CALM Short Volume

Cal-Maine Foods, Inc. (CALM) operates in the Consumer Defensive sector, specifically the Agricultural Farm Products industry, with a market capitalization near $3.80B, listed on NASDAQ, employing roughly 4,836 people, carrying a beta of 0.23 to the broader market. Cal-Maine Foods, Inc. Led by Sherman L. Miller, public since 1996-12-12.

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
2026-08-14
Short Volume
152.7K
Total Volume
240.7K
Short %
63.43%
30-Day Avg Short %
69.62%

Showing 30 days of FINRA short volume data for Cal-Maine Foods, Inc..

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

CALM most-active contracts

TypeStrikeExpirationVolumeOIIVBidAsk
PUT$80.00Aug 21, 2026204.0K28.8%$0.70$1.10

Top 1 contracts from the institutional-grade nightly options scan; ranked by volume within the broader S&P 500/400/600 + ETF universe.

Frequently asked CALM short volume questions

What is the daily CALM short volume?
As of Aug 14, 2026, Cal-Maine Foods, Inc. (CALM) short volume is 152.7K shares against 240.7K total reported volume, or 63.43% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is CALM 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 CALM 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.