CHYM Short Volume
Chime Financial, Inc. Class A Common Stock (CHYM) operates in the Financial Services sector, specifically the Banks - Regional industry, with a market capitalization near $6.68B, listed on NASDAQ, employing roughly 1,465 people, carrying a beta of 1.11 to the broader market. Chime is a mobile-first fintech platform offering fee-free banking services—such as checking, savings, early paycheck access, and overdraft protection—via partnerships with FDIC-insured banks. Led by Mark T. Troughton, public since 2025-06-12.
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
- 2026-05-15
- Short Volume
- 917.7K
- Total Volume
- 2.3M
- Short %
- 39.55%
- 30-Day Avg Short %
- 42.01%
Showing 30 days of FINRA short volume data for Chime Financial, Inc. Class A Common Stock.
Learn how short volume is reported and how to read the data →
Frequently asked CHYM short volume questions
- What is the daily CHYM short volume?
- As of May 15, 2026, Chime Financial, Inc. Class A Common Stock (CHYM) short volume is 917.7K shares against 2.3M total reported volume, or 39.55% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is CHYM 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 CHYM 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.