SVAL iShares US Small Cap Value Factor ETF

ETF 42.70 Delayed

ETF 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.

SVAL $42.70 —
Key stats
$42.70
52-Week Range
$31.96 – $44.28
YTD
+24.06%
IV Rank (30D)
97.69
Straddle Price
$2.50
Open
$42.33
Day Range
$42.33 – $42.70
Volume
1,410
Prev Close
$42.45
About

iShares US Small Cap Value Factor ETF (SVAL) ETF

No description available.

Exchange
BATS
Inception
2020-10-27
Has Options
Yes
Homepage
https://www.ishares.com/us
Fund profile
holdings as of Oct 20, 2026issuer datathrough Jun 2026flows, SEC filings
Factor & Dividend Multi-Factor#95 of 154 by assets iShares US Index-tracking
Expense ratio
0.20%
issuer, Oct 22, 2026
Assets
$161M
issuer-reported, Oct 20, 2026
Trailing yield
2.20%
paid quarterly
Average daily volume
$1.0M
30 sessions
Holdings
249
top 10 are 7.6%
Listed
Oct 27, 2020
Cboe BZX
Net asset value
$42.45
issuer, Oct 21, 2026 · closed +0.00% to NAV
Median bid/ask spread
0.17%
30 days, issuer-reported
30-day SEC yield
1.48%
issuer, Sep 30, 2026
Return on NAV, 1 year
+26.2%
issuer, through Sep 30, 2026 · 3 years +18.5% a year · 5 years +9.0%
Distributions, 12 months
$0.93 a share
issuer, through Sep 15, 2026: 100% income
Closure risk, 12 months
0.8%
low · model
Tracking difference
-0.28 pts
vs index, after fees, FY 2026
FrenzyCap ETF score
65
how it is built
Cost78
Liquidity34
Scale45
Diversification100

Moves with. US large-cap stocks (52% of its variance, beta 1.03); Small caps over large (34% of its variance, beta 0.71). These factors explain 78% of its daily moves over the last year.

Stated objective. The iShares US Small Cap Value Factor ETF (the Fund ) seeks to track the investment results of an index composed of U.S. small-capitalization stocks with prominent value characteristics. (from the fund's prospectus)

All 249 holdingsFlow historySimilar fundsOverlap toolAll Multi-Factor ETFs

Fund flows
daily as of Oct 21, 2026issuer datathrough Jun 2026SEC filings
Oct 21, 2026
$0
latest day
Latest 5 trading days
$0
Latest 21 trading days
+$2.1M
+1.3% of assets
Year to date
+$64M
−$17M over 12 months
Each day
Net creations of SVAL by day, Sep 23, 2026 to Oct 21, 2026
DayNet flow
Oct 21, 2026$0
Oct 20, 2026$0
Oct 19, 2026$0
Oct 16, 2026$0
Oct 15, 2026$0
Oct 14, 2026$0
Oct 13, 2026$0
Oct 12, 2026$0
Oct 9, 2026+$2.1M
Oct 8, 2026$0
Oct 7, 2026$0
Oct 6, 2026$0
Oct 5, 2026$0
Oct 2, 2026$0
Oct 1, 2026$0
Sep 30, 2026$0
Sep 29, 2026$0
Sep 28, 2026$0
Sep 25, 2026$0
Sep 24, 2026$0
Sep 23, 2026$0

Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.

Jun 2026
+$2.0M
latest reported month
Latest 3 months
+$1.7M
+0.8% of assets
Latest 12 months
+$24M
+12.3% of assets
Jul 2025: +$3.2MAug 2025: −$1.7MAugSep 2025: −$1.7MOct 2025: −$82M−$82MOctNov 2025: $0Dec 2025: +$1.8MDecJan 2026: +$97M+$97MFeb 2026: +$5.7MFebMar 2026: $0Apr 2026: +$3.6MAprMay 2026: −$3.9MJun 2026: +$2.0MJun
View as a table
Net flows of SVAL by month, Jul 2025 to Jun 2026
MonthNet flow
Jun 2026+$2.0M
May 2026−$3.9M
Apr 2026+$3.6M
Mar 2026$0
Feb 2026+$5.7M
Jan 2026+$97M
Dec 2025+$1.8M
Nov 2025$0
Oct 2025−$82M
Sep 2025−$1.7M
Aug 2025−$1.7M
Jul 2025+$3.2M

Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 69 months ago

Similar funds
FundOverlapFeeAssets1Y
BSVOEA Bridgeway Omni Small-Cap Value ETF34%0.45%$2.4B+26.6%compare
JPSEJPMorgan Diversified Return US Small Cap Equity ETF25%0.29%$570M+12.9%compare
FYTFirst Trust Small Cap Value AlphaDEX Fund24%0.70%$172M+24.2%compare
AFSMFirst Trust Active Factor Small Cap ETF24%0.75%$129M+23.9%compare
SQLVRoyce Quant Small-Cap Quality Value ETF23%0.60%$40M+25.2%compare

Ranked by how much of the two portfolios is the same securities.

Look-through: what the holdings say
weights as of Oct 20, 2026issuer data
Holdings vs fair value
+22.8%
66% under, 14% over · 97% covered
Price / earnings
17.9
13% loss-making · 96% covered
Price / book · sales
1.4 · 0.8
revenue growth +6.4%
Above 200-day average
67%
49% above 50-day · by weight
Short interest
8.4%
of float, weighted · 5.2 days to cover
Insider buying
7%
of weight had net insider buying, 90 days; 49% net selling
13F holders
+3.5%
change in shares held by institutions, latest quarter
Reporting earnings
28.4%
of weight in 7 days; 71.8% in 14
Implied correlation
0.37
fund IV 32.3% vs holdings 52.9% · board
Largest contributors below fair value
AMN+50%EFOR+50%PENG+50%OCFC+46%HZO+41%
Largest contributors above fair value
SB−50%CRSR−29%UTZ−30%AVNT−47%SHO−37%

Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.

What changed in the portfolio
Oct 16, 2026 → Oct 19, 2026
ActionHoldingWeight beforeWeight afterShares vs flows
ExitATKRATKORE0.48%——

0 new, 0 exited, 0 increased and 0 decreased between the fund's two latest holdings reports; turnover 0.7%. Full holdings and history

Under the hood
fiscal year to Mar 31, 2026SEC census
Authorized participants
3 active
of 36 with agreements; top 3 did 100%
Created · redeemed
$110M · −$94M
over the fiscal year
Redemptions in kind
93%
creations 94% in kind
Creation unit
50,000
shares
Securities lending
2.78%
of assets on loan on average; earned 7.6 bp
Return vs index
-0.28 pts
after fees; -0.21 before; daily s.d. 0.19

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
249
AUM
$161.3M
Provider
iShares (BlackRock)
Inception
2020-10-27
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.20%
Dividend Yield
2.20%
Distribution
Quarterly
Recent distributions
Ex-Date Pay Date Amount Type
2026-09-15 2026-09-18 $0.2531 CD
2026-06-15 2026-06-18 $0.1425 CD
2026-03-17 2026-03-20 $0.1142 CD
2025-12-16 2025-12-19 $0.4233 CD
2025-09-16 2025-09-19 $0.1915 CD
2025-06-16 2025-06-20 $0.1711 CD
Asset Allocation
Top Holdings
top 50 of 249 holdings
Symbol Name Weight % Asset Class Country
NSIT INSIGHT ENTERPRISES INC 0.87% Equity (US) US
CBRL CRACKER BARREL OLD COUNTRY STORE I 0.82% Equity (US) US
AMN AMN HEALTHCARE 0.79% Equity (US) US
FIVN FIVE9 0.77% Equity (US) US
CRSR CORSAIR GAMING INC 0.75% Equity (US) US
ANF ABERCROMBIE AND FITCH CLASS A 0.73% Equity (US) US
MGNI MAGNITE 0.72% Equity (US) US
EFOR EVERFORTH 0.72% Equity (US) US
PENG PENGUIN SOLUTIONS INC 0.72% Equity (US) US
HZO MARINEMAX INC 0.71% Equity (US) US
CBZ CBIZ 0.70% Equity (US) US
UTZ UTZ BRANDS CLASS A 0.70% Equity (US) US
OCFC OCEANFIRST FINANCIAL 0.66% Equity (US) US
IBEX IBEX LTD 0.64% Equity (US) US
MTW MANITOWOC INC 0.63% Equity (US) US
HSTM HEALTHSTREAM 0.63% Equity (US) US
LFST LIFESTANCE HEALTH GROUP 0.63% Equity (US) US
OSPN ONESPAN 0.61% Equity (US) US
MYE MYERS INDUSTRIES INC 0.61% Equity (US) US
PGNY PROGYNY 0.60% Equity (US) US
GEO GEO GROUP 0.59% Equity (US) US
CXW CORECIVIC REIT 0.57% Equity (US) US
PEB PEBBLEBROOK HOTEL TRUST REIT 0.57% Equity (US) US
SCSC SCANSOURCE 0.57% Equity (US) US
AZTA AZENTA 0.56% Equity (US) US
SXC SUNCOKE ENERGY INC 0.56% Equity (US) US
ITGR INTEGER HOLDINGS CORP 0.55% Equity (US) US
STGW STAGWELL CLASS A 0.55% Equity (US) US
BXC BLUELINX HOLDINGS 0.55% Equity (US) US
BVS BIOVENTUS CLASS A 0.55% Equity (US) US
UFCS UNITED FIRE GROUP INC 0.54% Equity (US) US
MATX MATSON INC 0.53% Equity (US) US
CNXN PC CONNECTION 0.53% Equity (US) US
CSTL CASTLE BIOSCIENCES 0.52% Equity (US) US
REPX RILEY EXPLORATION PERMIAN INC 0.52% Equity (US) US
DRH DIAMONDROCK HOSPITALITY 0.52% Equity (US) US
ICUI ICU MEDICAL 0.52% Equity (US) US
LPG DORIAN LPG 0.52% Equity (US) US
WAY WAYSTAR HOLDING 0.52% Equity (US) US
FET FORUM ENERGY TECHNOLOGIES INC 0.52% Equity (US) US
HCI HCI GROUP INC 0.52% Equity (US) US
CXM SPRINKLR CLASS A 0.51% Equity (US) US
RAMP LIVERAMP HOLDINGS INC 0.51% Equity (US) US
QNST QUINSTREET INC 0.50% Equity (US) US
IOSP INNOSPEC INC 0.50% Equity (US) US
CNMD CONMED CORP 0.50% Equity (US) US
PARR PAR PACIFIC HOLDINGS 0.50% Equity (US) US
AMTB AMERANT BANCORP CLASS A 0.49% Equity (US) US
ABM ABM INDUSTRIES INC 0.49% Equity (US) US
DHT DHT HOLDINGS 0.49% Equity (Foreign) BM
Non-Equity Breakdown
iShares US Small Cap Value Factor ETF · NPORT-P period 2026-06-30 (filed 2026-08-24)
Net assets: $198M · 262 total positions · equity 99.04% · non-equity 7.85%
Non-equity holdings — 19 positions, 7.85% of NAV
Category Weight Value Positions
Short-term investment 7.11% $14.1M 2
Derivative (equity) 0.74% $1.5M 17
Chart
Seasonality
'21'22'23'24'25'26Avg
Jan3.63%-4.86%6.64%-4.37%2.47%6.74%1.71%
Feb11.41%1.06%-1.60%0.68%-1.82%0.43%1.69%
Mar3.27%0.95%-10.79%3.94%-4.08%-4.70%-1.90%
Apr0.68%-7.18%-4.09%-5.45%-5.15%8.01%-2.20%
May1.22%2.99%-2.77%3.08%4.04%1.45%1.67%
Jun-6.23%-9.81%7.04%-0.98%4.44%4.46%-0.18%
Jul-3.77%8.43%8.03%15.73%-2.23%1.69%4.65%
Aug2.83%-4.29%-4.44%1.52%11.70%-0.42%1.15%
Sep-1.61%-7.99%-6.83%0.56%-1.03%-3.51%-3.40%
Oct1.88%11.12%-2.95%0.83%-1.53%2.02%*1.89%
Nov-4.70%3.17%7.24%12.08%3.04%--4.17%
Dec5.47%-6.52%8.66%-9.10%0.35%---0.23%
Total13.59%-14.37%1.64%17.22%9.45%16.56%7.35%
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: $42.06
SMA 50: $42.69
SMA 200: $39.94
Current: $42.56
EMA 12: $42.25
EMA 26: $42.28
MACD: -0.0337 | Signal: 0.0881
BEARISH
ADX (14): 15.87
RANGE
+DI: 26.47
−DI: 21.64

Momentum Oscillators

RSI (14): 54.52
NEUTRAL
Stoch %K: 81.81
Stoch %D: 72.87
Williams %R: -14.63

Volume & Volatility

BB Upper: $42.75
BB Lower: $41.37
NEUTRAL
OBV: -763,420
Vol SMA 20: 22,414
Vol ROC: -96.81%
ATR: $0.42
True Range: $0.37
HV 20: 10.9%
HV 30: 10.3%
HV 60: 10.3%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis

Click Frenzy-Pro™ for an AI analysis of this ticker.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

News
All SVAL news →

SVAL Options Activity & IV Rank

SVAL IV rank history, 52-week IV rank and IV percentile →

Volatility Metrics

Current IV: 44.2%
7-DTE IV: —
Expected Move: $2.50
7-DTE Move: $2.50
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: $1.12
ATM Put: $1.38
Call %: 2.6%
Put %: 3.2%

Chain Summary

Chain Volume: 0
Chain OI: 0
Last Updated: 10/22/2026
Spread Scanner GPU
Full Algorithm Docs ↗

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:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How 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 side

Which 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 19.2% / Wing —

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)97.7HighOct 22
Straddle Price (30 DTE)$2.50Oct 22
Beta Analysis

Risk Metrics

Beta: 0.7049
Alpha: 15.50%
Correlation: 0.5944
R-Squared: 35.3%
Stock Volatility: 15.1%
Market Volatility: 12.7%

Analysis Details

Benchmark: SPY
Data Points: 251
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Beta & Alpha Over Time

SVAL Institutional Ownership (13F)

Latest filings — 2026-09-30

Institutional 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.

46 filers3,529,600 shares$147.49M value
# Filer Shares Value % of Total % of Float Period
1 MONEY CONCEPTS CAPITAL CORP 2,828,726 $118.20M 80.14% — 2026-06-30
2 Bank of America Corp Custodian 179,896 $7.52M 5.10% — 2026-06-30
3 B.A. Schrock Wealth Management, Inc. 59,666 $2.49M 1.69% — 2026-09-30
4 Prepared Retirement Institute LLC 48,177 $2.01M 1.36% — 2026-06-30
5 LPL Financial LLC Custodian 47,577 $1.99M 1.35% — 2026-06-30
6 Apeiron RIA LLC 44,588 $1.86M 1.26% — 2026-09-30
7 Citadel Advisors LLC Custodian 41,747 $1.74M 1.18% — 2026-06-30
8 Two Sigma Investments, LP Custodian 36,300 $1.52M 1.03% — 2026-06-30
9 Susquehanna International Group, LLP Custodian 34,961 $1.46M 0.99% — 2026-06-30
10 Mariner, LLC 32,508 $1.36M 0.92% — 2026-06-30
11 Global Assets Advisory, LLC 28,898 $1.22M 0.82% — 2026-06-30
12 Royal Bank of Canada Custodian 19,508 $815.00K 0.55% — 2026-06-30
13 Well Done, LLC 17,604 $735.59K 0.50% — 2026-06-30
14 Raymond James Financial, Inc. Custodian 12,408 $518.47K 0.35% — 2026-06-30
15 NovaPoint Capital, LLC 12,218 $510.53K 0.35% — 2026-06-30
16 OpenArc Corporate Advisory, LLC 11,204 $468.16K 0.32% — 2026-06-30
17 COMMONWEALTH EQUITY SERVICES, LLC 9,174 $383.35K 0.26% — 2026-06-30
18 Chicago Partners Investment Group LLC 7,197 $303.15K 0.21% — 2026-06-30
19 Sanctuary Advisors, LLC 6,920 $289.15K 0.20% — 2026-06-30
20 Cetera Investment Advisers Custodian 6,012 $251.21K 0.17% — 2026-06-30
21 Dynamic Financial Group 6,009 $251.08K 0.17% — 2026-06-30
22 Morgan Stanley Custodian 5,845 $244.26K 0.17% — 2026-06-30
23 Private Advisor Group, LLC 5,542 $231.56K 0.16% — 2026-06-30
24 NewEdge Advisors, LLC 5,253 $219.50K 0.15% — 2026-06-30
25 Worth Financial Advisory Group, LLC 5,090 $212.69K 0.14% — 2026-06-30
# 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
25.30K
SI % of Float
—
Days to Cover
1.00
Short Vol Ratio
61.4%
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