short_volume_mix
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-02, from china-dragon-tiger-list.
| ticker | short_share_of_volume_pct | session_count |
|---|---|---|
| SPY | 55.5 | 68 |
| TSLA | 50.7 | 63 |
| AAPL | 47.5 | 64 |
| KO | 40.5 | 68 |
| NVDA | 37 | 80 |
| MSFT | 36.8 | 67 |
- Rows × columns
- 6 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 6 distinct values (AAPL, KO, MSFT…) | |
short_share_of_volume_pct |
number | 36.8 to 55.5 | percent |
session_count |
number | 63 to 80 | count |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
ticker,
round(100 * toFloat64(sum(short_vol)) / toFloat64(sum(total_vol)), 1) AS short_share_of_volume_pct,
count() AS session_count
FROM
(
SELECT
ticker,
date,
max(short_volume) AS short_vol,
max(total_volume) AS total_vol
FROM global_markets.stocks_short_volume
WHERE date >= today() - 120
AND ticker IN ('AAPL', 'KO', 'MSFT', 'NVDA', 'SPY', 'TSLA')
GROUP BY ticker, date
)
WHERE total_vol > 0
GROUP BY ticker
ORDER BY short_share_of_volume_pct DESC
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