STRASMORE/EXPLORE 2,170 QUERIES

The week of July 13–17: closures, ex-dividends, splits, the monthly expiry, and the short-interest lag

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 2026-07-26, from Market Recap: July 10, 2026, The Day in Numbers.

as of scalar 1×8read in context →
holiday rows next week
0
exdiv records next week
692
household exdivs
0
splits next week
42
jul17 expiry pct of friday volume
17.8
jul17 expiry contracts m
11.69
latest si settlement
2026-06-30
si settlement age days
10
Rows × columns
1 × 8
Period covered
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 The week of July 13–17: closures, ex-dividends, splits, the monthly expiry, and the short-interest lag, derived from the stored result.
ColumnTypeRangeNotes
holiday_rows_next_week number every row is 0
exdiv_records_next_week number every row is 692
household_exdivs number every row is 0
splits_next_week number every row is 42
jul17_expiry_pct_of_friday_volume number every row is 17.8 percent
jul17_expiry_contracts_m number every row is 11.69 count
latest_si_settlement date 2026-06-30
si_settlement_age_days number every row is 10

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
    (SELECT count() FROM global_markets.stocks_market_holidays
     WHERE date >= '2026-07-13' AND date <= '2026-07-17') AS holiday_rows_next_week,
    (SELECT count() FROM global_markets.stocks_dividends
     WHERE ex_dividend_date >= '2026-07-13' AND ex_dividend_date <= '2026-07-17') AS exdiv_records_next_week,
    (SELECT countIf(ticker IN ('AAPL', 'MSFT', 'JPM', 'JNJ', 'XOM', 'KO', 'PG', 'WMT', 'CVX', 'HD'))
     FROM global_markets.stocks_dividends
     WHERE ex_dividend_date >= '2026-07-13' AND ex_dividend_date <= '2026-07-17') AS household_exdivs,
    (SELECT count() FROM global_markets.stocks_splits
     WHERE execution_date >= '2026-07-13' AND execution_date <= '2026-07-17') AS splits_next_week,
    round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260717') / sum(size), 1) AS jul17_expiry_pct_of_friday_volume,
    round(toFloat64(sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260717')) / 1e6, 2) AS jul17_expiry_contracts_m,
    (SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest
     WHERE _ingest_time < '2026-07-12 00:00:00') AS latest_si_settlement,
    (SELECT dateDiff('day', max(settlement_date), toDate('2026-07-10')) FROM global_markets.stocks_short_interest
     WHERE _ingest_time < '2026-07-12 00:00:00') AS si_settlement_age_days
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-10 00:00:00' AND sip_timestamp < '2026-07-11 00:00:00'

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More from this analysisMarket Recap: July 10, 2026, The Day in Numbers
SK Hynix's first session: the listing record vs the tape, July 10, 2026 scalar 1×8 → Session verification: first/last SPY bar ET, regular-bar count, holiday receipts, next closure scalar 1×7 → Ex-divs, splits, news, and the July 10 SEC filing mix scalar 1×16 → Treasury print status: July 9 and July 10 rows on record, and the July 8 curve (latest at authoring) scalar 1×6 → SPY day move in trailing context (~22 sessions, open-to-close) scalar 1×4 → Stocks NBBO update count: July 10 vs July 9, with named-ticker updates (millions) scalar 1×6 → See all 2,170 queries →