FPA Short Volume
First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA) operates in the Financial Services sector, specifically the Asset Management - Global industry, with a market capitalization near $33.3M, listed on NASDAQ, carrying a beta of 1.60 to the broader market. The First Trust Asia Pacific ex-Japan AlphaDEX Fund, an exchange-traded fund (ETF), has the primary goal of replicating the investment performance – specifically, the price appreciation and income yield – of a designated equity benchmark. public since 2011-04-20.
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
- 2026-08-28
- Short Volume
- 610
- Total Volume
- 3.1K
- Short %
- 19.59%
- 30-Day Avg Short %
- 30.41%
Showing 30 days of FINRA short volume data for First Trust Asia Pacific ex-Japan AlphaDEX Fund.
Learn how short volume is reported and how to read the data →
Frequently asked FPA short volume questions
- What is the daily FPA short volume?
- As of Aug 28, 2026, First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA) short volume is 610 shares against 3.1K total reported volume, or 19.59% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is FPA 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 FPA 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.