RODM Short Interest
Hartford Multifactor Developed Markets (ex-US) ETF (RODM) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $1.50B, listed on AMEX, carrying a beta of 0.77 to the broader market. Hartford Multifactor Developed Markets (ex-US) ETF ("RODM") seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index that tracks the performance of companies located in major developed markets of Europe, Canada and the Pacific Region. public since 2015-02-27.
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
- 65.5K
- Previous Short Interest
- 48.7K
- Change
- 34.59%
- Days to Cover
- 1.00
- Avg Daily Volume
- 165.9K
- Avg Days to Cover (24 reports)
- 1.16
Showing 24 bi-monthly FINRA short interest reports for Hartford Multifactor Developed Markets (ex-US) ETF.
Learn how short interest is reported and how to read the data →
Frequently asked RODM short interest questions
- What is the current RODM short interest?
- As of the Apr 30, 2026 settlement, Hartford Multifactor Developed Markets (ex-US) ETF (RODM) short interest is 65.5K shares, a +34.59% 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 RODM 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 RODM 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.