QVMT
Invesco S&P 500 Concentrated QVM ETF
stockNYSEETF
Market OpenOct 5, 2026 1:25:07 PM EDT
65.82USD+0.519%(+0.34)720
65.67Bid65.80Ask0.13SpreadOn 2026-09-14 there were 330 FTDs. The average number of FTDs per day for September 2026 is 190.
QVMT Fails-to-Deliver (FTDs)
Fails-to-Deliver
QVMT 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 | 330 | +330 | 6.2K | 2026-09-14 | 2026-10-16 | 66.39 | 21,909 |
| 2026-09-10 | — | 0 | 2.2K | 2026-09-11 | 2026-10-15 | 65.83 | 0 |
| 2026-09-09 | — | -1,139 | 4.1K | 2026-09-10 | 2026-10-14 | 66.32 | 0 |
| 2026-09-08 | 1,139 | +900 | 5.9K | 2026-09-09 | 2026-10-13 | 66.74 | 76,017 |
| 2026-09-04 | 239 | +239 | 3.0K | 2026-09-08 | 2026-10-09 | 66.57 | 15,910 |
| 2026-09-03 | — | 0 | 6.0K | 2026-09-04 | 2026-10-08 | 66.06 | 0 |
| 2026-09-02 | — | 0 | 6.2K | 2026-09-03 | 2026-10-07 | 65.66 | 0 |
| 2026-09-01 | — | 0 | 12.0K | 2026-09-02 | 2026-10-06 | 65.20 | 0 |
| 2026-08-31 | — | 0 | 10.2K | 2026-09-01 | 2026-10-05 | 65.26 | 0 |
| 2026-08-28 | — | 0 | 1.5K | 2026-08-31 | 2026-10-02 | 65.34 | 0 |
| 2026-08-27 | — | 0 | 8.3K | 2026-08-28 | 2026-10-01 | 65.82 | 0 |
| 2026-08-26 | — | 0 | 8.7K | 2026-08-27 | 2026-09-30 | 66.20 | 0 |
| 2026-08-25 | — | 0 | 2.3K | 2026-08-26 | 2026-09-29 | 65.76 | 0 |
| 2026-08-24 | — | 0 | 3.2K | 2026-08-25 | 2026-09-28 | 65.88 | 0 |
| 2026-08-21 | — | 0 | 3.8K | 2026-08-24 | 2026-09-25 | 66.32 | 0 |
| 2026-08-20 | — | -45 | 5.9K | 2026-08-21 | 2026-09-24 | 66.08 | 0 |
| 2026-08-19 | 45 | +45 | 22.7K | 2026-08-20 | 2026-09-23 | 66.12 | 2,975 |
| 2026-08-18 | — | 0 | 35.8K | 2026-08-19 | 2026-09-22 | 67.02 | 0 |
| 2026-08-17 | — | 0 | 12.8K | 2026-08-18 | 2026-09-21 | 68.16 | 0 |
| 2026-08-14 | — | 0 | 5.3K | 2026-08-17 | 2026-09-18 | 67.51 | 0 |
| 2026-08-13 | — | 0 | 3.9K | 2026-08-14 | 2026-09-17 | 67.07 | 0 |
| 2026-08-12 | — | 0 | 3.8K | 2026-08-13 | 2026-09-16 | 66.53 | 0 |
| 2026-08-11 | — | 0 | 10.1K | 2026-08-12 | 2026-09-15 | 65.88 | 0 |
| 2026-08-10 | — | 0 | 1.9K | 2026-08-11 | 2026-09-14 | 65.59 | 0 |
| 2026-08-07 | — | 0 | 13.4K | 2026-08-10 | 2026-09-11 | 65.19 | 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.