{"slug":"how-option-greeks-change-over-time","qid":"prices","label":"Call vs put on the same $740 strike: mirror-image prices","post_title":"How Option Greeks Change Over Time","post_url":"/blog/how-option-greeks-change-over-time#q-prices","columns":["date","date_label","call_price","put_price"],"rows":[{"date":"2026-05-01","date_label":"May 1","call_price":7.22,"put_price":23.05},{"date":"2026-05-04","date_label":"May 4","call_price":5.99,"put_price":26.59},{"date":"2026-05-05","date_label":"May 5","call_price":8.13,"put_price":21.89},{"date":"2026-05-06","date_label":"May 6","call_price":13.28,"put_price":16.52},{"date":"2026-05-07","date_label":"May 7","call_price":11.8,"put_price":17.22},{"date":"2026-05-08","date_label":"May 8","call_price":14.5,"put_price":14.77},{"date":"2026-05-11","date_label":"May 11","call_price":15.61,"put_price":14.43},{"date":"2026-05-12","date_label":"May 12","call_price":14.1,"put_price":14.68},{"date":"2026-05-13","date_label":"May 13","call_price":17.27,"put_price":12.38},{"date":"2026-05-14","date_label":"May 14","call_price":20.48,"put_price":9.99},{"date":"2026-05-15","date_label":"May 15","call_price":13.72,"put_price":14.32},{"date":"2026-05-18","date_label":"May 18","call_price":13.02,"put_price":13.2},{"date":"2026-05-19","date_label":"May 19","call_price":10.3,"put_price":15.45},{"date":"2026-05-20","date_label":"May 20","call_price":13.98,"put_price":11.69},{"date":"2026-05-21","date_label":"May 21","call_price":14.48,"put_price":9.98},{"date":"2026-05-22","date_label":"May 22","call_price":15.62,"put_price":8.79},{"date":"2026-05-26","date_label":"May 26","call_price":18.4,"put_price":6.82},{"date":"2026-05-27","date_label":"May 27","call_price":17.82,"put_price":5.95},{"date":"2026-05-28","date_label":"May 28","call_price":20.7,"put_price":4.3},{"date":"2026-05-29","date_label":"May 29","call_price":21.31,"put_price":3.9},{"date":"2026-06-01","date_label":"Jun 1","call_price":22.5,"put_price":3.34},{"date":"2026-06-02","date_label":"Jun 2","call_price":23.5,"put_price":2.79},{"date":"2026-06-03","date_label":"Jun 3","call_price":18.4,"put_price":3.79},{"date":"2026-06-04","date_label":"Jun 4","call_price":20,"put_price":2.75},{"date":"2026-06-05","date_label":"Jun 5","call_price":7.27,"put_price":12.79},{"date":"2026-06-08","date_label":"Jun 8","call_price":7.85,"put_price":8.93},{"date":"2026-06-09","date_label":"Jun 9","call_price":6.73,"put_price":10.83},{"date":"2026-06-10","date_label":"Jun 10","call_price":3.17,"put_price":18.7},{"date":"2026-06-11","date_label":"Jun 11","call_price":7.02,"put_price":8.91},{"date":"2026-06-12","date_label":"Jun 12","call_price":7.09,"put_price":5.44},{"date":"2026-06-15","date_label":"Jun 15","call_price":15.41,"put_price":1.16}],"shape":"series","sql":"SELECT c.date AS date,\n       formatDateTime(c.date, '%b %e') AS date_label,\n       round(avg(c.option_close), 2) AS call_price,\n       round(avg(p.option_close), 2) AS put_price\nFROM global_markets.options_greeks c\nINNER JOIN global_markets.options_greeks p ON c.date = p.date\nWHERE c.ticker = 'O:SPY260618C00740000' AND p.ticker = 'O:SPY260618P00740000'\n  AND c.date BETWEEN '2026-05-01' AND '2026-06-15'\n  AND c.implied_volatility > 0.02 AND p.implied_volatility > 0.02\nGROUP BY c.date\nORDER BY date","computed_at":"2026-07-16T09:34:03.450433+00:00","elapsed":0.002080407}