IRHOU Short Interest

Iron Horse Acquisitions Corp. II Units (IRHOU) operates in the Financial Services sector, specifically the Shell Companies industry, with a market capitalization near $239.7M, listed on NASDAQ, employing roughly 2 people, carrying a beta of 0.10 to the broader market. This special purpose acquisition company (SPAC) operates as a blank-check firm, established with the explicit goal of acquiring and merging with businesses in the dynamic media and entertainment sector. Led by Jose Antonio Bengochea, public since 2025-01-17.

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
57
Previous Short Interest
57
Change
0.00%
Days to Cover
2.71
Avg Daily Volume
21
Avg Days to Cover (19 reports)
7.51

Showing 19 twice-monthly FINRA short interest reports for Iron Horse Acquisitions Corp. II Units.

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

Frequently asked IRHOU short interest questions

What is the current IRHOU short interest?
As of the Sep 30, 2026 settlement, Iron Horse Acquisitions Corp. II Units (IRHOU) short interest is 57 shares, a 0.00% 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 IRHOU days-to-cover ratio?
Days-to-cover is 2.71, 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 IRHOU 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.