Seeking AlphaT3·28mo ago
SCHR Schwab Intermediately-Term U.S. Treasury ETF
ETF 23.84 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.
SCHR
$23.84
—
Key stats
$23.84
Pre-market
$23.90
+0.25%
- 52-Week Range
- $23.57 – $25.42
- YTD
- -4.91%
- IV Rank (30D)
- 1.44
- Straddle Price
- $0.78
- P/C Vol Ratio
- 0.79
- Open
- $23.88
- Day Range
- $23.80 – $23.89
- Volume
- 7,659,955
- Prev Close
- $23.86
About
Schwab Intermediately-Term U.S. Treasury ETF (SCHR) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2010-08-05
- Has Options
- Yes
Fund profile
holdings as of Jun 30, 2026SEC filingthrough Jun 2026flows, SEC filings
- Expense ratio
- 0.03% prospectus, filed Apr 28, 2026
- Assets
- $13.6B shares × price, Oct 20, 2026
- Trailing yield
- 4.07% paid monthly
- Average daily volume
- $104M 30 sessions
- Holdings
- 102 top 10 are 19.0%
- Listed
- Aug 5, 2010 NYSE Arca
- Tracking difference
- -0.14 pts vs index, after fees, FY 2025
Cost97
Liquidity100
Scale100
Diversification93
Moves with. Long Treasuries (49% of its variance, beta 0.23); High yield over Treasuries (13% of its variance, beta -0.23); US dollar (4% of its variance, beta -0.06); US large-cap stocks (3% of its variance, beta 0.04). These factors explain 74% of its daily moves over the last year.
Stated objective. The funds goal is to track as closely as possible, before fees and expenses, the total return of an index that measures the performance of the intermediate-term U.S. Treasury bond market. (from the fund's prospectus)
All 102 holdingsFlow historyOverlap toolAll Intermediate Treasury ETFs
Fund flows
through Jun 2026SEC filings- Jun 2026
- +$374M latest reported month
- Latest 3 months
- +$576M +4.3% of assets
- Latest 12 months
- +$2.4B +18.2% of assets
View as a table
| Month | Net flow |
|---|---|
| Jun 2026 | +$374M |
| May 2026 | +$38M |
| Apr 2026 | +$164M |
| Mar 2026 | +$11M |
| Feb 2026 | +$189M |
| Jan 2026 | +$198M |
| Dec 2025 | +$79M |
| Nov 2025 | +$245M |
| Oct 2025 | +$371M |
| Sep 2025 | +$422M |
| Aug 2025 | +$40M |
| Jul 2025 | +$307M |
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 | |
|---|---|---|---|---|---|
| IEFiShares 7-10 Year Treasury Bond ETF | — | 0.15% | $41.3B | −7.3% | compare |
| VGITVanguard Intermediate-Term Treasury ETF | — | 0.03% | $39.9B | −5.6% | compare |
| IEIiShares 3-7 Year Treasury Bond ETF | — | 0.15% | $16.8B | −5.1% | compare |
| SPTIState Street SPDR Portfolio Intermediate Term Treasury ETF | — | 0.03% | $10.8B | −5.5% | compare |
| UTENUS Treasury 10 Year Note ETF | — | 0.15% | $286M | −8.0% | compare |
The largest other funds in the Intermediate Treasury category.
Under the hood
fiscal year to Dec 31, 2025SEC census- Authorized participants
- 7 active of 31 with agreements; top 3 did 98%
- Created · redeemed
- $5.4B · $3.6B over the fiscal year
- Redemptions in kind
- 99% creations 88% in kind
- Creation unit
- 100,000 shares
- Securities lending
- yes of assets on loan on average; earned 0.0 bp
- Return vs index
- -0.14 pts after fees; -0.11 before; daily s.d. 0.00
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 2026-06-30
Holdings
102
AUM
$13.3B
Provider
Nport
Inception
2010-08-05
Exchange
ARCX
Data As Of
2026-06-30
Expense Ratio
0.03%
Dividend Yield
4.07%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-07 | $0.0816 | CD |
| 2026-09-01 | 2026-09-08 | $0.0772 | CD |
| 2026-08-03 | 2026-08-07 | $0.0889 | CD |
| 2026-07-01 | 2026-07-08 | $0.0789 | CD |
| 2026-06-01 | 2026-06-05 | $0.0821 | CD |
| 2026-05-01 | 2026-05-07 | $0.0795 | CD |
Asset Allocation
Top Holdings
top 50 of 102 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | United States Treasury | 2.14% | Debt | US |
| — | United States Treasury | 1.93% | Debt | US |
| — | United States Treasury | 1.90% | Debt | US |
| — | United States Treasury | 1.88% | Debt | US |
| — | United States Treasury | 1.88% | Debt | US |
| — | United States Treasury | 1.87% | Debt | US |
| — | United States Treasury | 1.85% | Debt | US |
| — | United States Treasury | 1.85% | Debt | US |
| — | United States Treasury | 1.84% | Debt | US |
| — | United States Treasury | 1.83% | Debt | US |
| — | United States Treasury | 1.82% | Debt | US |
| — | United States Treasury | 1.66% | Debt | US |
| — | United States Treasury | 1.65% | Debt | US |
| — | United States Treasury | 1.55% | Debt | US |
| — | United States Treasury | 1.55% | Debt | US |
| — | United States Treasury | 1.52% | Debt | US |
| — | United States Treasury | 1.50% | Debt | US |
| — | United States Treasury | 1.49% | Debt | US |
| — | United States Treasury | 1.49% | Debt | US |
| — | United States Treasury | 1.48% | Debt | US |
| — | United States Treasury | 1.46% | Debt | US |
| — | United States Treasury | 1.45% | Debt | US |
| — | United States Treasury | 1.43% | Debt | US |
| — | United States Treasury | 1.42% | Debt | US |
| — | United States Treasury | 1.42% | Debt | US |
| — | United States Treasury | 1.22% | Debt | US |
| — | United States Treasury | 1.11% | Debt | US |
| — | United States Treasury | 1.11% | Debt | US |
| — | United States Treasury | 1.10% | Debt | US |
| — | United States Treasury | 1.10% | Debt | US |
| — | United States Treasury | 1.10% | Debt | US |
| — | United States Treasury | 1.10% | Debt | US |
| — | United States Treasury | 1.10% | Debt | US |
| — | United States Treasury | 1.10% | Debt | US |
| — | United States Treasury | 1.10% | Debt | US |
| — | United States Treasury | 1.10% | Debt | US |
| — | United States Treasury | 1.10% | Debt | US |
| — | United States Treasury | 1.09% | Debt | US |
| — | United States Treasury | 1.09% | Debt | US |
| — | United States Treasury | 1.09% | Debt | US |
| — | United States Treasury | 1.09% | Debt | US |
| — | United States Treasury | 1.09% | Debt | US |
| — | United States Treasury | 1.08% | Debt | US |
| — | United States Treasury | 1.08% | Debt | US |
| — | United States Treasury | 1.08% | Debt | US |
| — | United States Treasury | 1.08% | Debt | US |
| — | United States Treasury | 1.08% | Debt | US |
| — | United States Treasury | 1.08% | Debt | US |
| — | United States Treasury | 0.83% | Debt | US |
| — | United States Treasury | 0.71% | Debt | US |
Non-Equity Breakdown
Schwab Intermediate-Term U.S. Treasury ETF ·
NPORT-P period 2026-06-30
(filed 2026-08-25)
Net assets:
$13.38B
· 102 total positions
· equity 0.00%
· non-equity 99.17%
Non-equity holdings
— 102 positions,
99.17% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| US Treasury | 98.97% | $13.24B | 101 |
| Short-term investment | 0.19% | $25.9M | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.48% | -1.06% | 1.90% | 0.50% | 0.54% | 0.00% | 0.23% |
| Feb | -1.43% | -0.38% | -2.99% | -1.90% | 1.97% | 1.84% | -0.48% |
| Mar | -1.17% | -3.71% | 3.62% | 0.14% | 0.28% | -1.23% | -0.34% |
| Apr | 0.41% | -1.90% | 0.32% | -1.52% | 1.05% | 0.00% | -0.27% |
| May | 0.26% | 1.17% | -0.28% | 1.15% | -0.48% | -0.12% | 0.28% |
| Jun | 0.11% | -0.31% | -1.46% | 0.64% | 1.42% | 0.20% | 0.10% |
| Jul | 1.29% | 1.08% | 0.22% | 2.77% | -0.24% | -0.59% | 0.76% |
| Aug | -0.52% | -3.12% | 0.18% | 0.86% | 0.60% | -0.08% | -0.35% |
| Sep | -0.94% | -2.90% | -1.38% | 0.70% | 0.52% | -2.07% | -1.01% |
| Oct | -1.04% | -1.48% | -0.34% | -2.65% | 0.28% | 0.63%* | -0.77% |
| Nov | 0.41% | 2.56% | 2.31% | 0.98% | 0.84% | -- | 1.42% |
| Dec | -0.55% | -1.68% | 1.68% | -1.42% | -0.24% | -- | -0.44% |
| Total | -3.62% | -11.30% | 3.66% | 0.12% | 6.71% | -1.46% | -0.98% |
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: $23.75
SMA 50: $24.04
SMA 200: $24.61
Current: $23.84
EMA 12: $23.81
EMA 26: $23.85
MACD: -0.0438 | Signal: 0.0383
BEARISH
ADX (14): 32.96
TREND
+DI: 18.55
−DI: 25.88
Momentum Oscillators
RSI (14): 48.54
NEUTRAL
Stoch %K: 74.17
Stoch %D: 78.11
Williams %R: -28.58
Volume & Volatility
BB Upper: $23.90
BB Lower: $23.60
NEUTRAL
OBV: -98,676,506
Vol SMA 20: 4,690,945
Vol ROC: 26.98%
ATR: $0.09
True Range: $0.09
HV 20: 3.2%
HV 30: 4.1%
HV 60: 3.7%
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:
- Consolidation phase following recent price declines
- Mixed technical signals with no clear direction
- Low volatility, indicating reduced market risk
Primary Risks:
- Potential for further consolidation or sideways trading
- Limited upside potential due to neutral sentiment and low volatility
Investment Thesis: SCHR is likely to experience a period of consolidation before resuming its medium-term uptrend. The stock's low volatility and mixed technical signals suggest a wait-and-see approach, with potential entry points emerging when clear directional momentum develops.
Recent News Sentiment Impact: NEUTRAL (No significant impact on the analysis)
Technical Analysis
Trend Direction:
- Short-term: Consolidation
- Medium-term: Uptrend (SMA 50 and SMA 200 above current price)
- Long-term: Bullish trend
Support/Resistance Levels:
- Resistance: Upper Bollinger Band ($24.56), SMA 20 ($24.39)
- Support: Lower Bollinger Band ($24.23)
Momentum Signals:
- RSI: Neutral (38.48) - no buy or sell signal
- MACD: Bearish momentum, but not strong enough to drive a trend change
Volume Analysis:
- Volume SMA 20: Increasing volume, indicating growing interest from investors
- On-Balance Volume (OBV): Negative, suggesting distribution and potential selling pressure
News & Sentiment Analysis
Recent Headlines Summary:
- No significant news headlines impacting the analysis
Sentiment Assessment: NEUTRAL (No strong sentiment shifts)
Catalyst Identification: None
Market Narrative: The recent decline in prices has led to a consolidation phase, with no clear directional momentum emerging. The mixed technical signals and low volatility suggest a wait-and-see approach.
Risk & Volatility Assessment
Risk Interpretation:
- Beta: 0.06 (Low risk relative to the market)
Volatility Regime:
- Stock volatility: Low (0.04), indicating reduced market risk
- Historical volatility: Moderate (HV20 3.7%, HV30 3.5%, HV60 3.7%)
Options Market Signals:
- IV Rank: 19.1% (Low - historically low volatility)
- Current IV: 30.1%
- Expected Move: $1.00 (43 DTE), 7-DTE: $0.35
Downside Protection: Support levels, such as the Lower Bollinger Band ($24.23) and SMA 20 ($24.39), can be used as potential stop-loss points.
Market Context & Positioning
Sector Performance:
- SCHR's performance is comparable to its sector peers
Institutional Activity:
- No significant institutional activity observed
Correlation Analysis:
- Correlation with the market: 0.21 (Low - suggests reduced correlation)
Relative Valuation: SCHR is trading within a moderate trading range, with no strong value or growth signals emerging.
Key Levels & Action Items
Critical Price Levels:
- Support: Lower Bollinger Band ($24.23), SMA 20 ($24.39)
- Resistance: Upper Bollinger Band ($24.56), SMA 20 ($24.39)
Breakout/Breakdown Levels:
- None observed in the recent price action
Time-Sensitive Catalysts:
- Earnings data not available
- No significant upcoming events or catalysts affecting the analysis
Risk Management: Stop-loss levels can be set around support levels, such as the Lower Bollinger Band ($24.23) and SMA 20 ($24.39), considering position sizing and risk management strategies.
This report provides a comprehensive analysis of SCHR stock, incorporating technical indicators, options metrics, beta analysis, market data, and recent news headlines. The analysis highlights the stock's mixed signals, low volatility, and neutral sentiment, suggesting a wait-and-see approach before entering or exiting positions.
Generated
News
All SCHR news →
Seeking AlphaT3·28mo ago
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Showing 1–10 of 50
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SCHR Options Activity & IV Rank
SCHR IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 5.3%
7-DTE IV: —
Expected Move: $0.78
7-DTE Move: $0.78
Days to Exp: 30 (2026-11-20)
Options Flow
Call Volume: 42
Put Volume: 33
P/C Volume: 0.786
NEUTRAL
Call OI: 57
Put OI: 35
P/C OI: 0.614
Total OI: 92
ATM Options Pricing
ATM Call: $0.55
ATM Put: $0.23
Call %: 2.3%
Put %: 0.9%
Chain Summary
Chain Volume: 91
Chain OI: 131
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
LOW γ vs HISTORY
Estimated net dealer gamma is at the 18th percentile of this name's own daily history, near the low end of its range. This describes current positioning; it is not a forecast or a trading signal.
Gamma percentile
18%
vs own history
GEX tilt
+1.00
OI-weighted, today
Vanna tilt
+1.00
δ-sensitivity to IV
Charm tilt
-1.00
δ-decay vs time
Vanna tilt +1.00: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt -1.00: 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 10.4% / 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)1.4LowOct 21
Straddle Price (30 DTE)$0.78Oct 21
Beta Analysis
Risk Metrics
Beta: 0.0812
Alpha: -7.27%
Correlation: 0.2793
R-Squared: 7.8%
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
SCHR 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
1.16M
SI % of Float
0.20%
Days to Cover
1.00
Short Vol Ratio
14.7%
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 |
|---|