Zacks Investment ResearchT3·33mo ago
IGHG ProShares Investment Grade-Interest Rate Hedged
ETF 77.29 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.
IGHG
$77.29
—
Key stats
$77.29
- 52-Week Range
- $76.76 – $79.56
- YTD
- -1.68%
- IV Rank (30D)
- 86.85
- Straddle Price
- $3.70
- Open
- $77.26
- Day Range
- $77.26 – $77.32
- Volume
- 3,668
- Prev Close
- $77.50
About
ProShares Investment Grade-Interest Rate Hedged (IGHG) ETF
No description available.
- Exchange
- BATS
- Inception
- 2013-11-05
- Has Options
- Yes
Fund profile
holdings as of Oct 21, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.30% prospectus, filed Apr 7, 2026
- Assets
- $395M shares × price, Oct 21, 2026
- Trailing yield
- 5.14% paid monthly
- Average daily volume
- $2.5M 30 sessions
- Holdings
- 187 top 10 are 11.6%
- Listed
- Nov 5, 2013 Cboe BZX
- Tracking difference
- -0.08 pts vs index, after fees, FY 2026
Cost48
Liquidity47
Scale59
Diversification100
Moves with. High yield over Treasuries (23% of its variance, beta 0.51). These factors explain 27% of its daily moves over the last year, so most of what drives this fund is something else.
Stated objective. ProShares Investment Grade Interest Rate Hedged (the Fund) seeks investment results, before fees and expenses, that track the performance of the FTSE Corporate Investment Grade (Treasury Rate-Hedged) Index (the Index). (from the fund's prospectus)
All 187 holdingsFlow historyOverlap toolAll Investment-Grade Corporate ETFs
Fund flows
through May 2026SEC filings- May 2026
- +$31M latest reported month
- Latest 3 months
- +$22M +7.0% of assets
- Latest 12 months
- +$41M +13.3% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$31M |
| Apr 2026 | −$2K |
| Mar 2026 | −$9.7M |
| Feb 2026 | $0 |
| Jan 2026 | +$7.8M |
| Dec 2025 | +$2.0M |
| Nov 2025 | $0 |
| Oct 2025 | +$12M |
| Sep 2025 | +$2.0M |
| Aug 2025 | +$2.0M |
| Jul 2025 | −$7.9M |
| Jun 2025 | +$1.9M |
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
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| VCITVanguard Intermediate-Term Corporate Bond ETF | — | 0.03% | $67.0B | −6.9% | compare |
| LQDiShares iBoxx $ Investment Grade Corporate Bond ETF | — | 0.14% | $28.9B | −8.3% | compare |
| IGIBiShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF | — | 0.04% | $19.3B | −6.9% | compare |
| USIGiShares Broad USD Investment Grade Corporate Bond ETF | — | 0.04% | $17.8B | −6.6% | compare |
| SPIBState Street SPDR Portfolio Intermediate Term Corporate Bond ETF | — | 0.04% | $11.4B | −4.8% | compare |
The largest other funds in the Investment-Grade Corporate category.
Under the hood
fiscal year to May 31, 2026SEC census- Authorized participants
- 5 active of 39 with agreements; top 3 did 80%
- Created · redeemed
- $59M · $18M over the fiscal year
- Redemptions in kind
- 86% creations 93% in kind
- Creation unit
- 25,000 shares
- Securities lending
- 0.51% of assets on loan on average; earned 0.3 bp
- Return vs index
- -0.08 pts after fees; +0.22 before; daily s.d. 1.13
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 2026-10-21
Holdings
187
AUM
$50.0M
Provider
ProShares
Inception
2013-11-05
Exchange
BATS
Data As Of
2026-10-21
Expense Ratio
0.30%
Dividend Yield
5.14%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-07 | $0.3355 | CD |
| 2026-09-01 | 2026-09-08 | $0.3401 | CD |
| 2026-08-03 | 2026-08-07 | $0.3318 | CD |
| 2026-07-01 | 2026-07-08 | $0.3329 | CD |
| 2026-06-01 | 2026-06-05 | $0.3316 | CD |
| 2026-05-01 | 2026-05-07 | $0.3377 | CD |
Asset Allocation
Top Holdings
top 50 of 187 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Net Other Assets (Liabilities) | 5.42% | Cash/Money Market | — |
| — | PFIZER INC | 1.48% | Corporate Bond | US |
| — | MORGAN STANLEY | 1.43% | Corporate Bond | US |
| — | HOME DEPOT INC | 1.20% | Corporate Bond | US |
| — | RTX CORP | 1.14% | Corporate Bond | — |
| — | GLAXOSMITHKLINE CAP INC | 1.11% | Corporate Bond | US |
| — | APPLE INC | 1.09% | Corporate Bond | US |
| — | JPMORGAN CHASE & CO | 1.06% | Corporate Bond | US |
| — | TIME WARNER CABLE LLC | 1.06% | Corporate Bond | US |
| — | GOLDMAN SACHS GROUP INC | 1.01% | Corporate Bond | US |
| — | TORONTO-DOMINION BANK | 1.00% | Corporate Bond | CA |
| — | BANCO SANTANDER SA | 0.99% | Corporate Bond | ES |
| — | TELEFONICA EMISIONES SAU | 0.96% | Corporate Bond | ES |
| — | ASTRAZENECA PLC | 0.95% | Corporate Bond | GB |
| — | BANK OF AMERICA CORP | 0.95% | Corporate Bond | US |
| — | BANK OF AMERICA CORP | 0.94% | Corporate Bond | US |
| — | SHELL FINANCE US INC | 0.93% | Corporate Bond | US |
| — | CITIGROUP INC | 0.92% | Corporate Bond | US |
| — | HSBC HOLDINGS PLC | 0.91% | Corporate Bond | GB |
| — | SPRINT CAPITAL CORP | 0.91% | Corporate Bond | US |
| — | SOUTHERN COPPER CORP | 0.90% | Corporate Bond | — |
| — | CISCO SYSTEMS INC | 0.89% | Corporate Bond | US |
| — | GOLDMAN SACHS GROUP INC | 0.88% | Corporate Bond | US |
| — | ORACLE CORP | 0.87% | Corporate Bond | US |
| — | JPMORGAN CHASE & CO | 0.83% | Corporate Bond | US |
| — | CITIGROUP INC | 0.81% | Corporate Bond | US |
| — | MEDTRONIC INC | 0.79% | Corporate Bond | — |
| — | PFIZER INC | 0.77% | Corporate Bond | US |
| — | OCCIDENTAL PETROLEUM COR | 0.76% | Corporate Bond | US |
| — | IBM CORP | 0.76% | Corporate Bond | — |
| — | ROYAL BANK OF CANADA | 0.75% | Corporate Bond | — |
| — | SHELL FINANCE US INC | 0.74% | Corporate Bond | US |
| — | ALTRIA GROUP INC | 0.74% | Corporate Bond | US |
| — | JPMORGAN CHASE & CO | 0.73% | Corporate Bond | US |
| — | BHP BILLITON FIN USA LTD | 0.72% | Corporate Bond | AU |
| — | VERIZON COMMUNICATIONS | 0.72% | Corporate Bond | US |
| — | TELEFONICA EMISIONES SAU | 0.72% | Corporate Bond | ES |
| — | UNITEDHEALTH GROUP INC | 0.71% | Corporate Bond | US |
| — | COOPERATIEVE RABOBANK UA | 0.70% | Corporate Bond | NL |
| — | WYETH LLC | 0.69% | Corporate Bond | US |
| — | ASTRAZENECA PLC | 0.69% | Corporate Bond | GB |
| — | AMERICA MOVIL SAB DE CV | 0.68% | Corporate Bond | MX |
| — | COCA-COLA CO/THE | 0.68% | Corporate Bond | US |
| — | VALERO ENERGY CORP | 0.67% | Corporate Bond | US |
| — | SUMITOMO MITSUI FINL GRP | 0.65% | Corporate Bond | JP |
| — | CUMBERLAND COMB CYCLE GE | 0.65% | Corporate Bond | US |
| — | TIME WARNER CABLE ENTRMN | 0.65% | Corporate Bond | US |
| — | BARCLAYS PLC | 0.64% | Corporate Bond | GB |
| — | GE CAPITAL INTL FUNDING | 0.63% | Corporate Bond | IE |
| — | ABBVIE INC | 0.63% | Corporate Bond | US |
Non-Equity Breakdown
ProShares Investment Grade-Interest Rate Hedged ·
NPORT-P period 2026-05-31
(filed 2026-07-28)
Net assets:
$309M
· 193 total positions
· equity 0.00%
· non-equity 96.65%
Non-equity holdings
— 193 positions,
96.65% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Corporate | 95.09% | $293.9M | 184 |
| Short-term investment | 0.93% | $2.9M | 1 |
| Repurchase agreement | 0.54% | $1.7M | 4 |
| ABS-O | 0.41% | $1.3M | 1 |
| Derivative (interest rate) | -0.32% | $-983052 | 3 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.16% | -1.91% | 2.65% | 1.45% | 0.51% | 0.36% | 0.54% |
| Feb | 0.98% | -2.07% | -0.74% | 0.33% | -0.50% | -1.45% | -0.57% |
| Mar | 1.00% | 1.65% | -0.01% | 0.97% | -0.11% | 0.01% | 0.58% |
| Apr | -0.76% | -3.00% | 0.41% | 0.64% | -0.24% | 1.03% | -0.32% |
| May | 0.04% | 2.08% | 0.63% | 1.13% | 2.46% | 0.94% | 1.21% |
| Jun | 0.31% | -3.14% | 2.29% | -0.67% | 0.55% | -0.15% | -0.14% |
| Jul | -1.20% | 1.10% | 1.61% | -0.18% | 0.68% | 0.06% | 0.35% |
| Aug | 0.28% | 0.26% | 0.82% | 1.28% | 0.74% | 0.19% | 0.59% |
| Sep | 0.36% | -1.80% | 0.72% | 1.46% | 0.95% | 0.28% | 0.33% |
| Oct | -0.52% | 1.90% | 0.67% | 0.49% | -0.23% | -0.30%* | 0.33% |
| Nov | -1.55% | 2.47% | 3.08% | 0.50% | 0.65% | -- | 1.03% |
| Dec | 0.81% | 0.26% | -0.37% | 0.70% | 0.05% | -- | 0.29% |
| Total | -0.13% | -2.41% | 12.33% | 8.38% | 5.62% | 0.95% | 4.12% |
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: $77.60
SMA 50: $77.72
SMA 200: $78.06
Current: $77.26
EMA 12: $77.52
EMA 26: $77.62
MACD: -0.1008 | Signal: -0.0335
BEARISH
ADX (14): 15.56
RANGE
+DI: 18.05
−DI: 18.33
Momentum Oscillators
RSI (14): 39.31
NEUTRAL
Stoch %K: 30.79
Stoch %D: 44.15
Williams %R: -97.63
Volume & Volatility
BB Upper: $77.92
BB Lower: $77.27
OVERSOLD
OBV: 267,030
Vol SMA 20: 23,781
Vol ROC: -72.39%
ATR: $0.30
True Range: $0.24
HV 20: 3.4%
HV 30: 3.0%
HV 60: 2.8%
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
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers:
- Technical indicators suggest a consolidating market with potential for a breakout
- Options metrics indicate a medium volatility environment
- Recent news headlines are neutral, with no significant events driving the stock price
Primary Risks:
- Low trading volume and liquidity
- Limited earnings data available
- Volatility could increase if unexpected events occur
Investment Thesis: IGHG is a low-volatility ETF that may be poised for a breakout based on technical indicators. However, the lack of significant recent news headlines and limited earnings data make it difficult to predict with confidence.
Recent News Sentiment Impact:
- The majority of recent news headlines are neutral, which suggests minimal impact on the stock price
Technical Analysis
Trend Direction: NEUTRAL (Short-term: Consolidating, Medium-term: Uptrend, Long-term: Downtrend)
Support/Resistance Levels: $77.47 (Lower Bollinger Band), $78.09 (Upper Bollinger Band), $77.91 (SMA 50), $77.78 (SMA 20)
Momentum Signals:
- RSI (14): 40.66 (neutral)
- MACD: -0.09 / Signal: -0.02 / Histogram: -0.06 (bearish)
- Bollinger Bands: Price is near the middle band, indicating a neutral signal
Volume Analysis:
- Volume SMA 20: 24242.90
- On-Balance Volume (OBV): 655792.10
- Volume Rate of Change: -51.18% (suggests low trading activity)
News & Sentiment Analysis
Recent Headlines Summary: The majority of recent news headlines are neutral, with no significant events driving the stock price.
Sentiment Assessment: NEUTRAL (No dominant positive or negative sentiment)
Catalyst Identification: None apparent from recent news headlines
Market Narrative: The lack of significant recent news headlines and consolidating market conditions suggest a neutral narrative.
Risk & Volatility Assessment
Risk Assessment:
- Beta: 0.11 (low volatility relative to the market)
- Stock Volatility: 0.04 (low volatility)
Options Market Signals:
- IV Rank: 26.8% (Medium - shows if volatility is historically high/low)
- Current IV: 16.1%
- Expected Move: $3.80 (38 DTE), 7-DTE: $3.40
- Volume Flow: 0 calls vs 0 puts
- Open Interest: 0 calls vs 0 puts
Downside Protection:
- Support levels: $77.47 (Lower Bollinger Band) and $77.78 (SMA 20)
Market Context & Positioning
Sector Performance: IGHG is a sector-agnostic ETF, so it does not have a specific sector performance to compare to.
Institutional Activity: Low trading volume suggests limited institutional interest.
Correlation Analysis: The stock's correlation with the market is low (0.39), indicating a relatively independent movement.
Relative Valuation: IGHG is positioned within its historical trading range, suggesting a neutral valuation.
Key Levels & Action Items
Critical Price Levels:
- Support levels: $77.47 (Lower Bollinger Band) and $77.78 (SMA 20)
- Resistance level: $78.09 (Upper Bollinger Band)
Breakout/Breakdown Levels:
- Breakout: $78.09 (Upper Bollinger Band)
- Breakdown: $77.47 (Lower Bollinger Band)
Time-Sensitive Catalysts: None apparent from recent news headlines
Risk Management:
- Stop-loss levels: Consider setting a stop-loss at the lower Bollinger band ($77.47) to manage potential downside risk.
- Position sizing considerations: IGHG has low trading volume, so consider using a smaller position size to account for market conditions.
Note: This analysis is based on the provided data and should not be considered as personalized investment advice.
Generated
News
All IGHG news →
Seeking AlphaT3·36mo ago
Zacks Investment ResearchT3·37mo ago
Zacks Investment ResearchT3·51mo ago
MarketWatchT3·58mo ago
Seeking AlphaT3·60mo ago
IGHG Options Activity & IV Rank
IGHG IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 22.0%
7-DTE IV: —
Expected Move: $3.70
7-DTE Move: $3.70
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: $1.90
ATM Put: $1.80
Call %: 2.5%
Put %: 2.3%
Chain Summary
Chain Volume: 0
Chain OI: 0
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 12.7% / 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)86.8HighOct 22
Straddle Price (30 DTE)$3.70Oct 22
Beta Analysis
Risk Metrics
Beta: 0.0894
Alpha: -2.80%
Correlation: 0.3321
R-Squared: 11.0%
Stock Volatility: 3.4%
Market Volatility: 12.7%
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
IGHG 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
9.45K
SI % of Float
0.19%
Days to Cover
1.00
Short Vol Ratio
34.0%
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 |
|---|