XLE Short Volume

State Street Energy Select Sector SPDR ETF (XLE) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $36.26B, listed on AMEX, carrying a beta of 0.43 to the broader market. The State Street Energy Select Sector SPDR ETF (XLE) is engineered to mirror the overall return (both price appreciation and dividend income) of the Energy Select Sector Index, prior to any operational costs. public since 1998-12-22.

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
2026-06-30
Short Volume
4.0M
Total Volume
12.0M
Short %
33.70%
30-Day Avg Short %
50.25%

Showing 30 days of FINRA short volume data for State Street Energy Select Sector SPDR ETF.

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

XLE most-active contracts

TypeStrikeExpirationVolumeOIIVBidAsk
PUT$50.00Jan 15, 202720.0K39.0K24.5%$2.04$2.13
PUT$50.00Dec 17, 202720.0K4.9K24.7%$3.45$4.10
PUT$52.50Jan 15, 202717.0K28.3K23.9%$2.94$3.15

Top 3 contracts from the institutional-grade nightly options scan; ranked by volume within the broader S&P 500/400/600 + ETF universe.

Frequently asked XLE short volume questions

What is the daily XLE short volume?
As of Jun 30, 2026, State Street Energy Select Sector SPDR ETF (XLE) short volume is 4.0M shares against 12.0M total reported volume, or 33.70% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is XLE 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 XLE 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.