TILL Short Volume
Teucrium Agricultural Strategy No K-1 ETF (TILL) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $5.8M, listed on AMEX, carrying a beta of 0.54 to the broader market. This ETF provides investors with an accessible method to participate in the upward price movements of vital agricultural commodities—specifically corn, wheat, soybeans, and sugar—via their futures contracts, all available through a typical brokerage platform. public since 2022-05-17.
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
- 2026-06-30
- Short Volume
- 554
- Total Volume
- 4.3K
- Short %
- 12.91%
- 30-Day Avg Short %
- 24.42%
Showing 30 days of FINRA short volume data for Teucrium Agricultural Strategy No K-1 ETF.
Learn how short volume is reported and how to read the data →
Frequently asked TILL short volume questions
- What is the daily TILL short volume?
- As of Jun 30, 2026, Teucrium Agricultural Strategy No K-1 ETF (TILL) short volume is 554 shares against 4.3K total reported volume, or 12.91% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is TILL 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 TILL 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.