IWML Short Volume
ETRACS 2x Leveraged US Size Factor TR ETN (IWML) operates in the Financial Services sector, specifically the Asset Management - Leveraged industry, with a market capitalization near $9.1M, listed on AMEX, carrying a beta of 2.66 to the broader market. As a levered product, IWML is not a buy-and-hold ETN, it's a short-term tactical instrument designed to provide 2x exposure to the Russell 2000. public since 2021-02-09.
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
- 2026-05-29
- Short Volume
- 61
- Total Volume
- 139
- Short %
- 43.88%
- 30-Day Avg Short %
- 52.75%
Showing 30 days of FINRA short volume data for ETRACS 2x Leveraged US Size Factor TR ETN.
Learn how short volume is reported and how to read the data →
Frequently asked IWML short volume questions
- What is the daily IWML short volume?
- As of May 29, 2026, ETRACS 2x Leveraged US Size Factor TR ETN (IWML) short volume is 61 shares against 139 total reported volume, or 43.88% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is IWML 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 IWML 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.