PVEX
TrueShares ConVequity ETF
stockBATSETF
Market OpenOct 2, 2026 2:43:14 PM EDT
31.06USD+2.984%(+0.90)313
29.89Bid32.58Ask2.69SpreadOn 2026-09-14 there were 4 FTDs. The average number of FTDs per day for September 2026 is 238.
PVEX Fails-to-Deliver (FTDs)
Fails-to-Deliver
PVEX 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 | 4 | +4 | 438 | 2026-09-14 | 2026-10-16 | 30.83 | 123 |
| 2026-09-10 | — | -38 | 7.2K | 2026-09-11 | 2026-10-15 | 30.53 | 0 |
| 2026-09-09 | 38 | +38 | 12.0K | 2026-09-10 | 2026-10-14 | 30.77 | 1,169 |
| 2026-09-08 | — | -859 | 551 | 2026-09-09 | 2026-10-13 | 30.96 | 0 |
| 2026-09-04 | 859 | +486 | 9.7K | 2026-09-08 | 2026-10-09 | 31.20 | 26,801 |
| 2026-09-03 | 373 | -119 | 3.8K | 2026-09-04 | 2026-10-08 | 31.33 | 11,686 |
| 2026-09-02 | 492 | +492 | 1.4K | 2026-09-03 | 2026-10-07 | 30.94 | 15,222 |
| 2026-09-01 | — | -374 | 7.1K | 2026-09-02 | 2026-10-06 | 30.75 | 0 |
| 2026-08-31 | 374 | -42 | 2.5K | 2026-09-01 | 2026-10-05 | 31.04 | 11,609 |
| 2026-08-28 | 416 | -27 | 707 | 2026-08-31 | 2026-10-02 | 31.25 | 13,000 |
| 2026-08-27 | 443 | +350 | 5.7K | 2026-08-28 | 2026-10-01 | 31.36 | 13,892 |
| 2026-08-26 | 93 | -411 | 2.8K | 2026-08-27 | 2026-09-30 | 31.10 | 2,892 |
| 2026-08-25 | 504 | -41 | 5.2K | 2026-08-26 | 2026-09-29 | 31.13 | 15,690 |
| 2026-08-24 | 545 | +201 | 2.5K | 2026-08-25 | 2026-09-28 | 30.99 | 16,890 |
| 2026-08-21 | 344 | -1,485 | 3.4K | 2026-08-24 | 2026-09-25 | 31.12 | 10,705 |
| 2026-08-20 | 1,829 | -648 | 2.2K | 2026-08-21 | 2026-09-24 | 30.95 | 56,608 |
| 2026-08-19 | 2,477 | -354 | 401 | 2026-08-20 | 2026-09-23 | 31.30 | 77,530 |
| 2026-08-18 | 2,831 | +2,358 | 4.0K | 2026-08-19 | 2026-09-22 | 31.25 | 88,469 |
| 2026-08-17 | 473 | +340 | 486 | 2026-08-18 | 2026-09-21 | 31.55 | 14,923 |
| 2026-08-14 | 133 | +133 | 4.8K | 2026-08-17 | 2026-09-18 | 31.75 | 4,223 |
| 2026-08-13 | — | -1,179 | 2.6K | 2026-08-14 | 2026-09-17 | 31.91 | 0 |
| 2026-08-12 | 1,179 | -786 | 1.9K | 2026-08-13 | 2026-09-16 | 31.57 | 37,221 |
| 2026-08-11 | 1,965 | +496 | 12.4K | 2026-08-12 | 2026-09-15 | 31.45 | 61,799 |
| 2026-08-10 | 1,469 | -2,462 | 932 | 2026-08-11 | 2026-09-14 | 31.65 | 46,494 |
| 2026-08-07 | 3,931 | -27,752 | 34.5K | 2026-08-10 | 2026-09-11 | 31.73 | 124,731 |
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.