XIMR Short Volume

FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $29.8M, listed on CBOE, carrying a beta of 0.14 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 Underlying ETF and short-term (one year or less) U. public since 2024-03-19.

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
2026-10-14
Short Volume
5.8K
Total Volume
7.4K
Short %
77.62%
30-Day Avg Short %
29.02%

Showing 30 days of FINRA short volume data for FT Vest U.S. Equity Buffer & Premium Income ETF - March.

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

Frequently asked XIMR short volume questions

What is the daily XIMR short volume?
As of Oct 14, 2026, FT Vest U.S. Equity Buffer & Premium Income ETF - March (XIMR) short volume is 5.8K shares against 7.4K total reported volume, or 77.62% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is XIMR 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 XIMR 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.