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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 2026-09-20, 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
AAPL2026-08-31139.73.5397
NVDA2026-08-31298.32.1497
JNJ2026-08-3121.73.3195
MSFT2026-08-3174.53.1892
KO2026-08-3139.32.6782
XOM2026-08-3139.72.7265
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 2026-08-31
short_interest_millions number 21.7 to 298.3
days_to_cover_ratio number 2.14 to 3.53 ratio or rate
percentile_5y_pct number 65 to 97 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.

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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