monthly_counts

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 2026-09-12, from what-happens-after-a-reverse-stock-split.

Rows × columns

24 × 5

Period covered

2024-09-01 to 2026-08-01

Computed

2026-09-12

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 2026-09-12, and the query below is what returned them.

SELECT
    toStartOfMonth(toDate(execution_date))                                    AS month,
    formatDateTime(month, '%b %Y')                                            AS month_label,
    uniqExactIf((ticker, execution_date), split_to < split_from)              AS reverse_split_count,
    uniqExactIf((ticker, execution_date), split_to > split_from)              AS forward_split_count,
    round(100 * reverse_split_count / (reverse_split_count + forward_split_count), 1) AS reverse_share_pct
FROM global_markets.stocks_splits
WHERE toDate(execution_date) >= toStartOfMonth(addMonths(today(), -24))
  AND toDate(execution_date) <  toStartOfMonth(today())
  AND ticker NOT IN ('SPCX')
GROUP BY month, month_label
ORDER BY month