BERZ Short Volume

MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN (BERZ) operates in the Financial Services sector, specifically the Asset Management - Leveraged industry, with a market capitalization near $2.3M, listed on AMEX, employing roughly 53,234 people, carrying a beta of -4.50 to the broader market. BERZ aims to deliver a daily leveraged inverse return, specifically -3 times the performance of an index comprising FANG and other qualifying technology firms. public since 2021-08-18.

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
2026-10-15
Short Volume
9.5K
Total Volume
28.7K
Short %
33.09%
30-Day Avg Short %
43.31%

Showing 30 days of FINRA short volume data for MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN.

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

Frequently asked BERZ short volume questions

What is the daily BERZ short volume?
As of Oct 15, 2026, MicroSectors Solactive FANG & Innovation -3X Inverse Leveraged ETN (BERZ) short volume is 9.5K shares against 28.7K total reported volume, or 33.09% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is BERZ 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 BERZ 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.