CONI Short Volume
GraniteShares 2x Short COIN Daily ETF (CONI) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $683.3M, listed on NASDAQ, carrying a beta of -3.94 to the broader market. The fund manager will enter into one or more swap agreements with major financial institutions for a specified period ranging from a day to more than one year whereby the fund and the financial institution will agree to exchange the return earned or realized on the underlying stock. public since 2024-09-04.
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
- 2026-06-30
- Short Volume
- 14.5K
- Total Volume
- 50.8K
- Short %
- 28.55%
- 30-Day Avg Short %
- 38.75%
Showing 30 days of FINRA short volume data for GraniteShares 2x Short COIN Daily ETF.
Learn how short volume is reported and how to read the data →
Frequently asked CONI short volume questions
- What is the daily CONI short volume?
- As of Jun 30, 2026, GraniteShares 2x Short COIN Daily ETF (CONI) short volume is 14.5K shares against 50.8K total reported volume, or 28.55% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is CONI 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 CONI 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.