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About Shake Shack, Inc. (SHAK) data

Data as of August 14, 2026.

Shake Shack, Inc. (SHAK) has 3.90M shares sold short as of the latest FINRA settlement report on August 14, 2026. Short interest has increased by 4.89% compared with the prior settlement. At the current average daily volume, covering all open short positions would take about 1.61 days (days to cover).

Recent SHAK short interest history

Settlement date Short interest Change Days to cover
Aug 14, 2026 3,900,158 4.89% 1.61
Jul 31, 2026 3,718,451 -8.04% 2.24
Jul 15, 2026 4,043,365 10.28% 2.04
Jun 30, 2026 3,666,327 -15.33% 1.96
Jun 15, 2026 4,330,237 5.41% 1.51
May 29, 2026 4,107,880 -19.85% 1.69
May 15, 2026 5,125,487 -17.53% 1.32
Apr 30, 2026 6,215,059 -6.80% 6.32
Apr 15, 2026 6,668,264 -7.07% 6.24
Mar 31, 2026 7,175,443 17.76% 5.93
Mar 13, 2026 6,093,301 5.29% 4.11
Feb 27, 2026 5,787,425 8.24% 3.23

Full history, charts, and borrow-fee detail are on the SHAK short interest page.

Frequently asked questions

What is the current short interest in SHAK?

As of the latest FINRA settlement dated August 14, 2026, SHAK had approximately 3,900,158 shares sold short. Short interest data is reported by FINRA twice per month.

How much does it cost to short SHAK?

The latest borrow fee (cost to borrow) for SHAK is 0.25% per year, based on IBKR data. Fees can change throughout the trading day as shares are borrowed and returned.

What is the days to cover ratio for SHAK?

Days to cover for SHAK is approximately 1.61 days. This estimates how many trading days it would take short sellers to buy back all outstanding short shares at the current average daily volume.

Is SHAK a short squeeze candidate?

A squeeze needs shorts that are hard to close. SHAK trades about 2,423,388 shares a day and would take roughly 1.61 days to unwind current short positions, at a current borrow fee of 0.25%. Higher days-to-cover and a rising borrow fee together are the setup to watch; neither alone is enough.

Not investment advice. Past performance does not guarantee future results.

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