VSOL Short Interest
VanEck Solana ETF (VSOL) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $10.7M, listed on NASDAQ, carrying a beta of 0.50 to the broader market. The Trust's investment objective is to reflect the performance of the price of Solana ("SOL") and rewards from staking a portion of the Trust's SOL, to the extent the Sponsor in its sole discretion determines that the Trust may do so without undue legal or regulatory risk, such as, without limitation, by jeopardizing the Trust's ability to qualify as a grantor trust for tax purposes, less the expenses of the Trust's operations. public since 2025-11-17.
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
- 40.2K
- Previous Short Interest
- 47.0K
- Change
- -14.43%
- Days to Cover
- 1.34
- Avg Daily Volume
- 30.0K
- Avg Days to Cover (11 reports)
- 1.38
Showing 11 bi-monthly FINRA short interest reports for VanEck Solana ETF.
Learn how short interest is reported and how to read the data →
Frequently asked VSOL short interest questions
- What is the current VSOL short interest?
- As of the Apr 30, 2026 settlement, VanEck Solana ETF (VSOL) short interest is 40.2K shares, a -14.43% 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 VSOL days-to-cover ratio?
- Days-to-cover is 1.34, 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 VSOL 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.