Short Squeeze Scan — 2026-07-26
Algolearn.AI July 26, 2026 3 min read 4 views
Squeeze 2026-07-26 · 1 top setup · 3 watchlist · 26 no signal
Automated daily scan of high-short-interest US stocks, scored against a 7-point short-squeeze checklist (the same warning signs that preceded the April 2026 CAR squeeze). Each top setup includes a defined-risk options idea built from live chain data. Not investment advice.
Top setups
GRPN (6/7)
GRPN is the scan's highest-conviction squeeze setup: 59.56% SI on a 20.12M float with institutions holding 90-95% of shares — leaving barely 1-2M shares of effective free float — and 11.28 days to cover. Earnings arrive around Aug 12, 2026, and the options market is loudly pricing this with call 25d IV at 229% versus put 25d IV at 47% (a 79-point call-skew premium) and a 48.6% expected move to expiry. The sole weak point is a 0.54% annualized borrow rate, meaning shorts face no carry-cost urgency; the most likely squeeze trigger is an earnings surprise or continued retail momentum through the Aug 12 event.
- [PASS] Short interest > 40% of float: 59.56% of 20.12M-share float shorted per highshortinterest.com API (2026-07-26); MarketBeat/FINRA confirm more than 50% of float is short.
- [PASS] Days to cover > 5: 11.28 days to cover per MarketBeat/FINRA (Jan 30, 2026 FINRA data); cross-validated: 11.99M shares short / 1.57M 10-day avg daily volume (theta EOD) = 7.6 days — both comfortably exceed 5-day threshold.
- [PASS] Tiny free float with institutions locked up: 90.05% institutional ownership per MarketBeat (June 2026); 95.11% per WallStreetZen (June 11, 2026). With 37.98M shares outstanding and 20.12M float, effective non-institutional tradeable supply is compressed to ~1-2M shares.
- [FAIL] Rising borrow costs: 0.54% annualized borrow rate with ~1.8M shares available (companiesmarketcap.com / Fintel). Borrowing is unconstrained and very cheap — no forced-cover pressure from carry cost.
- [PASS] Near-term catalyst (earnings, FDA, tariff, etc.): Q2 2026 earnings estimated Aug 12, 2026 (Investing.com) / Jul 31-Aug 4 window (Market Chameleon) — 6-17 days from scan date. Q1 2026 was a large EPS miss (-$0.32 vs -$0.04 consensus), raising stakes for the next report.
- [PASS] Heavy call buying / call skew > put skew: Aug 21 chain (ThetaData): call 25-delta IV 228.56% vs put 25-delta IV 47.07%; skew -79.4% call premium; ATM straddle $8.93 implies 48.6% expected move. Extreme call IV dominance signals heavy directional call accumulation.
- [PASS] Price momentum turning up despite heavy short interest: $17.26 close Jun 16 ? $25.81 close Jul 24 = +49.5% over 30 days (theta EOD). Broke out of $16-18 base on Jun 25 on 3.9M volume (3× average), held above $25 for 2 weeks.
| Strategy | bull call spread |
|---|---|
| Expiry | 2026-08-21 |
| Legs | long 1× $28 call (delta 0.40, bid $2.20 / ask $2.85, mid $2.53), short 1× $33 call (delta 0.26, bid $1.20 / ask $1.45, mid $1.33) |
| Cost | $1.20 debit per spread (mid prices from ThetaData Aug 21 chain) |
| Max risk / reward | $120 per spread / $380 per spread · breakeven $29.20 |
Watchlist
| Ticker | Score | Summary |
|---|---|---|
| SLS | 4/7 | SLS carries a live binary catalyst (REGAL Phase 3 AML trial database lock imminent per BioPharmaWatch Jul 17) alongside 9.1 days to cover and a 13.25% annualized borrow rate. The squeeze fuel exists, but SI at 32.33% is sub-threshold, the 185M float is largely unlocked (26-29% institutional), and the stock has retreated 26.7% from its Jun 29 high of $15.45 to $11.32. Elevate to top-setup if the REGAL readout is positive and SI holds above 30% in the next reporting cycle. |
| LCID | 3/7 | LCID's Jul 14 false-bankruptcy-report crash (stock halted, -57% intraday to $2.37 on 154M shares) produced a squeeze scare that reversed sharply once Lucid denied the claim. Saudi PIF's 57% stake and $9.5B total investment make actual bankruptcy implausible, and take-private speculation keeps a floor under the stock — +25.5% over 30 days. However, DTC is only 4.06 days, the options chain is illiquid, and the authoritative API SI is 33.34%; confirmed passes total only 3 of 7, making this watchlist rather than a high-conviction setup. |
| BATL | 3/7 | BATL's primary squeeze event appears to have already fired on Jul 8, 2026 — 138M shares traded (17× the 8.17M float) as price spiked to $2.42 intraday before collapsing to $1.64; web sources confirm SI fell from 44% to ~20% by Jul 2, and the post-squeeze drift is lower. The 86% institutional lockup (Oaktree 40.82% + Luminus 44.6%) and July 1 refinancing are genuine positives, but with no options, DTC under 1 day, and declining price action, this is a monitor-for-rebuilding story rather than an actionable setup today. |
No signal
AI, ECHO, EOSE, EVGO, FLNC, FLWS, FRMM, HIMS, HTZ, INDI, NVAX, PCT, PLCE, RUN, RXRX, SERV, SOUN, SPHR, SPRY, TTEC, UONE, UPST, WGS, WYFI, XRX, XPOF
Generated 2026-07-26 15:08 UTC by the AlgoLearn squeeze scanner. Defined-risk options ideas for informational purposes only — not investment advice.
https://pagerankcafe.com/pressRelease/blog/squeeze-scan-2026-07-26
