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TSLA short interest vs. average daily volume, bi-monthly (last 2 years)

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 2026-10-04, from What Is FINRA Short Interest? Days to Cover.

as of series 47×3read in context →
TSLA short interest vs. average daily volume, bi-monthly (last 2 years) — 47 rows by 3 columns, computed from US exchange, SIP and OPRA data.
settlement_dateshort_interest_m_sharesavg_daily_volume_m_shares
October 15, 202479.482.7
October 31, 202477.982.6
November 15, 202476.4127.5
November 29, 202477.275.5
December 13, 202480.882.1
December 31, 202467.497.6
January 15, 202563.381.2
January 31, 202559.670.1
February 14, 202561.581.2
February 28, 202567.184.7
March 14, 202581.3125.2
March 31, 202576.5132.4
April 15, 202581.3157.6
April 30, 202581.3121.3
May 15, 202585106.2
May 30, 202577102.1
June 13, 202577.1138
June 30, 202580.1104.3
July 15, 20257096.8
July 31, 20257298.4
August 15, 202576.778.5
August 29, 202578.373.5
September 15, 202586.295.1
September 30, 202576.892.4
October 15, 202572.793.5
October 31, 202572.283
November 14, 202571.288.1
November 28, 202578.381
December 15, 202574.772.2
December 31, 202567.974.9
January 15, 202664.464.1
January 30, 202664.461.8
February 13, 202664.860.8
February 27, 202661.851.5
March 13, 202660.960.7
March 31, 202665.662.1
April 15, 202671.170.8
April 30, 202676.763.4
May 15, 202675.258.8
May 29, 202676.944.3
June 15, 202678.248.8
June 30, 202679.146
July 15, 202670.639.7
July 31, 202668.544.2
August 14, 202669.232.1
August 31, 202674.236.4
September 15, 202668.940.1
Rows × columns
47 × 3
Computed
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

Column definitions for TSLA short interest vs. average daily volume, bi-monthly (last 2 years), derived from the stored result.
ColumnTypeRangeNotes
settlement_date text 47 distinct values
short_interest_m_shares number 59.6 to 86.2 count
avg_daily_volume_m_shares number 32.1 to 157.6 count

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 concat(monthName(d), ' ', toString(toDayOfMonth(d)), ', ', toString(toYear(d))) AS settlement_date,
       short_interest_m_shares,
       avg_daily_volume_m_shares
FROM
(
    SELECT settlement_date AS d,
           round(max(short_interest) / 1e6, 1) AS short_interest_m_shares,
           round(max(avg_daily_volume) / 1e6, 1) AS avg_daily_volume_m_shares
    FROM global_markets.stocks_short_interest
    WHERE ticker = 'TSLA'
      AND settlement_date >= today() - INTERVAL 2 YEAR
    GROUP BY settlement_date
)
ORDER BY d
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