STRASMORE/EXPLORE 2,170 QUERIES

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.

as of ranking 6×3read in context →
One time distributions by size, measured against the ex date closing price — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
size_bucketpayoutsdistinct_tickers
Under 1%33882007
1% to 3%1589851
3% to 5%410280
5% to 10%346244
10% to 25%158139
25% and up6657
Rows × columns
6 × 3
Computed
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 One time distributions by size, measured against the ex date closing price, derived from the stored result.
ColumnTypeRangeNotes
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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