EGGY Short Volume

NestYield Dynamic Income ETF (EGGY) operates in the Financial Services sector, specifically the Asset Management - Income industry, with a market capitalization near $36.3M, listed on AMEX, carrying a beta of 1.70 to the broader market. The fund’s strategy involves two components: (1) purchasing a portfolio of equity securities either directly, or “synthetically” by using options to gain exposure to one or more equity securities; and (2) generating high income while hedging against very large stock market declines through an options portfolio. public since 2024-12-27.

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
18.4K
Total Volume
51.0K
Short %
36.12%
30-Day Avg Short %
45.04%

Showing 30 days of FINRA short volume data for NestYield Dynamic Income ETF.

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

Frequently asked EGGY short volume questions

What is the daily EGGY short volume?
As of Jun 1, 2026, NestYield Dynamic Income ETF (EGGY) short volume is 18.4K shares against 51.0K total reported volume, or 36.12% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is EGGY 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 EGGY 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.