{"slug":"how-option-greeks-change-over-time","qid":"call_greeks","label":"The $740 call's greeks, day by day (delta, gamma, theta, vega, IV%)","post_title":"How Option Greeks Change Over Time","post_url":"/blog/how-option-greeks-change-over-time#q-call_greeks","columns":["date","date_label","delta","gamma","theta","vega","iv_pct"],"rows":[{"date":"2026-05-01","date_label":"May 1","delta":0.327,"gamma":0.0105,"theta":-0.153,"vega":0.943,"iv_pct":13.2},{"date":"2026-05-04","date_label":"May 4","delta":0.294,"gamma":0.0104,"theta":-0.147,"vega":0.869,"iv_pct":13.1},{"date":"2026-05-05","date_label":"May 5","delta":0.381,"gamma":0.0121,"theta":-0.163,"vega":0.961,"iv_pct":12.4},{"date":"2026-05-06","date_label":"May 6","delta":0.47,"gamma":0.0105,"theta":-0.208,"vega":1.001,"iv_pct":15},{"date":"2026-05-07","date_label":"May 7","delta":0.45,"gamma":0.011,"theta":-0.201,"vega":0.982,"iv_pct":14.4},{"date":"2026-05-08","date_label":"May 8","delta":0.519,"gamma":0.0113,"theta":-0.209,"vega":0.985,"iv_pct":14.3},{"date":"2026-05-11","date_label":"May 11","delta":0.533,"gamma":0.0109,"theta":-0.229,"vega":0.948,"iv_pct":15.3},{"date":"2026-05-12","date_label":"May 12","delta":0.504,"gamma":0.0111,"theta":-0.23,"vega":0.936,"iv_pct":15.4},{"date":"2026-05-13","date_label":"May 13","delta":0.58,"gamma":0.0112,"theta":-0.232,"vega":0.913,"iv_pct":15},{"date":"2026-05-14","date_label":"May 14","delta":0.619,"gamma":0.0102,"theta":-0.248,"vega":0.882,"iv_pct":16.1},{"date":"2026-05-15","date_label":"May 15","delta":0.508,"gamma":0.0115,"theta":-0.239,"vega":0.898,"iv_pct":15.3},{"date":"2026-05-18","date_label":"May 18","delta":0.524,"gamma":0.0128,"theta":-0.238,"vega":0.858,"iv_pct":14.5},{"date":"2026-05-19","date_label":"May 19","delta":0.461,"gamma":0.0133,"theta":-0.231,"vega":0.836,"iv_pct":14.2},{"date":"2026-05-20","date_label":"May 20","delta":0.514,"gamma":0.0116,"theta":-0.274,"vega":0.83,"iv_pct":16.6},{"date":"2026-05-21","date_label":"May 21","delta":0.596,"gamma":0.0139,"theta":-0.236,"vega":0.798,"iv_pct":13.6},{"date":"2026-05-22","date_label":"May 22","delta":0.581,"gamma":0.0124,"theta":-0.27,"vega":0.79,"iv_pct":15.6},{"date":"2026-05-26","date_label":"May 26","delta":0.682,"gamma":0.0128,"theta":-0.265,"vega":0.672,"iv_pct":14.7},{"date":"2026-05-27","date_label":"May 27","delta":0.671,"gamma":0.013,"theta":-0.277,"vega":0.666,"iv_pct":15.1},{"date":"2026-05-28","date_label":"May 28","delta":0.747,"gamma":0.0123,"theta":-0.254,"vega":0.58,"iv_pct":14.4},{"date":"2026-05-29","date_label":"May 29","delta":0.746,"gamma":0.0119,"theta":-0.27,"vega":0.567,"iv_pct":15.2},{"date":"2026-06-01","date_label":"Jun 1","delta":0.741,"gamma":0.0112,"theta":-0.331,"vega":0.529,"iv_pct":17.7},{"date":"2026-06-02","date_label":"Jun 2","delta":0.809,"gamma":0.011,"theta":-0.271,"vega":0.434,"iv_pct":15.5},{"date":"2026-06-03","date_label":"Jun 3","delta":0.663,"gamma":0.0124,"theta":-0.407,"vega":0.556,"iv_pct":19.3},{"date":"2026-06-04","date_label":"Jun 4","delta":0.732,"gamma":0.0125,"theta":-0.364,"vega":0.487,"iv_pct":17.8},{"date":"2026-06-05","date_label":"Jun 5","delta":0.442,"gamma":0.0176,"theta":-0.373,"vega":0.548,"iv_pct":16.2},{"date":"2026-06-08","date_label":"Jun 8","delta":0.495,"gamma":0.0196,"theta":-0.442,"vega":0.488,"iv_pct":16.6},{"date":"2026-06-09","date_label":"Jun 9","delta":0.438,"gamma":0.0187,"theta":-0.493,"vega":0.455,"iv_pct":18.2},{"date":"2026-06-10","date_label":"Jun 10","delta":0.241,"gamma":0.0137,"theta":-0.459,"vega":0.333,"iv_pct":21.2},{"date":"2026-06-11","date_label":"Jun 11","delta":0.505,"gamma":0.0227,"theta":-0.539,"vega":0.409,"iv_pct":17.2},{"date":"2026-06-12","date_label":"Jun 12","delta":0.587,"gamma":0.0281,"theta":-0.494,"vega":0.371,"iv_pct":14.5},{"date":"2026-06-15","date_label":"Jun 15","delta":0.837,"gamma":0.0168,"theta":-0.664,"vega":0.168,"iv_pct":21.4}],"shape":"series","sql":"SELECT date,\n       formatDateTime(date, '%b %e') AS date_label,\n       round(avg(delta), 3) AS delta,\n       round(avg(gamma), 4) AS gamma,\n       round(avg(theta), 3) AS theta,\n       round(avg(vega), 3) AS vega,\n       round(avg(implied_volatility) * 100, 1) AS iv_pct\nFROM global_markets.options_greeks\nWHERE ticker = 'O:SPY260618C00740000' AND date BETWEEN '2026-05-01' AND '2026-06-15' AND implied_volatility > 0.02\nGROUP BY date\nORDER BY date","computed_at":"2026-07-16T09:34:03.547867+00:00","elapsed":0.002014964}