KMLM Short Volume
KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $204.8M, listed on AMEX, carrying a beta of -0.27 to the broader market. KMLM focuses on total return using long and short positions, as determined by daily trading signals, in commodity, currency, and global fixed income futures. public since 2020-12-02.
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
- 2026-05-15
- Short Volume
- 147.5K
- Total Volume
- 171.7K
- Short %
- 85.94%
- 30-Day Avg Short %
- 57.59%
Showing 30 days of FINRA short volume data for KraneShares Mount Lucas Managed Futures Index Strategy ETF.
Learn how short volume is reported and how to read the data →
Frequently asked KMLM short volume questions
- What is the daily KMLM short volume?
- As of May 15, 2026, KraneShares Mount Lucas Managed Futures Index Strategy ETF (KMLM) short volume is 147.5K shares against 171.7K total reported volume, or 85.94% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is KMLM 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 KMLM 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.