WRLD Short Interest

World Acceptance Corporation (WRLD) operates in the Financial Services sector, specifically the Financial - Credit Services industry, with a market capitalization near $789.5M, listed on NASDAQ, employing roughly 2,872 people, carrying a beta of 1.17 to the broader market. World Acceptance Corporation, together with its subsidiaries, engages in small-loan consumer finance business. Led by Janet Lewis Matricciani, public since 1991-11-26.

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
527.2K
Previous Short Interest
508.3K
Change
3.72%
Days to Cover
3.00
Avg Daily Volume
175.5K
Avg Days to Cover (24 reports)
4.25

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

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

Frequently asked WRLD short interest questions

What is the current WRLD short interest?
As of the May 15, 2026 settlement, World Acceptance Corporation (WRLD) short interest is 527.2K shares, a +3.72% 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 WRLD days-to-cover ratio?
Days-to-cover is 3.00, 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 WRLD 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.