XQTM Short Volume

Corgi ETF Trust I - Corgi Quantum Computing 2x Daily ETF (XQTM) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $216,875, listed on CBOE, carrying a beta of 7.93 to the broader market. XQTM seeks to deliver 200% of the daily performance of Corgi Quantum Computing ETF (Ticker: CQTM), an actively managed ETF with a targeted exposure to global companies materially involved in computing and quantum-enabled technologies. public since 2026-06-30.

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
534
Total Volume
1.1K
Short %
50.66%
30-Day Avg Short %
60.64%

Showing 30 days of FINRA short volume data for Corgi ETF Trust I - Corgi Quantum Computing 2x Daily ETF.

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

Frequently asked XQTM short volume questions

What is the daily XQTM short volume?
As of Oct 15, 2026, Corgi ETF Trust I - Corgi Quantum Computing 2x Daily ETF (XQTM) short volume is 534 shares against 1.1K total reported volume, or 50.66% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is XQTM 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 XQTM 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.