NYT Short Interest

The New York Times Company (NYT) operates in the Communication Services sector, specifically the Publishing industry, with a market capitalization near $11.47B, listed on NYSE, employing roughly 5,900 people, carrying a beta of 0.94 to the broader market. The New York Times Company, in conjunction with its subsidiaries, furnishes news and vital information to a worldwide readership and viewership through a diverse array of digital and traditional media. Led by Meredith A. Kopit Levien, public since 1973-05-03.

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
2026-06-15
Short Interest
12.6M
Previous Short Interest
11.6M
Change
8.34%
Days to Cover
7.57
Avg Daily Volume
1.7M
Avg Days to Cover (24 reports)
5.38

Showing 24 bi-monthly FINRA short interest reports for The New York Times Company.

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

NYT most-active contracts

TypeStrikeExpirationVolumeOIIVBidAsk
CALL$75.00Jul 17, 2026724.5K27.6%$0.20$0.40

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

Frequently asked NYT short interest questions

What is the current NYT short interest?
As of the Jun 15, 2026 settlement, The New York Times Company (NYT) short interest is 12.6M shares, a +8.34% 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 NYT days-to-cover ratio?
Days-to-cover is 7.57, 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 NYT 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.