The two collar legs: the $740 put (floor) and the $760 call (cap)

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 2026-07-16, from The Options Collar: A Cheap Hedge.

Rows × columns

8 × 3

Period covered

2026-06-04 to 2026-06-15

Computed

2026-07-16

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

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 2026-07-16, and the query below is what returned them.

SELECT p.date AS date,
       round(avg(p.option_close), 2) AS put_740,
       round(avg(c.option_close), 2) AS call_760
FROM global_markets.options_greeks p
INNER JOIN global_markets.options_greeks c ON p.date = c.date
WHERE p.ticker = 'O:SPY260618P00740000' AND c.ticker = 'O:SPY260618C00760000'
  AND p.date BETWEEN '2026-06-04' AND '2026-06-15'
  AND p.implied_volatility > 0.02 AND c.implied_volatility > 0.02
GROUP BY p.date ORDER BY p.date