Four January 2021 squeezes: price multiple and short interest before and after (as-traded prices)
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.
| ticker | jan_low | jan_high | low_to_high_multiple | short_dec31_m | short_feb12_m |
|---|---|---|---|---|---|
| KOSS | 2.82 | 174 | 61.7 | 0.6 | 0.3 |
| GME | 17.05 | 513.12 | 30.1 | 71.2 | 16.5 |
| AMC | 1.91 | 25.8 | 13.5 | 39 | 48.1 |
| BB | 6.52 | 28.77 | 4.4 | 39.6 | 32.4 |
- Rows × columns
- 4 × 6
- 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 | 4 distinct values (AMC, BB, GME…) | |
jan_low |
number | 1.91 to 17.05 | US dollars |
jan_high |
number | 25.8 to 513.12 | US dollars |
low_to_high_multiple |
number | 4.4 to 61.7 | US dollars |
short_dec31_m |
number | 0.6 to 71.2 | |
short_feb12_m |
number | 0.3 to 48.1 |
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
WITH px AS (
SELECT ticker,
round(min(toFloat64(low)), 2) AS jan_low,
round(max(toFloat64(high)), 2) AS jan_high,
round(max(toFloat64(high)) / min(toFloat64(low)), 1) AS low_to_high_multiple
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('GME', 'AMC', 'KOSS', 'BB')
AND window_start >= '2021-01-04 04:00:00'
AND window_start < '2021-01-30 04:00:00'
GROUP BY ticker
),
si AS (
SELECT ticker,
round(anyIf(short_interest, settlement_date = '2020-12-31') / 1e6, 1) AS short_dec31_m,
round(anyIf(short_interest, settlement_date = '2021-02-12') / 1e6, 1) AS short_feb12_m
FROM global_markets.stocks_short_interest
WHERE ticker IN ('GME', 'AMC', 'KOSS', 'BB')
AND settlement_date IN ('2020-12-31', '2021-02-12')
GROUP BY ticker
)
SELECT px.ticker AS ticker,
px.jan_low AS jan_low,
px.jan_high AS jan_high,
px.low_to_high_multiple AS low_to_high_multiple,
si.short_dec31_m AS short_dec31_m,
si.short_feb12_m AS short_feb12_m
FROM px
INNER JOIN si ON px.ticker = si.ticker
ORDER BY px.low_to_high_multiple DESC
Run your own version of this
The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.
More from this analysisWhat Is a Short Squeeze? GameStop, Measured
Highest days to cover among liquid names: latest settlement on file
table 10×5
→
GME weekly price range and shares traded, January through mid-February 2021 (as-traded prices)
table 7×5
→
GME options volume by week: calls vs. puts and total premium, January 2021
table 5×5
→
GME short interest by settlement date, November 2020 through March 2021
ranking 10×3
→
GME 2021, one row: January low, late-January peak, February trough, March rebound (as-traded prices)
scalar 1×7
→
Days to cover across liquid names: every ticker averaging 5M+ shares/day, latest settlement on file
scalar 1×6
→
See all 2,170 queries →