DQSE Short Interest
FT Vest Nasdaq-100 Dual Directional Buffer ETF - September (DQSE) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $1.5M, listed on CBOE, carrying a beta of 0.00 to the broader market. The investment objective of the Fund is to seek to provide investors with returns that either match the positive price return of the Invesco QQQ Trust, Series 1 while also seeking to provide a 10% buffer against losses that exceed the Inverse Performance Threshold over an approximate one-year period. public since 2026-09-21.
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
- 14.3K
- Previous Short Interest
- 0
- Change
- 100.00%
- Days to Cover
- 1.00
- Avg Daily Volume
- 22.7K
- Avg Days to Cover (1 reports)
- 1.00
Showing 1 twice-monthly FINRA short interest reports for FT Vest Nasdaq-100 Dual Directional Buffer ETF - September.
Learn how short interest is reported and how to read the data →
Frequently asked DQSE short interest questions
- What is the current DQSE short interest?
- As of the Sep 30, 2026 settlement, FT Vest Nasdaq-100 Dual Directional Buffer ETF - September (DQSE) short interest is 14.3K shares, a +100.00% 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 DQSE 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 DQSE 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.