CPRJ Short Volume

Calamos Russell 2000 Structured Alt Protection ETF – July (CPRJ) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $56.2M, listed on AMEX, carrying a beta of 0.28 to the broader market. Calamos Structured Protection ETFs are designed to match the positive price return of the Russell 2000 up to a defined cap while protecting against 100% of losses over a one-year period (before fees and expenses). public since 2024-07-01.

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
403
Total Volume
1.9K
Short %
20.75%
30-Day Avg Short %
44.74%

Showing 30 days of FINRA short volume data for Calamos Russell 2000 Structured Alt Protection ETF – July.

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

Frequently asked CPRJ short volume questions

What is the daily CPRJ short volume?
As of Jun 1, 2026, Calamos Russell 2000 Structured Alt Protection ETF – July (CPRJ) short volume is 403 shares against 1.9K total reported volume, or 20.75% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is CPRJ 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 CPRJ 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.