SOFI

As of 2026-08-14. Fetched 3 Sept 2026, 22:37 UTC.

$3.19B of stock has been borrowed and sold, and has to be bought back. That is the position at today’s price. Everything below is context for it.

Shares short

172.52M

% of float

13.56%

% of shares out

13.36%

Days to cover

3.41

as reported

Float

1271.72M

shares, not dollars

Shares out

1291.57M

shares, not dollars

Avg daily volume

70.60M

stockanalysis-history-3mo

Institutional own.

50.94%

Named funds disclosing a PUT position against this ticker in their most recent SEC 13F-HR filings, matched on CUSIP rather than issuer name (a multi-filer filing can carry an unrelated company's name over the right CUSIP) and attributed to the filer named in that filing's own primary document. This is a quarterly snapshot filed up to 45 days late, so the position may already be gone. A put can be a hedge on a long position, not a directional bearish bet. And 13F excludes short stock outright, which is how most short interest is actually expressed, so this is a small, self-selected slice of the bearish side shown alongside the aggregate short interest above, never an explanation of it. Absence from this list is not evidence a fund is not short.

Scanned 20 of the most recent 13F-HR filings mentioning this ticker (cap 20), filed between 2026-02-15 and 2026-09-03. Fetched 3 Sept 2026, 22:37 UTC.

Feed quote time 2026-09-03 22:36:23. This is delayed data, not a live tape. Cached 3 Sept 2026, 22:37 UTC. Spot used for these figures: $18.48.

Gamma exposure is an intraday, mechanical hedging flow: how many shares a delta-hedged options book would need to trade for a 1% move in the underlying, computed from today's open interest and the venue's own per-contract greeks (no Black-Scholes re-derivation here). It is a different mechanism from the short-interest days-to-cover model above, which plays out over days on a figure that only updates a couple of times a month. Treat these as two separate stories, not one combined "squeeze" number.

Every "net" figure below assumes dealers are net short the calls and net long the puts their customers hold. That is a common convention (SqueezeMetrics' GEX methodology; the assumption most retail options-flow trackers use), which makes call gamma an accelerant on the way up (+1) and put gamma an offsetting term (-1). This is an assumption about who is on the other side of the open interest, not a disclosure. Nobody publishes actual dealer books. The raw, unsigned call and put totals are shown alongside the net figure so a reader who rejects the assumption still has usable numbers. Open interest also names nobody: unlike the 13F table above, options data cannot show who wrote a contract at all (13F itself never covers short stock either, see the caveats on that table).

Call gamma / 1%

3.26M sh

$60.3M

Put gamma / 1%

1.45M sh

$26.8M

Net gamma / 1%

1.81M sh

$33.5M, assumed sign convention

Call gamma vs ADV

4.62%

call gamma/1% ÷ average daily volume

Call open interest

2.68M

Put open interest

1.33M

Put / call ratio

0.49

Chain size

978 contracts

19 expiries