BKDV Short Volume
BNY Mellon Dynamic Value ETF (BKDV) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $556.8M, listed on AMEX, carrying a beta of 0.77 to the broader market. The fund seeks capital appreciation by investing primarily in value stocks — stocks that are included in at least one of the Russell 3000 Value Index, the S&P Composite 1500 Value Index or the MSCI ACWI Value Index, or a company that has a lower price-to-book ratio than the S&P 500 Index. public since 2024-11-04.
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
- 186.8K
- Total Volume
- 238.6K
- Short %
- 78.31%
- 30-Day Avg Short %
- 76.39%
Showing 30 days of FINRA short volume data for BNY Mellon Dynamic Value ETF.
Learn how short volume is reported and how to read the data →
Frequently asked BKDV short volume questions
- What is the daily BKDV short volume?
- As of Jun 1, 2026, BNY Mellon Dynamic Value ETF (BKDV) short volume is 186.8K shares against 238.6K total reported volume, or 78.31% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is BKDV 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 BKDV 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.