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FINRA daily short volume, NVDA: with the file-completeness caveat

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: Sit-Out, Then Surge, Week of July 6.

as of ranking 5×3read in context →
FINRA daily short volume, NVDA: with the file-completeness caveat — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
dshort_shares_mnvda_rows_on_file
2026-07-0612.71
2026-07-0722.11
2026-07-0824.61
2026-07-0919.51
2026-07-1026.61
Rows × columns
5 × 3
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 FINRA daily short volume, NVDA: with the file-completeness caveat, derived from the stored result.
ColumnTypeRangeNotes
d date 2026-07-06 to 2026-07-10
short_shares_m number 12.7 to 26.6 count
nvda_rows_on_file number every row is 1

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(date) AS d,
       round(sum(short_volume) / 1e6, 1) AS short_shares_m,
       count() AS nvda_rows_on_file
FROM global_markets.stocks_short_volume
WHERE ticker = 'NVDA' AND date >= toDate('2026-07-06') AND date <= toDate('2026-07-10')
GROUP BY date
ORDER BY date

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