PIPR Short Volume

Piper Sandler Companies (PIPR) operates in the Financial Services sector, specifically the Investment - Banking & Investment Services industry, with a market capitalization near $5.15B, listed on NYSE, employing roughly 1,826 people, carrying a beta of 1.42 to the broader market. Piper Sandler Companies operates as an investment bank and institutional securities firm that serves corporations, private equity groups, public entities, non-profit entities, and institutional investors in the United States and internationally. Led by Chad R. Abraham, public since 2004-01-02.

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
203.5K
Total Volume
291.2K
Short %
69.88%
30-Day Avg Short %
55.86%

Showing 30 days of FINRA short volume data for Piper Sandler Companies.

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

Frequently asked PIPR short volume questions

What is the daily PIPR short volume?
As of Jun 30, 2026, Piper Sandler Companies (PIPR) short volume is 203.5K shares against 291.2K total reported volume, or 69.88% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is PIPR 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 PIPR 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.