One expiration of the SPY chain: closing prices and delta by strike, August 21 2026 expiry, as of July 15 2026
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 2026-07-31, from How to Read an Option Chain, Column by Column.
| strike | underlying_price | call_last | put_last | call_delta | put_delta |
|---|---|---|---|---|---|
| 735 | 754.68 | 28.82 | 6.07 | 0.73 | -0.26 |
| 740 | 754.68 | 24.74 | 7.14 | 0.7 | -0.3 |
| 745 | 754.68 | 21.15 | 8.23 | 0.65 | -0.35 |
| 750 | 754.68 | 17.33 | 9.76 | 0.6 | -0.4 |
| 755 | 754.68 | 14.03 | 11.52 | 0.54 | -0.46 |
| 760 | 754.68 | 10.9 | 13.4 | 0.48 | -0.52 |
| 765 | 754.68 | 8.45 | 16.05 | 0.41 | -0.59 |
| 770 | 754.68 | 6.1 | 19.16 | 0.34 | -0.65 |
- Rows × columns
- 8 × 6
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
strike |
text | 8 distinct values (735, 740, 745…) | |
underlying_price |
number | every row is 754.68 | US dollars |
call_last |
number | 6.1 to 28.82 | |
put_last |
number | 6.07 to 19.16 | |
call_delta |
number | 0.34 to 0.73 | |
put_delta |
number | -0.65 to -0.26 |
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.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
SELECT toString(toUInt32(strike_price)) AS strike,
round(any(underlying_close), 2) AS underlying_price,
round(maxIf(option_close, option_type = 'C'), 2) AS call_last,
round(maxIf(option_close, option_type = 'P'), 2) AS put_last,
round(maxIf(delta, option_type = 'C'), 2) AS call_delta,
round(minIf(delta, option_type = 'P'), 2) AS put_delta
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
AND date = toDate('2026-07-15')
AND expiration_date = toDate('2026-08-21')
AND strike_price BETWEEN 735 AND 770
AND toUInt32(strike_price) % 5 = 0
AND iv_converged
GROUP BY strike_price
HAVING countIf(option_type = 'C') > 0 AND countIf(option_type = 'P') > 0
ORDER BY strike_price
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