CORD
T-REX 2X Inverse CRWV Daily Target ETF
stockBATSETF
Market OpenOct 14, 2026 12:18:30 PM EDT
4.70USD+32.768%(+1.16)18,788,084
Pre-marketOct 14, 2026 9:29:30 AM EDT
4.10USD+15.819%(+0.56)
On 2026-09-14 there were 3,770 FTDs. The average number of FTDs per day for September 2026 is 65,124.
CORD Fails-to-Deliver (FTDs)
CORD Fails-to-Deliver
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| Trade Date (T)1 | Fails-to- Deliver2 | FTD Change | Trade Vol. | Settlement Date (T+B)4 | Closing Deadline (T+35C)5 | Price3 | $ Notional |
|---|---|---|---|---|---|---|---|
| 2026-09-11 | 3,770 | +3,770 | 9.1M | 2026-09-14 | 2026-10-16 | 2.93 | 11,046 |
| 2026-09-10 | — | 0 | 14.9M | 2026-09-11 | 2026-10-15 | 2.91 | 0 |
| 2026-09-09 | — | 0 | 10.6M | 2026-09-10 | 2026-10-14 | 2.59 | 0 |
| 2026-09-08 | — | -379,875 | 23.8M | 2026-09-09 | 2026-10-13 | 2.37 | 0 |
| 2026-09-04 | 379,875 | +185,728 | 5.4M | 2026-09-08 | 2026-10-09 | 3.09 | 1,173,814 |
| 2026-09-03 | 194,147 | +185,819 | 5.4M | 2026-09-04 | 2026-10-08 | 3.48 | 675,632 |
| 2026-09-02 | 8,328 | +8,328 | 4.4M | 2026-09-03 | 2026-10-07 | 3.83 | 31,896 |
| 2026-09-01 | — | 0 | 5.5M | 2026-09-02 | 2026-10-06 | 3.74 | 0 |
| 2026-08-31 | — | -123,008 | 3.5M | 2026-09-01 | 2026-10-05 | 3.49 | 0 |
| 2026-08-28 | 123,008 | +119,155 | 5.2M | 2026-08-31 | 2026-10-02 | 3.56 | 437,908 |
| 2026-08-27 | 3,853 | -9 | 6.0M | 2026-08-28 | 2026-10-01 | 3.35 | 12,908 |
| 2026-08-26 | 3,862 | -321,205 | 5.7M | 2026-08-27 | 2026-09-30 | 3.26 | 12,590 |
| 2026-08-25 | 325,067 | +139,355 | 8.9M | 2026-08-26 | 2026-09-29 | 3.26 | 1,059,718 |
| 2026-08-24 | 185,712 | +57,617 | 7.2M | 2026-08-25 | 2026-09-28 | 3.41 | 633,278 |
| 2026-08-21 | 128,095 | +113,121 | 7.9M | 2026-08-24 | 2026-09-25 | 3.29 | 421,433 |
| 2026-08-20 | 14,974 | +10,851 | 11.4M | 2026-08-21 | 2026-09-24 | 3.15 | 47,168 |
| 2026-08-19 | 4,123 | +4,123 | 18.7M | 2026-08-20 | 2026-09-23 | 3.08 | 12,699 |
| 2026-08-18 | — | -393,545 | 18.2M | 2026-08-19 | 2026-09-22 | 2.93 | 0 |
| 2026-08-17 | 393,545 | +327,759 | 18.7M | 2026-08-18 | 2026-09-21 | 2.37 | 932,702 |
| 2026-08-14 | 65,786 | -210,225 | 17.8M | 2026-08-17 | 2026-09-18 | 2.39 | 157,229 |
| 2026-08-13 | 276,011 | -179,856 | 23.8M | 2026-08-14 | 2026-09-17 | 2.36 | 651,386 |
| 2026-08-12 | 455,867 | -1,236,663 | 43.9M | 2026-08-13 | 2026-09-16 | 2.28 | 1,039,377 |
| 2026-08-11 | 1,692,530 | +1,140,456 | 16.9M | 2026-08-12 | 2026-09-15 | 3.72 | 6,296,212 |
| 2026-08-10 | 552,074 | -42,301 | 6.7M | 2026-08-11 | 2026-09-14 | 3.92 | 2,164,130 |
| 2026-08-07 | 594,375 | +385,266 | 10.7M | 2026-08-10 | 2026-09-11 | 3.73 | 2,217,019 |
Historical data is split-adjusted.
1 Trade Date is calculated from the Settlement Date.
2 Fails to deliver on a given day are a CUMULATIVE number of all fails outstanding until that day, plus new fails that occur that day, less fails that settle that day. A dash (—) indicates no FTDs were reported that day. It’s been shown that the SEC withholds the FTD report for two weeks, and there are often high-volume days with no reported FTDs, so it’s unclear if missing days truly indicate 0 FTDs.
3 Closing price on the Trade Date. The FTD file contains the closing price on the day previous to settlement.
4 As of May 28, 2024, the standard for settlement is next business day after a trade (T+1B). Before that, it was trade date plus two business days (T+2B).
5 RegSHO IV. 3. A broker-dealer has up to 35 calendar days following the trade date to close out the failure to deliver position by purchasing securities of like kind and quantity. Analysis of the T+35 cycle.