Days to cover across all liquid US tickers, latest settlement (min 1M shares/day)

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 FINRA Short Interest? Days to Cover.

Rows × columns

1 × 6

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.

WITH (SELECT max(settlement_date) FROM global_markets.stocks_short_interest) AS latest
SELECT count() AS liquid_tickers,
       multiIf(count() < 1000, toString(count()),
               concat(toString(intDiv(count(), 1000)), ',', lpad(toString(count() % 1000), 3, '0'))) AS liquid_tickers_fmt,
       round(quantileExact(0.5)(dtc), 1) AS median_days_to_cover,
       round(quantileExact(0.9)(dtc), 1) AS p90_days_to_cover,
       min(dtc) AS lowest_days_to_cover,
       countIf(dtc >= 10) AS names_at_10_plus
FROM
(
    SELECT ticker, max(days_to_cover) AS dtc, max(avg_daily_volume) AS adv
    FROM global_markets.stocks_short_interest
    WHERE settlement_date = latest
    GROUP BY ticker
)
WHERE adv >= 1000000