ENVA Short Volume

Enova International, Inc. (ENVA) operates in the Financial Services sector, specifically the Financial - Credit Services industry, with a market capitalization near $4.06B, listed on NYSE, employing roughly 1,787 people, carrying a beta of 1.33 to the broader market. Enova International, Inc. Led by Steven E. Cunningham, public since 2014-11-13.

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
14.1K
Total Volume
34.2K
Short %
41.14%
30-Day Avg Short %
57.82%

Showing 30 days of FINRA short volume data for Enova International, Inc..

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

ENVA most-active contracts

TypeStrikeExpirationVolumeOIIVBidAsk
PUT$165.00Jun 18, 202601.2K37.2%$5.80$8.50

Top 1 contracts from the ORATS-sourced nightly scan; ranked by volume within the broader S&P 500/400/600 + ETF universe.

Frequently asked ENVA short volume questions

What is the daily ENVA short volume?
As of May 15, 2026, Enova International, Inc. (ENVA) short volume is 14.1K shares against 34.2K total reported volume, or 41.14% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is ENVA 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 ENVA 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.