SFTX Short Volume
Horizon International Managed Risk ETF (SFTX) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $79.5M, listed on AMEX, employing roughly 280 people, carrying a beta of 1.06 to the broader market. The fund is an actively managed exchange-traded fund (“ETF”) that seeks to achieve its investment objective by utilizing two primary strategies: (1) the Equity Strategy, and (2) the Risk Assist® Strategy. Led by Ralph A. Clark, public since 2025-12-04.
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
- 2026-08-28
- Short Volume
- 21.1K
- Total Volume
- 42.4K
- Short %
- 49.73%
- 30-Day Avg Short %
- 41.62%
Showing 30 days of FINRA short volume data for Horizon International Managed Risk ETF.
Learn how short volume is reported and how to read the data →
Frequently asked SFTX short volume questions
- What is the daily SFTX short volume?
- As of Aug 28, 2026, Horizon International Managed Risk ETF (SFTX) short volume is 21.1K shares against 42.4K total reported volume, or 49.73% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is SFTX 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 SFTX 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.