I would imagine, the stock really isn't liquid enough for an MM to make a market. They may hold some inventory, but that's about it. Usually if there is inventory on hand it can be shorted. I track that through IB. A few days ago they had 6,000 available, today they have none. http://www.interactivebrokers.com/en/trading/ViewShortableStocks.php?key=siaf&cntry=usa&tag=United+States&ib_entity=llc&ln= So either someone is short on this news.. or the MM sold out his inventory.