RB Short Interest

ProShares Trust - ProShares Russell 2000 Dynamic Buffer ETF (RB) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $1.2M, listed on CBOE, carrying a beta of 0.08 to the broader market. RB is a passively managed fund that aims to provide exposure to the Russell 2000 Index while utilizing an options strategy that seeks to deliver capped gains and a buffer against the first 1%-5% of Russell 2000s loss each day. public since 2025-06-26.

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
21
Previous Short Interest
235
Change
-91.06%
Days to Cover
1.00
Avg Daily Volume
389
Avg Days to Cover (24 reports)
9.28

Showing 24 twice-monthly FINRA short interest reports for ProShares Trust - ProShares Russell 2000 Dynamic Buffer ETF.

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

Frequently asked RB short interest questions

What is the current RB short interest?
As of the Sep 30, 2026 settlement, ProShares Trust - ProShares Russell 2000 Dynamic Buffer ETF (RB) short interest is 21 shares, a -91.06% 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 RB 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 RB 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.