FINRA off-exchange short volume by session: marked-short share and reported volume

Name: FINRA off-exchange short volume by session: marked-short share and reported volume
Creator: Strasmore
Published: 2026-07-26
License: https://www.strasmore.com/terms/

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 2026-07-26, from NVDA: NVIDIA's Full June 2026, Tick by Tick.

as of 2026-07-26 series 20×4read in context →

FINRA off-exchange short volume by session: marked-short share and reported volume — 20 rows by 4 columns, computed 2026-07-26 from US exchange, SIP and OPRA data.
date	short_shares_m	offexchange_total_m	short_pct_of_offexchange
2026-06-01	23.83	81.32	29.3
2026-06-02	35.49	86.77	40.9
2026-06-03	29.42	70.42	41.8
2026-06-04	29.67	75.45	39.3
2026-06-05	28.39	83.55	34
2026-06-08	17.89	53.45	33.5
2026-06-09	30.47	75.44	40.4
2026-06-10	23.77	63.03	37.7
2026-06-11	17.38	58.24	29.8
2026-06-12	15.19	45.34	33.5
2026-06-15	16.63	51.66	32.2
2026-06-16	16.1	43.31	37.2
2026-06-17	15.97	45.89	34.8
2026-06-18	14.32	49.05	29.2
2026-06-22	14.83	46.23	32.1
2026-06-23	16.48	46.92	35.1
2026-06-24	14.34	46.94	30.5
2026-06-25	18.62	60.16	30.9
2026-06-26	17.71	49.05	36.1
2026-06-30	23.97	49.86	48.1

Rows × columns: 20 × 4
Period covered: 2026-06-01 to 2026-06-30
Computed: 2026-07-26
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 FINRA off-exchange short volume by session: marked-short share and reported volume, derived from the stored result.
Column	Type	Range	Notes
`date`	date	2026-06-01 to 2026-06-30
`short_shares_m`	number	14.32 to 35.49	count
`offexchange_total_m`	number	43.31 to 86.77
`short_pct_of_offexchange`	number	29.2 to 48.1	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 2026-07-26, and the query below is what returned them.

the exact SQL behind every number

SELECT
    date,
    round(toFloat64(any(short_volume)) / 1e6, 2) AS short_shares_m,
    round(toFloat64(any(total_volume)) / 1e6, 2) AS offexchange_total_m,
    round(100 * toFloat64(any(short_volume)) / toFloat64(any(total_volume)), 1) AS short_pct_of_offexchange
FROM global_markets.stocks_short_volume
WHERE ticker = 'NVDA' AND date >= toDate('2026-06-01') AND date <= toDate('2026-06-30')
GROUP BY date
ORDER BY date

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisNVDA: NVIDIA's Full June 2026, Tick by Tick

The spread by session: regular-hours median and time-weighted average (bps) series 21×5 → The 21 sessions: regular-hours close, close-over-close change, full-day volume series 21×5 → Options session by session: contracts, the call/put split, and the put/call ratio series 21×7 → Where the contracts landed: call and put volume by strike bucket table 19×5 → The whole US tape ranked by June 2026 regular-hours dollar volume ranking 12×4 → The trailing six months, recomputed live: turnover, shares, and month return ranking 6×4 → See all 2,170 queries →