VXX Fail-to-Deliver

iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $493.5M, listed on CBOE, carrying a beta of -1.97 to the broader market. The iPath Series B S&P 500 VIX Short-Term Futures ETNs are designed to provide exposure to the S&P 500 VIX Short-Term Futures Index Total Return. public since 2018-01-25.

Fail-to-deliver (FTD) data from the SEC tracks settlement failures where shares were not delivered within the standard settlement period. Persistent FTDs may indicate naked short selling or settlement issues and are monitored by regulators.

Latest Date
2026-04-30
Latest FTD Quantity
22.2K
Latest Price
$29.02
30-Day Avg FTD
31.6K
30-Day Total FTD
948.0K

Showing 30 days of SEC fail-to-deliver data for iPath Series B S&P 500 VIX Short-Term Futures ETN.

Learn how fails-to-deliver is reported and how to read the data →

Frequently asked VXX fail to deliver questions

What is the latest VXX fail-to-deliver count?
As of Apr 30, 2026, iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) fail-to-deliver quantity is 22.2K shares, with a 30-day average of 31.6K shares. The SEC publishes FTD data twice monthly: first-half data at month-end, second-half around the 15th of the following month.
What is the FTD aggregate net balance?
FTD figures represent the aggregate net balance in NSCC's Continuous Net Settlement (CNS) system, not the gross failed-share count. The published numbers run 2-6 weeks stale relative to the underlying settlement date.
How do VXX FTDs affect options pricing?
Persistent FTDs flag hard-to-borrow conditions that distort put-call parity: in HTB names, synthetic long stock (long call + short put at the same strike) trades below the frictionless-parity price by approximately the borrow rebate. The discount equals the lending revenue forgone by holding the synthetic instead of actual shares. Reg SHO threshold-list inclusion follows from sustained FTD persistence.