DBO Short Volume
Invesco DB Oil Fund (DBO) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $264.0M, listed on AMEX, carrying a beta of 1.72 to the broader market. The Invesco DB Oil (Fund) seeks to track changes, whether positive or negative, in the level of the DBIQ Optimum Yield Crude Oil Index Excess Return (DBIQ Opt Yield Crude Oil Index ER or Index) plus the interest income from the Fund's holdings of primarily US Treasury securities and money market income less the Fund's expenses. Led by Anna Paglia, public since 2007-01-05.
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
- 2026-05-15
- Short Volume
- 48.1K
- Total Volume
- 174.6K
- Short %
- 27.57%
- 30-Day Avg Short %
- 39.30%
Showing 30 days of FINRA short volume data for Invesco DB Oil Fund.
Learn how short volume is reported and how to read the data →
Frequently asked DBO short volume questions
- What is the daily DBO short volume?
- As of May 15, 2026, Invesco DB Oil Fund (DBO) short volume is 48.1K shares against 174.6K total reported volume, or 27.57% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is DBO 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 DBO 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.