AGOX Short Interest
Adaptive ETFs - Adaptive Alpha Opportunities ETF (AGOX) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $386.7M, listed on AMEX, carrying a beta of 1.50 to the broader market. Prospective investors are strongly encouraged to thoroughly assess the investment goals, inherent risks, and all associated costs of the Adaptive Alpha Opportunities ETF (the Fund) before committing capital. public since 2021-05-10.
Short interest is the total number of shares currently sold short and not yet covered, reported bi-monthly by FINRA. Days to cover (short interest divided by average daily volume) indicates how long it would take short sellers to close positions, with higher values signaling greater squeeze potential.
- Settlement Date
- 2026-06-30
- Short Interest
- 29.9K
- Previous Short Interest
- 24.4K
- Change
- 22.66%
- Days to Cover
- 1.00
- Avg Daily Volume
- 38.6K
- Avg Days to Cover (24 reports)
- 1.05
Showing 24 bi-monthly FINRA short interest reports for Adaptive ETFs - Adaptive Alpha Opportunities ETF.
Learn how short interest is reported and how to read the data →
Frequently asked AGOX short interest questions
- What is the current AGOX short interest?
- As of the Jun 30, 2026 settlement, Adaptive ETFs - Adaptive Alpha Opportunities ETF (AGOX) short interest is 29.9K shares, a +22.66% change from the prior period. FINRA publishes short interest twice monthly on the 15th and last business day of each month under Rule 4560.
- What is the AGOX days-to-cover ratio?
- Days-to-cover is 1.00, calculated as short interest divided by average daily volume. It estimates how many trading days closing all short positions would consume given typical liquidity. Values above 5 days are commonly cited as elevated; values above 10 days are squeeze-relevant.
- How does AGOX short interest affect options pricing?
- High short interest changes options pricing through three mechanics: borrow-rebate effects (synthetic long stock trades below frictionless put-call parity by approximately the borrow rebate when shares are hard-to-borrow), gamma-squeeze setup risk (if dealers are short gamma against retail call buying, dealer hedge flow can amplify upward moves), and elevated event-vol pricing on names with squeeze potential. See the canonical short-interest documentation for the full mechanism.