STRASMORE/EXPLORE 3,256 QUERIES

Reported short sale volume as a share of total volume, past six months

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 2026-10-09, from Limited Margin in an IRA: Rules and Limits.

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Reported short sale volume as a share of total volume, past six months — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickershort_share_pctbusiest_day_pct
SPY54.276.2
AAPL46.563.3
KO43.265.6
NVDA38.757.4
MSFT36.861.4
Rows × columns
5 × 3
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 Reported short sale volume as a share of total volume, past six months, derived from the stored result.
ColumnTypeRangeNotes
ticker text 5 distinct values (AAPL, KO, MSFT…)
short_share_pct number 36.8 to 54.2 percent
busiest_day_pct number 57.4 to 76.2 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 daily AS
(
    SELECT
        date,
        ticker,
        max(toFloat64(short_volume)) AS short_vol,
        max(toFloat64(total_volume)) AS total_vol
    FROM global_markets.stocks_short_volume
    WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')
      AND ticker NOT IN ('SPCX')
      AND date >= today() - 180
    GROUP BY date, ticker
    HAVING max(toFloat64(total_volume)) > 0
)
SELECT
    ticker,
    round(100 * sum(short_vol) / sum(total_vol), 1) AS short_share_pct,
    round(100 * max(short_vol / total_vol), 1)      AS busiest_day_pct
FROM daily
GROUP BY ticker
ORDER BY short_share_pct DESC
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