SHAG Short Volume

WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG) operates in the Financial Services sector, specifically the Asset Management - Bonds industry, with a market capitalization near $75.9M, listed on CBOE, carrying a beta of 0.36 to the broader market. Under normal circumstances, this fund commits a minimum of 80% of its total assets to the constituent securities of its benchmark index, or to other investments possessing substantially similar economic characteristics. public since 2017-05-19.

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
485
Total Volume
3.9K
Short %
12.29%
30-Day Avg Short %
26.08%

Showing 30 days of FINRA short volume data for WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund.

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

Frequently asked SHAG short volume questions

What is the daily SHAG short volume?
As of Jul 16, 2026, WisdomTree Yield Enhanced U.S. Short-Term Aggregate Bond Fund (SHAG) short volume is 485 shares against 3.9K total reported volume, or 12.29% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is SHAG 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 SHAG 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.