XJAN Short Volume
First Trust Exchange Traded Fund VIII - FT Vest U.S. Equity Enhance & Moderate Buffer ETF - January (XJAN) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $40.4M, listed on CBOE, carrying a beta of 0.34 to the broader market. XJAN aims to provide approximately 2x any positive price returns of the S&P 500 ETF with a predetermined cap. public since 2024-01-22.
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
- 2026-10-15
- Short Volume
- 280
- Total Volume
- 4.3K
- Short %
- 6.56%
- 30-Day Avg Short %
- 33.80%
Showing 30 days of FINRA short volume data for First Trust Exchange Traded Fund VIII - FT Vest U.S. Equity Enhance & Moderate Buffer ETF - January.
Learn how short volume is reported and how to read the data →
Frequently asked XJAN short volume questions
- What is the daily XJAN short volume?
- As of Oct 15, 2026, First Trust Exchange Traded Fund VIII - FT Vest U.S. Equity Enhance & Moderate Buffer ETF - January (XJAN) short volume is 280 shares against 4.3K total reported volume, or 6.56% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is XJAN 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 XJAN 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.