COOL Short Volume

VegaShares AI Thermal, Cooling & Power Management ETF (COOL) operates in the Financial Services sector, specifically the Asset Management industry, listed on NASDAQ, carrying a beta of 0.00 to the broader market. VegaShares AI Thermal, Cooling & Power Management ETF is an actively managed exchange-traded fund that seeks capital appreciation by investing in global publicly listed companies involved in the infrastructure required to power and cool high-density artificial intelligence data centers. public since 2026-08-12.

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
2026-08-28
Short Volume
640
Total Volume
1.0K
Short %
63.94%
30-Day Avg Short %
60.16%

Showing 30 days of FINRA short volume data for VegaShares AI Thermal, Cooling & Power Management ETF.

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

Frequently asked COOL short volume questions

What is the daily COOL short volume?
As of Aug 28, 2026, VegaShares AI Thermal, Cooling & Power Management ETF (COOL) short volume is 640 shares against 1.0K total reported volume, or 63.94% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is COOL 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 COOL 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.