KOYNW Short Interest

CSLM Digital Asset Acquisition Corp III Warrants (KOYNW) operates in the Financial Services sector, specifically the Shell Companies industry, with a market capitalization near $244.9M, listed on NASDAQ, employing roughly 3 people, carrying a beta of 0.69 to the broader market. CSLM Digital Asset Acquisition Corp III currently conducts no significant business operations. Led by Vikas K. Mittal, public since 2025-08-27.

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
581
Previous Short Interest
582
Change
-0.17%
Days to Cover
1.00
Avg Daily Volume
841
Avg Days to Cover (24 reports)
1.46

Showing 24 twice-monthly FINRA short interest reports for CSLM Digital Asset Acquisition Corp III Warrants.

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

Frequently asked KOYNW short interest questions

What is the current KOYNW short interest?
As of the Sep 30, 2026 settlement, CSLM Digital Asset Acquisition Corp III Warrants (KOYNW) short interest is 581 shares, a -0.17% 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 KOYNW 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 KOYNW 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.