Jackson Acquisition Company II (JACS): Short Interest History

The most recent FINRA short interest report for JACS (settlement date September 30, 2026) shows 2,138 shares sold short , a change of 50.99% from the prior report .

Days to cover: 0.20.

FINRA settlement history

Settlement date Short interest Change Avg daily volume Days to cover
Sep 30, 2026 2,138 50.99% 10,699 1.00
Sep 15, 2026 1,416 -9.75% 89,630 1.00
Aug 31, 2026 1,569 -6.83% 114 13.76
Aug 14, 2026 1,684 -7.27% 1,341 1.26
Jul 31, 2026 1,816 32.55% 25,470 1.00
Jul 15, 2026 1,370 -33.91% 23,295 1.00
Jun 30, 2026 2,073 13.90% 59,999 1.00
Jun 15, 2026 1,820 41.97% 24,388 1.00
May 29, 2026 1,282 -1.54% 33,854 1.00
May 15, 2026 1,302 -16.32% 69,356 1.00
Apr 30, 2026 1,556 1.90% 10,551 1.00
Apr 15, 2026 1,527 -1.61% 38,226 1.00
Mar 31, 2026 1,552 -23.81% 11,808 1.00
Mar 13, 2026 2,037 21.03% 19,686 1.00
Feb 27, 2026 1,683 103.26% 269,046 1.00
Feb 13, 2026 828 -6.97% 41,431 1.00
Jan 30, 2026 890 -53.81% 51,382 1.00
Jan 15, 2026 1,927 -59.10% 30,498 1.00
Dec 31, 2025 4,711 28.82% 88,453 1.00
Dec 15, 2025 3,657 0.19% 19,060 1.00
Nov 28, 2025 3,650 -0.03% 17,451 1.00
Nov 14, 2025 3,651 6.32% 4,436 1.00
Oct 31, 2025 3,434 -6.43% 4,256 1.00
Oct 15, 2025 3,670 -18.82% 9,424 1.00

Frequently asked questions

What is short interest in JACS?

Short interest is the total number of JACS shares currently sold short but not yet covered or closed out. FINRA publishes this data twice monthly.

How is JACS short interest calculated?

Short interest is aggregated from member firm reports to FINRA. Every U.S. broker-dealer must report aggregate short positions in each security as of the 15th and last trading day of each month.

What does a high short interest mean?

Higher short interest can indicate bearish sentiment, but it also raises the potential for a short squeeze if positive news forces short sellers to cover their positions simultaneously. Compare short interest to float (short percent of float) for context.

Source: FINRA short interest reports, published bi-monthly.

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