IFLN Short Interest
Invesco Bloomberg Enhanced Fallen Angels ETF (IFLN) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $321.3M, listed on AMEX, carrying a beta of 0.37 to the broader market. The Invesco Bloomberg Enhanced Fallen Angels ETF (PHB) invests in speculative-grade corporate debt, specifically targeting high-yield bonds that carry ratings from Ba1/BB+ down to B3/B- by agencies such as Moody's and S&P. Led by Peter Hubbard, public since 2007-11-15.
Short interest is the total number of shares currently sold short and not yet covered, reported bi-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
- 2026-06-15
- Short Interest
- 7.4K
- Previous Short Interest
- 7.5K
- Change
- -1.57%
- Days to Cover
- 1.00
- Avg Daily Volume
- 22.1K
- Avg Days to Cover (8 reports)
- 1.00
Showing 8 bi-monthly FINRA short interest reports for Invesco Bloomberg Enhanced Fallen Angels ETF.
Learn how short interest is reported and how to read the data →
Frequently asked IFLN short interest questions
- What is the current IFLN short interest?
- As of the Jun 15, 2026 settlement, Invesco Bloomberg Enhanced Fallen Angels ETF (IFLN) short interest is 7.4K shares, a -1.57% 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 IFLN days-to-cover ratio?
- Days-to-cover is 1.00, 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 IFLN 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.