Gap between ex-dividend date and record date, by year

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 How Stock Settlement Works Under T+1.

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
    toString(toYear(ex_date))                       AS year,
    round(avg(gap_days), 2)                         AS avg_gap_days,
    round(100 * countIf(gap_days = 0) / count(), 1) AS same_day_pct
FROM
(
    SELECT
        ticker,
        ex_dividend_date                                    AS ex_date,
        dateDiff('day', ex_dividend_date, max(record_date)) AS gap_days
    FROM global_markets.stocks_dividends
    WHERE ex_dividend_date >= '2015-01-01'
      AND ex_dividend_date <  today()
      AND record_date >= ex_dividend_date
      AND match(ticker, '^[A-Z]{1,5}$')
    GROUP BY ticker, ex_dividend_date
)
GROUP BY year
ORDER BY year