IWM — structural market context
Structural market context from public regulatory and market data, shown with its as-of dates. Descriptive only: nothing on this page is a recommendation, a prediction, or advice to buy or sell any security.
What changed
As of the close on Oct 21. Each line shows the earlier value, the later value and their dates.
Close $276.48 (Oct 21) vs $275.78 (Oct 20): +0.25%.
0.61× its 20-session average (26.2M) on Oct 21.
Includes pre- and post-market trading.
−$1.41B on Oct 20, 3:55 pm ET; −$1.17B on Oct 21, 3:50 pm ET.
Sign of the net estimate: negative before, negative after.
Gamma flip 283.36 → 281.95 · Call wall 278 → 280 · Put wall 270 → 270
Short interest 91.0M shares (settlement Sep 30) vs 98.1M (Sep 15).
No new publication in this window. Latest: settlement Sep 30, published Oct 10.
Latest file (settlements Sep 15–Sep 30, published Oct 16): 10 days with fails, largest 4.0M shares on Sep 15.
Previous file (settlements Sep 1–Sep 14, published Sep 30): 8 days with fails, largest 3.2M shares on Sep 11.
No new publication in this window.
IWM: what the public data shows
Each row is the latest public record we hold for IWM, with its own date and source. Figures are descriptive and delayed by their source.
IWM short interest & days to cover
FINRA consolidated short interest, reported twice a month and published ~2 weeks after each settlement date. % of float uses reported free float. · as of 2026-09-30 (22d ago)
IWM fails-to-deliver (FTD)
SEC fails-to-deliver files, published twice a month with ~6 weeks of delay.
IWM gamma exposure levels
Computed gamma exposure: Black-Scholes gamma from bid-ask implied volatility, OCC open interest from two trading sessions earlier (T-2 sessions). Snapshotted every 5 minutes in market hours. Structure, not direction. · as of 2026-10-22
Frequently asked questions
More tickers starting with I
IWM: the full history
Latest rows shown. Full history, market-wide screens, cluster detection and the context journal live in the dashboard.
Not financial advice. Trading involves risk. Descriptive structural context, never a recommendation.