NVIT Short Volume

YieldMax NVDA Performance & Distribution Target 25 ETF (NVIT) operates in the Financial Services sector, specifically the Asset Management - Income industry, with a market capitalization near $1.3M, listed on CBOE, carrying a beta of 0.70 to the broader market. The YieldMax NVDA Performance & Distribution Target 25 ETF (NVIT) is an actively managed exchange-traded fund that seeks to provide investors with a combination of consistent income and potential capital appreciation. Led by David Frazzini, public since 2025-11-18.

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
2026-06-01
Short Volume
2.6K
Total Volume
6.1K
Short %
41.65%
30-Day Avg Short %
53.84%

Showing 30 days of FINRA short volume data for YieldMax NVDA Performance & Distribution Target 25 ETF.

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

Frequently asked NVIT short volume questions

What is the daily NVIT short volume?
As of Jun 1, 2026, YieldMax NVDA Performance & Distribution Target 25 ETF (NVIT) short volume is 2.6K shares against 6.1K total reported volume, or 41.65% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is NVIT 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 NVIT 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.