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: 2026-07-27
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 2026-07-27, from SPCX: SpaceX's First Month on the Public Market.

as of 2026-07-27 series 12×4read in context →

FINRA off-exchange short volume by session: marked-short share and reported volume — 12 rows by 4 columns, computed 2026-07-27 from US exchange, SIP and OPRA data.
date	short_shares_m	offexchange_total_m	short_pct_of_offexchange
2026-06-12	44.35	131.53	33.7
2026-06-15	42.45	95.9	44.3
2026-06-16	57.63	124.7	46.2
2026-06-17	37.59	82.23	45.7
2026-06-18	42.71	83.11	51.4
2026-06-22	46.53	76.87	60.5
2026-06-23	42.35	64.42	65.7
2026-06-24	20.57	29.93	68.7
2026-06-25	16.34	24.42	66.9
2026-06-26	20.31	31.28	64.9
2026-06-29	20.53	31.31	65.6
2026-06-30	25.4	35.77	71

Rows × columns: 12 × 4
Period covered: 2026-06-12 to 2026-06-30
Computed: 2026-07-27
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	2026-06-12 to 2026-06-30
`short_shares_m`	number	16.34 to 57.63	count
`offexchange_total_m`	number	24.42 to 131.53
`short_pct_of_offexchange`	number	33.7 to 71	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 2026-07-27, 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 = 'SPCX' AND date >= toDate('2026-06-01') AND date <= toDate('2026-06-30')
GROUP BY date
ORDER BY date

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