FEPI Short Volume
REX FANG & Innovation Equity Premium Income ETF (FEPI) operates in the Financial Services sector, specifically the Asset Management - Income industry, with a market capitalization near $689.7M, listed on NASDAQ, carrying a beta of 1.10 to the broader market. The REX FANG & Innovation Equity Premium Income ETF, or FEPI, utilizes a covered call strategy designed to achieve two main goals: generating income and providing exposure to potential growth within the technology sector. public since 2023-10-11.
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
- 2026-08-14
- Short Volume
- 54.1K
- Total Volume
- 82.4K
- Short %
- 65.69%
- 30-Day Avg Short %
- 52.62%
Showing 30 days of FINRA short volume data for REX FANG & Innovation Equity Premium Income ETF.
Learn how short volume is reported and how to read the data →
Frequently asked FEPI short volume questions
- What is the daily FEPI short volume?
- As of Aug 14, 2026, REX FANG & Innovation Equity Premium Income ETF (FEPI) short volume is 54.1K shares against 82.4K total reported volume, or 65.69% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is FEPI 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 FEPI 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.