PSCJ Short Interest
Pacer Swan SOS Conservative (July) ETF (PSCJ) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $41.3M, listed on CBOE, carrying a beta of 0.57 to the broader market. An exchange traded fund (ETF) that seeks to match returns, before fees and expenses, of the SPDR S&P 500 ETF Trust (the “underlying ETF”) up to a predetermined upside cap (the “Cap”), while also providing a downside risk mitigation buffer (the “Buffer”) over an approximate one-year period. public since 2021-07-01.
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
- 1.4K
- Previous Short Interest
- 1.0K
- Change
- 32.40%
- Days to Cover
- 29.67
- Avg Daily Volume
- 46
- Avg Days to Cover (24 reports)
- 18.55
Showing 24 bi-monthly FINRA short interest reports for Pacer Swan SOS Conservative (July) ETF.
Learn how short interest is reported and how to read the data →
Frequently asked PSCJ short interest questions
- What is the current PSCJ short interest?
- As of the May 15, 2026 settlement, Pacer Swan SOS Conservative (July) ETF (PSCJ) short interest is 1.4K shares, a +32.40% 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 PSCJ days-to-cover ratio?
- Days-to-cover is 29.67, 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 PSCJ 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.