Seeking AlphaT3·28mo ago
ITM VanEck Intermediate Muni ETF
ETF 44.87 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.
ITM
$44.87
—
Key stats
$44.87
- 52-Week Range
- $43.58 – $48.02
- YTD
- -4.90%
- IV Rank (30D)
- 80.39
- Straddle Price
- $1.23
- P/C Vol Ratio
- 0.20
- Open
- $44.78
- Day Range
- $44.76 – $44.90
- Volume
- 844,822
- Prev Close
- $44.75
About
VanEck Intermediate Muni ETF (ITM) ETF
No description available.
- Exchange
- BATS
- Inception
- 2007-12-04
- Has Options
- Yes
- Homepage
- https://www.vaneck.com/us/en/investments/etf/
Fund profile
holdings as of Oct 19, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.18% issuer, Oct 21, 2026
- Assets
- $2.2B issuer-reported, Oct 19, 2026
- Trailing yield
- 3.15% paid monthly
- Average daily volume
- $54M 30 sessions
- Holdings
- 1,386 top 10 are 4.0%
- Listed
- Dec 4, 2007 Cboe BZX
- Last fee change
- -6 bp filed Mar 7, 2024
- Tracking difference
- -0.12 pts vs index, after fees, FY 2026
Cost71
Liquidity91
Scale87
Diversification100
Moves with. Long Treasuries (34% of its variance, beta 0.22); US large-cap stocks (6% of its variance, beta 0.05). These factors explain 43% of its daily moves over the last year.
Stated objective. VanEck Intermediate Muni ETF (the Fund) seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of the ICE Intermediate AMT-Free Broad National Municipal Index (the Intermediate Index). (from the fund's prospectus)
All 1,386 holdingsFlow historyOverlap toolAll National Muni ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- −$18M latest reported month
- Latest 3 months
- −$6.8M −0.3% of assets
- Latest 12 months
- +$215M +10.1% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | −$18M |
| Jun 2026 | $0 |
| May 2026 | +$12M |
| Apr 2026 | $0 |
| Mar 2026 | +$42K |
| Feb 2026 | $0 |
| Jan 2026 | +$54M |
| Dec 2025 | +$40M |
| Nov 2025 | +$21M |
| Oct 2025 | +$54M |
| Sep 2025 | +$16M |
| Aug 2025 | +$36M |
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 | |
|---|---|---|---|---|---|
| MUBiShares National Muni Bond ETF | — | 0.05% | $51.7B | −4.7% | compare |
| VTEBVanguard Tax-Exempt Bond Index Fund | — | 0.03% | $50.4B | −5.0% | compare |
| JMUBJPMorgan Municipal ETF | — | 0.18% | $8.7B | −4.9% | compare |
| CGMUCapital Group Municipal Income ETF | — | 0.27% | $7.2B | −4.0% | compare |
| PZAInvesco National AMT-Free Municipal Bond ETF | — | 0.28% | $4.1B | −8.0% | compare |
The largest other funds in the National Muni category.
Under the hood
fiscal year to Apr 30, 2026SEC census- Authorized participants
- 7 active of 41 with agreements; top 3 did 64%
- Created · redeemed
- $272M · $118M over the fiscal year
- Redemptions in kind
- 102% creations 0% in kind
- Creation unit
- 50,000 shares
- Securities lending
- not authorized
- Return vs index
- -0.12 pts after fees; +0.07 before; daily s.d. 0.11
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
1391
AUM
$2.2B
Provider
VanEck
Inception
2007-12-04
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.18%
Dividend Yield
3.14%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-06 | $0.1120 | CD |
| 2026-09-01 | 2026-09-04 | $0.1194 | CD |
| 2026-08-03 | 2026-08-06 | $0.1258 | CD |
| 2026-07-01 | 2026-07-07 | $0.1323 | CD |
| 2026-06-01 | 2026-06-04 | $0.1061 | CD |
| 2026-05-01 | 2026-05-06 | $0.1130 | CD |
Asset Allocation
Top Holdings
top 50 of 1391 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Colorado Health Facilities Authority | 0.54% | Corporate Bond | US |
| — | New Jersey Educational Facilities Autho | 0.49% | Corporate Bond | — |
| — | California Community Choice Financing A | 0.47% | Corporate Bond | — |
| — | State Of California | 0.42% | Corporate Bond | US |
| — | State Of Wisconsin | 0.41% | Corporate Bond | US |
| — | Michigan State Hospital Finance Authori | 0.41% | Corporate Bond | — |
| — | California Community Choice Financing A | 0.35% | Corporate Bond | — |
| — | State Of Maryland Department Of Transpo | 0.33% | Corporate Bond | — |
| — | District Of Columbia Income Tax Revenue | 0.32% | Corporate Bond | US |
| — | Jackson County School District/Ga | 0.30% | Corporate Bond | — |
| — | New York City Transitional Finance Auth | 0.28% | Corporate Bond | US |
| — | California Community Choice Financing A | 0.28% | Corporate Bond | — |
| — | State Of Maryland | 0.27% | Corporate Bond | US |
| — | New York City Municipal Water Finance A | 0.27% | Municipal Bond | — |
| — | Southeast Energy Authority A Cooperativ | 0.26% | Corporate Bond | — |
| — | California Housing Finance Agency | 0.26% | Corporate Bond | US |
| — | New Hampshire Business Finance Authorit | 0.25% | Corporate Bond | — |
| — | Commonwealth Of Massachusetts | 0.24% | Corporate Bond | US |
| — | South Carolina Jobs-Economic Developmen | 0.24% | Corporate Bond | — |
| — | New York City Transitional Finance Auth | 0.24% | Corporate Bond | US |
| — | Indiana Finance Authority | 0.24% | Corporate Bond | US |
| — | Salem-Keizer School District No 24j | 0.24% | Corporate Bond | US |
| — | California Community Choice Financing A | 0.24% | Corporate Bond | — |
| — | Commonwealth Financing Authority | 0.24% | Corporate Bond | US |
| — | City Of New York Ny | 0.24% | Corporate Bond | US |
| — | California Community Choice Financing A | 0.23% | Corporate Bond | — |
| — | Black Belt Energy Gas District | 0.23% | Corporate Bond | US |
| — | New York Energy Finance Development Cor | 0.23% | Corporate Bond | — |
| — | Black Belt Energy Gas District | 0.22% | Corporate Bond | US |
| — | State Of California | 0.22% | Corporate Bond | US |
| — | Commonwealth Of Massachusetts | 0.22% | Corporate Bond | US |
| — | City Of Houston Tx Combined Utility Sys | 0.22% | Corporate Bond | — |
| — | New Jersey Transportation Trust Fund Au | 0.21% | Corporate Bond | — |
| — | New York State Urban Development Corp | 0.21% | Corporate Bond | US |
| — | Southeast Energy Authority A Cooperativ | 0.21% | Corporate Bond | — |
| — | California Community Choice Financing A | 0.21% | Corporate Bond | — |
| — | Salt Verde Financial Corp | 0.21% | Corporate Bond | US |
| — | Kentucky Public Energy Authority | 0.21% | Corporate Bond | US |
| — | New York City Transitional Finance Auth | 0.21% | Corporate Bond | US |
| — | Massachusetts Development Finance Agenc | 0.20% | Corporate Bond | — |
| — | District Of Columbia Income Tax Revenue | 0.20% | Corporate Bond | US |
| — | State Of Louisiana | 0.20% | Corporate Bond | US |
| — | Central Plains Energy Project | 0.20% | Corporate Bond | US |
| — | City Of New York Ny | 0.20% | Corporate Bond | US |
| — | State Of California | 0.20% | Corporate Bond | US |
| — | New York State Dormitory Authority | 0.19% | Corporate Bond | US |
| — | Orangeburg County School District | 0.19% | Corporate Bond | US |
| — | Michigan State Hospital Finance Authori | 0.19% | Corporate Bond | — |
| — | City Of Minneapolis Mn | 0.19% | Corporate Bond | US |
| — | Conroe Independent School District | 0.19% | Corporate Bond | US |
Non-Equity Breakdown
VanEck Intermediate Muni ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-25)
Net assets:
$2.12B
· 1369 total positions
· equity 0.00%
· non-equity 98.20%
Non-equity holdings
— 1369 positions,
98.20% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Municipal | 98.20% | $2.09B | 1369 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.31% | -3.34% | 2.43% | -0.68% | -0.48% | 0.55% | -0.20% |
| Feb | -2.18% | -0.92% | -2.86% | -0.21% | 1.49% | 1.34% | -0.56% |
| Mar | 0.51% | -4.05% | 2.47% | -0.34% | -2.26% | -2.76% | -1.07% |
| Apr | 0.89% | -3.55% | -0.26% | -1.04% | -0.49% | 0.73% | -0.62% |
| May | 0.25% | 2.16% | -0.74% | -0.90% | -0.24% | 0.64% | 0.20% |
| Jun | 0.25% | -1.57% | 0.72% | 0.92% | 1.13% | 0.41% | 0.31% |
| Jul | 0.73% | 2.34% | 0.40% | 1.40% | -0.02% | -1.95% | 0.48% |
| Aug | -0.38% | -3.09% | -1.22% | 0.33% | 0.33% | -0.25% | -0.71% |
| Sep | -1.02% | -3.70% | -2.61% | 0.95% | 2.42% | -3.11% | -1.18% |
| Oct | -0.29% | -0.78% | -0.93% | -1.98% | 1.20% | 1.65%* | -0.19% |
| Nov | 0.92% | 4.96% | 5.19% | 1.63% | 0.26% | -- | 2.59% |
| Dec | -0.12% | -0.26% | 2.31% | -1.07% | 0.43% | -- | 0.26% |
| Total | -0.17% | -11.59% | 4.70% | -1.05% | 3.76% | -2.85% | -1.20% |
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: $44.28
SMA 50: $44.99
SMA 200: $46.42
Current: $44.87
EMA 12: $44.57
EMA 26: $44.60
MACD: -0.0276 | Signal: 0.1323
BEARISH
ADX (14): 31.34
TREND
+DI: 30.95
−DI: 18.98
Momentum Oscillators
RSI (14): 57.72
NEUTRAL
Stoch %K: 73.99
Stoch %D: 75.11
Williams %R: -18.18
Volume & Volatility
BB Upper: $44.98
BB Lower: $43.59
NEUTRAL
OBV: 7,921,943
Vol SMA 20: 1,429,404
Vol ROC: -70.71%
ATR: $0.26
True Range: $0.15
HV 20: 6.7%
HV 30: 6.5%
HV 60: 5.3%
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 consolidation phase, with a bearish MACD signal
- Momentum oscillators indicate oversold conditions, which could lead to a potential bounce
- Low volatility and beta indicate a relatively stable stock
Primary risks:
- Potential for further downside pressure if the market turns negative
- Limited upside potential due to the current technical setup
Investment thesis: The stock is currently trading within a consolidation phase, with a bearish MACD signal suggesting some caution. However, the oversold RSI and low volatility suggest that there may be some room for a potential bounce.
Recent news sentiment impact: Neutral headlines have not had a significant impact on the stock's price movement, as the market has been focused on macroeconomic trends rather than company-specific news.
Technical Analysis
Trend Direction: Consolidation phase (Short-term), Neutral trend (Medium-term), Bearish trend (Long-term)
Support/Resistance Levels:
- SMA 20: $45.88
- SMA 50: $46.20
- SMA 200: $46.83
- Bollinger Bands Upper/Lower: $46.46/$45.29
Momentum Signals:
- RSI interpretation: Oversold (24.92) - potential buy signal
- MACD signal: Bearish (Histogram: -0.16)
- Bollinger Bands position: Squeeze (neutral)
Volume Analysis: Volume SMA 20: 375122.88, On-Balance Volume (OBV): 2335975.93
News & Sentiment Analysis
Recent Headlines Summary: Neutral headlines have not had a significant impact on the stock's price movement.
Sentiment Assessment: Neutral sentiment from recent news articles.
Catalyst Identification: No specific catalysts identified that could significantly impact the stock's price movement.
Market Narrative: The market has been focused on macroeconomic trends rather than company-specific news, which has not had a significant impact on the stock's price movement.
Risk & Volatility Assessment
Beta Interpretation: Low volatility - stock moves less than market (beta: 0.08)
Volatility Regime: Low volatility relative to historical levels
Options Market Signals: IV rank: 39.0% (Medium), Current IV: 12.5%
Market Context & Positioning
Sector Performance: The sector has been performing relatively well, with some stocks experiencing growth.
Institutional Activity: Volume patterns suggest institutional interest in the stock.
Correlation Analysis: Correlation to market is relatively low (0.34), indicating that the stock moves less than the broader market.
Relative Valuation: The stock is trading within a reasonable range relative to its peers and market averages.
Key Levels & Action Items
Critical Price Levels:
- SMA 20: $45.88
- Bollinger Bands Upper/Lower: $46.46/$45.29
Breakout/Breakdown Levels: No specific levels identified that could trigger significant moves.
Time-Sensitive Catalysts: No specific catalysts identified that could impact the stock's price movement in the near term.
Risk Management: Stop-loss levels and position sizing considerations should be based on individual risk tolerance and market conditions.
Generated
News
All ITM news →
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Showing 1–10 of 36
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ITM Options Activity & IV Rank
ITM IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 11.0%
7-DTE IV: —
Expected Move: $1.23
7-DTE Move: $1.23
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 10
Put Volume: 2
P/C Volume: 0.2
BULLISH
Call OI: 10
Put OI: 1
P/C OI: 0.1
Total OI: 11
ATM Options Pricing
ATM Call: $0.25
ATM Put: $0.97
Call %: 0.6%
Put %: 2.2%
Chain Summary
Chain Volume: 32
Chain OI: 29
Last Updated: 10/21/2026
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.
Dealer Positioning
HIGH γ vs HISTORY
Estimated net dealer gamma is at the 87th percentile of this name's own daily history, near the high end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
87%
vs own history
GEX tilt
+1.00
OI-weighted, today
Vanna tilt
-0.70
δ-sensitivity to IV
Charm tilt
-0.90
δ-decay vs time
Vanna tilt -0.70: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -0.90: the estimated dealer exposure leans negative, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 3 ATM contracts, 0k total OI
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
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 21 · No data
30 DTE / 10d
—
—
pts
EXTREME
as of Oct 21 · ATM 11.8% / 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)80.4HighOct 21
Straddle Price (30 DTE)$1.23Oct 21
Beta Analysis
Risk Metrics
Beta: 0.1011
Alpha: -6.33%
Correlation: 0.3428
R-Squared: 11.8%
Stock Volatility: 3.7%
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
ITM 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
319.63K
SI % of Float
0.65%
Days to Cover
1.00
Short Vol Ratio
44.5%
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 |
|---|