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IMCR · Immunocore Holdings plc · Short Interest

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$32.60 +2.76 (+9.25%) At close · Oct 20
Market Cap
$1.54B
Shares
51.50M
Volume · Oct 20 942.12K Avg daily vol (3M) 436.45K

Shares sold short and not yet covered, reported twice monthly. Days to cover is the reported short position divided by average daily volume.

IMCR Latest Reported Short Interest

FINRA reported 7,903,280 IMCR shares sold short as of the September 30, 2026 settlement date, an increase of 133,038 shares. Days to cover was 20.70 based on FINRA's reported average daily volume.

Official FINRA short-interest data · share counts are restated for subsequent splits of this listing

IMCR Short Interest Forecast

Equibles' model estimates 7,789,110 shares sold short for the October 15, 2026 settlement, -1.4% versus the latest reported position, with a likely range of 7,004,462 to 8,477,983 shares. This model prediction uses FINRA data through October 15, 2026; FINRA's official release is expected October 26, 2026.

Model estimate

Expected Oct 15 short interest

as of Oct 15 Medium confidence 66% chance it falls
7,789,110 -1.4% vs reported
Likely range 7,004,462 to 8,477,983 The latest estimate appears in the chart below. Official release expected Oct 26. Methodology
Short Squeeze Score
79/100
Short interest 15.3% of shares — P95 Days to cover 20.7 — P97 Price vs VWAP -1.0% — P67 Short-volume trend -8.8% — P22 Short interest change +1.7% — P56 Worst FTD 0.00% of shares — P21 Price spike +10

Positioning score 68.9 + catalyst boost 10 (total capped at 100). This is a screening index, not a probability of a squeeze.

Method and coverage limits

Factor percentiles compare eligible primary operating-company stocks reporting short interest at the latest settlement date (2026-09-30). The weighted mean uses short interest 30%, days to cover 20%, price vs VWAP 15%, short-volume trend 15%, short-interest change 10%, and fails-to-deliver 10%. Missing factors redistribute their weight; incomplete coverage is not evidence of low risk. Price, volume, and earnings boosts add 10 each, capped at 20.

Shares outstanding are not free float. Borrow fees, utilization, lendable supply, recalls, and dealer inventory are not measured. Short-sale volume does not measure the change in open shorts; fails to deliver are not a borrow-cost measurement; price vs VWAP does not establish short sellers' entry prices. Earnings can move prices in either direction.

The weights are judgment-based, not calibrated to future squeeze outcomes. The separate options assessment below does not change this universe ranking.

Options positioning & squeeze sensitivity

Nearest expiration after today within 30 calendar days; same-day expirations and later maturities are excluded.

No listed expiration after today falls within the next 30 calendar days.

Open interest has both a buyer and a seller; it does not reveal dealer hedge direction. Gross gamma sums both calls and puts without netting and uses a local 1% price-change approximation. It measures sensitivity, not predicted buying or a squeeze probability.

Assessment prepared 2026-10-21 02:17 UTC. Options model values may come from a cached snapshot; their original computation time is not supplied. Open interest has its own effective date.

Short Interest History

Settlement Date Current Position Previous Position Change Days to Cover
2026-10-30 Scheduled
FINRA publishes Nov 10
— — — —
2026-10-15 Scheduled
FINRA publishes Oct 26
— — — —
2026-09-30 7,903,280 7,770,242 +133,038 20.70
2026-09-15 7,770,242 7,793,032 -22,790 20.56
2026-08-31 7,793,032 7,895,815 -102,783 20.80
2026-08-14 7,895,815 8,217,977 -322,162 18.80
2026-07-31 8,217,977 8,940,861 -722,884 17.38
2026-07-15 8,940,861 8,992,351 -51,490 12.63
2026-06-30 8,992,351 9,039,457 -47,106 12.51
2026-06-15 9,039,457 8,749,260 +290,197 21.37
2026-05-29 8,749,260 8,970,345 -221,085 19.71
2026-05-15 8,970,345 8,969,565 +780 35.40
2026-04-30 8,969,565 9,781,949 -812,384 20.81
2026-04-15 9,781,949 10,144,803 -362,854 22.57
2026-03-31 10,144,803 10,137,184 +7,619 26.05
2026-03-13 10,137,184 11,984,360 -1,847,176 28.45
2026-02-27 11,984,360 11,360,037 +624,323 31.43
2026-02-13 11,360,037 10,931,087 +428,950 29.39
2026-01-30 10,931,087 10,015,378 +915,709 17.53
2026-01-15 10,015,378 9,520,098 +495,280 25.46
2025-12-31 9,520,098 9,052,969 +467,129 36.58
2025-12-15 9,052,969 8,564,719 +488,250 31.20
2025-11-28 8,564,719 8,767,994 -203,275 22.05
2025-11-14 8,767,994 8,655,047 +112,947 33.90
2025-10-31 8,655,047 8,659,919 -4,872 31.74

Full FINRA short interest reporting calendar

Showing 1–23 of 23 settlements
Key facts CIK 1671927 CUSIP 45258D105 13F (30d) 8 filings 8 filers Visit website Investor relations