qqq_dividends
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 2026-09-13, from ndx-vs-qqq-options.
| ex_date | ex_date_pretty | weekday | cash_per_share |
|---|---|---|---|
| 2026-06-22 | Jun 22, 2026 | Mon | 0.8135 |
| 2026-03-23 | Mar 23, 2026 | Mon | 0.7328 |
| 2025-12-22 | Dec 22, 2025 | Mon | 0.7941 |
| 2025-09-22 | Sep 22, 2025 | Mon | 0.694 |
| 2025-06-23 | Jun 23, 2025 | Mon | 0.5911 |
| 2025-03-24 | Mar 24, 2025 | Mon | 0.7157 |
| 2024-12-23 | Dec 23, 2024 | Mon | 0.8347 |
| 2024-09-23 | Sep 23, 2024 | Mon | 0.6769 |
- Rows × columns
- 8 × 4
- Period covered
- to
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ex_date |
date | 2024-09-23 to 2026-06-22 | |
ex_date_pretty |
text | 8 distinct values (Dec 22, 2025, Dec 23, 2024, Jun 22, 2026…) | |
weekday |
text | 1 distinct value (Mon) | |
cash_per_share |
number | 0.5911 to 0.8347 |
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(exd) AS ex_date,
concat(formatDateTime(exd, '%b'), ' ', toString(toDayOfMonth(exd)), ', ', toString(toYear(exd))) AS ex_date_pretty,
formatDateTime(exd, '%a') AS weekday,
round(max(toFloat64(cash_amount)), 4) AS cash_per_share
FROM
(
SELECT
toDate(ex_dividend_date) AS exd,
cash_amount
FROM global_markets.stocks_dividends
WHERE ticker = 'QQQ'
)
WHERE exd < today()
AND exd >= today() - 800
GROUP BY exd
ORDER BY exd DESC
Run your own version of this
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 analysisndx-vs-qqq-options
expiry_weekdays
ranking 5×2
→
qqq_liquidity
scalar 1×7
→
contract_size
scalar 1×4
→
One SPY $600 LEAPS call's price over two years (expired Jan 16 2026)
series 470×2
→
2s10s spread, monthly average: last 20 years
series 240×2
→
Growth of $100 in the 1x SOXX vs the 3x SOXL, Jan 2 to Jul 13 2026
series 131×3
→
See all 2,225 queries →