UNF Short Interest

UniFirst Corporation (UNF) operates in the Industrials sector, specifically the Specialty Business Services industry, with a market capitalization near $4.69B, listed on NYSE, employing roughly 16,000 people, carrying a beta of 0.63 to the broader market. UniFirst Corporation provides workplace uniforms and protective work wear clothing in the United States, Europe, and Canada. Led by Steven S. Sintros, public since 1984-01-16.

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
525.9K
Previous Short Interest
496.9K
Change
5.83%
Days to Cover
2.70
Avg Daily Volume
194.9K
Avg Days to Cover (24 reports)
2.01

Showing 24 bi-monthly FINRA short interest reports for UniFirst Corporation.

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

UNF most-active contracts

TypeStrikeExpirationVolumeOIIVBidAsk
CALL$260.00Jun 18, 2026034823.5%$7.00$9.50

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

Frequently asked UNF short interest questions

What is the current UNF short interest?
As of the Apr 30, 2026 settlement, UniFirst Corporation (UNF) short interest is 525.9K shares, a +5.83% 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 UNF days-to-cover ratio?
Days-to-cover is 2.70, 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 UNF 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.