{"slug":"how-option-greeks-change-over-time","qid":"put_greeks","label":"The $740 put'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-put_greeks","columns":["date","date_label","delta","gamma","theta","vega","iv_pct"],"rows":[{"date":"2026-05-01","date_label":"May 1","delta":-0.681,"gamma":0.0109,"theta":-0.07,"vega":0.932,"iv_pct":12.6},{"date":"2026-05-04","date_label":"May 4","delta":-0.679,"gamma":0.0094,"theta":-0.099,"vega":0.903,"iv_pct":15.1},{"date":"2026-05-05","date_label":"May 5","delta":-0.589,"gamma":0.0096,"theta":-0.133,"vega":0.981,"iv_pct":16},{"date":"2026-05-06","date_label":"May 6","delta":-0.532,"gamma":0.0109,"theta":-0.127,"vega":1.001,"iv_pct":14.5},{"date":"2026-05-07","date_label":"May 7","delta":-0.55,"gamma":0.011,"theta":-0.126,"vega":0.982,"iv_pct":14.4},{"date":"2026-05-08","date_label":"May 8","delta":-0.48,"gamma":0.0104,"theta":-0.148,"vega":0.985,"iv_pct":15.4},{"date":"2026-05-11","date_label":"May 11","delta":-0.468,"gamma":0.0102,"theta":-0.167,"vega":0.949,"iv_pct":16.3},{"date":"2026-05-12","date_label":"May 12","delta":-0.496,"gamma":0.0111,"theta":-0.156,"vega":0.936,"iv_pct":15.4},{"date":"2026-05-13","date_label":"May 13","delta":-0.425,"gamma":0.0102,"theta":-0.177,"vega":0.915,"iv_pct":16.5},{"date":"2026-05-14","date_label":"May 14","delta":-0.38,"gamma":0.0104,"theta":-0.17,"vega":0.881,"iv_pct":15.9},{"date":"2026-05-15","date_label":"May 15","delta":-0.492,"gamma":0.0112,"theta":-0.172,"vega":0.898,"iv_pct":15.9},{"date":"2026-05-18","date_label":"May 18","delta":-0.477,"gamma":0.0115,"theta":-0.185,"vega":0.858,"iv_pct":16.1},{"date":"2026-05-19","date_label":"May 19","delta":-0.532,"gamma":0.0117,"theta":-0.185,"vega":0.837,"iv_pct":16.2},{"date":"2026-05-20","date_label":"May 20","delta":-0.486,"gamma":0.0133,"theta":-0.168,"vega":0.83,"iv_pct":14.4},{"date":"2026-05-21","date_label":"May 21","delta":-0.415,"gamma":0.0121,"theta":-0.193,"vega":0.803,"iv_pct":15.7},{"date":"2026-05-22","date_label":"May 22","delta":-0.413,"gamma":0.0135,"theta":-0.176,"vega":0.788,"iv_pct":14.2},{"date":"2026-05-26","date_label":"May 26","delta":-0.332,"gamma":0.0119,"theta":-0.215,"vega":0.684,"iv_pct":16.2},{"date":"2026-05-27","date_label":"May 27","delta":-0.326,"gamma":0.0132,"theta":-0.198,"vega":0.664,"iv_pct":14.8},{"date":"2026-05-28","date_label":"May 28","delta":-0.26,"gamma":0.012,"theta":-0.187,"vega":0.587,"iv_pct":14.9},{"date":"2026-05-29","date_label":"May 29","delta":-0.247,"gamma":0.0121,"theta":-0.187,"vega":0.559,"iv_pct":14.7},{"date":"2026-06-01","date_label":"Jun 1","delta":-0.228,"gamma":0.0122,"theta":-0.203,"vega":0.494,"iv_pct":15.2},{"date":"2026-06-02","date_label":"Jun 2","delta":-0.196,"gamma":0.011,"theta":-0.202,"vega":0.44,"iv_pct":15.9},{"date":"2026-06-03","date_label":"Jun 3","delta":-0.284,"gamma":0.016,"theta":-0.216,"vega":0.516,"iv_pct":13.9},{"date":"2026-06-04","date_label":"Jun 4","delta":-0.223,"gamma":0.0141,"theta":-0.207,"vega":0.441,"iv_pct":14.3},{"date":"2026-06-05","date_label":"Jun 5","delta":-0.546,"gamma":0.0146,"theta":-0.372,"vega":0.55,"iv_pct":19.6},{"date":"2026-06-08","date_label":"Jun 8","delta":-0.503,"gamma":0.0184,"theta":-0.394,"vega":0.488,"iv_pct":17.8},{"date":"2026-06-09","date_label":"Jun 9","delta":-0.558,"gamma":0.0177,"theta":-0.445,"vega":0.456,"iv_pct":19.3},{"date":"2026-06-10","date_label":"Jun 10","delta":-0.796,"gamma":0.0146,"theta":-0.282,"vega":0.303,"iv_pct":18.1},{"date":"2026-06-11","date_label":"Jun 11","delta":-0.494,"gamma":0.0178,"theta":-0.598,"vega":0.408,"iv_pct":21.8},{"date":"2026-06-12","date_label":"Jun 12","delta":-0.428,"gamma":0.023,"theta":-0.525,"vega":0.373,"iv_pct":17.9},{"date":"2026-06-15","date_label":"Jun 15","delta":-0.155,"gamma":0.0168,"theta":-0.552,"vega":0.163,"iv_pct":20.8}],"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:SPY260618P00740000' AND date BETWEEN '2026-05-01' AND '2026-06-15' AND implied_volatility > 0.02\nGROUP BY date\nORDER BY date","computed_at":"2026-07-16T09:34:03.646518+00:00","elapsed":0.002010159}