ASMF Short Volume

Virtus AlphaSimplex Managed Futures ETF (ASMF) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $30.8M, listed on AMEX, carrying a beta of 0.27 to the broader market. The ETF seeks to provide capital appreciation consistent with the risk/return characteristics of a basket of the largest Managed Futures funds in the world. public since 2024-05-01.

Short volume measures the number of shares sold short on a given day as reported by FINRA. Tracking short volume relative to total volume helps identify unusual bearish sentiment or short-squeeze potential.

Latest Date

2026-06-01

Short Volume

6.8K

Total Volume

6.8K

Short %

99.97%

30-Day Avg Short %

47.17%

Showing 30 days of FINRA short volume data for Virtus AlphaSimplex Managed Futures ETF.

Learn how short volume is reported and how to read the data →

Frequently asked ASMF short volume questions

What is the daily ASMF short volume?

As of Jun 1, 2026, Virtus AlphaSimplex Managed Futures ETF (ASMF) short volume is 6.8K shares against 6.8K total reported volume, or 99.97% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.

How is ASMF short volume reported?

FINRA publishes the Daily Short Sale Volume File for trades reported to FINRA TRFs and the FINRA/Nasdaq ADF on a T+1 basis. The headline figure is the count of shares that printed at the short-sale or short-exempt tick across all reporting venues for the symbol; each exchange separately publishes its own daily short-sale data file.

What does ASMF short volume tell options traders?

Daily short-sale flow is one input that helps disambiguate dealer-hedging activity from directional bear flow when the chain shows fresh customer call inventory. It is not a clean MM-only proxy: the headline number mixes directional shorting, options-MM delta-hedging, ETF-creation arbitrage, and convertible-arb hedging. Cross-check against gamma-exposure and OI changes for a cleaner read.