SDTY Short Volume
YieldMax S&P 500 0DTE Covered Call Strategy ETF (SDTY) operates in the Financial Services sector, specifically the Asset Management - Income industry, with a market capitalization near $13.6M, listed on NASDAQ, carrying a beta of 0.92 to the broader market. The YieldMax S&P 500 0DTE Covered Call Strategy ETF (SDTY) is an actively managed exchange-traded fund that aims to deliver consistent income to investors while simultaneously offering exposure to the S&P 500 Index's price movements. public since 2025-02-04.
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
- 3.9K
- Total Volume
- 5.7K
- Short %
- 67.94%
- 30-Day Avg Short %
- 53.95%
Showing 30 days of FINRA short volume data for YieldMax S&P 500 0DTE Covered Call Strategy ETF.
Learn how short volume is reported and how to read the data →
Frequently asked SDTY short volume questions
- What is the daily SDTY short volume?
- As of Jul 16, 2026, YieldMax S&P 500 0DTE Covered Call Strategy ETF (SDTY) short volume is 3.9K shares against 5.7K total reported volume, or 67.94% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is SDTY 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 SDTY 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.