AGNC Short Interest
AGNC Investment Corp. (AGNC) operates in the Real Estate sector, specifically the REIT - Mortgage industry, with a market capitalization near $9.88B, listed on NASDAQ, employing roughly 54 people, carrying a beta of 1.34 to the broader market. AGNC Investment Corp. Led by Peter J. Federico, public since 2008-05-15.
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
- 131.2M
- Previous Short Interest
- 108.5M
- Change
- 20.88%
- Days to Cover
- 2.58
- Avg Daily Volume
- 50.9M
- Avg Days to Cover (24 reports)
- 4.70
Showing 24 twice-monthly FINRA short interest reports for AGNC Investment Corp..
Learn how short interest is reported and how to read the data →
AGNC most-active contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| PUT | $8.00 | Dec 18, 2026 | 3.1K | 26.0K | 29.1% | $0.21 | $0.23 |
| PUT | $8.50 | Oct 16, 2026 | 2.9K | 19.8K | 378.8% | $0.05 | $0.07 |
Top 2 contracts from the institutional-grade nightly options scan; ranked by volume within the broader S&P 500/400/600 + ETF universe.
Frequently asked AGNC short interest questions
- What is the current AGNC short interest?
- As of the Sep 30, 2026 settlement, AGNC Investment Corp. (AGNC) short interest is 131.2M shares, a +20.88% 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 AGNC days-to-cover ratio?
- Days-to-cover is 2.58, 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 AGNC 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.