Days to cover across liquid names: every ticker averaging 5M+ shares/day, latest settlement on file

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 2026-08-22, from What Is a Short Squeeze? GameStop, Measured.

Rows × columns

1 × 6

Period covered

2026-07-31

Computed

2026-08-22

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

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 2026-08-22, and the query below is what returned them.

SELECT toString(max(settlement_date)) AS settled,
       count() AS liquid_names,
       round(quantileDeterministic(0.5)(days_to_cover, cityHash64(ticker)), 1) AS median_days_to_cover,
       round(quantileDeterministic(0.9)(days_to_cover, cityHash64(ticker)), 1) AS p90_days_to_cover,
       round(max(days_to_cover), 1) AS max_days_to_cover,
       countIf(days_to_cover >= 10) AS names_at_10_plus
FROM global_markets.stocks_short_interest
WHERE settlement_date = (SELECT max(settlement_date) FROM global_markets.stocks_short_interest)
  AND avg_daily_volume >= 5000000
  AND days_to_cover IS NOT NULL
  AND ticker NOT IN ('SPCX')