VYM Dark Pool Activity
Vanguard High Dividend Yield ET
Data as of Oct 23, 2026 · Source: FINRA daily short sale volume (off-exchange)
On Oct 23, 2026, FINRA reported 598K VYM shares in publicly disseminated off-exchange trades (dark pools and other off-exchange venues). 281K of those shares (47.0%) were marked short or short-exempt, below VYM's 30-day rolling average of 50.3% (z-score -0.31). Over the last 10 FINRA sessions (Oct 12, 2026 – Oct 23, 2026), VYM's off-exchange short volume ratio ranged from 31.3% to 62.6% and averaged 48.4%; the latest reading is below that 10-session average.
Off-Exchange Volume
598K
Short Volume
281K
Short Volume Ratio
47.0%
30-Day Average
50.3%
z-score -0.31
Daily readings — last 10 FINRA sessions
| Date | Off-exchange shares | Short shares | Short ratio |
|---|---|---|---|
| Oct 12, 2026 | 652K | 204K | 31.3% |
| Oct 13, 2026 | 570K | 320K | 56.2% |
| Oct 14, 2026 | 664K | 416K | 62.6% |
| Oct 15, 2026 | 689K | 294K | 42.6% |
| Oct 16, 2026 | 814K | 321K | 39.4% |
| Oct 19, 2026 | 709K | 228K | 32.2% |
| Oct 20, 2026 | 682K | 414K | 60.7% |
| Oct 21, 2026 | 526K | 304K | 57.8% |
| Oct 22, 2026 | 664K | 361K | 54.3% |
| Oct 23, 2026 Latest | 598K | 281K | 47.0% |
Source: FINRA daily short sale volume (off-exchange). Ratio = ShortVolume ÷ TotalVolume for the day.
VYM dark pool FAQ
- How much VYM off-exchange volume did FINRA report on Oct 23, 2026?
- FINRA's daily short sale volume file reported 598K VYM shares in publicly disseminated off-exchange trades on Oct 23, 2026; 281K of those shares (47.0%) were marked short or short-exempt.
- Is VYM's dark pool short volume ratio unusual right now?
- As of Oct 23, 2026, VYM's short volume ratio of 47.0% is below VYM's 30-day rolling average of 50.3% (z-score -0.31). Meridian's dark pool model does not flag this reading as an anomaly.
- What does the dark pool short volume ratio measure?
- FINRA publishes daily short sale volume for trades reported off-exchange to its trade reporting facilities, which include dark pools and other off-exchange venues. The ratio divides FINRA's ShortVolume figure, which counts both short and short-exempt sales, by the total off-exchange shares reported for that day. It is not short interest and not a directional signal: market-maker hedging and reporting mechanics can raise it, so it is context for other signals.