{"slug":"ex-dividend-dates-and-options","qid":"delta_glide","label":"A near-the-money SPY call and put: delta across the June 18 ex-dividend date","post_title":"How Ex-Dividend Dates Affect Options","post_url":"/blog/ex-dividend-dates-and-options#q-delta_glide","columns":["date","call_delta","put_delta"],"rows":[{"date":"2026-06-11","call_delta":0.535,"put_delta":-0.467},{"date":"2026-06-12","call_delta":0.571,"put_delta":-0.435},{"date":"2026-06-15","call_delta":0.703,"put_delta":-0.306},{"date":"2026-06-16","call_delta":0.681,"put_delta":-0.343},{"date":"2026-06-17","call_delta":0.634,"put_delta":-0.41},{"date":"2026-06-18","call_delta":0.619,"put_delta":-0.372},{"date":"2026-06-22","call_delta":0.578,"put_delta":-0.413},{"date":"2026-06-23","call_delta":0.467,"put_delta":-0.533},{"date":"2026-06-24","call_delta":0.494,"put_delta":-0.506}],"shape":"series","sql":"SELECT date,\n    round(anyIf(delta, position(ticker, 'C00740') > 0), 3) AS call_delta,\n    round(anyIf(delta, position(ticker, 'P00740') > 0), 3) AS put_delta\nFROM global_markets.options_greeks\nWHERE ticker IN ('O:SPY260717C00740000', 'O:SPY260717P00740000')\n  AND date BETWEEN '2026-06-11' AND '2026-06-24'\n  AND implied_volatility > 0.02\nGROUP BY date\nORDER BY date","computed_at":"2026-07-17T08:19:39.148756+00:00","elapsed":0.29532968}