KBWD Short Interest
Invesco KBW High Dividend Yield Financial ETF (KBWD) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $444.5M, listed on NASDAQ, carrying a beta of 0.94 to the broader market. The Invesco KBW High Dividend Yield Financial ETF (Fund) is based on the KBW Nasdaq Financial Sector Dividend Yield Index (Index). public since 2010-12-02.
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
- 2026-04-30
- Short Interest
- 422.6K
- Previous Short Interest
- 406.1K
- Change
- 4.07%
- Days to Cover
- 1.24
- Avg Daily Volume
- 341.6K
- Avg Days to Cover (24 reports)
- 1.41
Showing 24 bi-monthly FINRA short interest reports for Invesco KBW High Dividend Yield Financial ETF.
Learn how short interest is reported and how to read the data →
Frequently asked KBWD short interest questions
- What is the current KBWD short interest?
- As of the Apr 30, 2026 settlement, Invesco KBW High Dividend Yield Financial ETF (KBWD) short interest is 422.6K shares, a +4.07% 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 KBWD days-to-cover ratio?
- Days-to-cover is 1.24, 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 KBWD 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.