CSPF Short Volume

Cohen & Steers Preferred and Income Opportunities Active ETF (CSPF) operates in the Financial Services sector, specifically the Asset Management - Bonds industry, with a market capitalization near $47.8M, listed on AMEX, carrying a beta of 0.20 to the broader market. Allocating to this portfolio offers the potential for high tax-efficient income and diversification through active management of a portfolio with a focus on investment-grade, institutional preferred securities. public since 2025-02-05.

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
44.4K
Total Volume
54.1K
Short %
82.11%
30-Day Avg Short %
68.07%

Showing 30 days of FINRA short volume data for Cohen & Steers Preferred and Income Opportunities Active ETF.

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

Frequently asked CSPF short volume questions

What is the daily CSPF short volume?
As of Jun 1, 2026, Cohen & Steers Preferred and Income Opportunities Active ETF (CSPF) short volume is 44.4K shares against 54.1K total reported volume, or 82.11% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is CSPF 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 CSPF 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.