CBXJ Short Volume

Calamos Bitcoin 90 Series Structured Alt Protection ETF - January (CBXJ) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $18.8M, listed on CBOE, carrying a beta of 0.41 to the broader market. CBXJ actively manages options and collateral in a way designed to track the positive price return of spot bitcoin up to a cap, while providing protection against a loss exceeding 10%, over a one-year period. public since 2025-02-04.

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
2026-10-14
Short Volume
131
Total Volume
1.1K
Short %
12.00%
30-Day Avg Short %
29.21%

Showing 30 days of FINRA short volume data for Calamos Bitcoin 90 Series Structured Alt Protection ETF - January.

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

Frequently asked CBXJ short volume questions

What is the daily CBXJ short volume?
As of Oct 14, 2026, Calamos Bitcoin 90 Series Structured Alt Protection ETF - January (CBXJ) short volume is 131 shares against 1.1K total reported volume, or 12.00% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is CBXJ 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 CBXJ 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.