LINC Short Volume

Lincoln Educational Services Corporation (LINC) operates in the Consumer Defensive sector, specifically the Education & Training Services industry, with a market capitalization near $1.65B, listed on NASDAQ, employing roughly 1,875 people, carrying a beta of 0.77 to the broader market. Lincoln Educational Services Corporation, together with its subsidiaries, provides various career-oriented post-secondary education services to high school graduates and working adults in the United States. Led by Scott Shaw, public since 2005-06-23.

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
96.7K
Total Volume
258.7K
Short %
37.40%
30-Day Avg Short %
39.64%

Showing 30 days of FINRA short volume data for Lincoln Educational Services Corporation.

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

Frequently asked LINC short volume questions

What is the daily LINC short volume?
As of May 15, 2026, Lincoln Educational Services Corporation (LINC) short volume is 96.7K shares against 258.7K total reported volume, or 37.40% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is LINC 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 LINC 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.