PLPC Short Interest
Preformed Line Products Company (PLPC) operates in the Industrials sector, specifically the Electrical Equipment & Parts industry, with a market capitalization near $1.86B, listed on NASDAQ, employing roughly 3,401 people, carrying a beta of 0.88 to the broader market. Preformed Line Products Company, together with its subsidiaries, designs and manufactures products and systems that are used in the construction and maintenance of overhead, ground-mounted, and underground networks for the energy, telecommunication, cable operator, information, and other industries. Led by Dennis F. McKenna, public since 1999-04-28.
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
- 2026-05-15
- Short Interest
- 227.3K
- Previous Short Interest
- 208.0K
- Change
- 9.31%
- Days to Cover
- 1.99
- Avg Daily Volume
- 114.1K
- Avg Days to Cover (24 reports)
- 1.94
Showing 24 bi-monthly FINRA short interest reports for Preformed Line Products Company.
Learn how short interest is reported and how to read the data →
Frequently asked PLPC short interest questions
- What is the current PLPC short interest?
- As of the May 15, 2026 settlement, Preformed Line Products Company (PLPC) short interest is 227.3K shares, a +9.31% 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 PLPC days-to-cover ratio?
- Days-to-cover is 1.99, 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 PLPC 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.