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 $31.4M, 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
2026-07-16
Short Volume
8.3K
Total Volume
17.6K
Short %
47.10%
30-Day Avg Short %
18.51%

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 Jul 16, 2026, First Trust Asia Pacific ex-Japan AlphaDEX Fund (FPA) short volume is 8.3K shares against 17.6K total reported volume, or 47.10% 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.