SIXF Short Volume
AllianzIM U.S. Equity 6 Month Buffer10 Feb/Aug ETF (SIXF) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $45.5M, listed on CBOE, carrying a beta of 0.49 to the broader market. The fund seeks to match, at the end of the outcome period, the share price returns of the SPDR S&P 500 ETF Trust (the underlying ETF), up to a specified upside cap, while providing a buffer against the first 10% of underlying ETF losses. public since 2024-02-01.
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
- 2026-05-27
- Short Volume
- 2
- Total Volume
- 1.3K
- Short %
- 0.15%
- 30-Day Avg Short %
- 44.57%
Showing 30 days of FINRA short volume data for AllianzIM U.S. Equity 6 Month Buffer10 Feb/Aug ETF.
Learn how short volume is reported and how to read the data →
Frequently asked SIXF short volume questions
- What is the daily SIXF short volume?
- As of May 27, 2026, AllianzIM U.S. Equity 6 Month Buffer10 Feb/Aug ETF (SIXF) short volume is 2 shares against 1.3K total reported volume, or 0.15% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is SIXF 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 SIXF 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.