Days between consecutive ex-dividend dates, against the 121-day window

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 Qualified Dividend Holding Period: 61 Days.

Rows × columns

6 × 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,
    round(avg(gap_days), 1) AS avg_days_between_ex_dates,
    121                     AS qualifying_window_days
FROM
(
    SELECT
        ticker,
        arrayJoin(arrayDifference(arraySort(groupArray(toUInt32(toDate(ex_dividend_date)))))) AS gap_days
    FROM
    (
        SELECT DISTINCT
            ticker,
            ex_dividend_date
        FROM global_markets.stocks_dividends
        WHERE ticker IN ('AAPL', 'MSFT', 'KO', 'JNJ', 'PG', 'XOM')
          AND cash_amount > 0
          AND ex_dividend_date >= '2019-01-01'
          AND ex_dividend_date <  '2026-08-01'
    )
    GROUP BY ticker
)
WHERE gap_days BETWEEN 45 AND 200
GROUP BY ticker
ORDER BY avg_days_between_ex_dates