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Short Interest

market structure
Definition
The total number of shares of a stock that have been sold short and not yet covered or closed out.

Explanation

Short interest, expressed as a percentage of float or days to cover (short interest / average daily volume), indicates bearish sentiment. Short interest above 10% of float is considered elevated. Above 20% creates short squeeze potential — if the stock rises, shorts are forced to buy (cover), creating additional upward pressure. Days to cover above 5 means it would take shorts 5 full days of average volume to close all positions. The GameStop short squeeze of January 2021 (short interest exceeded 100% of float) demonstrated the extreme risks of high short interest.

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