CBXJ Short Interest
Calamos Bitcoin 90 Series Structured Alt Protection ETF - January (CBXJ) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $18.8M, listed on CBOE, carrying a beta of 0.41 to the broader market. CBXJ actively manages options and collateral in a way designed to track the positive price return of spot bitcoin up to a cap, while providing protection against a loss exceeding 10%, over a one-year period. public since 2025-02-04.
Short interest is the total number of shares currently sold short and not yet covered, reported twice 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
- 2026-09-30
- Short Interest
- 27
- Previous Short Interest
- 618
- Change
- -95.63%
- Days to Cover
- 1.00
- Avg Daily Volume
- 4.0K
- Avg Days to Cover (24 reports)
- 1.03
Showing 24 twice-monthly FINRA short interest reports for Calamos Bitcoin 90 Series Structured Alt Protection ETF - January.
Learn how short interest is reported and how to read the data →
Frequently asked CBXJ short interest questions
- What is the current CBXJ short interest?
- As of the Sep 30, 2026 settlement, Calamos Bitcoin 90 Series Structured Alt Protection ETF - January (CBXJ) short interest is 27 shares, a -95.63% 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 CBXJ 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 CBXJ 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.