Innovator Equity Defined Protection ETF - 1 Yr August (ZAUG) short interest & short volume · 55K shares short
Innovator Equity Defined Protection ETF - 1 Yr August official short interest (FINRA, twice monthly) and daily short volume (FINRA Reg SHO), with history, % of float and days to cover.
What changed
ZAUG short interest fell 42.0% to 55K shares in the Oct 15, 2026 report (2.2 days to cover). Daily short volume averaged 26.8% of volume over the last 20 sessions, down from 43.8% the 20 sessions before, the 34th percentile of its own 20-day averages since Sep 16, 2025.
Short interest
Official, twice monthly · settled Oct 15, 2026
- Shares short
- 55K
- prior 94K
- % of float
- —
- no float on file
- Days to cover
- 2.2
- avg vol 25K
- Change vs prior report
- -42.0%
| Report date | Shares short | $ value short | Change | % float | Days to cover | Price |
|---|---|---|---|---|---|---|
| Oct 15, 2026 | 55K | $1.5M | -42.0% | — | 2.2 | $27.97 |
| Sep 30, 2026 | 94K | $2.6M | +212.9% | — | 3.8 | $27.88 |
| Sep 15, 2026 | 30K | $838K | -58.7% | — | 1.0 | $27.82 |
| Aug 31, 2026 | 73K | $2.0M | -13.6% | — | 1.0 | $27.87 |
| Aug 14, 2026 | 84K | $2.4M | +1426.1% | — | 1.0 | $27.92 |
| Jul 31, 2026 | 6K | $153K | +829.8% | — | 1.0 | $27.69 |
Days to cover is short interest divided by FINRA's average daily volume for the period: how many average days of trading it would take shorts to buy back.
Source: FINRA equity short interest (twice monthly) · Settlement Oct 15, 2026
Daily short volume
Share of each day's volume sold short · FINRA Reg SHO
- Latest (Nov 11)
- 54.1%
- 10K of 19K
- 20-day average
- 26.8%
- prior 43.8%
- Percentile vs own history
- 34th
- 187 periods since 2025
Loading prices…
Source: FINRA Reg SHO daily short sale volume · Latest Nov 11, 2026
Short squeeze score (model)
Model, not a forecast: 40 pts short interest % of float (full at 30%), 25 pts days to cover (full at 10), 15 pts rise in short interest since the prior report (full at +50%), 20 pts price gain since the settlement date (full at +25%). Missing inputs score 0.
ZAUG's squeeze score and its inputs with Lician Pro.Start 3-day trial — $149/yr
Market-wide: most shorted stocks, biggest changes and unusual short volume · ZAUG overview
| Date | Short | Total | Short % of volume |
|---|---|---|---|
| 2026-11-11 | 10,032 | 18,554 | 54.1% |
| 2026-11-09 | 3,425 | 7,516 | 45.6% |
| 2026-11-06 | 171 | 4,670 | 3.7% |
| 2026-11-05 | 752 | 12,572 | 6.0% |
| 2026-11-04 | 315 | 3,064 | 10.3% |
| 2026-11-03 | 965 | 7,521 | 12.8% |
| 2026-11-02 | 12 | 6,494 | 0.2% |
| 2026-10-30 | 726 | 1,468 | 49.5% |
| 2026-10-29 | 118 | 1,407 | 8.4% |
| 2026-10-28 | 47 | 1,540 | 3.0% |
ZAUG short interest FAQ
What is ZAUG's short interest?
Innovator Equity Defined Protection ETF - 1 Yr August (ZAUG) had 55K shares sold short and not yet covered in FINRA's Oct 15, 2026 settlement report.
How many days to cover does ZAUG have?
2.2 days: 55K shares short divided by an average daily volume of 25K for the Oct 15, 2026 period.
Is ZAUG short interest rising or falling?
ZAUG short interest fell (-42.0%) from 94K to 55K shares in the Oct 15, 2026 report.
Is ZAUG a short squeeze candidate?
Lician's squeeze watch scores ZAUG 6 out of 100 (low) from the Oct 15, 2026 report: days to cover 5.5/25, change in short interest vs prior report 0/15. It is a transparent model of how crowded the short side is, not a forecast that a squeeze will happen.
What share of ZAUG daily volume is sold short?
26.8% on average over the last 20 sessions to Nov 11, 2026 (FINRA Reg SHO daily short volume; the 34th percentile of its own 20-day averages). Short volume counts market makers' same-day short sales, so it is not short interest.
What was ZAUG's latest FINRA short volume?
On Nov 11, 2026, cached FINRA short volume for Innovator Equity Defined Protection ETF - 1 Yr August (ZAUG) was 10,032 shares, 54.1% of 18,554 total volume.
How many ZAUG short-volume sessions are listed on this page?
This page lists 10 cached FINRA short-volume sessions for Innovator Equity Defined Protection ETF - 1 Yr August (ZAUG), from Oct 28, 2026 through Nov 11, 2026.
How did ZAUG short volume percent change from the prior cached session?
Cached FINRA short volume for Innovator Equity Defined Protection ETF - 1 Yr August (ZAUG) moved from 45.6% on Nov 9, 2026 to 54.1% on Nov 11, 2026, up 8.5 percentage points.
Not investment advice. Figures as filed or reported, not a live feed.