BFJA Short Interest

FT Vest Bitcoin Strategy Floor15 ETF - January (BFJA) operates in the Financial Services sector, specifically the Asset Management - Leveraged industry, with a market capitalization near $956,678, listed on AMEX, carrying a beta of 0.35 to the broader market. The investment objective of the FT Vest Bitcoin Strategy Floor15 ETF - January (the "Fund") is to seek to provide investors with returns (before fees and expenses) that match the price return of a reference asset which seeks to reflect generally (before fees and expenses) the performance of the price of bitcoin (the "Bitcoin Reference Instrument"), up to a predetermined upside cap of 28. Led by Cole Wilcox, public since 2024-01-23.

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
2026-05-15
Short Interest
309
Previous Short Interest
309
Change
0.00%
Days to Cover
154.50
Avg Daily Volume
2
Avg Days to Cover (9 reports)
135.07

Showing 9 bi-monthly FINRA short interest reports for FT Vest Bitcoin Strategy Floor15 ETF - January.

Learn how short interest is reported and how to read the data →

Frequently asked BFJA short interest questions

What is the current BFJA short interest?
As of the May 15, 2026 settlement, FT Vest Bitcoin Strategy Floor15 ETF - January (BFJA) short interest is 309 shares, a 0.00% 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 BFJA days-to-cover ratio?
Days-to-cover is 154.50, 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 BFJA 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.