KO Short Interest

The Coca-Cola Company (KO) operates in the Consumer Defensive sector, specifically the Beverages - Non-Alcoholic industry, with a market capitalization near $345.32B, listed on NYSE, employing roughly 69,700 people, carrying a beta of 0.36 to the broader market. The Coca-Cola Company, a beverage company, manufactures, markets, and sells various nonalcoholic beverages worldwide. Led by Henrique Braun, public since 1919-09-05.

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
44.6M
Previous Short Interest
41.2M
Change
8.45%
Days to Cover
3.03
Avg Daily Volume
14.7M
Avg Days to Cover (24 reports)
2.39

Showing 24 bi-monthly FINRA short interest reports for The Coca-Cola Company.

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

KO most-active contracts

TypeStrikeExpirationVolumeOIIVBidAsk
CALL$84.00May 22, 20265.9K18119.0%$0.07$0.10

Top 1 contracts from the ORATS-sourced nightly scan; ranked by volume within the broader S&P 500/400/600 + ETF universe.

Frequently asked KO short interest questions

What is the current KO short interest?
As of the Apr 30, 2026 settlement, The Coca-Cola Company (KO) short interest is 44.6M shares, a +8.45% 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 KO days-to-cover ratio?
Days-to-cover is 3.03, 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 KO 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.