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Share of reported KO volume marked short, by session

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 2026-11-07, from Fully Paid Securities Lending Explained.

as of series 70×3read in context →
Share of reported KO volume marked short, by session — 70 rows by 3 columns, computed from US exchange, SIP and OPRA data.
session_datesession_labelshort_volume_pct
2026-07-10Jul 1057
2026-07-14Jul 1450.7
2026-07-15Jul 1528.9
2026-07-16Jul 1632.7
2026-07-17Jul 1725.3
2026-07-20Jul 2034.2
2026-07-21Jul 2141.3
2026-07-22Jul 2240.4
2026-07-24Jul 2420.8
2026-07-27Jul 2744.9
2026-07-28Jul 2837.1
2026-07-30Jul 3040.3
2026-07-31Jul 3128.8
2026-08-03Aug 324.2
2026-08-04Aug 422.9
2026-08-05Aug 525.7
2026-08-07Aug 730.9
2026-08-10Aug 1036.7
2026-08-11Aug 1146.4
2026-08-13Aug 1341.9
2026-08-14Aug 1450.8
2026-08-17Aug 1733.1
2026-08-19Aug 1944.6
2026-08-20Aug 2036.6
2026-08-21Aug 2130
2026-08-25Aug 2536.4
2026-08-26Aug 2630.4
2026-08-27Aug 2735.3
2026-08-28Aug 2836.6
2026-08-31Aug 3141.3
2026-09-01Sep 135.2
2026-09-02Sep 235.8
2026-09-03Sep 323.7
2026-09-08Sep 830.1
2026-09-09Sep 943.1
2026-09-10Sep 1055.3
2026-09-14Sep 1455.2
2026-09-15Sep 1543.2
2026-09-16Sep 1653.2
2026-09-18Sep 1854.9
2026-09-21Sep 2150.4
2026-09-22Sep 2248.6
2026-09-24Sep 2452.3
2026-09-25Sep 2549.9
2026-09-28Sep 2850.5
2026-09-29Sep 2946.9
2026-09-30Sep 3056.9
2026-10-01Oct 162.1
2026-10-02Oct 264
2026-10-05Oct 555.7
2026-10-07Oct 744.3
2026-10-08Oct 850.9
2026-10-09Oct 954
2026-10-13Oct 1359.1
2026-10-14Oct 1458.2
2026-10-15Oct 1553.4
2026-10-16Oct 1641.5
2026-10-19Oct 1957.9
2026-10-20Oct 2040.9
2026-10-21Oct 2154.2
2026-10-23Oct 2337.6
2026-10-26Oct 2640.6
2026-10-27Oct 2749.8
2026-10-29Oct 2935.7
2026-10-30Oct 3046.9
2026-11-02Nov 247.3
2026-11-03Nov 352.9
2026-11-04Nov 432.3
2026-11-05Nov 545.8
2026-11-06Nov 658.9
Rows × columns
70 × 3
Period covered
to
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Share of reported KO volume marked short, by session, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2026-07-10 to 2026-11-06
session_label text 70 distinct values (Aug 10, Aug 11, Aug 13…)
short_volume_pct number 20.8 to 64 percent

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
    toString(date)                                        AS session_date,
    formatDateTime(date, '%b %e')                         AS session_label,
    round(100 * max(short_volume) / max(total_volume), 1) AS short_volume_pct
FROM global_markets.stocks_short_volume
WHERE ticker = 'KO'
  AND date >= today() - 120
GROUP BY date
HAVING max(total_volume) > 0
ORDER BY date
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