VAMO
Cambria Value and Momentum ETF
stockBATSETF
Market OpenOct 5, 2026 12:44:59 PM EDT
35.68USD+0.807%(+0.29)434
35.29Bid36.69Ask1.40SpreadOn 2026-09-14 there were 253 FTDs. The average number of FTDs per day for September 2026 is 462.
VAMO Fails-to-Deliver (FTDs)
Fails-to-Deliver
VAMO 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 | 253 | +9 | 1.6K | 2026-09-14 | 2026-10-16 | 36.89 | 9,333 |
| 2026-09-10 | 244 | -20 | 748 | 2026-09-11 | 2026-10-15 | 36.80 | 8,979 |
| 2026-09-09 | 264 | -937 | 2.9K | 2026-09-10 | 2026-10-14 | 36.98 | 9,763 |
| 2026-09-08 | 1,201 | +968 | 3.2K | 2026-09-09 | 2026-10-13 | 37.03 | 44,473 |
| 2026-09-04 | 233 | 0 | 1.2K | 2026-09-08 | 2026-10-09 | 37.09 | 8,642 |
| 2026-09-03 | 233 | -914 | 5.9K | 2026-09-04 | 2026-10-08 | 36.99 | 8,619 |
| 2026-09-02 | 1,147 | +777 | 5.6K | 2026-09-03 | 2026-10-07 | 37.06 | 42,508 |
| 2026-09-01 | 370 | +160 | 842 | 2026-09-02 | 2026-10-06 | 36.68 | 13,572 |
| 2026-08-31 | 210 | +210 | 3.2K | 2026-09-01 | 2026-10-05 | 36.62 | 7,690 |
| 2026-08-28 | — | -733 | 1.1K | 2026-08-31 | 2026-10-02 | 36.64 | 0 |
| 2026-08-27 | 733 | -50 | 2.3K | 2026-08-28 | 2026-10-01 | 36.84 | 27,004 |
| 2026-08-26 | 783 | +323 | 5.6K | 2026-08-27 | 2026-09-30 | 36.78 | 28,799 |
| 2026-08-25 | 460 | +362 | 1.3K | 2026-08-26 | 2026-09-29 | 36.72 | 16,891 |
| 2026-08-24 | 98 | +46 | 508 | 2026-08-25 | 2026-09-28 | 36.73 | 3,600 |
| 2026-08-21 | 52 | -400 | 2.4K | 2026-08-24 | 2026-09-25 | 37.04 | 1,926 |
| 2026-08-20 | 452 | +452 | 3.3K | 2026-08-21 | 2026-09-24 | 36.78 | 16,625 |
| 2026-08-19 | — | 0 | 1.4K | 2026-08-20 | 2026-09-23 | 36.99 | 0 |
| 2026-08-18 | — | 0 | 583 | 2026-08-19 | 2026-09-22 | 37.27 | 0 |
| 2026-08-17 | — | 0 | 752 | 2026-08-18 | 2026-09-21 | 37.44 | 0 |
| 2026-08-14 | — | 0 | 251 | 2026-08-17 | 2026-09-18 | 37.18 | 0 |
| 2026-08-13 | — | 0 | 6.9K | 2026-08-14 | 2026-09-17 | 36.79 | 0 |
| 2026-08-12 | — | -434 | 2.3K | 2026-08-13 | 2026-09-16 | 36.80 | 0 |
| 2026-08-11 | 434 | +429 | 1.7K | 2026-08-12 | 2026-09-15 | 36.73 | 15,941 |
| 2026-08-10 | 5 | +5 | 623 | 2026-08-11 | 2026-09-14 | 36.77 | 184 |
| 2026-08-07 | — | -112 | 11.1K | 2026-08-10 | 2026-09-11 | 36.37 | 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.