BFJA Short Volume
FT Vest Bitcoin Strategy Floor15 ETF - January (BFJA) operates in the Financial Services sector, specifically the Asset Management - Leveraged industry, with a market capitalization near $938,150, listed on AMEX, carrying a beta of 0.34 to the broader market. The FT Vest Bitcoin Strategy Floor15 ETF - January aims to provide investors with financial outcomes that generally reflect the price movements of Bitcoin, as measured by its "Bitcoin Reference Instrument. Led by Cole Wilcox, public since 2026-01-09.
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
- 2026-08-27
- Short Volume
- 3.4K
- Total Volume
- 6.6K
- Short %
- 51.52%
- 30-Day Avg Short %
- 47.10%
Showing 30 days of FINRA short volume data for FT Vest Bitcoin Strategy Floor15 ETF - January.
Learn how short volume is reported and how to read the data →
Frequently asked BFJA short volume questions
- What is the daily BFJA short volume?
- As of Aug 27, 2026, FT Vest Bitcoin Strategy Floor15 ETF - January (BFJA) short volume is 3.4K shares against 6.6K total reported volume, or 51.52% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is BFJA 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 BFJA 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.