AVNV Short Volume

Avantis All International Markets Value ETF 9 (AVNV) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $56.1M, listed on AMEX, carrying a beta of 0.60 to the broader market. Designed to provide exposure to a broadly diversified set of companies and sectors and across international developed and emerging market countries while focusing on securities we believe have higher expected returns*–companies trading at lower valuations with higher profitability ratios. public since 2023-06-29.

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
2026-05-15
Short Volume
27.5K
Total Volume
29.0K
Short %
94.64%
30-Day Avg Short %
41.13%

Showing 30 days of FINRA short volume data for Avantis All International Markets Value ETF 9.

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

Frequently asked AVNV short volume questions

What is the daily AVNV short volume?
As of May 15, 2026, Avantis All International Markets Value ETF 9 (AVNV) short volume is 27.5K shares against 29.0K total reported volume, or 94.64% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is AVNV 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 AVNV 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.