One time distributions by size, measured against the ex date closing price
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 2026-08-22, from When Special Dividends Adjust Options.
| size_bucket | payouts | distinct_tickers |
|---|---|---|
| Under 1% | 3388 | 2007 |
| 1% to 3% | 1589 | 851 |
| 3% to 5% | 410 | 280 |
| 5% to 10% | 346 | 244 |
| 10% to 25% | 158 | 139 |
| 25% and up | 66 | 57 |
- 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 |
|---|---|---|---|
size_bucket |
text | 6 distinct values (1% to 3%, 10% to 25%, 25% and up…) | |
payouts |
number | 66 to 3,388 | |
distinct_tickers |
number | 57 to 2,007 |
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.
the exact SQL behind every number
SELECT
multiIf(yield_pct < 1, 'Under 1%',
yield_pct < 3, '1% to 3%',
yield_pct < 5, '3% to 5%',
yield_pct < 10, '5% to 10%',
yield_pct < 25, '10% to 25%',
'25% and up') AS size_bucket,
count() AS payouts,
countDistinct(ticker) AS distinct_tickers
FROM
(
SELECT
dv.ticker AS ticker,
100 * toFloat64(dv.cash_amt) / toFloat64(px.close) AS yield_pct
FROM
(
SELECT
ticker,
date,
max(close) AS close
FROM global_markets.stocks_daily_aggs
WHERE date >= '2019-01-01'
AND (ticker, date) IN
(
SELECT ticker, ex_dividend_date
FROM global_markets.stocks_dividends
WHERE currency = 'USD'
AND cash_amount > 0
AND frequency = 0
)
GROUP BY ticker, date
HAVING close >= 1
) AS px
INNER JOIN
(
SELECT
ticker,
ex_dividend_date,
max(cash_amount) AS cash_amt
FROM global_markets.stocks_dividends
WHERE currency = 'USD'
AND cash_amount > 0
AND frequency = 0
AND ex_dividend_date >= '2019-01-01'
AND ex_dividend_date < today() - 5
GROUP BY ticker, ex_dividend_date
) AS dv ON dv.ticker = px.ticker AND dv.ex_dividend_date = px.date
)
GROUP BY size_bucket
ORDER BY min(yield_pct) ASC
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