CPRY Short Volume
Calamos Russell 2000 Structured Alt Protection ETF – January (CPRY) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $46.3M, listed on AMEX, carrying a beta of 0.15 to the broader market. These Calamos Structured Protection ETFs are designed to capture the positive price performance of the Russell 2000 index, up to a pre-defined maximum return. public since 2025-01-02.
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
- 2026-07-16
- Short Volume
- 74
- Total Volume
- 227
- Short %
- 32.60%
- 30-Day Avg Short %
- 44.09%
Showing 30 days of FINRA short volume data for Calamos Russell 2000 Structured Alt Protection ETF – January.
Learn how short volume is reported and how to read the data →
Frequently asked CPRY short volume questions
- What is the daily CPRY short volume?
- As of Jul 16, 2026, Calamos Russell 2000 Structured Alt Protection ETF – January (CPRY) short volume is 74 shares against 227 total reported volume, or 32.60% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is CPRY 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 CPRY 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.