CHCO Short Volume
City Holding Company (CHCO) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $1.89B, listed on NASDAQ, employing roughly 942 people, carrying a beta of 0.49 to the broader market. City Holding Company operates as the parent entity for City National Bank of West Virginia, offering a broad spectrum of financial services including banking, wealth management, and investment solutions throughout the United States. Led by Charles R. Hageboeck, public since 1987-06-26.
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
- 2026-06-30
- Short Volume
- 11.1K
- Total Volume
- 16.6K
- Short %
- 66.97%
- 30-Day Avg Short %
- 63.75%
Showing 30 days of FINRA short volume data for City Holding Company.
Learn how short volume is reported and how to read the data →
Frequently asked CHCO short volume questions
- What is the daily CHCO short volume?
- As of Jun 30, 2026, City Holding Company (CHCO) short volume is 11.1K shares against 16.6K total reported volume, or 66.97% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is CHCO 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 CHCO 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.