VSME Short Volume

VS Media Holdings Limited Class A Ordinary Shares (VSME) operates in the Communication Services sector, specifically the Advertising Agencies industry, with a market capitalization near $2.9M, listed on NASDAQ, employing roughly 46 people, carrying a beta of 0.93 to the broader market. VS MEDIA Holdings Limited, an investment holding company, operates a network of digital creators who create and upload content to social media platforms, such as Facebook, YouTube, Instagram, and TikTok. Led by Yong Toh, public since 2023-09-27.

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
2026-06-01
Short Volume
2.9K
Total Volume
8.5K
Short %
34.42%
30-Day Avg Short %
34.20%

Showing 30 days of FINRA short volume data for VS Media Holdings Limited Class A Ordinary Shares.

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

Frequently asked VSME short volume questions

What is the daily VSME short volume?
As of Jun 1, 2026, VS Media Holdings Limited Class A Ordinary Shares (VSME) short volume is 2.9K shares against 8.5K total reported volume, or 34.42% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
How is VSME 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 VSME 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.