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Latest days to cover, and where it sits in five years of the same name's history

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 2026-08-22, from How to Read the COT Report: Columns Explained.

as of table 6×5read in context →
Latest days to cover, and where it sits in five years of the same name's history — 6 rows by 5 columns, computed from US exchange, SIP and OPRA data.
symbolsnapshot_labelshort_interest_millionsdays_to_cover_ratiopercentile_5y_pct
NVDA2026-07-31292.72.399
JNJ2026-07-3125.42.9990
XOM2026-07-3142.32.9476
AAPL2026-07-31141.62.4273
KO2026-07-3144.82.3969
MSFT2026-07-3181.32.0351
Rows × columns
6 × 5
Period covered
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 Latest days to cover, and where it sits in five years of the same name's history, derived from the stored result.
ColumnTypeRangeNotes
symbol text 6 distinct values (AAPL, JNJ, KO…)
snapshot_label date 2026-07-31
short_interest_millions number 25.4 to 292.7
days_to_cover_ratio number 2.03 to 2.99 ratio or rate
percentile_5y_pct number 51 to 99 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.

the exact SQL behind every number
WITH history AS
(
    SELECT
        ticker,
        settlement_date,
        max(toFloat64(days_to_cover))  AS dtc,
        max(toFloat64(short_interest)) AS si
    FROM global_markets.stocks_short_interest
    WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'KO', 'XOM', 'JNJ')
      AND settlement_date >= today() - 1825
      AND days_to_cover > 0
    GROUP BY ticker, settlement_date
),
latest AS
(
    SELECT
        ticker,
        argMax(dtc, settlement_date)   AS latest_dtc,
        argMax(si, settlement_date)    AS latest_si,
        toString(max(settlement_date)) AS snapshot_label
    FROM history
    GROUP BY ticker
)
SELECT
    l.ticker                                                 AS symbol,
    l.snapshot_label                                         AS snapshot_label,
    round(l.latest_si / 1e6, 1)                              AS short_interest_millions,
    round(l.latest_dtc, 2)                                   AS days_to_cover_ratio,
    round(100 * countIf(h.dtc <= l.latest_dtc) / count(), 0) AS percentile_5y_pct
FROM history AS h
INNER JOIN latest AS l ON h.ticker = l.ticker
GROUP BY l.ticker, l.snapshot_label, l.latest_si, l.latest_dtc
ORDER BY percentile_5y_pct DESC

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