This is the percent change in the Short Interest for the most recent month as compared to the Short Interest for the previous month.


GENERAL NOTES ABOUT SHORT INTEREST

LAG
Short interest data is published by the exchanges twice a month around the 15th and the end of the month. The data is dissemintated to data aggregators with an average of 10 days lag. We have incorporated an artificial lag of 10 days for historical data since this data was not time-stamped by our provider. So for example data for the 15th becomes available point-in-time on the first saturday after the 25th. Data starting May 2013 is time-stamped on the day that we download it and we've been able to verify that the average lag is 10 days.

FREQUENCY
Data before 2007 is only available once a month. From 2007 on it is updated twice a month