ex_date_drop

Name: ex_date_drop
Creator: Strasmore
Published: 2026-09-24
License: https://www.strasmore.com/terms/

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 2026-09-24, from weekly-dividend-etfs-explained.

as of 2026-09-24 ranking 10×4read in context →

ex_date_drop — 10 rows by 4 columns, computed 2026-09-24 from US exchange, SIP and OPRA data.
ticker	ex_dates	avg_distribution	avg_overnight_move
AMDW	52	0.9325	0.0649
ARMW	47	0.6601	-0.2778
HOOY	50	0.6431	-1.1604
HOOW	52	0.5787	-0.1989
PLTY	51	0.5699	-0.8865
WNTR	51	0.5683	-0.3566
AMDY	50	0.5457	-0.6551
CHPY	53	0.5243	-0.3058
GDXW	46	0.5189	-0.1916
GOOW	52	0.4898	-0.0168

Rows × columns: 10 × 4
Computed: 2026-09-24
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 ex_date_drop, derived from the stored result.
Column	Type	Range
`ticker`	text	10 distinct values (AMDW, AMDY, ARMW…)
`ex_dates`	number	46 to 53
`avg_distribution`	number	0.4898 to 0.9325
`avg_overnight_move`	number	-1.1604 to 0.0649

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 2026-09-24, 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.

WITH
    weekly AS
    (
        SELECT ticker
        FROM global_markets.stocks_dividends
        WHERE ex_dividend_date >= today() - 365
          AND ex_dividend_date <= today()
          AND ticker NOT IN ('SPCX')
        GROUP BY ticker
        HAVING countDistinct(ex_dividend_date) >= 40
    ),
    payments AS
    (
        SELECT
            ticker,
            ex_dividend_date  AS ex_date,
            max(cash_amount)  AS amount
        FROM global_markets.stocks_dividends
        WHERE ex_dividend_date >= today() - 365
          AND ex_dividend_date <= today()
          AND ticker IN (SELECT ticker FROM weekly)
        GROUP BY ticker, ex_date
    ),
    px AS
    (
        SELECT
            ticker,
            date,
            toFloat64(any(close)) AS close
        FROM global_markets.stocks_daily_aggs
        WHERE date >= today() - 400
          AND ticker IN (SELECT ticker FROM weekly)
        GROUP BY ticker, date
    )
SELECT
    ticker,
    count()                                AS ex_dates,
    round(avg(amount), 4)                  AS avg_distribution,
    round(avg(ex_close - prior_close), 4)  AS avg_overnight_move
FROM
(
    SELECT
        d.ticker                   AS ticker,
        d.ex_date                  AS ex_date,
        toFloat64(any(d.amount))   AS amount,
        any(pe.close)              AS ex_close,
        argMax(pp.close, pp.date)  AS prior_close
    FROM payments AS d
    INNER JOIN px AS pe ON pe.ticker = d.ticker AND pe.date = d.ex_date
    INNER JOIN px AS pp ON pp.ticker = d.ticker
    WHERE pp.date <  d.ex_date
      AND pp.date >= d.ex_date - 7
    GROUP BY d.ticker, d.ex_date
)
GROUP BY ticker
ORDER BY avg_distribution DESC
LIMIT 10

SQL to run

WITH
    weekly AS
    (
        SELECT ticker
        FROM global_markets.stocks_dividends
        WHERE ex_dividend_date >= today() - 365
          AND ex_dividend_date <= today()
          AND ticker NOT IN ('SPCX')
        GROUP BY ticker
        HAVING countDistinct(ex_dividend_date) >= 40
    ),
    payments AS
    (
        SELECT
            ticker,
            ex_dividend_date  AS ex_date,
            max(cash_amount)  AS amount
        FROM global_markets.stocks_dividends
        WHERE ex_dividend_date >= today() - 365
          AND ex_dividend_date <= today()
          AND ticker IN (SELECT ticker FROM weekly)
        GROUP BY ticker, ex_date
    ),
    px AS
    (
        SELECT
            ticker,
            date,
            toFloat64(any(close)) AS close
        FROM global_markets.stocks_daily_aggs
        WHERE date >= today() - 400
          AND ticker IN (SELECT ticker FROM weekly)
        GROUP BY ticker, date
    )
SELECT
    ticker,
    count()                                AS ex_dates,
    round(avg(amount), 4)                  AS avg_distribution,
    round(avg(ex_close - prior_close), 4)  AS avg_overnight_move
FROM
(
    SELECT
        d.ticker                   AS ticker,
        d.ex_date                  AS ex_date,
        toFloat64(any(d.amount))   AS amount,
        any(pe.close)              AS ex_close,
        argMax(pp.close, pp.date)  AS prior_close
    FROM payments AS d
    INNER JOIN px AS pe ON pe.ticker = d.ticker AND pe.date = d.ex_date
    INNER JOIN px AS pp ON pp.ticker = d.ticker
    WHERE pp.date <  d.ex_date
      AND pp.date >= d.ex_date - 7
    GROUP BY d.ticker, d.ex_date
)
GROUP BY ticker
ORDER BY avg_distribution DESC
LIMIT 10

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