CW Short Volume
Curtiss-Wright Corporation (CW) operates in the Industrials sector, specifically the Aerospace & Defense industry, with a market capitalization near $25.83B, listed on NYSE, employing roughly 9,200 people, carrying a beta of 0.88 to the broader market. Curtiss-Wright Corporation (CW), along with its affiliated entities, delivers highly engineered products, comprehensive solutions, and a variety of services to a global client base across the aerospace, defense, general industrial, and power generation sectors. Led by Lynn Bamford, public since 1980-03-17.
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
- 26.0K
- Total Volume
- 88.2K
- Short %
- 29.46%
- 30-Day Avg Short %
- 55.11%
Showing 30 days of FINRA short volume data for Curtiss-Wright Corporation.
Learn how short volume is reported and how to read the data →
Frequently asked CW short volume questions
- What is the daily CW short volume?
- As of Aug 14, 2026, Curtiss-Wright Corporation (CW) short volume is 26.0K shares against 88.2K total reported volume, or 29.46% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is CW 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 CW 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.