pay_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 2026-09-28, from us-dividend-tax-for-israeli-investors.
| ticker | avg_lag | max_lag |
|---|---|---|
| PG | 25.7 | 28 |
| MSFT | 24.2 | 29 |
| CVX | 22.8 | 25 |
| KO | 16.8 | 19 |
| JNJ | 14.5 | 18 |
| AAPL | 4 | 6 |
- Rows × columns
- 6 × 3
- 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 |
|---|---|---|---|
ticker |
text | 6 distinct values (AAPL, CVX, JNJ…) | |
avg_lag |
number | 4 to 25.7 | |
max_lag |
number | 6 to 29 |
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,
round(avg(lag), 1) AS avg_lag,
max(lag) AS max_lag
FROM
(
SELECT
ticker,
ex_dividend_date,
dateDiff('day', ex_dividend_date, any(pay_date)) AS lag
FROM global_markets.stocks_dividends
WHERE ticker IN ('AAPL', 'MSFT', 'KO', 'PG', 'JNJ', 'CVX')
AND currency = 'USD'
AND ex_dividend_date > today() - 1100
AND ex_dividend_date <= today()
AND pay_date >= ex_dividend_date
GROUP BY ticker, ex_dividend_date
)
GROUP BY ticker
ORDER BY avg_lag DESC
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