BAFN Short Interest
BayFirst Financial Corp. (BAFN) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $25.5M, listed on NASDAQ, employing roughly 305 people, carrying a beta of 0.47 to the broader market. BayFirst Financial Corp. Led by Thomas G. Zernick, public since 2021-01-08.
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
- 2026-05-15
- Short Interest
- 258.4K
- Previous Short Interest
- 77.5K
- Change
- 233.40%
- Days to Cover
- 1.96
- Avg Daily Volume
- 131.8K
- Avg Days to Cover (24 reports)
- 1.59
Showing 24 bi-monthly FINRA short interest reports for BayFirst Financial Corp..
Learn how short interest is reported and how to read the data →
Frequently asked BAFN short interest questions
- What is the current BAFN short interest?
- As of the May 15, 2026 settlement, BayFirst Financial Corp. (BAFN) short interest is 258.4K shares, a +233.40% 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 BAFN days-to-cover ratio?
- Days-to-cover is 1.96, 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 BAFN 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.