Days between pay date and ex-date, cash distributions that went ex late

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 2026-08-22, from Due Bills and Stock Splits: Ex-Date Timing.

Rows × columns

12 × 3

Computed

2026-08-22

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

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 2026-08-22, and the query below is what returned them.

SELECT
    ticker,
    max(dateDiff('day', pay_date, ex_dividend_date)) AS days_ex_after_pay,
    argMax(formatDateTime(ex_dividend_date, '%b %e, %Y'), dateDiff('day', pay_date, ex_dividend_date)) AS ex_label
FROM global_markets.stocks_dividends
WHERE ex_dividend_date > pay_date
  AND pay_date >= '2010-01-01'
  AND ex_dividend_date <= today()
  AND dateDiff('day', pay_date, ex_dividend_date) <= 60
  AND ticker NOT IN ('SPCX')
GROUP BY ticker
ORDER BY days_ex_after_pay DESC, ticker
LIMIT 12