Stocks With the Biggest Short Interest Increases
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What these columns measure
- Short Interest Change
- How far the reported short position moved between the two most recent FINRA settlement files. The share counts under each percentage are the two positions it was computed from.
- Split in period
- A share split that took effect between the two settlement dates puts the two counts on different share bases, so the percentage measures the rebase rather than any trading. Those stocks are left out when the board is rebuilt each day, and one whose split is recorded after that rebuild is struck through and marked until the next one, never adjusted.
- SI % of Float*
- Shares sold short measured against the shares actually available to trade. Where no reliable float exists the position is measured against shares outstanding instead and the row says "of outstanding", because the same position reads lower on the wider denominator.
- Days to Cover
- Shares sold short divided by average daily volume: how many days of ordinary trading buying the position back would take. FINRA floors the value at 1.00 whenever average daily volume already exceeds the position, so those rows read "1 day or less" rather than stating a precision the source withheld.
- Price change
- The split-adjusted closing price on or just before the current settlement date against the close on or just before the previous one. It is context for the short-interest change beside it and says nothing about what any short seller gained or lost, or why a position changed. A dash means one of the two closes is missing, more than five days older than its settlement date, or from before the ticker's current company.
- Why a cell shows a dash
- A percentage is withheld rather than guessed whenever its denominator cannot be trusted: the security class publishes no float, the share-count sources disagree, a split leaves the basis uncertain, the settlement file reports no position, or the computed percentage failed the reliability check. The raw share counts stay visible in every one of those cases.
What rising short interest means
A larger reported short position means more shares were borrowed and sold by traders expecting the price to fall. Institutions also short to hedge, so a growing position records positioning rather than a verdict, and the rows here are the ones whose position grew fastest between the two most recent FINRA settlement files.
The size of the move is what makes a row worth a second look, and the columns beside it are what make it readable: a large percentage on a tiny base says almost nothing, while a crowded position with a high days-to-cover figure is the combination that turns a catalyst into a squeeze. Read the change with the share counts and the float percentage, never on its own.
What this ranking covers
- Universe
- Stocks and funds listed on NYSE, Nasdaq and NYSE American, with the short positions FINRA reported for its latest settlement.
- Floors
- A market cap of at least $10 million, and at least 25,000 shares sold short at both this settlement and the previous one.
- Exclusions
- Warrants, units, rights and preferred shares, stocks that split between the two settlement dates, and tickers that are no longer listed, such as a company that was acquired.
- Measured on
- The percentage change in the reported short position from the previous settlement to this one.
- Refreshed
- New positions arrive twice a month with each FINRA file, and the board is rebuilt every day, so a ticker can drop out between files.
Frequently Asked Questions
Q Which stocks had the biggest short interest increase this period?
AVAT leads this ranking, followed by PSIG and OIA. The ranking measures the change in reported short positions between two consecutive FINRA settlement files, so it reflects positions that were open on those two dates rather than trading that happened in between. The figures on this page come from the settlement dated Sep 30, 2026.
Q How often is short interest data updated?
FINRA collects short positions twice a month, on the settlement dates around mid-month and month-end, and publishes each file seven business days after its settlement date. That gap is why this page states its settlement date and the age of the figures: a position can have changed substantially before the next file confirms it.
Q What do short interest as a percentage of float and days to cover actually mean?
Short interest as a percentage of float is the shorted position measured against the shares actually available to trade, so it answers how crowded the short side is. Days to cover divides that position by average daily volume, answering how long ordinary trading would take to buy it back. Where no reliable float exists, the percentage is measured against shares outstanding instead and the row says so, because the same position reads lower on the wider denominator.
Q How do traders screen for short squeeze candidates?
A squeeze needs three things together, and no single column identifies one. First, a crowded position: a high percentage of float, not merely a large share count. Second, difficulty exiting: a high days-to-cover figure, meaning ordinary volume cannot absorb the buying that covering requires. Third, a catalyst that forces the timing, such as an earnings surprise, a regulatory decision or a financing announcement. Screening on any one of the three in isolation produces mostly false positives. Stocks that split between the two settlement dates belong in none of it, because the split rebases the share count. The board leaves them out when it is rebuilt each day, and one whose split is recorded after that rebuild is struck through until the next one.
Q Does high short interest mean a stock will fall?
No. Short interest records positioning, not outcomes. Institutions short for hedging as well as for directional bets, so a large position may be one leg of a trade rather than a view on the company. Heavily shorted stocks have both fallen and risen sharply; the data tells you who is positioned how, and nothing about who is right.