If you had insurance any one day in a give month, you are considered to have it the entire month. You are allowed a short gap. If this is the case, the program will give you the exemption. Otherwise, yes, there will be a penalty for those three months.

Short coverage gap (code “B”).

You generally can claim a coverage exemption for yourself or another member of your tax household for each month of a gap in coverage of less than 3 consecutive months. If an individual had more than one short coverage gap during the year, the individual is exempt only for the month(s) in the first gap. If an individual had a gap of 3 months or more, the individual isn't exempt for any of those months.

For example, if an individual had coverage for every month in the year except February and March, the individual is exempt for those 2 months. However, if an individual had cover­-age for every month in the year except February, March, and April, the individual isn't exempt for any of those months.

 An individual is treated as having coverage for any month in which he or she has coverage for at least 1 day of the month.