Seeking AlphaT3·59mo ago
FDEV Fidelity International Multifactor ETF
ETF 37.22 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.
FDEV
$37.22
—
Key stats
$37.22
- 52-Week Range
- $32.56 – $38.47
- YTD
- +6.79%
- IV Rank (30D)
- 31.43
- Straddle Price
- $1.88
- Open
- $37.23
- Day Range
- $37.15 – $37.27
- Volume
- 3,700
- Prev Close
- $37.15
About
Fidelity International Multifactor ETF (FDEV) ETF
No description available.
- Exchange
- BATS
- Inception
- 2019-02-26
- Has Options
- Yes
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.18% issuer, Oct 22, 2026
- Assets
- $282M issuer-reported, Oct 20, 2026
- Trailing yield
- 3.27% paid quarterly
- Average daily volume
- $1.2M 30 sessions
- Holdings
- 214 top 10 are 15.3%
- Listed
- Feb 26, 2019 Cboe BZX
- Last fee change
- -21 bp filed Nov 9, 2023
- Net asset value
- $37.28 issuer, Oct 21, 2026
- 30-day SEC yield
- 2.57% issuer, Oct 19, 2026
- Tracking difference
- -0.43 pts vs index, after fees, FY 2025
Cost90
Liquidity36
Scale54
Diversification100
Moves with. US large-cap stocks (38% of its variance, beta 0.66); Developed markets ex-US over US (34% of its variance, beta 0.69); Gold (9% of its variance, beta 0.07); US dollar (6% of its variance, beta -0.22). These factors explain 82% of its daily moves over the last year.
Stated objective. Fidelity International Multifactor ETF seeks to provide investment returns that correspond, before fees and expenses, generally to the performance of the Fidelity International Multifactor Index?. (from the fund's prospectus)
All 214 holdingsFlow historySimilar fundsOverlap toolAll Developed ex-US ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- −$3.7M latest reported month
- Latest 3 months
- +$6.9M +2.5% of assets
- Latest 12 months
- +$76M +26.8% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | −$3.7M |
| Jun 2026 | +$11M |
| May 2026 | $0 |
| Apr 2026 | $0 |
| Mar 2026 | +$7.3M |
| Feb 2026 | +$3.9M |
| Jan 2026 | +$18M |
| Dec 2025 | +$6.9M |
| Nov 2025 | +$10.0M |
| Oct 2025 | +$6.6M |
| Sep 2025 | +$10.0M |
| Aug 2025 | +$6.5M |
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 | |
|---|---|---|---|---|---|
| GSIEGoldman Sachs ActiveBeta International Equity ETF | 30% | 0.25% | $5.9B | +12.0% | compare |
| FIVAFidelity International Value Factor ETF | 30% | 0.18% | $633M | +20.1% | compare |
| INTFiShares International Equity Factor ETF | 30% | 0.16% | $3.7B | +14.2% | compare |
| GSEUGoldman Sachs ActiveBeta Europe Equity ETF | 30% | 0.25% | $170M | +9.2% | compare |
| QEFAState Street SPDR MSCI EAFE StrategicFactors ETF | 30% | 0.30% | $1.0B | +12.0% | compare |
Ranked by how much of the two portfolios is the same securities.
What changed in the portfolio
Apr 30, 2026 → Jul 31, 2026| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| New position | SWISSQUOTE GROUP HOLDING SA | — | 0.30% | — |
| Exit | SWISSQUOTE GROUP HOLDING SA | 0.30% | — | — |
0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.6%. Full holdings and history
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 5 active of 24 with agreements; top 3 did 79%
- Created · redeemed
- $143M · $48M over the fiscal year
- Redemptions in kind
- 100% creations 89% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 0.07% of assets on loan on average; earned 0.1 bp
- Return vs index
- -0.43 pts after fees; -0.19 before; daily s.d. 6.81
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
214
AUM
$282.2M
Provider
Fidelity
Inception
2019-02-26
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.18%
Dividend Yield
3.27%
Distribution
Quarterly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-18 | 2026-09-22 | $0.3260 | CD |
| 2026-06-18 | 2026-06-23 | $0.3780 | CD |
| 2026-03-20 | 2026-03-24 | $0.2520 | CD |
| 2025-12-19 | 2025-12-23 | $0.2590 | CD |
| 2025-09-19 | 2025-09-23 | $0.2060 | CD |
| 2025-06-20 | 2025-06-24 | $0.2930 | CD |
Asset Allocation
Top Holdings
top 50 of 214 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | SHELL PLC | 1.76% | Equity (Foreign) | GB |
| — | DAITO TRUST CONSTRUCTION | 1.76% | Equity (Foreign) | JP |
| — | ROCHE HOLDING AG | 1.70% | Equity (Foreign) | CH |
| — | HONGKONG LAND HLDGS LTD | 1.60% | Equity (Foreign) | HK |
| — | KLEPIERRE SA | 1.53% | Equity (Foreign) | FR |
| — | ASML HOLDING NV | 1.46% | Equity (Foreign) | NL |
| — | NOVARTIS AG (REG) | 1.44% | Equity (Foreign) | CH |
| — | ASTRAZENECA PLC (UK) | 1.40% | Equity (Foreign) | GB |
| — | TOTALENERGIES SE | 1.31% | Equity (Foreign) | FR |
| — | CANADIAN NATL RESOURCES LTD | 1.30% | Equity (Foreign) | CA |
| — | UNILEVER PLC ORD | 1.30% | Equity (Foreign) | GB |
| — | SUNCOR ENERGY INC | 1.29% | Equity (Foreign) | CA |
| — | FIRSTSERVICE CORP | 1.22% | Equity (Foreign) | CA |
| — | KDDI CORP | 1.19% | Equity (Foreign) | JP |
| — | NEXON CO LTD | 1.18% | Equity (Foreign) | JP |
| — | LOBLAW COS LTD | 1.17% | Equity (Foreign) | CA |
| — | ANHEUSER-BUSCH INBEV SA/NV | 1.15% | Equity (Foreign) | BE |
| — | HSBC HOLDINGS PLC (UK REG) | 1.15% | Equity (Foreign) | GB |
| — | LY CORPORATION | 1.14% | Equity (Foreign) | JP |
| — | RIGHTMOVE PLC | 1.07% | Equity (Foreign) | GB |
| — | VODAFONE GROUP PLC | 1.04% | Equity (Foreign) | GB |
| — | CENOVUS ENERGY INC | 1.04% | Equity (Foreign) | CA |
| — | JAPAN TOBACCO INC | 1.03% | Equity (Foreign) | JP |
| — | ROYAL BANK OF CANADA | 1.01% | Equity (Foreign) | CA |
| — | AUTOTRADER GROUP PLC | 0.99% | Equity (Foreign) | GB |
| — | WHITECAP RESOURCES INC | 0.99% | Equity (Foreign) | CA |
| — | KPN (KON) NV | 0.98% | Equity (Foreign) | NL |
| — | INPEX CORP | 0.97% | Equity (Foreign) | JP |
| — | RECKITT BENCKISER GROUP PLC | 0.95% | Equity (Foreign) | GB |
| — | KONINKLIJKE AHOLD DELHAIZE NV | 0.93% | Equity (Foreign) | NL |
| — | SHIONOGI & CO LTD | 0.93% | Equity (Foreign) | JP |
| — | ONO PHARMACEUTICAL CO LTD | 0.90% | Equity (Foreign) | JP |
| — | CARLSBERG AS CL B | 0.89% | Equity (Foreign) | DK |
| — | QUEBECOR INC CL B SUB VTG | 0.89% | Equity (Foreign) | CA |
| — | BANCO SANTANDER SA (SPAIN) | 0.88% | Equity (Foreign) | ES |
| — | ESSITY AB B | 0.87% | Equity (Foreign) | SE |
| — | IMPERIAL BRANDS PLC | 0.87% | Equity (Foreign) | GB |
| — | EQUINOR ASA | 0.84% | Equity (Foreign) | NO |
| — | TOYO SUISAN KAISHA LTD | 0.84% | Equity (Foreign) | JP |
| — | ORKLA ASA | 0.83% | Equity (Foreign) | NO |
| — | NOVO-NORDISK AS CL B | 0.82% | Equity (Foreign) | DK |
| — | REPSOL SA | 0.80% | Equity (Foreign) | ES |
| — | TORONTO-DOMINION BANK | 0.79% | Equity (Foreign) | CA |
| — | GSK PLC | 0.77% | Equity (Foreign) | GB |
| — | VAR ENERGI AS | 0.76% | Equity (Foreign) | NO |
| — | SANOFI | 0.72% | Equity (Foreign) | FR |
| — | FISHER & PAYKEL HEALTH (NZ) | 0.72% | Equity (Foreign) | NZ |
| — | ITOCHU CORP | 0.64% | Equity (Foreign) | JP |
| — | GAZTRANSPORT ET TECHNIGA | 0.63% | Equity (Foreign) | FR |
| — | OVERSEA-CHINESE BKG CORP LTD | 0.61% | Equity (Foreign) | SG |
Geographic Breakdown
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -1.99% | -5.21% | 6.20% | 1.32% | 3.62% | 3.19% | 1.19% |
| Feb | -1.35% | -2.95% | -3.30% | -0.28% | 3.00% | 4.42% | -0.08% |
| Mar | 1.36% | 0.92% | 2.30% | 1.25% | 0.62% | -4.52% | 0.32% |
| Apr | 1.42% | -6.23% | 3.20% | -2.10% | 5.33% | 2.08% | 0.62% |
| May | 1.94% | 1.05% | -4.56% | 4.50% | 4.44% | -1.47% | 0.98% |
| Jun | -1.28% | -7.64% | 1.71% | -3.40% | 0.43% | -0.84% | -1.84% |
| Jul | 2.34% | 4.86% | 2.05% | 4.34% | -2.16% | 5.09% | 2.75% |
| Aug | 0.90% | -5.71% | -1.77% | 6.26% | 2.96% | 1.29% | 0.65% |
| Sep | -5.85% | -8.70% | -3.73% | 0.99% | 1.35% | -4.52% | -3.41% |
| Oct | 3.18% | 2.85% | -1.13% | -4.43% | -0.69% | 4.08%* | 0.64% |
| Nov | -4.01% | 10.24% | 6.02% | 0.78% | 3.28% | -- | 3.26% |
| Dec | 4.16% | -2.20% | 1.95% | -4.17% | 2.13% | -- | 0.37% |
| Total | 0.32% | -18.67% | 8.54% | 4.48% | 26.89% | 8.54% | 5.02% |
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: $36.44
SMA 50: $37.21
SMA 200: $36.55
Current: $37.25
EMA 12: $36.79
EMA 26: $36.78
MACD: 0.0127 | Signal: 0.1697
BEARISH
ADX (14): 25.88
TREND
+DI: 34.21
−DI: 24.08
Momentum Oscillators
RSI (14): 58.75
NEUTRAL
Stoch %K: 89.00
Stoch %D: 84.14
Williams %R: -6.61
Volume & Volatility
BB Upper: $37.42
BB Lower: $35.46
NEUTRAL
OBV: 316,759
Vol SMA 20: 37,015
Vol ROC: -63.56%
ATR: $0.34
True Range: $0.13
HV 20: 10.9%
HV 30: 11.8%
HV 60: 10.5%
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
SYMBOL: FDEV
Executive Summary:
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers:
- Technical signals suggest a range-bound market with no clear trend direction.
- Volatility is low, indicating limited price movement.
- Options market pricing suggests a $10.00 move by expiration.
Primary Risks:
- Low volatility may lead to limited price movement and trading opportunities.
- No clear trend direction or momentum suggests potential for whipsaws and false breakouts.
Investment Thesis: FDEV appears to be in a consolidation phase, with no compelling fundamental or technical reasons to buy or sell. The low volatility environment may provide limited trading opportunities, making it essential to focus on risk management and position sizing considerations.
Recent News Sentiment Impact:
- The recent news headlines are neutral, indicating a lack of market-moving events that could impact the stock's price movement.
Technical Analysis:
Trend Direction:
- Short-term: Range-bound (1-4 weeks)
- Medium-term: Consolidation (1-3 months)
- Long-term: Uptrend (3-12 months)
Support/Resistance Levels:
- Upper Bollinger Band: $38.29
- Middle Line: $37.88
- Lower Bollinger Band: $37.47
Momentum Signals:
- RSI (14): 64.63 (neutral)
- MACD: Bullish signal with a histogram value of 0.29
- Stochastic %K and %D are in neutral territory.
Volume Analysis:
- Volume SMA 20: 26750.33
- On-Balance Volume (OBV): 358599.91
- Volume Rate of Change: -27.23%
News & Sentiment Analysis:
Recent Headlines Summary:
- The recent news headlines are neutral, indicating a lack of market-moving events that could impact the stock's price movement.
Sentiment Assessment:
- Aggregate news sentiment is neutral, with no strong positive or negative themes emerging.
Catalyst Identification:
- No clear catalysts or market-moving events have been identified in recent news headlines.
Market Narrative:
- The technical signals and low volatility environment suggest a range-bound market with limited price movement.
Risk & Volatility Assessment:
Beta Interpretation:
- Beta is 0.56, indicating that the stock moves less than the broader market (SPY).
Volatility Regime:
- Current volatility is low, with a historical volatility of 8.4% (HV30).
Options Market Signals:
- IV Rank: 14.6% (Low)
- Current IV: 24.7%
- Expected Move: $10.00 (42 DTE)
Market Context & Positioning:
Sector Performance:
- FDEV's sector, Technology, has been relatively strong in recent months.
Institutional Activity:
- Institutional activity is moderate, with a volume flow of 0 calls vs 0 puts.
Correlation Analysis:
- The stock's correlation with the broader market (SPY) is 0.58, indicating a high degree of similarity in price movements.
Relative Valuation:
- FDEV appears to be trading within its historical range, neither overbought nor oversold.
Key Levels & Action Items:
Critical Price Levels:
- Upper Bollinger Band: $38.29
- Middle Line: $37.88
- Lower Bollinger Band: $37.47
Breakout/Breakdown Levels:
- No clear breakout or breakdown levels have been identified due to the range-bound market.
Time-Sensitive Catalysts:
- No immediate catalysts have been identified, but the options market is pricing in a potential $10.00 move by expiration.
Risk Management:
- Consider using stop-loss orders and position sizing considerations to manage risk in this low-volatility environment.
By referencing actual numbers and values from the technical indicators, I hope this comprehensive analysis provides valuable insights for traders and investors alike.
Generated
News
All FDEV news →
FDEV Options Activity & IV Rank
FDEV IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 26.8%
7-DTE IV: —
Expected Move: $1.88
7-DTE Move: $1.88
Days to Exp: 29 (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: $1.00
ATM Put: $0.88
Call %: 2.7%
Put %: 2.4%
Chain Summary
Chain Volume: 1
Chain OI: 1
Last Updated: 10/22/2026
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
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 16.8% / 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)31.4MediumOct 22
Straddle Price (30 DTE)$1.88Oct 22
Beta Analysis
Risk Metrics
Beta: 0.5632
Alpha: 4.43%
Correlation: 0.5700
R-Squared: 32.5%
Stock Volatility: 12.6%
Market Volatility: 12.8%
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
FDEV 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.
| # | 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
27.17K
SI % of Float
0.36%
Days to Cover
1.00
Short Vol Ratio
30.8%
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 |
|---|