XDEC Short Volume
FT Vest U.S. Equity Enhance & Moderate Buffer ETF - December (XDEC) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $200.6M, listed on CBOE, carrying a beta of 0.30 to the broader market. Under normal market conditions, the fund will invest substantially all of its assets in FLexible EXchange® Options (“FLEX Options”) that reference the price performance of the SPDR® S&P 500® ETF Trust (the “Underlying ETF”). public since 2021-12-20.
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
- 508
- Total Volume
- 2.2K
- Short %
- 23.37%
- 30-Day Avg Short %
- 22.57%
Showing 30 days of FINRA short volume data for FT Vest U.S. Equity Enhance & Moderate Buffer ETF - December.
Learn how short volume is reported and how to read the data →
Frequently asked XDEC short volume questions
- What is the daily XDEC short volume?
- As of Jul 16, 2026, FT Vest U.S. Equity Enhance & Moderate Buffer ETF - December (XDEC) short volume is 508 shares against 2.2K total reported volume, or 23.37% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is XDEC 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 XDEC 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.