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 2026-09-28, from NVDA: Sit-Out, Then Surge, Week of July 6.
| d | short_shares_m | nvda_rows_on_file |
|---|---|---|
| 2026-07-06 | 12.7 | 1 |
| 2026-07-07 | 22.1 | 1 |
| 2026-07-08 | 24.6 | 1 |
| 2026-07-09 | 19.5 | 1 |
| 2026-07-10 | 26.6 | 1 |
- 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
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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.
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.
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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