows if volatility increases Investment thesis: DEEP is a moderately volatile stock with a strong correlation to the broader market. It may be suitable for investors seeking to diversify their portfolios. Recent news sentiment impact: Neutral headlines did not significantly influence the stock price.
Technical Analysis
Trend Direction: Consolidation (short-term), Neutral (medium-term), Bullish (long-term) Support/Resistance Levels: $41.85 (lower Bollinger Band) and $44.17 (upper Bollinger Band) Momentum Signals: + RSI: 60.16 (neutral) - not overbought or oversold + MACD signal: Bullish crossover above the signal line + Bollinger Bands position: Neutral, with price trending between upper and lower bands
News & Sentiment Analysis
Recent Headlines Summary: Six neutral headlines did not significantly influence the stock price. Sentiment Assessment: Aggregate news sentiment is neutral. Catalyst Identification: No significant upcoming events or earnings announcements.
Risk & Volatility Assessment
Beta Interpretation: DEEP has a moderate risk profile, with a beta of 0.87 relative to the SPY (S&P 500). Volatility Regime: Current volatility is relatively low, with a stock volatility reading of 0.18. Options Market Signals: + IV Rank: Low (8.7%) - indicating historically low volatility + Current IV: 24.4% + Expected Move: $2.12 (35 DTE), 7-DTE: $1.52
Market Context & Positioning
Sector Performance: DEEP is a small-cap value ETF, which has been trending higher in recent months. Institutional Activity: No significant institutional buying or selling activity is evident from the volume data. Correlation Analysis: DEEP has a high correlation (0.61) with the broader market, suggesting it may be suitable for investors seeking to diversify their portfolios.
Key Levels & Action Items
Critical Price Levels: $41.85 (lower Bollinger Band) and $44.17 (upper Bollinger Band) Breakout/Breakdown Levels: Any significant movement above or below these levels could trigger a trend. Time-Sensitive Catalysts: No upcoming events or earnings announcements that may impact the stock price. Risk Management: Stop-loss levels can be set around $41.85 and $44.17 to manage risk.
By analyzing the provided data, it appears that DEEP is in a consolidation phase, with mixed signals from technical indicators. The neutral news headlines did not significantly influence the stock price, and there are no significant upcoming events or earnings announcements. The options market signals indicate low volatility, which may be attractive for investors seeking to diversify their portfolios.
Generated
News
All DEEP news →
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DEEP Options Activity & IV Rank
DEEP IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 27.1%
7-DTE IV: 58.9%
Expected Move: $2.45
7-DTE Move: $1.58
Days to Exp: 42 (2026-11-20)
Options Flow
Call Volume: 0
Put Volume: 0
P/C Volume: —
Call OI: 0
Put OI: 0
P/C OI: —
Total OI: 0
ATM Options Pricing
ATM Call: $1.25
ATM Put: $1.20
Call %: 3.0%
Put %: 2.9%
Chain Summary
Chain Volume: 11
Chain OI: 11
Last Updated: 10/9/2026
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.
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 9 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 9 · No data
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)45.5MediumOct 9
IV Rank (30 DTE)47.1MediumOct 9
Straddle Price (30 DTE)$2.45Oct 9
Beta Analysis
Risk Metrics
Beta: 0.8279
Alpha: 5.76%
Correlation: 0.6151
R-Squared: 37.8%
Stock Volatility: 17.5%
Market Volatility: 13.0%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Moderate volatility - stock generally follows market
Moderate volatility - stock generally follows market
Beta & Alpha Over Time
DEEP Institutional Ownership (13F)
Latest filings — 2026-06-30Institutional 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.
| # | 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
62.00
SI % of Float
0.01%
Days to Cover
1.00
Short Vol Ratio
97.0%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-09
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|