PSFO Short Volume
Pacer Swan SOS Flex (October) ETF (PSFO) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $16.3M, listed on CBOE, carrying a beta of 0.55 to the broader market. An exchange traded fund (ETF) that seeks to match returns, before fees and expenses, of the SPDR S&P 500 ETF Trust (the “underlying ETF”) up to a predetermined upside cap (the “Cap”), while also providing a downside risk mitigation buffer (the “Buffer”) over an approximate one-year period. public since 2021-10-01.
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
- 2026-05-26
- Short Volume
- 2
- Total Volume
- 359
- Short %
- 0.56%
- 30-Day Avg Short %
- 50.76%
Showing 30 days of FINRA short volume data for Pacer Swan SOS Flex (October) ETF.
Learn how short volume is reported and how to read the data →
Frequently asked PSFO short volume questions
- What is the daily PSFO short volume?
- As of May 26, 2026, Pacer Swan SOS Flex (October) ETF (PSFO) short volume is 2 shares against 359 total reported volume, or 0.56% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is PSFO 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 PSFO 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.