IWMW
iShares Russell 2000 BuyWrite ETF
stockBATSETF
At CloseOct 2, 2026 1:14:43 PM EDT
37.59USD-0.159%(-0.06)9,397
37.63Bid37.72Ask0.09SpreadOn 2026-09-14 there were 0 FTDs. The average number of FTDs per day for September 2026 is 1,148.
IWMW Fails-to-Deliver (FTDs)
Fails-to-Deliver
IWMW 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 | — | -78 | 10.7K | 2026-09-14 | 2026-10-16 | 38.48 | 0 |
| 2026-09-10 | 78 | +77 | 11.4K | 2026-09-11 | 2026-10-15 | 38.52 | 3,005 |
| 2026-09-09 | 1 | -1 | 21.3K | 2026-09-10 | 2026-10-14 | 38.91 | 39 |
| 2026-09-08 | 2 | -9,342 | 37.4K | 2026-09-09 | 2026-10-13 | 39.44 | 79 |
| 2026-09-04 | 9,344 | +9,344 | 15.7K | 2026-09-08 | 2026-10-09 | 39.60 | 370,022 |
| 2026-09-03 | — | -48 | 26.2K | 2026-09-04 | 2026-10-08 | 39.48 | 0 |
| 2026-09-02 | 48 | 0 | 20.4K | 2026-09-03 | 2026-10-07 | 39.34 | 1,888 |
| 2026-09-01 | 48 | -764 | 14.3K | 2026-09-02 | 2026-10-06 | 39.13 | 1,878 |
| 2026-08-31 | 812 | -114 | 19.3K | 2026-09-01 | 2026-10-05 | 39.66 | 32,204 |
| 2026-08-28 | 926 | -7,390 | 16.3K | 2026-08-31 | 2026-10-02 | 39.87 | 36,920 |
| 2026-08-27 | 8,316 | +7,814 | 15.6K | 2026-08-28 | 2026-10-01 | 40.26 | 334,802 |
| 2026-08-26 | 502 | +300 | 3.6K | 2026-08-27 | 2026-09-30 | 40.16 | 20,160 |
| 2026-08-25 | 202 | +202 | 20.2K | 2026-08-26 | 2026-09-29 | 40.15 | 8,110 |
| 2026-08-24 | — | 0 | 17.3K | 2026-08-25 | 2026-09-28 | 40.02 | 0 |
| 2026-08-21 | — | 0 | 3.5K | 2026-08-24 | 2026-09-25 | 40.11 | 0 |
| 2026-08-20 | — | 0 | 27.6K | 2026-08-21 | 2026-09-24 | 39.86 | 0 |
| 2026-08-19 | — | -30,417 | 3.5K | 2026-08-20 | 2026-09-23 | 40.28 | 0 |
| 2026-08-18 | 30,417 | +30,417 | 89.2K | 2026-08-19 | 2026-09-22 | 40.14 | 1,220,938 |
| 2026-08-17 | — | 0 | 15.0K | 2026-08-18 | 2026-09-21 | 40.27 | 0 |
| 2026-08-14 | — | 0 | 34.6K | 2026-08-17 | 2026-09-18 | 40.32 | 0 |
| 2026-08-13 | — | 0 | 7.2K | 2026-08-14 | 2026-09-17 | 40.19 | 0 |
| 2026-08-12 | — | 0 | 5.0K | 2026-08-13 | 2026-09-16 | 40.16 | 0 |
| 2026-08-11 | — | 0 | 3.3K | 2026-08-12 | 2026-09-15 | 39.95 | 0 |
| 2026-08-10 | — | 0 | 10.1K | 2026-08-11 | 2026-09-14 | 39.88 | 0 |
| 2026-08-07 | — | 0 | 10.8K | 2026-08-10 | 2026-09-11 | 39.95 | 0 |
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.