Day-of-month and the gap between consecutive settlement dates: the twice-monthly cadence

Name: Day-of-month and the gap between consecutive settlement dates: the twice-monthly cadence
Creator: Strasmore
Published: 2026-09-20
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 2026-09-20, from When Is Short Interest Released?.

as of 2026-09-20 series 16×3read in context →

Day-of-month and the gap between consecutive settlement dates: the twice-monthly cadence — 16 rows by 3 columns, computed 2026-09-20 from US exchange, SIP and OPRA data.
settlement_date	day_of_month	days_since_prior
2026-01-15	15	15
2026-01-30	30	15
2026-02-13	13	14
2026-02-27	27	14
2026-03-13	13	14
2026-03-31	31	18
2026-04-15	15	15
2026-04-30	30	15
2026-05-15	15	15
2026-05-29	29	14
2026-06-15	15	17
2026-06-30	30	15
2026-07-15	15	15
2026-07-31	31	16
2026-08-14	14	14
2026-08-31	31	17

Rows × columns: 16 × 3
Period covered: 2026-01-15 to 2026-08-31
Computed: 2026-09-20
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 Day-of-month and the gap between consecutive settlement dates: the twice-monthly cadence, derived from the stored result.
Column	Type	Range
`settlement_date`	date	2026-01-15 to 2026-08-31
`day_of_month`	number	13 to 31
`days_since_prior`	number	14 to 18

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 2026-09-20, 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 settlement_date,
       toDayOfMonth(settlement_date) AS day_of_month,
       dateDiff('day', prior, settlement_date) AS days_since_prior
FROM (
    SELECT settlement_date,
           lagInFrame(settlement_date) OVER (ORDER BY settlement_date) AS prior
    FROM (
        SELECT DISTINCT settlement_date
        FROM global_markets.stocks_short_interest
        ORDER BY settlement_date DESC
        LIMIT 17
    )
    ORDER BY settlement_date
)
WHERE prior > toDate('2000-01-01')
ORDER BY settlement_date

SQL to run

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More from this analysisWhen Is Short Interest Released?

The short interest release schedule: recent FINRA settlement dates and names reported series 16×2 → Measured publication lag: settlement date vs the day the file first arrived here series 12×3 → The publication lag in one row: fastest, median and slowest across incrementally-delivered settlements scalar 1×4 → The current state of the release cycle: the newest print on file and the settlement still pending scalar 1×6 → Every incrementally-delivered settlement: measured on one date, on file days later series 12×3 → GME, winter 2020-21: each short interest print and the price move before it went public (as-traded prices) table 6×5 → See all 2,469 queries →