NVOH Short Volume
Precidian ETFs Trust - Novo Nordisk A/S (B Shares) ADRhedged (NVOH) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $2.3M, listed on AMEX, carrying a beta of 1.51 to the broader market. This investment product primarily channels its resources, typically committing a minimum of 95% of its net assets, into American Depositary Receipts (ADRs) that represent the B Shares of Novo Nordisk A/S. public since 2025-01-07.
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
- 2026-06-30
- Short Volume
- 112
- Total Volume
- 202
- Short %
- 55.45%
- 30-Day Avg Short %
- 37.72%
Showing 30 days of FINRA short volume data for Precidian ETFs Trust - Novo Nordisk A/S (B Shares) ADRhedged.
Learn how short volume is reported and how to read the data →
Frequently asked NVOH short volume questions
- What is the daily NVOH short volume?
- As of Jun 30, 2026, Precidian ETFs Trust - Novo Nordisk A/S (B Shares) ADRhedged (NVOH) short volume is 112 shares against 202 total reported volume, or 55.45% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is NVOH 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 NVOH 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.