UUP Short Interest
Invesco DB US Dollar Index Bullish Fund (UUP) operates in the Financial Services sector, specifically the Asset Management - Leveraged industry, with a market capitalization near $160.7M, listed on AMEX, carrying a beta of -0.19 to the broader market. The Invesco DB US Dollar Index Bullish (Fund) seeks to track changes, whether positive or negative, in the level of the Deutsche Bank Long USD Currency Portfolio Index - Excess ReturnTM (DB Long USD Currency Portfolio Index ER or Index) plus the interest income from the Fund's holdings of primarily US Treasury securities and money market income less the Fund's expenses. public since 2007-03-01.
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
- 2026-04-30
- Short Interest
- 3.1M
- Previous Short Interest
- 1.6M
- Change
- 88.96%
- Days to Cover
- 1.68
- Avg Daily Volume
- 1.8M
- Avg Days to Cover (24 reports)
- 2.33
Showing 24 bi-monthly FINRA short interest reports for Invesco DB US Dollar Index Bullish Fund.
Learn how short interest is reported and how to read the data →
Frequently asked UUP short interest questions
- What is the current UUP short interest?
- As of the Apr 30, 2026 settlement, Invesco DB US Dollar Index Bullish Fund (UUP) short interest is 3.1M shares, a +88.96% 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 UUP days-to-cover ratio?
- Days-to-cover is 1.68, 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 UUP 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.