KJUL Short Volume
Innovator Russell 2000 Power Buffer ETF - July (KJUL) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $132.7M, listed on CBOE, carrying a beta of 0.61 to the broader market. The Fund seeks to provide returns that match those of the iShares Russell 2000 ETF while providing a buffer against the first 15% of iShares Russell 2000 ETF losses, from JJuly 1, 2025 to June 30, 2026. public since 2020-07-02.
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
- 15.1K
- Total Volume
- 16.1K
- Short %
- 93.85%
- 30-Day Avg Short %
- 51.85%
Showing 30 days of FINRA short volume data for Innovator Russell 2000 Power Buffer ETF - July.
Learn how short volume is reported and how to read the data →
Frequently asked KJUL short volume questions
- What is the daily KJUL short volume?
- As of Jul 16, 2026, Innovator Russell 2000 Power Buffer ETF - July (KJUL) short volume is 15.1K shares against 16.1K total reported volume, or 93.85% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is KJUL 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 KJUL 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.