Shakugan no Shana Volume M(灼眼のシャナM) was a light novel volume which was on limited sale in cinemas during the Dengeki Bunko Movie Festival, which had Shakugan no Shana The Movie as one of the featured movies. The volume contained the short stories Overture and Nomad, the latter published for the first time before being published again within Shakugan no Shana SIII. Instead of a barcode and ISBN number, it has a label that says "Dengeki Theater Bunko"(電撃劇場文庫Dengeki Gekijō Bunko).