I haven't read the series, but apparently his mother was a witch.

https://en.wikipedia.org/wiki/Order_of_the_Phoenix_(fictional_organisation)#Lily_Potter

Lily J. Potter (née Evans) is the mother of Harry Potter. She is described as being very pretty, with startlingly green almond-shaped eyes and thick, long, dark auburn hair.

Although Lily is Muggle-born, she is an extremely gifted witch at the top of her class.

https://en.wikipedia.org/wiki/Sexuality_in_Christian_demonology

Heinrich Kramer and Jacob Sprenger (15th century), authors of the Malleus Maleficarum, adopted an intermediate position. According to their book, demons did not feel love for witches. This is because sexual relationships with them were a part of the diabolical pact these men and women made with Satan.

William of Auvergne conceived the idea that demons felt a particular and morbid attraction to long and beautiful female hair, and thus women had to follow the Christian use of covering it to avoid exciting desire in them. Tauler had the opinion that demons were lascivious and thus they wanted to have sexual intercourse with humans to satisfy their lewdness. Sinistrari supported the idea that demons felt sexual desire, but satisfaction and pleasure were not the only motivation to have sexual relationships with humans, another reason being that of impregnating women.

It does all seem to check out. The long hair, the witchery, the demon impregnation, Harry Potter, July 31.

So, 9 months is a bit of a shorthand used in common discourse -- I doubt that the real life average is perfectly that -- but looking for specific numbers, it sounds like the 40 week number is the average time from the last pre-conception menstral period, rather then the average time from conception.

https://en.wikipedia.org/wiki/Pregnancy

Duration: ~40 weeks from the last menstrual period (38 weeks after conception)

So, working through this, Halloween night wouldn't have been the time that Lily Potter had her last menstrual period, but rather the point in time that she and Satan were actually getting things in motion.

That says that the actual average time from conception to birth is a week less, so one could maybe argue that it should be July 24 or that Harry was a little off average.