SIXP Short Volume
AllianzIM U.S. Equity 6 Month Buffer10 Mar/Sep ETF (SIXP) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $409.1M, listed on CBOE, carrying a beta of 0.50 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 2024-03-01.
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
- 2026-06-01
- Short Volume
- 21
- Total Volume
- 587
- Short %
- 3.58%
- 30-Day Avg Short %
- 35.76%
Showing 30 days of FINRA short volume data for AllianzIM U.S. Equity 6 Month Buffer10 Mar/Sep ETF.
Learn how short volume is reported and how to read the data →
Frequently asked SIXP short volume questions
- What is the daily SIXP short volume?
- As of Jun 1, 2026, AllianzIM U.S. Equity 6 Month Buffer10 Mar/Sep ETF (SIXP) short volume is 21 shares against 587 total reported volume, or 3.58% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is SIXP 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 SIXP 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.