CHMI Short Volume

Cherry Hill Mortgage Investment Corporation (CHMI) operates in the Real Estate sector, specifically the REIT - Mortgage industry, with a market capitalization near $91.1M, listed on NYSE, employing roughly 12 people, carrying a beta of 1.02 to the broader market. Cherry Hill Mortgage Investment Corporation (CHMI) is a financial entity specializing in residential real estate, dedicated to the acquisition, investment, and oversight of home loan-backed assets across the United States. Led by Jeffrey Lown, public since 2013-10-04.

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
76.0K
Total Volume
140.9K
Short %
53.92%
30-Day Avg Short %
38.78%

Showing 30 days of FINRA short volume data for Cherry Hill Mortgage Investment Corporation.

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

Frequently asked CHMI short volume questions

What is the daily CHMI short volume?
As of Jun 30, 2026, Cherry Hill Mortgage Investment Corporation (CHMI) short volume is 76.0K shares against 140.9K total reported volume, or 53.92% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is CHMI 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 CHMI 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.