CAR Short Volume

Avis Budget Group, Inc. (CAR) operates in the Industrials sector, specifically the Rental & Leasing Services industry, with a market capitalization near $4.93B, listed on NASDAQ, employing roughly 21,000 people, carrying a beta of 1.90 to the broader market. Avis Budget Group, Inc. Led by Brian J. Choi, public since 1983-09-14.

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
70.3K
Total Volume
83.5K
Short %
84.16%
30-Day Avg Short %
77.68%

Showing 30 days of FINRA short volume data for Avis Budget Group, Inc..

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

CAR most-active contracts

TypeStrikeExpirationVolumeOIIVBidAsk
PUT$200.00Aug 21, 20261.3K78659.5%$57.70$66.80

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 CAR short volume questions

What is the daily CAR short volume?
As of Aug 14, 2026, Avis Budget Group, Inc. (CAR) short volume is 70.3K shares against 83.5K total reported volume, or 84.16% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is CAR 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 CAR 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.