TQQQ Short Volume

ProShares UltraPro QQQ (TQQQ) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $38.65B, listed on NASDAQ, carrying a beta of 3.96 to the broader market. TQQQ is a levered fund that delivers 3x exposure only over a one-day holding period of NASDAQ-100 stocks. public since 2010-02-09.

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
20.3M
Total Volume
31.3M
Short %
65.07%
30-Day Avg Short %
55.61%

Showing 30 days of FINRA short volume data for ProShares UltraPro QQQ.

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

TQQQ most-active contracts

TypeStrikeExpirationVolumeOIIVBidAsk
CALL$75.00Jul 17, 202616.7K7.4K65.2%$1.07$1.13

Top 1 contracts from the institutional-grade nightly options scan; ranked by volume within the broader S&P 500/400/600 + ETF universe.

Frequently asked TQQQ short volume questions

What is the daily TQQQ short volume?
As of Jul 16, 2026, ProShares UltraPro QQQ (TQQQ) short volume is 20.3M shares against 31.3M total reported volume, or 65.07% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is TQQQ 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 TQQQ 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.