BMRC Short Volume
Bank of Marin Bancorp (BMRC) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $414.3M, listed on NASDAQ, employing roughly 291 people, carrying a beta of 0.81 to the broader market. Bank of Marin Bancorp operates as the holding company for Bank of Marin that provides a range of financial services primarily to small to medium-sized businesses, professionals, not-for-profit organizations, and individuals in California, the United States. Led by Timothy D. Myers, public since 1999-12-23.
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
- 2026-05-15
- Short Volume
- 6.0K
- Total Volume
- 22.8K
- Short %
- 26.49%
- 30-Day Avg Short %
- 31.44%
Showing 30 days of FINRA short volume data for Bank of Marin Bancorp.
Learn how short volume is reported and how to read the data →
Frequently asked BMRC short volume questions
- What is the daily BMRC short volume?
- As of May 15, 2026, Bank of Marin Bancorp (BMRC) short volume is 6.0K shares against 22.8K total reported volume, or 26.49% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is BMRC 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 BMRC 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.