BBB Short Volume
CYBER HORNET S&P 500 and Bitcoin 75/25 Strategy ETF (BBB) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $7.6M, listed on NASDAQ, employing roughly 154,950 people, carrying a beta of 1.27 to the broader market. The index measures the weighted return performance of a multi-asset strategy that consists of a 75% weight in the S&P 500® Index and a 25% weight in the S&P CME Bitcoin Futures Index. Led by Oliver Zipse, public since 2024-12-18.
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
- 2026-06-30
- Short Volume
- 21
- Total Volume
- 42
- Short %
- 50.00%
- 30-Day Avg Short %
- 43.50%
Showing 30 days of FINRA short volume data for CYBER HORNET S&P 500 and Bitcoin 75/25 Strategy ETF.
Learn how short volume is reported and how to read the data →
Frequently asked BBB short volume questions
- What is the daily BBB short volume?
- As of Jun 30, 2026, CYBER HORNET S&P 500 and Bitcoin 75/25 Strategy ETF (BBB) short volume is 21 shares against 42 total reported volume, or 50.00% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is BBB 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 BBB 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.