SVC Short Interest
Service Properties Trust (SVC) operates in the Real Estate sector, specifically the REIT - Hotel & Motel industry, with a market capitalization near $274.2M, listed on NASDAQ, carrying a beta of 1.59 to the broader market. Service Properties Trust is a real estate investment trust, or REIT, which owns a diverse portfolio of hotels and net lease service and necessity-based retail properties across the United States and in Puerto Rico and Canada with 149 distinct brands across 23 industries. Led by Christopher J. Bilotto, public since 1995-08-17.
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
- 13.7M
- Previous Short Interest
- 16.8M
- Change
- -18.43%
- Days to Cover
- 1.27
- Avg Daily Volume
- 10.8M
- Avg Days to Cover (24 reports)
- 3.49
Showing 24 bi-monthly FINRA short interest reports for Service Properties Trust.
Learn how short interest is reported and how to read the data →
Frequently asked SVC short interest questions
- What is the current SVC short interest?
- As of the Apr 30, 2026 settlement, Service Properties Trust (SVC) short interest is 13.7M shares, a -18.43% 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 SVC days-to-cover ratio?
- Days-to-cover is 1.27, 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 SVC 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.