gap_by_month
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 2026-09-17, from do-you-get-the-dividend-if-you-buy-on-the-ex-date.
| month | month_label | dividend_count | avg_calendar_days_ex_to_record | same_day_pct |
|---|---|---|---|---|
| 2023-06-01 | Jun 2023 | 4 | 1.5 | 0 |
| 2023-07-01 | Jul 2023 | 7 | 1.57 | 0 |
| 2023-08-01 | Aug 2023 | 11 | 1.36 | 0 |
| 2023-09-01 | Sep 2023 | 2 | 1 | 0 |
| 2023-10-01 | Oct 2023 | 6 | 1.5 | 0 |
| 2023-11-01 | Nov 2023 | 12 | 1.17 | 0 |
| 2023-12-01 | Dec 2023 | 2 | 1 | 0 |
| 2024-01-01 | Jan 2024 | 7 | 1.43 | 0 |
| 2024-02-01 | Feb 2024 | 9 | 1.56 | 0 |
| 2024-03-01 | Mar 2024 | 4 | 1 | 0 |
| 2024-04-01 | Apr 2024 | 5 | 1.4 | 0 |
| 2024-05-01 | May 2024 | 11 | 1.09 | 9.1 |
| 2024-06-01 | Jun 2024 | 4 | 0 | 100 |
| 2024-07-01 | Jul 2024 | 7 | 0 | 100 |
| 2024-08-01 | Aug 2024 | 9 | 0 | 100 |
| 2024-09-01 | Sep 2024 | 4 | 0 | 100 |
| 2024-10-01 | Oct 2024 | 6 | 0 | 100 |
| 2024-11-01 | Nov 2024 | 10 | 0.3 | 90 |
| 2024-12-01 | Dec 2024 | 4 | 0 | 100 |
| 2025-01-01 | Jan 2025 | 7 | 0 | 100 |
| 2025-02-01 | Feb 2025 | 7 | 0 | 100 |
| 2025-03-01 | Mar 2025 | 6 | 0 | 100 |
| 2025-04-01 | Apr 2025 | 6 | 0 | 100 |
| 2025-05-01 | May 2025 | 9 | 0 | 100 |
| 2025-06-01 | Jun 2025 | 5 | 0 | 100 |
| 2025-07-01 | Jul 2025 | 7 | 0 | 100 |
| 2025-08-01 | Aug 2025 | 8 | 0 | 100 |
| 2025-09-01 | Sep 2025 | 5 | 0 | 100 |
| 2025-10-01 | Oct 2025 | 6 | 0 | 100 |
| 2025-11-01 | Nov 2025 | 8 | 0 | 100 |
| 2025-12-01 | Dec 2025 | 6 | 0 | 100 |
| 2026-01-01 | Jan 2026 | 7 | 0 | 100 |
| 2026-02-01 | Feb 2026 | 7 | 0 | 100 |
| 2026-03-01 | Mar 2026 | 6 | 0 | 100 |
| 2026-04-01 | Apr 2026 | 5 | 0 | 100 |
| 2026-05-01 | May 2026 | 10 | 0 | 100 |
| 2026-06-01 | Jun 2026 | 5 | 0 | 100 |
| 2026-07-01 | Jul 2026 | 7 | 0 | 100 |
| 2026-08-01 | Aug 2026 | 8 | 0 | 100 |
| 2026-09-01 | Sep 2026 | 5 | 0 | 100 |
- Rows × columns
- 40 × 5
- Period covered
- to
- 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 |
|---|---|---|---|
month |
date | 2023-06-01 to 2026-09-01 | |
month_label |
text | 40 distinct values (Apr 2024, Apr 2025, Apr 2026…) | |
dividend_count |
number | 2 to 12 | count |
avg_calendar_days_ex_to_record |
number | 0 to 1.57 | |
same_day_pct |
number | 0 to 100 | 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.
the exact SQL behind every number
SELECT
toString(m) AS month,
formatDateTime(m, '%b %Y') AS month_label,
count() AS dividend_count,
round(avg(dateDiff('day', ex_dt, rec_dt)), 2) AS avg_calendar_days_ex_to_record,
round(100 * countIf(rec_dt = ex_dt) / count(), 1) AS same_day_pct
FROM
(
SELECT
toStartOfMonth(any(ex_dividend_date)) AS m,
any(ex_dividend_date) AS ex_dt,
any(record_date) AS rec_dt
FROM global_markets.stocks_dividends
WHERE ticker IN ('AAPL', 'MSFT', 'KO', 'JNJ', 'PG', 'PEP', 'JPM', 'XOM', 'CVX', 'HD',
'MCD', 'WMT', 'IBM', 'CSCO', 'VZ', 'MRK', 'PFE', 'ABBV', 'TXN', 'LLY')
AND ex_dividend_date >= '2023-06-01'
AND ex_dividend_date < today()
GROUP BY id
)
WHERE rec_dt >= ex_dt
GROUP BY m
ORDER BY m
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