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StocksBi-monthly · FINRA publishes ~2 weeks after settlement

Short Interest & Squeeze Watch: Who the Market Is Betting Against

Every US-listed stock's short interest from FINRA's consolidated bi-monthly filings — the actual standing bets, not daily short-sale flow. Per stock: percent of shares short, days-to-cover and its percentile across the market. Plus the aggregate gauge since 2017 and a frozen study answering the question every squeeze thread skips: do high-short-interest stocks actually squeeze? Cross-check live action on Unusual Volume and the options tape.

Latest settlement

At the July 31, 2026 settlement, the median US common stock had 3.2% of its shares sold short (median days-to-cover 3.7). 16% of the 5,500-stock universe carried short interest above 10% of shares, and 5.0% above 20% (prior settlement median: 3.4%). Consolidated FINRA data across all US exchanges; the next settlement publishes about two weeks after month-end.

Sources, methodology & freshnessLast updated 2026-08-21 · Open ↓
Source
FINRA consolidated short interest (all US exchanges, Rule 4560), joined to our own price and share-count data
Methodology
SI% = shares short ÷ split-consistent shares outstanding; days-to-cover as published by FINRA; tables floored at $300M market cap; frozen quintile study with $300M/$5 floors
Updates
Bi-monthly settlements (15th and month-end), published ~2 weeks later; checked daily in the pipelineLast: 2026-08-21
Maintained & reviewed by Yuriy Matso — methodology shown on the page.
Short Interestsettled 2026-07-31
3.2%
median stock's shares short

Across 5,500 US common stocks in our universe, consolidated over every exchange by FINRA.

SI > 10%
16% of stocks
SI > 20%
5.0%
Median DTC
3.7 days

The study in one line: the typical highest-SI stock went 0.1% over the next quarter (a coin flip), but its +50% squeeze odds were 3.3× a low-SI stock's.

01

The aggregate gauge — market-wide short positioning

The median stock's short interest at every bi-monthly settlement since 2017. Rising medians mean shorts leaning into the whole tape; falling medians mean covering or capitulation. Universe coverage grows over time as listings enter our price database — the level drifts up partly for that reason, so read the direction more than the absolute level.

Range:
1.3%2.3%3.3%2017201820192020202120222023202420252026SPY3.2%
Median short interest as a percent of shares outstanding at each bi-monthly FINRA settlement, with SPY as the faint grey line (own scale). Universe coverage grows over time; read direction over level.

The heavily-shorted share: percent of the universe with more than 10% of shares sold short.

Range:
7.8%12.2%16.5%2017201820192020202120222023202420252026SPY16%
Percent of the universe with more than 10% of shares sold short at each settlement — the heavily-shorted cohort's breadth.
02

Do high-short-interest stocks actually squeeze?

The honest test, frozen before this page shipped: at each of 201 settlement dates, stocks above $300M market cap and $5 were bucketed into short-interest quintiles, and each bucket's forward 63-session returns were graded. The answer cuts both ways. The typical high-SI stock does not squeeze — the top quintile's median forward return is 0.1% with a 50% win rate, a coin flip. But the squeezes live almost entirely there: 5.8% of high-SI names gained +50% within the quarter, versus 1.7% of low-SI names — and that fat right tail drags the top quintile's average (3.4%) above every other bucket. High short interest buys squeeze exposure, not expected return.

SI quintileAvg fwd 63sWin rate+50% squeeze rate
lowest SI2.06%53.9%1.74%
Q22.82%55.4%1.71%
Q32.95%54.6%2.22%
Q43.15%52.9%3.53%
highest SI3.36%50.1%5.78%
201 settlements since 2017; SPY averaged 3.3% over the same windows. Bi-monthly windows overlap and stock-quarters are not independent samples; the study is frozen and only re-run deliberately.
03

Most shorted stocks — SI % of shares

The 30 highest short-interest names above $300M market cap at the latest settlement. Readings above ~50% usually mix directional bets with arbitrage positions (convertibles, merger spreads) — check the story before reading pure conviction.

WOLF91.4%
DTC 5.5$610M$497M
AVTX70.0%
DTC 14.4$257M$301M
ONDS60.9%
DTC 1.9$2.05B$5.3B
ALT49.8%
DTC 11.4$162M$561M
NUAI43.9%
DTC 2.9$114M$431M
SOUN42.0%
DTC 4.2$1.19B$4.6B
GOSS41.0%
DTC 1.5$15M$664M
EOSE40.1%
DTC 4.4$441M$5.9B
SLS38.6%
DTC 7.9$850M$768M
NTLA38.0%
DTC 12.0$565M$1.8B
NTST37.6%
DTC 22.1$640M$1.5B
LENZ36.2%
DTC 11.8$53M$666M
JACK35.8%
DTC 9.4$116M$415M
SERV35.5%
DTC 8.6$132M$987M
ASST35.5%
DTC 8.0$403M$1.1B
RXRX35.2%
DTC 9.3$633M$2.6B
REPL35.1%
DTC 3.3$407M$620M
CAPR35.0%
DTC 2.1$101M$1.3B
INDI34.5%
DTC 16.6$290M$928M
IREN34.0%
DTC 1.9$4.11B$17.2B
DDD33.9%
DTC 22.1$139M$413M
BBAI33.8%
DTC 5.7$475M$2.7B
AI33.7%
DTC 8.4$477M$1.8B
GRPN33.7%
DTC 9.5$269M$659M
FCEL33.4%
DTC 1.6$311M$474M
HTZ33.1%
DTC 6.0$232M$1.8B
TNGX33.1%
DTC 19.1$1.07B$1.7B
BTDR32.7%
DTC 6.2$658M$3.3B
OCGN32.3%
DTC 21.6$140M$515M
PCT31.6%
DTC 15.1$388M$2.2B
04

Slowest exits — days to cover

Short interest divided by average daily volume: how many normal sessions of buying it would take for every short to cover. Squeezes need this — a crowded short with huge daily volume can unwind quietly.

CNL1.9%
DTC 40.2$25M$1.5B
IMO4.1%
DTC 39.0$2.76B$49.3B
GYRE1.9%
DTC 37.4$13M$775M
CD7.0%
DTC 33.8$17M$449M
LUXE2.9%
DTC 33.4$31M$1.2B
TY1.6%
DTC 28.8$29M$1.7B
IEP2.8%
DTC 28.6$115M$4.8B
OBA0.0%
DTC 28.5$320M
RNA2.3%
DTC 28.4$46M$11.0B
ISOU3.5%
DTC 27.7$23M$640M
STOK27.7%
DTC 27.7$510M$1.7B
DMAC10.0%
DTC 27.4$34M$434M
AZ11.0%
DTC 27.3$33M$319M
BNTC6.3%
DTC 26.7$29M$434M
LCTX12.8%
DTC 26.2$380M
05

Biggest changes vs the prior settlement

The largest swings in short interest among names already carrying 5%+ SI — building bets and covering in progress, per FINRA's own change calculation.

CLBK19.2%
DTC 1.4+354% chg$1.7B
WLFC9.9%
DTC 8.0+230% chg$1.3B
ROAD9.5%
DTC 2.8+72% chg$6.5B
SLP14.1%
DTC 5.2+60% chg$418M
BLFS9.4%
DTC 2.1+59% chg$1.3B
PRIM8.3%
DTC 3.1+50% chg$8.1B
MEC10.2%
DTC 3.3+48% chg$380M
ATAI5.5%
DTC 1.0-47% chg$1.4B
EA5.1%
DTC 4.4+46% chg$51.1B
ALM10.4%
DTC 4.2+44% chg$2.7B
USAS5.8%
DTC 4.4+43% chg$2.7B
NTNX5.6%
DTC 5.8-42% chg$11.6B
OPTU5.4%
DTC 5.7+42% chg$855M
ELVA6.9%
DTC 3.6+41% chg$520M
BATRK5.9%
DTC 7.8+40% chg$2.5B

How Short Interest & Squeeze Watch Works

  1. 1
    Pull every bi-monthly settlement from FINRA
    FINRA member firms must report short positions in all equity securities twice a month (Rule 4560), with settlements on the 15th and the last business day, published about two weeks later. We pull the consolidated dataset — all exchanges, not one venue — for every settlement since 2017.
  2. 2
    Join to our own price and share data
    Each snapshot is joined to our US common-stock universe. Short interest percent = shares short ÷ shares outstanding, using split-consistent share counts derived from market cap and adjusted prices. Days-to-cover is FINRA's own figure: shares short ÷ average daily volume.
  3. 3
    Aggregate the market-wide gauge
    At every settlement we compute the median stock's short interest, the median days-to-cover, and the share of stocks with more than 10% and 20% of their shares sold short — the positioning cycle in three lines.
  4. 4
    Grade the squeeze folklore, then freeze it
    At each settlement date, stocks above a $300M market cap and $5 price are bucketed into short-interest quintiles; forward 63-session returns, win rates and +50% squeeze frequencies are graded per bucket. The study is frozen — it re-runs only deliberately, never silently.

Who Uses Short Interest & Squeeze Watch

Squeeze-narrative skeptics
When a ticker trends as "the next big squeeze," look it up: its actual SI%, days-to-cover and percentile are here from FINRA filings rather than social-media screenshots — and the settlement date tells you how stale the number is.
Single-name traders
The top-SI and biggest-change tables surface where bearish positioning concentrates and where it is building or covering fastest, twice a month. A large SI drop alongside a rally is covering; a build into weakness is conviction.
Market-regime readers
The aggregate gauge shows whether shorts are leaning in or backing off across the whole tape — the median stock's SI% and the share of heavily-shorted names expand and contract with the risk cycle.
Squeeze-lottery hunters
The study quantifies the trade-off: the typical high-SI stock went nowhere over the next quarter (median ~0%, coin-flip win rate), but the odds of a +50% move were about three times a low-SI stock's. High short interest buys squeeze exposure, not expected return.

Pro Tips

01
Squeezes need both ingredients
Days-to-cover above ~10 means even modest covering pressure meets thin volume — a real squeeze setup pairs high SI% with high DTC. One without the other is a weaker setup.
02
Read the change column first
A 20%+ jump in short interest at one settlement is fresh conviction; a 20% drop into strength is a squeeze already in progress. The level tells you where the crowd is; the change tells you what it is doing.
03
The print is always stale in a fast squeeze
Settlement data publishes ~2 weeks late, so during a squeeze the posted number describes the world before it started. Treat it as positioning context and use live volume for timing.
04
Interrogate readings above ~50%
Extreme SI% usually involves convertible arbitrage, merger spreads or share-count drift alongside directional bets — check the situation before reading it as pure crowd conviction.

Common Issues & Solutions

The SI% here differs from my broker's number
We divide by shares outstanding; most broker sites divide by float, which is smaller and produces higher percentages. Neither is wrong — they are different denominators, and ours is stated on every table.
A stock shows an implausibly high SI%
Share counts come from our market-cap snapshot and are made split-consistent, but recent offerings or buybacks can drift a name's denominator until the next snapshot. Readings above 150% are excluded from tables as data-suspect.
A thin stock shows no days-to-cover
FINRA reports 999.99 as a sentinel for near-zero-volume names; we treat those as missing rather than ranking them as extremes.
A famous squeeze never appeared in the data
The series is bi-monthly: a position opened and covered between settlements never prints. That is a limitation of the source, and it is why the page pairs with live volume and options tools.

Frequently Asked Questions

What is short interest?
The total number of shares investors have sold short and not yet covered, reported to FINRA by member firms twice a month for every US equity. Expressed as a percent of shares outstanding, it measures how heavily the market is positioned against a stock.
What counts as high short interest?
The median US common stock runs a low-single-digit percent of shares short. Above 10% is elevated (roughly the top sixth of the market), above 20% is heavily shorted (top ~5%), and readings above 50% are rare and usually involve arbitrage positions or share-count quirks alongside directional bets.
What is days-to-cover and why does it matter?
Short interest divided by average daily volume — how many typical sessions of buying it would take for every short to exit. High days-to-cover means covering is slow and crowded; squeezes need it, because high SI% with huge daily volume can unwind without fireworks.
Do high-short-interest stocks actually squeeze?
Occasionally — and that is the honest answer. In our study across every settlement since 2017, the typical highest-quintile stock returned about zero over the next quarter with a coin-flip win rate, but its chance of a +50% move was roughly triple a low-SI stock's. High short interest buys squeeze exposure, not expected return.
How often is short interest data updated?
Twice a month. Settlements fall on the 15th and the last business day, and FINRA publishes the consolidated data roughly two weeks later; this page updates the same day each new settlement publishes.
Is this the same as the daily short volume data?
No. Daily short-sale volume files count shares sold short during a day (most of it market-making flow, closed intraday); this dataset is open short positions outstanding at settlement — actual standing bets. The bi-monthly positions series is the one squeeze analysis needs.

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Last updated: 2026-08-21