AMED Amedisys Inc
XNAS
101.00
Delayed
Stock quote, options chain, IV rank, technicals, AI analysis, and institutional ownership. Iron condor setups Expected move IV rank history Fibonacci levels Insider trading
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
- IV Rank (30D)
- 8.59
- Straddle Price
- $3.50
- P/C Vol Ratio
- 0.35
- Market Cap
- $3.3B
- Industry (SIC)
- SERVICES-HOME HEALTH CARE SERVICES (8082) · industry map
- Exchange
- XNAS
- Market Cap
- $3.3B
- Employees
- 19,000
- List Date
- 1994-08-17
- CIK
- 0000896262
- Headquarters
- Baton Rouge, LA
- Homepage
- https://www.amedisys.com
Amedisys Inc is a healthcare services company in the United States. The company brings healthcare to the home through the provision of home healthcare services, hospice services, and high acuity care segment. The Home Health Segment provides skilled nurses, therapists, and aids to patients' homes throughout the United States; the Hospice segment operates many centers designed to provide comfort and support for terminally ill patients; and the High acuity care segment can deliver the essential elements of inpatient hospital, SNF care, and palliative care to patients in their homes. A majority o…
Each spoke is this symbol's rank within its sector (0–100; the dotted ring marks the sector median at 50). Higher is more constructive for a long. One spoke — News sentiment — is an absolute reading, not a sector rank. Grayed spokes have no data. A fuller shape is a summary, not a recommendation.
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
Click Frenzy-Pro™ for an AI analysis of this ticker.
Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.
| Earnings Date | Timing | Expected Move | Actual Move | Ratio | Outcome |
|---|---|---|---|---|---|
| 2021-02-24 | After-Close | 6.68% | 6.62% | 0.99x | Within |
| 2021-04-28 | After-Close | 6.11% | 0.26% | 0.04x | Within |
| 2021-08-04 | After-Close | 6.09% | 21.91% | 3.60x | Exceeded |
| 2021-11-02 | After-Close | 10.77% | 2.16% | 0.20x | Within |
| 2022-02-23 | After-Close | 13.16% | 9.66% | 0.73x | Within |
| 2022-04-27 | After-Close | 12.24% | 2.64% | 0.22x | Within |
| 2022-07-27 | After-Close | 11.76% | 4.81% | 0.41x | Within |
| 2022-10-26 | After-Close | 12.25% | 11.99% | 0.98x | Within |
| 2023-02-15 | After-Close | 6.30% | 3.57% | 0.57x | Within |
| 2023-05-03 | After-Close | 9.45% | 2.34% | 0.25x | Within |
| 2023-07-26 | After-Close | 4.21% | 0.73% | 0.17x | Within |
| 2023-10-24 | After-Close | 3.72% | 0.74% | 0.20x | Within |
| 2024-02-21 | After-Close | 4.43% | 0.95% | 0.21x | Within |
| 2024-04-24 | After-Close | 4.70% | 0.12% | 0.03x | Within |
| 2024-07-24 | After-Close | 4.64% | 0.17% | 0.04x | Within |
| 2024-11-06 | After-Close | 5.40% | 0.93% | 0.17x | Within |
| 2025-02-26 | Pre-Market | 4.34% | 0.03% | 0.01x | Within |
| 2025-04-23 | After-Close | 3.28% | 0.68% | 0.21x | Within |
| 2025-07-29 | After-Close | 4.54% | 1.20% | 0.26x | Within |
Earnings calendar: this week’s reports with expected vs actual moves →
AMED Options Activity & IV Rank
AMED IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Options Flow
ATM Options Pricing
Chain Summary
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Estimated net dealer gamma is at the 63rd percentile of this name's own daily history, within its typical range. This describes current positioning; it is not a forecast or a trading signal.
Net dealer gamma is an estimate of the aggregate gamma held by options market makers across this name's option chain, weighted by open interest. Dealer positions aren't public, so it uses a standard simplifying assumption: dealers are treated as long the calls and short the puts that are open. Actual dealer books can differ.
Gamma percentile ranks today's estimate against this name's own daily history, from 0% (the lowest reading on record) to 100% (the highest). Raw gamma scales with how much open interest a chain carries, so it isn't comparable across names; the percentile is. The badge marks the bottom 20% as low and the top 20% as high.
Tilts run from −1 to +1 and show how lopsided the estimated dealer exposure is. GEX tilt compares call gamma with put gamma. Vanna tilt describes how the hedge would shift if implied volatility changed, and charm tilt how it would shift with the passage of time.
This card describes estimated positioning and where it sits historically. It is not a forecast of price direction or volatility and not a trading signal. Market-wide view: Dealer positioning screener.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
AMED Institutional Ownership (13F)
Latest filings — 2026-06-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
AMED Insider Trading (Form 4)
Latest: 2025-08-14| Filed | Reporter | Role | Action | Shares | Avg Price | Net $ | Link |
|---|---|---|---|---|---|---|---|
| 2025-08-14 | Ivanetta Davis Samuels | Director | Disp (D) | −7,600 | — | EDGAR | |
| 2025-08-14 | Teresa L. Kline | Director | Disp (D) | −9,818 | — | EDGAR | |
| 2025-08-14 | Bruce D Perkins | Director | Disp (D) | −23,992 | — | EDGAR | |
| 2025-08-14 | Molly Joel Coye | Director | Disp (D) | −8,818 | — | EDGAR | |
| 2025-08-14 | Julie D Klapstein | Director | Disp (D) | −16,031 | — | EDGAR | |
| 2025-08-14 | Vickie L Capps | Director | Disp (D) | −9,818 | — | EDGAR | |
| 2025-08-14 | Paul B. K. Kusserow | Director | Disp (D) | −439,745 | — | EDGAR | |
| 2025-08-14 | Richard M Ashworth | President and CEO | Mixed | −159,925 | — | EDGAR | |
| 2025-08-14 | Allyson Guidroz | Chief Accounting Officer | Disp (D) | −9,473 | — | EDGAR | |
| 2025-08-14 | Jeffrey A Rideout | Director | Disp (D) | −9,335 | — | EDGAR | |
| 2025-08-14 | Nick Muscato | Chief Strategy Officer | Mixed | −35,899 | — | EDGAR | |
| 2025-08-14 | Denise M. Bohnert | Chief Compliance Officer | Mixed | −20,141 | — | EDGAR | |
| 2025-08-14 | Scott G Ginn | EVP, CFO & COO | Mixed | −94,443 | — | EDGAR | |
| 2025-08-14 | Jennifer G Griffin | Chief Legal Officer | Disp (D) | −20,173 | — | EDGAR | |
| 2025-08-08 | Allyson Guidroz | Chief Accounting Officer | Award (A) | +2,015 | — | EDGAR |
AMED Insider Holdings
4 insiders · @ $100.99| # | Insider | Role | Shares | Disclosed Exposure | Lifetime OM Net | Filings | Last Filed |
|---|---|---|---|---|---|---|---|
| 1 | Paul B. K. Kusserow | Chief Executive Officer | 353,670 | $35.72M | $0 | 28 | 2025-08-14 |
| 2 | Nick Muscato | Chief Strategy Officer | 32,620 | $3.29M | $0 | 12 | 2025-08-14 |
| 3 | Denise M. Bohnert | Chief Compliance Officer | 10,644 | $1.07M | -$550.7K | 24 | 2025-08-14 |
| 4 | Allyson Guidroz | Chief Accounting Officer | 8,574 | $865.9K | -$223.7K | 13 | 2025-08-14 |
AMED Board & Officers
As of SEC filings through Aug 14, 2025Directors 7
- Jake L Netterville · on file since 2006
- Peter Ricchiuti · on file since 2006
- William F Borne · listed since Nov 2007
- Larry R Graham · listed since Feb 2009
- Linda J. Hall · since Mar 6, 2013
- Nathaniel M Zilkha · since Mar 26, 2014
- Donald A Washburn · listed since Jun 2015
Officers 15
- Larry R Graham · COO and President · listed since Oct 2007
- Dale E Redman · Chief Financial Officer · since Feb 21, 2007
- Gary D Willis · Chief Financial Officer · since Jan 3, 2017
- Michael D Snow · Chief Operating Officer · since Feb 22, 2010
- Daniel P McCoy · Chief Operating Officer · since Apr 20, 2016
- Alice A Schwartz · Chief Information Officer · listed since May 2007
- Michael O. Fleming · Chief Medical Officer · since Oct 22, 2009
- T A Barfield Jr · Chief Development Officer · since Jan 11, 2010
- Lawrence R Pernosky · Chief Human Resources Officer · since Apr 20, 2016
- Stephen Seim · Chief Strategy Officer · since Apr 20, 2016
- David B. Pearce · Chief Compliance Officer · since Jul 5, 2016
- Susan Sender · Chief Clinical Officer · since Aug 29, 2016
- Adam Y Holton · Chief People Officer · since Oct 10, 2022
- David R Bucey · General Counsel and Secretary · since Oct 22, 2009
- Donald Loverich Jr · Principal Accounting Officer · since Jun 7, 2006
Changes in the last 10 years (58)
| Aug 14, 2025 | Vickie L Capps reported in an SEC filing no longer being a director |
| Aug 14, 2025 | Teresa L. Kline reported in an SEC filing no longer being a director |
| Aug 14, 2025 | Scott G Ginn reported in an SEC filing no longer being EVP, CFO & COO |
| Aug 14, 2025 | Richard M Ashworth reported in an SEC filing no longer being a director |
| Aug 14, 2025 | Richard M Ashworth reported in an SEC filing no longer being President and CEO |
| Aug 14, 2025 | Paul B. K. Kusserow reported in an SEC filing no longer being a director |
| Aug 14, 2025 | Nick Muscato reported in an SEC filing no longer being Chief Strategy Officer |
| Aug 14, 2025 | Molly Joel Coye reported in an SEC filing no longer being a director |
| Aug 14, 2025 | Julie D Klapstein reported in an SEC filing no longer being a director |
| Aug 14, 2025 | Jennifer G Griffin reported in an SEC filing no longer being Chief Legal Officer |
| Aug 14, 2025 | Jeffrey A Rideout reported in an SEC filing no longer being a director |
| Aug 14, 2025 | Ivanetta Davis Samuels reported in an SEC filing no longer being a director |
| Aug 14, 2025 | Denise M. Bohnert reported in an SEC filing no longer being Chief Compliance Officer |
| Aug 14, 2025 | Bruce D Perkins reported in an SEC filing no longer being a director |
| Aug 14, 2025 | Allyson Guidroz reported in an SEC filing no longer being Chief Accounting Officer |
| Nov 4, 2024 | Jennifer G Griffin became Chief Legal Officer |
| Aug 22, 2024 | The company announced the departure of Michael Paul North as Chief Information Officer in an SEC filing |
| Feb 21, 2024 | Scott G Ginn listed as EVP, CFO & COO (previously EVP, CFO & Acting COO) in SEC filings |
| Aug 24, 2023 | Allyson Guidroz became Chief Accounting Officer |
| Apr 10, 2023 | Richard M Ashworth became a director |
| Apr 10, 2023 | Richard M Ashworth became President and CEO |
| Mar 12, 2023 | The company announced the departure of Paul B. K. Kusserow as Chief Executive Officer in an SEC filing |
| Jan 4, 2023 | Paul B. K. Kusserow listed as Chief Executive Officer (previously CEO and Chairman of the Board) in SEC filings |
| Nov 23, 2022 | Scott G Ginn listed as EVP, CFO & Acting COO (previously EVP & Chief Financial Officer) in SEC filings |
| Oct 10, 2022 | Adam Y Holton became Chief People Officer |
| Sep 23, 2022 | The company announced the departure of David L Kemmerly as Chief Legal and Government Affairs Officer in an SEC filing |
| Apr 21, 2022 | Nick Muscato became Chief Strategy Officer |
| Feb 28, 2022 | The company announced the departure of Richard A Lechleiter from the board in an SEC filing |
| Feb 22, 2022 | The company announced the departure of Sharon Brunecz as Chief Human Resources Officer in an SEC filing |
| Jan 6, 2022 | The company announced the departure of Christopher Gerard as President & COO in an SEC filing |
| Jan 4, 2022 | Paul B. K. Kusserow listed as CEO and Chairman of the Board (previously CEO, President and Chairman of the Board) in SEC filings |
| May 27, 2021 | Christopher Gerard listed as President & COO (previously Chief Operating Officer) in SEC filings |
| Mar 2, 2021 | Scott G Ginn listed as EVP & Chief Financial Officer (previously Chief Financial Officer) in SEC filings |
| Dec 15, 2020 | Ivanetta Davis Samuels became a director |
| May 7, 2020 | David L Kemmerly listed as Chief Legal and Government Affairs Officer (previously General Counsel and Senior Vice President of Government Affairs) in SEC filings |
| Jan 6, 2020 | Paul B. K. Kusserow listed as CEO, President and Chairman of the Board (previously CEO and President) in SEC filings |
| Nov 1, 2019 | Vickie L Capps became a director |
| Nov 1, 2019 | Teresa L. Kline became a director |
| Nov 1, 2019 | Molly Joel Coye became a director |
| Sep 1, 2019 | Denise M. Bohnert became Chief Compliance Officer |
| Jun 11, 2018 | Sharon Brunecz became Chief Human Resources Officer |
| Jun 6, 2018 | Kohlberg Kravis Roberts & Co. L.P. reported in an SEC filing no longer being a 10% owner |
| Jun 6, 2018 | KKR Management LLC reported in an SEC filing no longer being a 10% owner |
| Jun 6, 2018 | KKR Management Holdings L.P. reported in an SEC filing no longer being a 10% owner |
| Jun 6, 2018 | KKR Management Holdings Corp reported in an SEC filing no longer being a 10% owner |
| Jun 6, 2018 | KKR Group Ltd reported in an SEC filing no longer being a 10% owner |
| Jun 6, 2018 | KKR Group Holdings L.P. reported in an SEC filing no longer being a 10% owner |
| Jun 6, 2018 | KKR Credit Advisors (US) LLC reported in an SEC filing no longer being a 10% owner |
| Jun 6, 2018 | KKR & Co. L.P. reported in an SEC filing no longer being a 10% owner |
| Jun 6, 2018 | Henry R Kravis reported in an SEC filing no longer being a 10% owner |
| Jun 6, 2018 | George R Roberts reported in an SEC filing no longer being a 10% owner |
| Oct 20, 2017 | Scott G Ginn listed as Chief Financial Officer (previously Chief Accounting Officer) in SEC filings |
| Apr 4, 2017 | Ronald A Laborde reported in an SEC filing no longer being a director |
| Apr 4, 2017 | Ronald A Laborde reported in an SEC filing no longer being Vice Chairman and CFO |
| Feb 24, 2017 | Scott G Ginn listed as Chief Accounting Officer (previously Principal Accounting Officer, SVP - Accounting and Controller) in SEC filings |
| Jan 3, 2017 | Gary D Willis became Chief Financial Officer |
| Jan 3, 2017 | Christopher Gerard became Chief Operating Officer |
| Nov 3, 2016 | Michael Paul North became Chief Information Officer |
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AMED Proposed Insider Sales (Form 144)
Latest: 2025-05-08What is Form 144? A notice of intent to sell restricted or control stock under Rule 144. Affiliates (officers, directors, 10%+ owners) and holders of restricted shares must file Form 144 when planning to sell more than 5,000 shares or $50,000 in any 3-month rolling window.
How it relates to Form 4: Form 144 is filed before the trade (up to 90 days in advance); Form 4 is filed within 2 business days after the trade executes. Not every Form 144 results in a sale — the filer may cancel or delay. Look for the corresponding Form 4 on the Insider Activity card to confirm a sale actually happened.
10b5-1 plans: Trades made under a pre-scheduled Rule 10b5-1 plan are not discretionary — they execute automatically on dates set months earlier, regardless of news. High 10b5-1 percentages mean less per-filing signal value, though cumulative selling volume still matters.
"Notice value": Aggregate market value the filer wrote into the Form 144 — i.e. the size of the planned sale, not necessarily the executed dollars. An amended notice (Form 144/A) replaces the original it amends, and cancelled notices are dropped, so neither is double-counted above. A filed value that is clearly inconsistent with the share count at the stock's price (a filer typo) shows as a dash and is left out of the totals.
Source & freshness: Sourced from public Form 144 filings. Refreshed daily; new filings typically appear here the morning after they are filed.
| Filed | Filer | Role | Shares | Notice Value | Planned Sale | Broker | Plan | Link |
|---|---|---|---|---|---|---|---|---|
| 2025-05-08 | Guidroz Allyson | Officer | 374 | $35.9K | 2025-05-08 | Merrill Lynch | — | EDGAR |
| 2025-03-04 | Guidroz Allyson | Officer | 2,041 | $187.7K | 2025-03-04 | Merrill Lynch | — | EDGAR |
| 2024-11-07 | North Michael Paul | Former Officer | 11,221 | $1.09M | 2024-11-07 | Merrill Lynch | — | EDGAR |
| 2023-12-26 | Ashworth Richard M | Officer | 10,143 | $965.6K | 2023-12-26 | Merrill Lynch | — | EDGAR |
| # | ETF | Provider | Weight | $ Exposure | ETF AUM | As Of |
|---|
Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.
- Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
- Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
- Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
- Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
- Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
- YoY growth — compare to the same quarter a year earlier to remove seasonality.
- Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
- Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.
TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.
Regulatory short-interest reports publish on a bi-weekly settlement cadence; short-volume is reported daily by the trade-reporting facilities. Float is derived from insider-ownership filings.
- Short Interest — total shares currently sold short as of the settlement date. Lags real time by ~8 business days.
- SI % of Float — short interest / free float. The key crowding metric.
- Days to Cover — short interest / avg daily volume. How many full trading days it would take shorts to buy back. High DTC + catalyst = squeeze fuel.
- Short Vol Ratio — today's short-sale volume / total volume. Intraday selling pressure proxy (not the same as short interest).
- Free Float — shares available for public trading (total shares minus insider / restricted).
- Float % — free float / shares outstanding. <50% = tightly held, more prone to squeezes.
- SI % of Float < 5% — typical, no particular signal.
- 5–15% — elevated; watch for catalysts (earnings, guidance, macro).
- 15–30% — heavily shorted; tight-float names in this range have produced notable squeezes historically.
- >30% — extreme; borrow is likely expensive and squeeze risk is material.
- Days to Cover > 5 combined with high SI% amplifies squeeze potential.
- Trend matters more than level. Rapidly rising short interest often precedes negative catalysts or heavy hedging.
- A sudden drop in SI after a rally may indicate a squeeze in progress.
Short interest is reported mid-month and end-of-month; short volume is daily.