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SPY through the June 2026 selloff, boxed by the collar's $740 floor and $760 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.

as of series 8×4read in context →
SPY through the June 2026 selloff, boxed by the collar's $740 floor and $760 cap — 8 rows by 4 columns, computed from US exchange, SIP and OPRA data.
datespyfloorcap
2026-06-04754.56740760
2026-06-05735.36740760
2026-06-08738.72740760
2026-06-09735.7740760
2026-06-10722.88740760
2026-06-11739.48740760
2026-06-12742.45740760
2026-06-15753.91740760
Rows × columns
8 × 4
Period covered
to
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 SPY through the June 2026 selloff, boxed by the collar's $740 floor and $760 cap, derived from the stored result.
ColumnTypeRangeNotes
date date 2026-06-04 to 2026-06-15
spy number 722.88 to 754.56
floor number every row is 740
cap number every row is 760

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 date,
       round(avg(underlying_close), 2) AS spy,
       740 AS floor,
       760 AS cap
FROM global_markets.options_greeks
WHERE ticker = 'O:SPY260618P00740000' AND date BETWEEN '2026-06-04' AND '2026-06-15' AND implied_volatility > 0.02
GROUP BY date ORDER BY date

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More from this analysisThe Options Collar: A Cheap Hedge
The $740 put's delta deepening as it took over the downside series 8×2 → The two collar legs: the $740 put (floor) and the $760 call (cap) series 8×3 → Buy-and-hold SPY vs the covered call, per-share value over 7 weeks series 31×3 → The $740 call you sold, daily value over its 7-week life series 31×2 → The SPY $740 put's value over its final weeks (expired Jun 18 2026) series 11×2 → 100 SPY shares alone vs. the same shares with one $740 put held against them series 11×3 → See all 2,173 queries →