MFICL Short Volume

MidCap Financial Investment Corporation 8.00% Notes due 2028 (MFICL) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $2.34B, listed on NASDAQ, carrying a beta of 1.60 to the broader market. MidCap Financial Investment Corporation, formerly known as Apollo Investment Corporation, operates as an externally managed, closed-end, and non-diversified management investment vehicle. Led by Tanner Powell, public since 2023-12-19.

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
2026-07-16
Short Volume
600
Total Volume
600
Short %
100.00%
30-Day Avg Short %
51.83%

Showing 30 days of FINRA short volume data for MidCap Financial Investment Corporation 8.00% Notes due 2028.

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

Frequently asked MFICL short volume questions

What is the daily MFICL short volume?
As of Jul 16, 2026, MidCap Financial Investment Corporation 8.00% Notes due 2028 (MFICL) short volume is 600 shares against 600 total reported volume, or 100.00% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is MFICL 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 MFICL 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.