Share of reported volume marked short, trailing four months
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 2026-09-27, from Substitute Payments and Your 1099.
| ticker | short_share_of_volume_pct | window_from |
|---|---|---|
| JNJ | 51.3 | 2026-06-01 |
| VZ | 49.8 | 2026-06-01 |
| AAPL | 47.3 | 2026-06-01 |
| XOM | 44.6 | 2026-06-01 |
| KO | 39.9 | 2026-06-01 |
| MSFT | 36.9 | 2026-06-01 |
| CVX | 36 | 2026-06-01 |
| PG | 34.6 | 2026-06-01 |
- Rows × columns
- 8 × 3
- Period covered
- 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 |
|---|---|---|---|
ticker |
text | 8 distinct values (AAPL, CVX, JNJ…) | |
short_share_of_volume_pct |
number | 34.6 to 51.3 | percent |
window_from |
date | 2026-06-01 |
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
ticker,
round(100 * sum(short_vol) / sum(reported_vol), 1) AS short_share_of_volume_pct,
toString(min(session)) AS window_from
FROM
(
SELECT
ticker,
date AS session,
max(short_volume) AS short_vol,
max(total_volume) AS reported_vol
FROM global_markets.stocks_short_volume
WHERE ticker IN ('AAPL', 'MSFT', 'KO', 'JNJ', 'XOM', 'CVX', 'VZ', 'PG')
AND date >= today() - 120
GROUP BY ticker, date
HAVING max(total_volume) > 0
)
GROUP BY ticker
ORDER BY short_share_of_volume_pct DESC
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