CISS
C3is Inc. Common StockstockNASDAQ
At CloseOct 2, 2026 3:56:02 PM EDT
0.83USD-4.299%(-0.04)424,177
Pre-marketOct 2, 2026 9:28:30 AM EDT
0.8864USD+1.897%(+0.0165)
After-hoursOct 2, 2026 4:44:30 PM EDT
0.832USD-0.060%(-0.00)
On 2026-09-14 there were 0 FTDs. The average number of FTDs per day for September 2026 is 2,178.
CISS Fails-to-Deliver (FTDs)
Fails-to-Deliver
CISS 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 | — | -8,821 | 260.3K | 2026-09-14 | 2026-10-16 | 1.37 | 0 |
| 2026-09-10 | 8,821 | +8,721 | 272.2K | 2026-09-11 | 2026-10-15 | 1.45 | 12,790 |
| 2026-09-09 | 100 | +100 | 157.1K | 2026-09-10 | 2026-10-14 | 1.42 | 142 |
| 2026-09-08 | — | -8,001 | 150.0K | 2026-09-09 | 2026-10-13 | 1.46 | 0 |
| 2026-09-04 | 8,001 | +5,319 | 741.3K | 2026-09-08 | 2026-10-09 | 1.49 | 11,921 |
| 2026-09-03 | 2,682 | +2,682 | 228.7K | 2026-09-04 | 2026-10-08 | 1.38 | 3,701 |
| 2026-09-02 | — | 0 | 425.7K | 2026-09-03 | 2026-10-07 | 1.40 | 0 |
| 2026-09-01 | — | 0 | 313.0K | 2026-09-02 | 2026-10-06 | 1.57 | 0 |
| 2026-08-31 | — | -25,166 | 435.3K | 2026-09-01 | 2026-10-05 | 1.71 | 0 |
| 2026-08-28 | 25,166 | -31,850 | 1.5M | 2026-08-31 | 2026-10-02 | 1.81 | 45,550 |
| 2026-08-27 | 57,016 | +31,443 | 12.3M | 2026-08-28 | 2026-10-01 | 2.13 | 121,444 |
| 2026-08-26 | 25,573 | +25,112 | 843.4K | 2026-08-27 | 2026-09-30 | 2.93 | 74,929 |
| 2026-08-25 | 461 | +461 | 159.9K | 2026-08-26 | 2026-09-29 | 2.67 | 1,231 |
| 2026-08-24 | — | 0 | 150.0K | 2026-08-25 | 2026-09-28 | 2.61 | 0 |
| 2026-08-21 | — | -234 | 193.9K | 2026-08-24 | 2026-09-25 | 2.92 | 0 |
| 2026-08-20 | 234 | -21,690 | 477.7K | 2026-08-21 | 2026-09-24 | 2.93 | 686 |
| 2026-08-19 | 21,924 | +21,924 | 7.3M | 2026-08-20 | 2026-09-23 | 3.09 | 67,745 |
| 2026-08-18 | — | -6,379 | 548.0K | 2026-08-19 | 2026-09-22 | 2.74 | 0 |
| 2026-08-17 | 6,379 | +6,379 | 678.6K | 2026-08-18 | 2026-09-21 | 2.40 | 15,309 |
| 2026-08-14 | — | -2,586 | 122.2K | 2026-08-17 | 2026-09-18 | 3.17 | 0 |
| 2026-08-13 | 2,586 | -4,733 | 295.7K | 2026-08-14 | 2026-09-17 | 3.20 | 8,274 |
| 2026-08-12 | 7,319 | +7,319 | 235.4K | 2026-08-13 | 2026-09-16 | 3.20 | 23,421 |
| 2026-08-11 | — | 0 | 244.3K | 2026-08-12 | 2026-09-15 | 3.32 | 0 |
| 2026-08-10 | — | -15 | 430.6K | 2026-08-11 | 2026-09-14 | 3.52 | 0 |
| 2026-08-07 | 15 | +15 | 597.0K | 2026-08-10 | 2026-09-11 | 3.60 | 52 |
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.