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GME through the January 2021 squeeze: the same three columns, settlement by settlement

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 2026-08-25, from Most Shorted Stocks Right Now, Measured.

as of series 10×4read in context →
GME through the January 2021 squeeze: the same three columns, settlement by settlement — 10 rows by 4 columns, computed from US exchange, SIP and OPRA data.
settlement_dateshares_short_mavg_daily_volume_mdays_to_cover
2020-11-1367.54.814
2020-11-30687.88.7
2020-12-1568.19.96.9
2020-12-3171.211.66.1
2021-01-1561.829.42.1
2021-01-2921.496.81
2021-02-1216.540.41
2021-02-2614.235.21
2021-03-1510.235.91
2021-03-3110.7211
Rows × columns
10 × 4
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 GME through the January 2021 squeeze: the same three columns, settlement by settlement, derived from the stored result.
ColumnTypeRangeNotes
settlement_date date 2020-11-13 to 2021-03-31
shares_short_m number 10.2 to 71.2 count
avg_daily_volume_m number 4.8 to 96.8 count
days_to_cover number 1 to 14

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 
SELECT toString(settlement_date) AS settlement_date,
       round(short_interest / 1e6, 1) AS shares_short_m,
       round(avg_daily_volume / 1e6, 1) AS avg_daily_volume_m,
       round(days_to_cover, 1) AS days_to_cover
FROM global_markets.stocks_short_interest
WHERE ticker = 'GME'
  AND settlement_date BETWEEN '2020-11-01' AND '2021-03-31'
ORDER BY settlement_date

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