AACPW Short Interest
Apogee Acquisition Corp (AACPW) operates in the Financial Services sector, specifically the Shell Companies industry, with a market capitalization near $212.0M, listed on NASDAQ, employing roughly 3 people, carrying a beta of -1.08 to the broader market. Apogee Acquisition Corp is a blank check company formed for the purpose of effecting a merger, share exchange, asset acquisition, share purchase, reorganization, or similar business combination with one or more businesses. Led by Jeffrey Andrew Smith, public since 2026-04-07.
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
- 2026-08-14
- Short Interest
- 43.8K
- Previous Short Interest
- 36.4K
- Change
- 20.42%
- Days to Cover
- 49.44
- Avg Daily Volume
- 887
- Avg Days to Cover (6 reports)
- 11.09
Showing 6 bi-monthly FINRA short interest reports for Apogee Acquisition Corp.
Learn how short interest is reported and how to read the data →
Frequently asked AACPW short interest questions
- What is the current AACPW short interest?
- As of the Aug 14, 2026 settlement, Apogee Acquisition Corp (AACPW) short interest is 43.8K shares, a +20.42% 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 AACPW days-to-cover ratio?
- Days-to-cover is 49.44, 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 AACPW 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.