MIDD Short Volume
The Middleby Corporation (MIDD) operates in the Industrials sector, specifically the Industrial - Machinery industry, with a market capitalization near $7.84B, listed on NASDAQ, employing roughly 10,616 people, carrying a beta of 1.35 to the broader market. The Middleby Corporation is a global enterprise specializing in the design, production, marketing, distribution, and servicing of a comprehensive range of equipment for commercial foodservice, industrial food processing, and residential kitchens. Led by James K. Pool, public since 1987-08-10.
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
- 2026-06-30
- Short Volume
- 74.4K
- Total Volume
- 153.0K
- Short %
- 48.61%
- 30-Day Avg Short %
- 60.36%
Showing 30 days of FINRA short volume data for The Middleby Corporation.
Learn how short volume is reported and how to read the data →
Frequently asked MIDD short volume questions
- What is the daily MIDD short volume?
- As of Jun 30, 2026, The Middleby Corporation (MIDD) short volume is 74.4K shares against 153.0K total reported volume, or 48.61% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is MIDD 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 MIDD 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.