The blind window: what five stocks did between the settlement date and the day its short interest was published
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 2026-09-26, from Why Short Interest Data Is Always Two Weeks Old.
| ticker | shares_short_m | close_at_settlement | close_when_published | move_while_pending_pct | sessions_in_window |
|---|---|---|---|---|---|
| GME | 39.1 | 21.45 | 25.02 | 16.6 | 8 |
| MU | 27.6 | 927.57 | 1078.72 | 16.3 | 8 |
| TSLA | 68.9 | 356.64 | 377.91 | 6 | 8 |
| NVDA | 294.2 | 212.17 | 224.54 | 5.8 | 8 |
| AAPL | 128.8 | 331.34 | 335.89 | 1.4 | 8 |
- Rows × columns
- 5 × 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 | 5 distinct values (AAPL, GME, MU…) | |
shares_short_m |
number | 27.6 to 294.2 | count |
close_at_settlement |
number | 21.45 to 927.57 | US dollars |
close_when_published |
number | 25.02 to 1,078.72 | US dollars |
move_while_pending_pct |
number | 1.4 to 16.6 | percent |
sessions_in_window |
number | every row is 8 |
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.
WITH latest AS (SELECT max(settlement_date) AS d FROM global_markets.stocks_short_interest),
arrived AS (
SELECT toDate(min(_ingest_time)) AS a
FROM global_markets.stocks_short_interest
WHERE settlement_date = (SELECT d FROM latest)
),
daily AS (
SELECT ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS session,
argMax(toFloat64(close), window_start) AS rth_close
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('AAPL', 'TSLA', 'NVDA', 'GME', 'MU')
AND toDate(toTimeZone(window_start, 'America/New_York')) >= (SELECT d FROM latest)
AND toDate(toTimeZone(window_start, 'America/New_York')) <= (SELECT a FROM arrived)
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) BETWEEN 570 AND 959
GROUP BY ticker, session
)
SELECT si.ticker AS ticker,
round(si.short_interest / 1e6, 1) AS shares_short_m,
round(argMin(d.rth_close, d.session), 2) AS close_at_settlement,
round(argMax(d.rth_close, d.session), 2) AS close_when_published,
round((argMax(d.rth_close, d.session) / argMin(d.rth_close, d.session) - 1) * 100, 1) AS move_while_pending_pct,
count() AS sessions_in_window
FROM global_markets.stocks_short_interest AS si
INNER JOIN daily AS d ON d.ticker = si.ticker
WHERE si.settlement_date = (SELECT d FROM latest)
GROUP BY si.ticker, si.short_interest
ORDER BY abs(move_while_pending_pct) DESC, si.ticker ASC
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.