The percentage of the company’s float currently reported as sold short by exchanges such as FINRA, Nasdaq, or NYSE. This is regulatory data published twice per month and reflects settlement date positioning, not real time exposure. Because of reporting delays, it is a lagging but official snapshot of bearish sentiment. Elevated levels may indicate potential squeeze risk if buying pressure increases.

The total number of shares officially reported as sold short. This is the raw share count behind the short interest percentage. It provides the absolute scale of reported short exposure.

The absolute change in officially reported short shares compared to the previous reporting period.

Positive values indicate an increase in short positioning.

Negative values indicate short covering.

The percentage change in official short interest versus the prior reporting period. This highlights the momentum of short positioning, whether bearish exposure is accelerating or contracting.

Also known as the Short Interest Ratio. Calculated as: Short Interest ÷ Average Daily Volume.

It estimates how many trading days it would take short sellers to cover their positions based on normal volume. Higher values suggest greater squeeze vulnerability if buying demand increases.

This is an estimated measure of additional short exposure created through synthetic methods such as options, derivatives, ETF mechanics, and other structures beyond officially reported borrows. It is intended to identify structural patterns and is provided for educational purposes only. Our model integrates broker data, options activity, securities lending metrics, Fail to Deliver data, Reg SHO Threshold status history, borrow rate behavior, utilization pressure, and short interest trends to identify structural imbalances that may not appear in official reports. To reduce the impact of extreme outliers, we apply normalization techniques so the metric remains comparable across companies of different sizes. For example, securities such as GME have historically generated significantly higher synthetic estimates in raw model outputs. These values are normalized to maintain interpretability and consistency across the platform. Which means synthetic shares for companies like GME is much higher then what is reported on our website.

The true level of synthetic exposure cannot be known with certainty due to settlement gaps and infinity loop effects. However, based on historical testing and cross validation, the model aligns within an estimated five percent margin of error under typical conditions (not extremes). This metric should be viewed as a structural pressure indicator rather than a precise accounting measure.

Synthetic short shares expressed relative to the company’s free float. High ratios may indicate that total effective short exposure exceeds what is visible in official reports.

The estimated dollar value of synthetic short exposure, calculated as:Synthetic Shares × Current Share Price

This allows comparison of economic short pressure across companies of different sizes.

A proprietary indicator derived from multiple inputs, including Synthetic Short Shares Ratio to Float.

The annualized cost to borrow shares for short selling. Higher borrow rates indicate tighter supply and stronger demand to short the stock. Elevated borrow rates often precede short squeezes or supply stress. This data is updated daily and intraday.

The most recently reported Fail to Deliver shares under Regulation SHO. FTDs occur when shares are not delivered at settlement. Persistent or clustered FTDs may signal settlement stress or structural imbalances.

Fails to Deliver expressed as a percentage of float or relative trading activity. This contextualizes the scale of delivery failures.

Indicates whether the stock appears on the SEC Regulation SHO Threshold Securities List. Stocks remain on this list when delivery failures persist beyond regulatory thresholds. This may signal heightened settlement scrutiny. This data is updated daily.

The number of shares currently available for borrowing from lending sources. Lower availability signals tighter short supply and can increase squeeze risk. This data is updated daily and intraday.

The percentage of stress on shorts. Higher utilization indicates that most available supply is already borrowed, borrow rates are high, the FTD ratio is elevated, Reg SHO has flagged the security, and short interest is high, along with many other proprietary data points and analytics designed to produce actionable insight. Levels above 80 to 90 percent often reflect elevated short pressure and scarcity conditions.

The official settlement date tied to reported short interest data. Because official short interest is published with delay, this date clarifies how current the regulatory snapshot actually is.