IHG Short Interest
InterContinental Hotels Group PLC (IHG) operates in the Consumer Cyclical sector, specifically the Travel Lodging industry, with a market capitalization near $23.46B, listed on NYSE, employing roughly 13,049 people, carrying a beta of 1.03 to the broader market. InterContinental Hotels Group PLC (IHG) is a prominent global hospitality enterprise whose business model encompasses the ownership, management, franchising, and leasing of hotel properties. Led by Elie Wajih Maalouf, public since 2003-04-10.
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
- 294.0K
- Previous Short Interest
- 378.6K
- Change
- -22.33%
- Days to Cover
- 1.98
- Avg Daily Volume
- 148.8K
- Avg Days to Cover (24 reports)
- 2.80
Showing 24 twice-monthly FINRA short interest reports for InterContinental Hotels Group PLC.
Learn how short interest is reported and how to read the data →
Frequently asked IHG short interest questions
- What is the current IHG short interest?
- As of the Sep 30, 2026 settlement, InterContinental Hotels Group PLC (IHG) short interest is 294.0K shares, a -22.33% 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 IHG days-to-cover ratio?
- Days-to-cover is 1.98, 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 IHG 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.