GELS Short Interest
Gelteq Limited Ordinary Shares (GELS) operates in the Healthcare sector, specifically the Drug Manufacturers - Specialty & Generic industry, with a market capitalization near $4.9M, listed on NASDAQ, employing roughly 18 people, carrying a beta of -0.54 to the broader market. Gelteq Limited, established in 2017 and based in Caulfield, Australia, specializes in creating and commercializing advanced gel-based delivery methods for both human and animal use. Led by Nathan Jacob Givoni, public since 2024-10-29.
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
- 2026-06-30
- Short Interest
- 167.5K
- Previous Short Interest
- 426.5K
- Change
- -60.73%
- Days to Cover
- 1.00
- Avg Daily Volume
- 447.3K
- Avg Days to Cover (24 reports)
- 2.39
Showing 24 bi-monthly FINRA short interest reports for Gelteq Limited Ordinary Shares.
Learn how short interest is reported and how to read the data →
Frequently asked GELS short interest questions
- What is the current GELS short interest?
- As of the Jun 30, 2026 settlement, Gelteq Limited Ordinary Shares (GELS) short interest is 167.5K shares, a -60.73% 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 GELS days-to-cover ratio?
- Days-to-cover is 1.00, 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 GELS 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.