Next declared ex dividend dates and the cash at stake per contract
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 2026-09-26, from Trading Options Inside an IRA: How It Works.
| symbol | ex_date_label | dividend_per_contract_usd | days_to_ex_date |
|---|---|---|---|
| MSFT | Nov 19 | 98 | 54 |
| T | Oct 9 | 27.75 | 13 |
- Rows × columns
- 2 × 4
- 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 |
|---|---|---|---|
symbol |
text | 2 distinct values (MSFT, T) | |
ex_date_label |
text | 2 distinct values (Nov 19, Oct 9) | |
dividend_per_contract_usd |
number | 27.75 to 98 | US dollars |
days_to_ex_date |
number | 13 to 54 |
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.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT
ticker AS symbol,
formatDateTime(min(ex_dividend_date), '%b %e') AS ex_date_label,
round(toFloat64(argMin(cash_amount, ex_dividend_date)) * 100, 2) AS dividend_per_contract_usd,
dateDiff('day', today(), min(ex_dividend_date)) AS days_to_ex_date
FROM global_markets.stocks_dividends
WHERE ex_dividend_date >= today()
AND ex_dividend_date <= today() + 200
AND ticker IN ('AAPL', 'MSFT', 'KO', 'T', 'JNJ', 'PG', 'XOM', 'CVX')
GROUP BY ticker
ORDER BY dividend_per_contract_usd DESC
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