EVLU Short Interest
iShares MSCI Emerging Markets Value Factor ETF (EVLU) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $17.5M, listed on CBOE, carrying a beta of 0.94 to the broader market. The index seeks to measure the performance of securities in the parent index that exhibit higher value characteristics relative to their peers within the corresponding GICS® sector, while covering approximately 30% of the market capitalization within each country in the parent index, and within the selected universe of value securities, an emphasis is put on those securities with relatively higher quality characteristics. public since 2024-09-06.
Short interest is the total number of shares currently sold short and not yet covered, reported twice monthly by FINRA. Days to cover (short interest divided by average daily volume) indicates how long it would take short sellers to close positions, with higher values signaling greater squeeze potential.
- Settlement Date
- 2026-09-30
- Short Interest
- 5.3K
- Previous Short Interest
- 7.2K
- Change
- -26.89%
- Days to Cover
- 1.40
- Avg Daily Volume
- 3.8K
- Avg Days to Cover (24 reports)
- 3.29
Showing 24 twice-monthly FINRA short interest reports for iShares MSCI Emerging Markets Value Factor ETF.
Learn how short interest is reported and how to read the data →
Frequently asked EVLU short interest questions
- What is the current EVLU short interest?
- As of the Sep 30, 2026 settlement, iShares MSCI Emerging Markets Value Factor ETF (EVLU) short interest is 5.3K shares, a -26.89% change from the prior period. FINRA publishes short interest twice monthly on the 15th and last business day of each month under Rule 4560.
- What is the EVLU days-to-cover ratio?
- Days-to-cover is 1.40, calculated as short interest divided by average daily volume. It estimates how many trading days closing all short positions would consume given typical liquidity. Values above 5 days are commonly cited as elevated; values above 10 days are squeeze-relevant.
- How does EVLU short interest affect options pricing?
- High short interest changes options pricing through three mechanics: borrow-rebate effects (synthetic long stock trades below frictionless put-call parity by approximately the borrow rebate when shares are hard-to-borrow), gamma-squeeze setup risk (if dealers are short gamma against retail call buying, dealer hedge flow can amplify upward moves), and elevated event-vol pricing on names with squeeze potential. See the canonical short-interest documentation for the full mechanism.