JABS Short Volume

Janus Detroit Street Trust - Janus Henderson Asset-Backed Securities ETF (JABS) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $138.4M, listed on AMEX, carrying a beta of 0.03 to the broader market. JABS is actively managed and invests primarily in USD-denominated, asset-backed securities (ABS), including CLOs, CMOs, agency/non-agency MBS, private structures, and pass-through certificates. public since 2025-07-23.

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
2026-10-14
Short Volume
920
Total Volume
3.4K
Short %
27.27%
30-Day Avg Short %
37.55%

Showing 30 days of FINRA short volume data for Janus Detroit Street Trust - Janus Henderson Asset-Backed Securities ETF.

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

Frequently asked JABS short volume questions

What is the daily JABS short volume?
As of Oct 14, 2026, Janus Detroit Street Trust - Janus Henderson Asset-Backed Securities ETF (JABS) short volume is 920 shares against 3.4K total reported volume, or 27.27% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is JABS 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 JABS 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.