Zacks Investment ResearchT3·28mo ago
TFLO iShares Treasury Floating Rate Bond ETF
ETF 50.65 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.
TFLO
$50.65
—
Key stats
$50.65
After hours
$50.65
+0.00%
- 52-Week Range
- $50.39 – $50.67
- YTD
- +0.34%
- IV Rank (30D)
- 2.15
- Straddle Price
- $0.00
- Open
- $50.65
- Day Range
- $50.64 – $50.66
- Volume
- 1,506,495
- Prev Close
- $50.64
About
iShares Treasury Floating Rate Bond ETF (TFLO) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2014-02-04
- Has Options
- Yes
- Homepage
- https://www.ishares.com/us
Fund profile
holdings as of Oct 21, 2026issuer datathrough Jul 2026flows, SEC filings
- Expense ratio
- 0.15% issuer, Oct 23, 2026
- Assets
- $7.2B issuer-reported, Oct 21, 2026
- Trailing yield
- 3.72% paid monthly
- Average daily volume
- $108M 30 sessions
- Holdings
- 10 top 10 are 100.0%
- Listed
- Feb 3, 2014 NYSE Arca
- Net asset value
- $50.63 issuer, Oct 22, 2026 · closed +0.02% to NAV
- Median bid/ask spread
- 0.02% 30 days, issuer-reported
- 30-day SEC yield
- 4.02% issuer, Oct 21, 2026
- Return on NAV, 1 year
- +4.0% issuer, through Sep 30, 2026 · 3 years +4.6% a year · 5 years +3.9% · 10 years +2.5%
- Distributions, 12 months
- $1.89 a share issuer, through Oct 1, 2026: 100% income
- Tracking difference
- -0.14 pts vs index, after fees, FY 2025
Cost70
Liquidity100
Scale100
Diversification15
Moves with. Long Treasuries (11% of its variance, beta 0.07). These factors explain 20% of its daily moves over the last year, so most of what drives this fund is something else.
Stated objective. The iShares Treasury Floating Rate Bond ETF (the Fund ) seeks to track the investment results of an index composed of U.S. Treasury floating rate bonds. (from the fund's prospectus)
All 10 holdingsFlow historyOverlap toolAll Treasury Bills & Floating ETFs
Fund flows
daily as of Oct 21, 2026issuer datathrough Jul 2026SEC filings- Oct 21, 2026
- +$40M latest day
- Latest 5 trading days
- +$142M
- Latest 21 trading days
- +$258M +3.6% of assets
- Year to date
- +$744M +$622M over 12 months
Each day
| Day | Net flow |
|---|---|
| Oct 21, 2026 | +$40M |
| Oct 20, 2026 | $0 |
| Oct 19, 2026 | $0 |
| Oct 16, 2026 | +$86M |
| Oct 15, 2026 | +$15M |
| Oct 14, 2026 | −$5.1M |
| Oct 13, 2026 | −$10M |
| Oct 12, 2026 | $0 |
| Oct 9, 2026 | +$20M |
| Oct 8, 2026 | +$10M |
| Oct 7, 2026 | $0 |
| Oct 6, 2026 | $0 |
| Oct 5, 2026 | $0 |
| Oct 2, 2026 | +$81M |
| Oct 1, 2026 | +$45M |
| Sep 30, 2026 | $0 |
| Sep 29, 2026 | +$10M |
| Sep 28, 2026 | +$20M |
| Sep 25, 2026 | +$20M |
| Sep 24, 2026 | −$76M |
| Sep 23, 2026 | $0 |
Daily figures are the change in shares outstanding times net asset value, both as the issuer publishes them each day.
- Jul 2026
- +$106M latest reported month
- Latest 3 months
- −$5.0M −0.1% of assets
- Latest 12 months
- −$25M −0.4% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$106M |
| Jun 2026 | −$15M |
| May 2026 | −$96M |
| Apr 2026 | −$136M |
| Mar 2026 | +$420M |
| Feb 2026 | +$20M |
| Jan 2026 | −$86M |
| Dec 2025 | −$56M |
| Nov 2025 | +$20M |
| Oct 2025 | −$71M |
| Sep 2025 | −$126M |
| Aug 2025 | −$5.3M |
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 | |
|---|---|---|---|---|---|
| SGOViShares 0-3 Month Treasury Bond ETF | — | 0.09% | $116.5B | +0.0% | compare |
| BILState Street SPDR Bloomberg 1-3 Month T-Bill ETF | — | 0.14% | $51.1B | −0.0% | compare |
| SHViShares Trust iShares 0-1 Year Treasury Bond ETF | — | 0.15% | $23.5B | −0.1% | compare |
| USFRWisdomTree Floating Rate Treasury Fund | — | 0.15% | $20.9B | +0.3% | compare |
| VBILVanguard 0-3 Month Treasury Bill ETF | — | 0.06% | $9.3B | +0.2% | compare |
The largest other funds in the Treasury Bills & Floating category.
Under the hood
fiscal year to Oct 31, 2025SEC census- Authorized participants
- 7 active of 40 with agreements; top 3 did 99%
- Created · redeemed
- $2.3B · $2.9B over the fiscal year
- Redemptions in kind
- 100% creations 100% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 0.09% of assets on loan on average; earned 0.0 bp
- Return vs index
- -0.14 pts after fees; -0.14 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 2026-10-21
Holdings
10
AUM
$7.2B
Provider
iShares (BlackRock)
Inception
2014-02-03
Exchange
ARCX
Data As Of
2026-10-21
Expense Ratio
0.15%
Dividend Yield
3.72%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-06 | $0.1596 | CD |
| 2026-09-01 | 2026-09-04 | $0.1634 | CD |
| 2026-08-03 | 2026-08-06 | $0.1598 | CD |
| 2026-07-01 | 2026-07-07 | $0.1548 | CD |
| 2026-06-01 | 2026-06-04 | $0.1584 | CD |
| 2026-05-01 | 2026-05-06 | $0.1536 | CD |
Asset Allocation
Top Holdings
top 10 of 10 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | TREASURY FLOATING RATE NOTE | 14.51% | Treasury | US |
| — | TREASURY FLOATING RATE NOTE | 13.14% | Treasury | US |
| — | TREASURY FLOATING RATE NOTE | 13.06% | Treasury | US |
| — | TREASURY FLOATING RATE NOTE | 12.65% | Treasury | US |
| — | TREASURY FLOATING RATE NOTE | 12.30% | Treasury | US |
| — | TREASURY FLOATING RATE NOTE | 11.81% | Treasury | US |
| — | TREASURY FLOATING RATE NOTE | 11.48% | Treasury | US |
| — | TREASURY FLOATING RATE NOTE | 11.06% | Treasury | US |
| — | BLK CSH FND TREASURY SL AGENCY | 0.00% | Cash/Money Market | US |
| — | USD CASH | -0.01% | Cash/Money Market | US |
Non-Equity Breakdown
iShares Treasury Floating Rate Bond ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-25)
Net assets:
$6.70B
· 10 total positions
· equity 0.00%
· non-equity 100.46%
Non-equity holdings
— 10 positions,
100.46% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| US Treasury | 99.60% | $6.67B | 8 |
| Short-term investment | 0.86% | $57.7M | 2 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.03% | 0.08% | 0.30% | 0.46% | 0.40% | 0.30% | 0.26% |
| Feb | 0.00% | 0.06% | 0.32% | 0.46% | 0.32% | 0.28% | 0.24% |
| Mar | 0.02% | 0.05% | 0.38% | 0.38% | 0.30% | 0.28% | 0.23% |
| Apr | -0.03% | 0.22% | 0.42% | 0.48% | 0.28% | 0.28% | 0.27% |
| May | -0.01% | -0.06% | 0.42% | 0.44% | 0.38% | 0.28% | 0.24% |
| Jun | -0.03% | 0.06% | 0.42% | 0.34% | 0.34% | 0.28% | 0.24% |
| Jul | -0.03% | 0.10% | 0.40% | 0.38% | 0.36% | 0.32% | 0.26% |
| Aug | -0.01% | 0.18% | 0.44% | 0.40% | 0.26% | 0.28% | 0.26% |
| Sep | -0.00% | 0.22% | 0.42% | 0.34% | 0.28% | 0.32% | 0.26% |
| Oct | 0.01% | 0.22% | 0.46% | 0.40% | 0.38% | 0.28%* | 0.29% |
| Nov | 0.02% | 0.26% | 0.42% | 0.40% | 0.30% | -- | 0.28% |
| Dec | 0.01% | 0.06% | -0.10% | 0.02% | 0.04% | -- | 0.01% |
| Total | -0.02% | 1.46% | 4.38% | 4.59% | 3.70% | 2.94% | 2.84% |
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: $50.59
SMA 50: $50.59
SMA 200: $50.57
Current: $50.66
EMA 12: $50.61
EMA 26: $50.60
MACD: 0.0130 | Signal: 0.0080
BULLISH
ADX (14): 18.71
RANGE
+DI: 42.58
−DI: 22.21
Momentum Oscillators
RSI (14): 65.03
NEUTRAL
Stoch %K: 95.69
Stoch %D: 91.56
Williams %R: -3.85
Volume & Volatility
BB Upper: $50.69
BB Lower: $50.50
NEUTRAL
OBV: 384,432,195
Vol SMA 20: 2,094,833
Vol ROC: -35.71%
ATR: $0.02
True Range: $0.02
HV 20: 1.2%
HV 30: 1.0%
HV 60: 1.1%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-24T00:00:00 – 2026-10-22T00:00:00
AI Analysis
Here is the comprehensive stock analysis report for TFLO:
Executive Summary
Overall assessment: NEUTRAL with confidence level (6/10)
Key drivers and primary risks: TFLO's technical signals are mixed, with a bearish MACD signal but neutral RSI and Bollinger Bands. The recent news headlines have been neutral, with no significant catalysts or negative events affecting the stock.
2-3 sentence investment thesis: TFLO's price action is characterized by a lack of clear direction, with both bullish and bearish signals present. This ambiguity may lead to range-bound trading, making it challenging for investors to establish a strong conviction in either direction.
Recent news sentiment impact: The recent news headlines have been neutral, which has not significantly impacted the stock price.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): NEUTRAL, Medium-term (1-3 months): NEUTRAL, Long-term (3-12 months): NEUTRAL
Support/Resistance Levels: Key price levels from moving averages and technical patterns:
- SMA 20: $50.56
- SMA 50: $50.56
- SMA 200: $50.53
- Upper Bollinger Band: $50.65
- Lower Bollinger Band: $50.47
Momentum Signals:
- RSI interpretation: Neutral (59.70)
- MACD signal: Bearish (-0.00 / Signal: -0.00 / Histogram: -0.00)
- Bollinger Bands position: Neutral (price touching middle band)
Volume Analysis: Volume trends and institutional interest signals:
- Volume SMA 20: 1536799.80
- On-Balance Volume (OBV): 391854149.29
- Volume Rate of Change: 6.02%
News & Sentiment Analysis
Recent Headlines Summary: Key themes from last 10 news articles:
- Neutral sentiment overall, with no significant catalysts or negative events affecting the stock.
Sentiment Assessment: Aggregate news sentiment: NEUTRAL
Catalyst Identification: Upcoming earnings release in Q3 (no specific date available)
Market Narrative: The recent neutral news headlines have not significantly impacted the stock price, and there are no clear technical signals or catalysts driving the stock's movement.
Risk & Volatility Assessment
Beta Interpretation: Beta: 0.00 (vs SPY), indicating low risk relative to market.
Volatility Regime: Current vs historical volatility levels:
- Stock volatility: 0.01
- Historical volatility (HV20): 1.1%
- Historical volatility (HV30): 0.9%
Options Market Signals:
- IV Rank: 59.8% (Medium - shows if volatility is historically high/low)
- Current IV: 30.1%
- Expected Move: $2.90 (29 DTE), 7-DTE: $1.02
- Volume Flow: 0 calls vs 0 puts
- Open Interest: 0 calls vs 0 puts
- Put/Call Volume Ratio: 0.00 (Neutral sentiment)
- Put/Call OI Ratio: 0.00
Downside Protection: Support levels and risk management considerations:
- Lower Bollinger Band: $50.47
Market Context & Positioning
Sector Performance: Relative strength vs sector/market:
- TFLO's sector is performing in line with the market.
Institutional Activity: Volume patterns suggesting institutional interest:
- No significant institutional buying or selling observed.
Correlation Analysis: How stock moves relative to market (R-squared interpretation):
- Correlation: 0.02, indicating a low correlation with the market.
Relative Valuation: Position within trading range:
- TFLO's price is currently within its recent trading range, making it challenging to establish a strong conviction in either direction.
Key Levels & Action Items
Critical Price Levels: Support/resistance to monitor:
- SMA 20: $50.56
- SMA 50: $50.56
- SMA 200: $50.53
- Upper Bollinger Band: $50.65
- Lower Bollinger Band: $50.47
Breakout/Breakdown Levels: Technical levels that could trigger significant moves:
- None observed.
Time-Sensitive Catalysts: Earnings dates, FDA approvals, product launches:
- Upcoming earnings release in Q3 (no specific date available)
Risk Management: Stop-loss levels and position sizing considerations:
- Set stop-loss at lower Bollinger Band ($50.47) to manage risk.
- Consider reducing position size due to the stock's low volatility and neutral sentiment.
Note: The analysis is based on the provided data, and any assumptions or conclusions drawn are based solely on that information.
Generated
News
All TFLO news →
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Showing 1–10 of 27
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TFLO Options Activity & IV Rank
TFLO IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 4.0%
7-DTE IV: —
Expected Move: $0.00
7-DTE Move: $0.00
Days to Exp: 28 (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: $0.00
ATM Put: $0.00
Call %: 0.0%
Put %: 0.0%
Chain Summary
Chain Volume: 9
Chain OI: 20
Last Updated: 10/23/2026
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 86th 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
86%
vs own history
GEX tilt
-0.84
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 negative, so the modeled hedge would shift noticeably if implied volatility changed.
Charm tilt +1.00: the estimated dealer exposure leans positive, so the modeled hedge would shift noticeably as time passes and options approach expiry.
? What is this?
· 4 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
No data
30 DTE / 10d
—
—
pts
EXTREME
ATM 21.6% / 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)2.1LowOct 23
Straddle Price (30 DTE)$0.00Oct 23
Beta Analysis
Risk Metrics
Beta: -0.0061
Alpha: 0.30%
Correlation: -0.0722
R-Squared: 0.5%
Stock Volatility: 1.1%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Negative beta - stock moves opposite to market
Negative beta - stock moves opposite to market
Beta & Alpha Over Time
TFLO 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
820.88K
SI % of Float
0.59%
Days to Cover
1.00
Short Vol Ratio
71.2%
Free Float
—
Float %
—
Short interest 2026-09-30 • Short volume 2026-10-22
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|