XCLR Short Volume

Global X - S&P 500 Collar 95-110 ETF (XCLR) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $3.3M, listed on AMEX, carrying a beta of 0.77 to the broader market. The Global X S&P 500 Collar 95-110 ETF, identified by the ticker XCLR, is designed to replicate the financial performance, including both capital appreciation and income generation, of the Cboe S&P 500 3-Month Collar 95-110 Index, prior to accounting for its operational costs and charges. public since 2021-03-25.

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
51
Total Volume
58
Short %
87.93%
30-Day Avg Short %
47.52%

Showing 30 days of FINRA short volume data for Global X - S&P 500 Collar 95-110 ETF.

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

Frequently asked XCLR short volume questions

What is the daily XCLR short volume?
As of Jul 16, 2026, Global X - S&P 500 Collar 95-110 ETF (XCLR) short volume is 51 shares against 58 total reported volume, or 87.93% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is XCLR 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 XCLR 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.