STRASMORE/EXPLORE 2,309 QUERIES

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.

as of series 40×5read in context →
gap_by_month — 40 rows by 5 columns, computed from US exchange, SIP and OPRA data.
monthmonth_labeldividend_countavg_calendar_days_ex_to_recordsame_day_pct
2023-06-01Jun 202341.50
2023-07-01Jul 202371.570
2023-08-01Aug 2023111.360
2023-09-01Sep 2023210
2023-10-01Oct 202361.50
2023-11-01Nov 2023121.170
2023-12-01Dec 2023210
2024-01-01Jan 202471.430
2024-02-01Feb 202491.560
2024-03-01Mar 2024410
2024-04-01Apr 202451.40
2024-05-01May 2024111.099.1
2024-06-01Jun 202440100
2024-07-01Jul 202470100
2024-08-01Aug 202490100
2024-09-01Sep 202440100
2024-10-01Oct 202460100
2024-11-01Nov 2024100.390
2024-12-01Dec 202440100
2025-01-01Jan 202570100
2025-02-01Feb 202570100
2025-03-01Mar 202560100
2025-04-01Apr 202560100
2025-05-01May 202590100
2025-06-01Jun 202550100
2025-07-01Jul 202570100
2025-08-01Aug 202580100
2025-09-01Sep 202550100
2025-10-01Oct 202560100
2025-11-01Nov 202580100
2025-12-01Dec 202560100
2026-01-01Jan 202670100
2026-02-01Feb 202670100
2026-03-01Mar 202660100
2026-04-01Apr 202650100
2026-05-01May 2026100100
2026-06-01Jun 202650100
2026-07-01Jul 202670100
2026-08-01Aug 202680100
2026-09-01Sep 202650100
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
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for gap_by_month, derived from the stored result.
ColumnTypeRangeNotes
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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