VMBS Short Volume

Vanguard Mortgage-Backed Securities ETF (VMBS) operates in the Financial Services sector, specifically the Asset Management - Bonds industry, with a market capitalization near $17.40B, listed on NASDAQ, carrying a beta of 1.12 to the broader market. This ETF is designed to deliver a consistent and reasonable stream of current income for its investors. public since 2009-11-23.

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
2026-08-28
Short Volume
507.7K
Total Volume
722.6K
Short %
70.26%
30-Day Avg Short %
70.25%

Showing 30 days of FINRA short volume data for Vanguard Mortgage-Backed Securities ETF.

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

Frequently asked VMBS short volume questions

What is the daily VMBS short volume?
As of Aug 28, 2026, Vanguard Mortgage-Backed Securities ETF (VMBS) short volume is 507.7K shares against 722.6K total reported volume, or 70.26% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is VMBS 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 VMBS 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.