Seeking AlphaT3·28mo ago
VCEB Vanguard ESG U.S. Corporate Bond ETF
ETF 59.92 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.
VCEB
$59.92
—
Key stats
$59.92
- 52-Week Range
- $59.05 – $64.86
- YTD
- -5.76%
- IV Rank (30D)
- 41.1
- Straddle Price
- $0.00
- Open
- $59.97
- Day Range
- $59.76 – $60.01
- Volume
- 71,244
- Prev Close
- $59.92
About
Vanguard ESG U.S. Corporate Bond ETF (VCEB) ETF
No description available.
- Exchange
- BATS
- Inception
- 2020-09-22
- Has Options
- Yes
- Homepage
- https://investor.vanguard.com/etf
Fund profile
holdings as of Oct 19, 2026issuer datathrough May 2026flows, SEC filings
- Expense ratio
- 0.12% issuer, Oct 21, 2026
- Assets
- $1.2B SEC filing, May 31, 2026
- Trailing yield
- 4.96% paid monthly
- Average daily volume
- $8.0M 30 sessions
- Holdings
- 2,785 top 10 are 1.6%
- Listed
- Sep 22, 2020 Cboe BZX
- Net asset value
- $59.88 issuer, Oct 20, 2026 · closed +0.07% to NAV
- 30-day SEC yield
- 5.78% issuer, Oct 16, 2026
- Tracking difference
- -0.00 pts vs index, after fees, FY 2025
Cost76
Liquidity63
Scale78
Diversification100
Moves with. Long Treasuries (76% of its variance, beta 0.42); US large-cap stocks (6% of its variance, beta 0.04). These factors explain 83% of its daily moves over the last year.
Stated objective. Vanguard ESG U.S. Corporate Bond ETF (the Fund) seeks to track the performance of a market-weighted corporate bond index that measures the investment return of investment-grade U.S. dollar-denominated bonds and is screened for certain environmental, social, and corporate governance criteria. (from the fund's prospectus)
All 2,785 holdingsFlow historyOverlap toolAll Investment-Grade Corporate ETFs
Fund flows
through May 2026SEC filings- May 2026
- +$19M latest reported month
- Latest 3 months
- +$183M +14.8% of assets
- Latest 12 months
- +$387M +31.4% of assets
View as a table
| Month | Net flow |
|---|---|
| May 2026 | +$19M |
| Apr 2026 | +$17M |
| Mar 2026 | +$147M |
| Feb 2026 | +$22M |
| Jan 2026 | +$35M |
| Dec 2025 | +$25M |
| Nov 2025 | +$19M |
| Oct 2025 | +$35M |
| Sep 2025 | +$21M |
| Aug 2025 | +$27M |
| Jul 2025 | +$13M |
| Jun 2025 | +$6.2M |
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
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| VCITVanguard Intermediate-Term Corporate Bond ETF | — | 0.03% | $67.0B | −6.7% | compare |
| LQDiShares iBoxx $ Investment Grade Corporate Bond ETF | — | 0.14% | $28.8B | −8.0% | compare |
| IGIBiShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF | — | 0.04% | $19.3B | −6.7% | compare |
| USIGiShares Broad USD Investment Grade Corporate Bond ETF | — | 0.04% | $17.8B | −6.4% | compare |
| SPIBState Street SPDR Portfolio Intermediate Term Corporate Bond ETF | — | 0.04% | $11.3B | −4.7% | compare |
The largest other funds in the Investment-Grade Corporate category.
Under the hood
fiscal year to Aug 31, 2025SEC census- Authorized participants
- 4 active of 40 with agreements; top 3 did 98%
- Created · redeemed
- $260M · $6.2M over the fiscal year
- Redemptions in kind
- 1% creations 1% in kind
- Creation unit
- 25,000 shares
- Securities lending
- not authorized
- Return vs index
- -0.00 pts after fees; +0.12 before; daily s.d. 0.30
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
2785
AUM
$1.2B
Provider
Vanguard
Inception
2020-09-22
Exchange
BATS
Data As Of
2026-10-20
Expense Ratio
0.12%
Dividend Yield
4.96%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-01 | 2026-10-05 | $0.2445 | CD |
| 2026-09-01 | 2026-09-03 | $0.2477 | CD |
| 2026-08-03 | 2026-08-05 | $0.2676 | CD |
| 2026-07-01 | 2026-07-06 | $0.2467 | CD |
| 2026-06-01 | 2026-06-03 | $0.2520 | CD |
| 2026-05-01 | 2026-05-05 | $0.2461 | CD |
Asset Allocation
Top Holdings
top 50 of 2785 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Wells Fargo & Co | 0.20% | Corporate Bond | US |
| — | Citibank NA | 0.18% | Corporate Bond | — |
| — | Morgan Stanley | 0.17% | Corporate Bond | US |
| — | Meta Platforms Inc | 0.16% | Corporate Bond | US |
| — | Space Exploration Technologies Corp | 0.16% | Corporate Bond | US |
| — | Amazon.com Inc | 0.16% | Corporate Bond | US |
| — | T-Mobile USA Inc | 0.16% | Corporate Bond | US |
| — | AbbVie Inc | 0.14% | Corporate Bond | US |
| — | Salesforce Inc | 0.14% | Corporate Bond | US |
| — | Meta Platforms Inc | 0.14% | Corporate Bond | US |
| — | Citigroup Inc | 0.13% | Corporate Bond | US |
| — | CVS Health Corp | 0.13% | Corporate Bond | US |
| — | Goldman Sachs Group Inc/The | 0.13% | Corporate Bond | US |
| — | Space Exploration Technologies Corp | 0.13% | Corporate Bond | US |
| — | Bank of America Corp | 0.13% | Corporate Bond | US |
| — | CVS Health Corp | 0.13% | Corporate Bond | US |
| — | Space Exploration Technologies Corp | 0.13% | Corporate Bond | US |
| — | AT&T Inc | 0.12% | Corporate Bond | US |
| — | Amazon.com Inc | 0.12% | Corporate Bond | US |
| — | Bank of America Corp | 0.12% | Corporate Bond | US |
| — | Goldman Sachs Group Inc/The | 0.12% | Corporate Bond | US |
| — | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 0.12% | Corporate Bond | IE |
| — | Bank of America Corp | 0.12% | Corporate Bond | US |
| — | Meta Platforms Inc | 0.12% | Corporate Bond | US |
| — | Eaton Corp | 0.12% | Corporate Bond | — |
| — | Goldman Sachs Group Inc/The | 0.12% | Corporate Bond | US |
| — | Bank of Montreal | 0.12% | Corporate Bond | CA |
| — | AbbVie Inc | 0.12% | Corporate Bond | US |
| — | Amazon.com Inc | 0.12% | Corporate Bond | US |
| — | Goldman Sachs Group Inc/The | 0.12% | Corporate Bond | US |
| — | Eaton Corp | 0.12% | Corporate Bond | US |
| — | Bank of America Corp | 0.12% | Corporate Bond | US |
| — | Bank of America Corp | 0.12% | Corporate Bond | US |
| — | Meta Platforms Inc | 0.12% | Corporate Bond | US |
| — | Bank of America Corp | 0.11% | Corporate Bond | US |
| — | Toronto-Dominion Bank/The | 0.11% | Corporate Bond | CA |
| — | Goldman Sachs Group Inc/The | 0.11% | Corporate Bond | US |
| — | Alphabet Inc | 0.11% | Corporate Bond | US |
| — | Morgan Stanley | 0.11% | Corporate Bond | US |
| — | Martin Marietta Materials Inc | 0.11% | Corporate Bond | US |
| — | Bank of America Corp | 0.11% | Corporate Bond | US |
| — | Wells Fargo & Co | 0.11% | Corporate Bond | US |
| — | Wells Fargo & Co | 0.11% | Corporate Bond | US |
| — | Goldman Sachs Group Inc/The | 0.11% | Corporate Bond | US |
| — | Bank of America Corp | 0.11% | Corporate Bond | US |
| — | Meta Platforms Inc | 0.11% | Corporate Bond | US |
| — | JPMorgan Chase & Co | 0.11% | Corporate Bond | US |
| — | AT&T Inc | 0.11% | Corporate Bond | US |
| — | International Business Machines Corp | 0.11% | Corporate Bond | US |
| — | Wells Fargo & Co | 0.11% | Corporate Bond | US |
Non-Equity Breakdown
VANGUARD ESG U.S. CORPORATE BOND ETF ·
NPORT-P period 2026-05-31
(filed 2026-07-29)
Net assets:
$1.23B
· 2777 total positions
· equity 0.00%
· non-equity 98.29%
Non-equity holdings
— 2777 positions,
98.29% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Corporate | 97.75% | $1.21B | 2767 |
| US Treasury | 0.53% | $6.6M | 5 |
| Derivative (interest rate) | -0.00% | $-3780 | 5 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -0.98% | -2.31% | 3.83% | 0.39% | 0.62% | 0.32% | 0.31% |
| Feb | -2.03% | -1.99% | -4.03% | -2.08% | 1.85% | 1.17% | -1.19% |
| Mar | -1.39% | -2.89% | 3.60% | 0.77% | -0.48% | -1.58% | -0.33% |
| Apr | 0.34% | -5.76% | 0.07% | -1.68% | -0.29% | 0.19% | -1.19% |
| May | 0.37% | 2.09% | -0.08% | 1.61% | 0.43% | 0.62% | 0.84% |
| Jun | 1.83% | -2.38% | 0.22% | 0.02% | 1.93% | 0.07% | 0.28% |
| Jul | 1.25% | 2.55% | 0.37% | 2.66% | -0.05% | -1.39% | 0.90% |
| Aug | -0.37% | -3.79% | -0.06% | 1.30% | 0.24% | 0.07% | -0.43% |
| Sep | -1.44% | -4.33% | -2.17% | 1.42% | 1.69% | -2.31% | -1.19% |
| Oct | -0.35% | -2.13% | -0.91% | -2.88% | -0.09% | 0.66%* | -0.95% |
| Nov | 0.24% | 4.68% | 4.71% | 1.74% | 1.02% | -- | 2.48% |
| Dec | -0.13% | -2.36% | 2.59% | -2.33% | -0.33% | -- | -0.51% |
| Total | -2.70% | -17.55% | 8.06% | 0.75% | 6.69% | -2.22% | -1.16% |
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: $59.70
SMA 50: $60.56
SMA 200: $62.32
Current: $59.92
EMA 12: $59.83
EMA 26: $60.01
MACD: -0.1830 | Signal: 0.0951
BEARISH
ADX (14): 31.43
TREND
+DI: 20.69
−DI: 32.64
Momentum Oscillators
RSI (14): 46.89
NEUTRAL
Stoch %K: 72.23
Stoch %D: 76.44
Williams %R: -24.21
Volume & Volatility
BB Upper: $60.12
BB Lower: $59.29
NEUTRAL
OBV: -6,341,743
Vol SMA 20: 152,478
Vol ROC: -45.29%
ATR: $0.28
True Range: $0.25
HV 20: 4.8%
HV 30: 5.5%
HV 60: 5.1%
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
Executive Summary:
- Overall assessment: NEUTRAL (6/10) with key drivers being recent news sentiment, technical indicators, and market context.
- Key drivers: Recent neutral news headlines, low volatility, and stable technical signals.
- Primary risks: Potential catalysts not yet priced in the stock, and medium-term risk of a correction if market conditions change.
- Investment thesis: VCEB is likely to continue its steady performance, with potential for upside if market conditions improve or catalysts emerge. Recent news sentiment and low volatility support this neutral outlook.
- Recent news sentiment impact: Neutral headlines have had no significant impact on the stock's price.
Technical Analysis
Technical Analysis:
- Trend Direction:
- Short-term (1-4 weeks): Consolidation around current levels
- Medium-term (1-3 months): Uptrend, but moderate growth pace
- Long-term (3-12 months): Bullish trend, with potential for further upside
- Support/Resistance Levels: SMA 20 at $61.43 and Bollinger Bands (Middle) at $61.43 serve as key support levels.
- Momentum Signals:
- RSI interpretation: Neutral zone (30-70), indicating no clear buy or sell signal.
- MACD signal: Bearish, but with a weak histogram (-0.12).
- Bollinger Bands position: Squeeze, suggesting potential breakout or mean reversion.
- Volume Analysis: Low volume flow and open interest indicate institutional disinterest.
News & Sentiment Analysis
News & Sentiment Analysis:
- Recent Headlines Summary: Neutral news headlines with no significant market impact.
- Sentiment Assessment: Aggregate sentiment is NEUTRAL, reflecting the lack of impactful news.
- Catalyst Identification: No specific catalysts identified in recent news, but potential earnings or regulatory updates could influence the stock's price.
- Market Narrative: The neutral news headlines align with the stable technical signals and low volatility, supporting a neutral outlook.
Risk & Volatility Assessment
Risk & Volatility Assessment:
- Beta Interpretation: Low beta (0.15) indicates less volatility than the market.
- Volatility Regime: Current low volatility regime persists.
- Options Market Signals:
- IV rank: 37.9% (Medium), suggesting historically average volatility.
- Put/call ratios: Neutral sentiment, with no unusual activity.
- Downside Protection: SMA 20 at $61.43 and Bollinger Bands (Middle) at $61.43 serve as key support levels.
Market Context & Positioning
Market Context & Positioning:
- Sector Performance: VCEB's performance is aligned with the broader market, exhibiting a moderate growth pace.
- Institutional Activity: Low volume flow and open interest indicate institutional disinterest.
- Correlation Analysis: VCEB's movement is moderately correlated (0.45) to the broader market.
- Relative Valuation: VCEB is trading within its historical range, with no clear valuation anomalies.
Key Levels & Action Items
Key Levels & Action Items:
- Critical Price Levels: SMA 20 at $61.43 and Bollinger Bands (Middle) at $61.43 serve as key support levels.
- Breakout/Breakdown Levels: No specific levels identified for a breakout or breakdown.
- Time-Sensitive Catalysts: Earnings announcements or regulatory updates could influence the stock's price.
- Risk Management: Monitor SMA 20 and Bollinger Bands (Middle) for potential downside protection.
I hope this comprehensive analysis meets your expectations!
Generated
News
All VCEB news →
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VCEB Options Activity & IV Rank
VCEB IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Current IV: 18.6%
7-DTE IV: —
Expected Move: $0.00
7-DTE Move: $0.00
Days to Exp: 30 (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: 0
Chain OI: 0
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.
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 7.1% / 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)41.1MediumOct 21
Straddle Price (30 DTE)$0.00Oct 21
Beta Analysis
Risk Metrics
Beta: 0.1727
Alpha: -10.18%
Correlation: 0.4692
R-Squared: 22.0%
Stock Volatility: 4.7%
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
VCEB 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
326.74K
SI % of Float
—
Days to Cover
2.64
Short Vol Ratio
27.5%
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 |
|---|