The most heavily shorted stocks on US exchanges, ranked by days to cover. Every FINRA member firm must report its short positions twice a month under Rule 4560. This pulls that filing directly, then adds float so you can see short interest as a percentage of the shares actually available to trade.
Short interest is not a live number. FINRA requires broker dealers to report their short positions twice a month, on the settlement date of the 15th and the last business day, and then publishes the aggregate roughly eight business days later. Every figure on this page is a snapshot of what was open on a specific settlement date, not what is open right now.
That lag is the single most important thing to understand about this data. A stock that squeezed hard last week will still show the short interest it carried before the squeeze, because the shorts that covered during the move have not been reported yet. By the time a crowded short shows up in the data, part of the crowd has often already left.
Days to cover, sometimes called the short interest ratio, divides shares sold short by average daily trading volume. It estimates how many sessions of normal volume it would take for every short position to buy its shares back.
A high days to cover figure matters more than a high raw short count. Ten million shares short in a stock trading fifty million shares a day is nothing, those positions can exit in an afternoon. Ten million shares short in a stock trading two hundred thousand shares a day is a structural problem for whoever is short, because there is no way out at speed without moving the price against themselves.
The weakness of the measure is that it assumes volume stays normal. During an actual squeeze, volume explodes, and the number of days it genuinely takes to cover collapses well below what the ratio implied.
Short interest as a percentage of float compares shares sold short against shares actually available to trade, rather than against total shares outstanding. The distinction matters because insiders, founders and locked up holders do not sell into a rally.
A company with one hundred million shares outstanding but only fifteen million in public float behaves very differently from one where all hundred million trade freely. The same short position is a far larger share of what can realistically be bought back. This is why float matters as much as the short number itself, and why both columns appear here together.
This is the part most screeners quietly skip. Short sellers are frequently right. A stock with forty percent of its float sold short usually has that short interest for a reason: deteriorating fundamentals, dilution, an accounting question, a failing business model. The crowd being short is not evidence the crowd is wrong.
Squeezes are the exception rather than the rule, and they require a catalyst. High short interest tells you what the reaction might look like if a catalyst arrives. It does not tell you a catalyst is coming, and it certainly does not tell you the shorts have made a mistake.
Treat a high reading as a description of how crowded one side of the trade is, and nothing more.
The table ranks exchange listed securities with meaningful volume by short interest, showing the raw short position, percentage of float where float data is available, days to cover, and the settlement date the figures were collected on. Always check the settlement date first, because it tells you how stale the picture is.
Float figures come from a third party and are not available for every symbol. Where float is missing, percentage of float cannot be calculated and the column is left empty rather than estimated.