AHR Short Interest

American Healthcare REIT, Inc. (AHR) operates in the Real Estate sector, specifically the REIT - Healthcare Facilities industry, with a market capitalization near $9.95B, listed on NYSE, employing roughly 114 people, carrying a beta of 0.94 to the broader market. Formed by the successful merger of Griffin-American Healthcare REIT III and Griffin-American Healthcare REIT IV, as well as the acquisition of the business and operations of American Healthcare Investors, American Healthcare REIT is one of the larger healthcare-focused real estate investment trusts globally with assets totaling approximately $4. Led by Jeffrey T. Hanson, public since 2024-02-07.

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
2026-04-30
Short Interest
14.3M
Previous Short Interest
12.6M
Change
13.43%
Days to Cover
6.98
Avg Daily Volume
2.0M
Avg Days to Cover (24 reports)
5.35

Showing 24 bi-monthly FINRA short interest reports for American Healthcare REIT, Inc..

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

Frequently asked AHR short interest questions

What is the current AHR short interest?
As of the Apr 30, 2026 settlement, American Healthcare REIT, Inc. (AHR) short interest is 14.3M shares, a +13.43% 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 AHR days-to-cover ratio?
Days-to-cover is 6.98, 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 AHR 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.