RCL Short Volume

Royal Caribbean Cruises Ltd. (RCL) operates in the Consumer Cyclical sector, specifically the Travel Services industry, with a market capitalization near $70.86B, listed on NYSE, employing roughly 105,950 people, carrying a beta of 1.78 to the broader market. Royal Caribbean Cruises Ltd. Led by Jason T. Liberty, public since 1993-04-28.

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
499.5K
Total Volume
677.2K
Short %
73.76%
30-Day Avg Short %
64.06%

Showing 30 days of FINRA short volume data for Royal Caribbean Cruises Ltd..

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

RCL most-active contracts

TypeStrikeExpirationVolumeOIIVBidAsk
PUT$250.00Sep 18, 20266.3K40651.1%$24.20$24.90

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

Frequently asked RCL short volume questions

What is the daily RCL short volume?
As of May 15, 2026, Royal Caribbean Cruises Ltd. (RCL) short volume is 499.5K shares against 677.2K total reported volume, or 73.76% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is RCL 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 RCL 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.