Days to cover by trading-volume tier: every name in the June 30, 2026 settlement
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 2026-07-26, from What Is Days to Cover? Short Interest Ratio.
| adv_tier | names | names_fmt | lowest_reported | median_days_to_cover | pct_above_5_days | pct_at_floor |
|---|---|---|---|---|---|---|
| under 1M shares/day | 16020 | 16,020 | 1 | 1.21 | 23.9 | 46.5 |
| 1M to 5M | 2255 | 2,255 | 1 | 2.77 | 19.1 | 26 |
| 5M to 20M | 727 | 727 | 1 | 2.02 | 12.1 | 31.5 |
| 20M+ shares/day | 220 | 220 | 1 | 1.28 | 3.6 | 42.7 |
- Rows × columns
- 4 × 7
- 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 |
|---|---|---|---|
adv_tier |
text | 4 distinct values (1M to 5M, 20M+ shares/day, 5M to 20M…) | |
names |
number | 220 to 16,020 | |
names_fmt |
text | 4 distinct values (16,020, 2,255, 220…) | |
lowest_reported |
number | every row is 1 | |
median_days_to_cover |
number | 1.21 to 2.77 | |
pct_above_5_days |
number | 3.6 to 23.9 | percent |
pct_at_floor |
number | 26 to 46.5 | 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 , 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 multiIf(avg_daily_volume < 1000000, 'under 1M shares/day',
avg_daily_volume < 5000000, '1M to 5M',
avg_daily_volume < 20000000, '5M to 20M',
'20M+ shares/day') AS adv_tier,
count() AS names,
if(count() < 1000,
toString(count()),
concat(toString(intDiv(count(), 1000)), ',', leftPad(toString(count() % 1000), 3, '0'))) AS names_fmt,
round(min(days_to_cover), 2) AS lowest_reported,
round(quantileDeterministic(0.5)(days_to_cover, cityHash64(ticker)), 2) AS median_days_to_cover,
round(countIf(days_to_cover >= 5) / count() * 100, 1) AS pct_above_5_days,
round(countIf(days_to_cover = 1) / count() * 100, 1) AS pct_at_floor
FROM global_markets.stocks_short_interest
WHERE settlement_date = '2026-06-30'
AND days_to_cover IS NOT NULL
AND avg_daily_volume > 0
GROUP BY adv_tier
ORDER BY min(avg_daily_volume)
Use dis data for your AI assistant
E go open ready to query, with dis page data. Free, no account.