STRASMORE/EXPLORE 2,170 QUERIES

July 30 and 31 on the calendar: closures, ex-dividends, splits, the Friday 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 2026-08-01, from Market Recap: July 29, 2026, The Day in Numbers.

as of scalar 1×6read in context →
closures rest of week
0
exdiv records rest of week
611
household exdivs
0
splits rest of week
12
jul31 expiry pct of wed volume
19.7
latest short interest settlement
2026-07-15
Rows × columns
1 × 6
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 July 30 and 31 on the calendar: closures, ex-dividends, splits, the Friday expiry, and the short-interest lag, derived from the stored result.
ColumnTypeRangeNotes
closures_rest_of_week number every row is 0
exdiv_records_rest_of_week number every row is 611
household_exdivs number every row is 0
splits_rest_of_week number every row is 12
jul31_expiry_pct_of_wed_volume number every row is 19.7 percent
latest_short_interest_settlement date 2026-07-15

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 >= '2026-07-30' AND date <= '2026-07-31' AND status != 'open') AS closures_rest_of_week,
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-30' AND ex_dividend_date <= '2026-07-31') AS exdiv_records_rest_of_week,
    (SELECT countIf(ticker IN ('AAPL', 'MSFT', 'JPM', 'KO', 'JNJ', 'XOM', 'CVX', 'PG', 'WMT', 'HD')) FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-30' AND ex_dividend_date <= '2026-07-31') AS household_exdivs,
    (SELECT count() FROM global_markets.stocks_splits WHERE execution_date >= '2026-07-30' AND execution_date <= '2026-07-31') AS splits_rest_of_week,
    round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260731') / sum(size), 1) AS jul31_expiry_pct_of_wed_volume,
    (SELECT toString(max(settlement_date)) FROM global_markets.stocks_short_interest WHERE settlement_date <= '2026-07-29') AS latest_short_interest_settlement
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-29 00:00:00' AND sip_timestamp < '2026-07-30 00:00:00'

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The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisMarket Recap: July 29, 2026, The Day in Numbers
Session verification: first/last SPY bar ET, regular-bar count, holiday receipts, next closure scalar 1×7 → Ex-dividends, splits, listings, news, and the July 29 SEC filing mix scalar 1×14 → SPY day move in trailing context (open-to-close, June 29 through July 29) scalar 1×4 → SPY's median spread ranked against every July session, tightest first scalar 1×4 → Stocks NBBO update count: July 29 vs July 28, with named-ticker updates (millions) scalar 1×6 → Options NBBO tape: total updates vs the stock tape, plus the SPY root slice, July 29 scalar 1×3 → See all 2,170 queries →