BTCL Short Volume

World Funds Trust - T-Rex 2X Long Bitcoin Daily Target ETF (BTCL) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $40.7M, listed on CBOE, carrying a beta of 1.87 to the broader market. The fund, under normal circumstances, invests at least 80% of its net assets (plus any borrowings for investment purposes) in financial instruments that are designed to provide, in the aggregate, 200% exposure to the price performance of the Reference Assets on a daily basis. public since 2024-07-10.

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
2026-09-30
Short Volume
19.7K
Total Volume
35.6K
Short %
55.52%
30-Day Avg Short %
44.96%

Showing 30 days of FINRA short volume data for World Funds Trust - T-Rex 2X Long Bitcoin Daily Target ETF.

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

Frequently asked BTCL short volume questions

What is the daily BTCL short volume?
As of Sep 30, 2026, World Funds Trust - T-Rex 2X Long Bitcoin Daily Target ETF (BTCL) short volume is 19.7K shares against 35.6K total reported volume, or 55.52% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is BTCL 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 BTCL 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.