XFLT Short Volume

XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) operates in the Financial Services sector, specifically the Asset Management - Income industry, with a market capitalization near $264.7M, listed on NYSE, carrying a beta of 0.55 to the broader market. Operating as a diversified, closed-end investment trust, XAI Octagon Floating Rate & Alternative Income Term Trust focuses its capital allocation on a dynamically managed portfolio. Led by Benjamin David Mcculloch, public since 2017-10-09.

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
2026-07-16
Short Volume
13.5K
Total Volume
46.0K
Short %
29.46%
30-Day Avg Short %
33.73%

Showing 30 days of FINRA short volume data for XAI Octagon Floating Rate & Alternative Income Term Trust.

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

Frequently asked XFLT short volume questions

What is the daily XFLT short volume?
As of Jul 16, 2026, XAI Octagon Floating Rate & Alternative Income Term Trust (XFLT) short volume is 13.5K shares against 46.0K total reported volume, or 29.46% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is XFLT 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 XFLT 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.