YETH Short Volume

Roundhill Investments - Ether Covered Call Strategy ETF (YETH) operates in the Financial Services sector, specifically the Asset Management - Cryptocurrency industry, with a market capitalization near $67.8M, listed on CBOE, carrying a beta of 1.25 to the broader market. The Roundhill Ether Covered Call Strategy ETF, identified by its ticker YETH, is structured to provide investors with a way to gain exposure to Ether, the native cryptocurrency of the Ethereum blockchain. public since 2024-09-09.

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
40.6K
Total Volume
68.1K
Short %
59.63%
30-Day Avg Short %
27.84%

Showing 30 days of FINRA short volume data for Roundhill Investments - Ether Covered Call Strategy ETF.

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

Frequently asked YETH short volume questions

What is the daily YETH short volume?
As of Jun 30, 2026, Roundhill Investments - Ether Covered Call Strategy ETF (YETH) short volume is 40.6K shares against 68.1K total reported volume, or 59.63% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is YETH 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 YETH 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.