Share of reported volume marked short, Q1 2026 disclosure window
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 2026-08-06, from When Are 13F Filings Due? 2026 Deadlines.
| ticker | short_volume_pct | reported_volume_millions |
|---|---|---|
| SPY | 53.4 | 581.6 |
| KO | 47.5 | 108.6 |
| AAPL | 46.3 | 457.6 |
| NVDA | 42.5 | 2113.6 |
| MSFT | 38.5 | 339.8 |
- Rows × columns
- 5 × 3
- 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 | 5 distinct values (AAPL, KO, MSFT…) | |
short_volume_pct |
number | 38.5 to 53.4 | percent |
reported_volume_millions |
number | 108.6 to 2,113.6 | 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
ticker,
round(100 * (sum(short_vol) / sum(total_vol)), 1) AS short_volume_pct,
round(sum(total_vol) / 1e6, 1) AS reported_volume_millions
FROM
(
SELECT
ticker,
date AS session_date,
max(short_volume) AS short_vol,
max(total_volume) AS total_vol
FROM global_markets.stocks_short_volume
WHERE ticker IN ('NVDA', 'AAPL', 'MSFT', 'SPY', 'KO')
AND date >= '2026-04-01'
AND date <= '2026-05-15'
GROUP BY ticker, session_date
)
GROUP BY ticker
HAVING sum(total_vol) > 0
ORDER BY short_volume_pct DESC