SDG Short Interest
iShares MSCI Global Sustainable Development Goals ETF (SDG) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $168.5M, listed on NASDAQ, employing roughly 106 people, carrying a beta of 0.80 to the broader market. SDG tracks an ESG-focused index composed of global companies that derive at least 50% of their revenues from products and services that further the United Nation's Sustainable Development Goals. Led by Grayson T. Pranin, public since 2016-04-22.
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
- 2026-06-30
- Short Interest
- 1.2K
- Previous Short Interest
- 893
- Change
- 32.03%
- Days to Cover
- 1.00
- Avg Daily Volume
- 6.1K
- Avg Days to Cover (24 reports)
- 1.03
Showing 24 bi-monthly FINRA short interest reports for iShares MSCI Global Sustainable Development Goals ETF.
Learn how short interest is reported and how to read the data →
Frequently asked SDG short interest questions
- What is the current SDG short interest?
- As of the Jun 30, 2026 settlement, iShares MSCI Global Sustainable Development Goals ETF (SDG) short interest is 1.2K shares, a +32.03% 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 SDG 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 SDG 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.