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The SPY put's delta stayed negative through its whole life

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 2026-08-13, from What Are Put Options?.

as of series 31×2read in context →
The SPY put's delta stayed negative through its whole life — 31 rows by 2 columns, computed from US exchange, SIP and OPRA data.
datedelta
2026-05-01-0.681
2026-05-04-0.679
2026-05-05-0.589
2026-05-06-0.532
2026-05-07-0.55
2026-05-08-0.48
2026-05-11-0.468
2026-05-12-0.496
2026-05-13-0.425
2026-05-14-0.38
2026-05-15-0.492
2026-05-18-0.477
2026-05-19-0.532
2026-05-20-0.486
2026-05-21-0.415
2026-05-22-0.413
2026-05-26-0.332
2026-05-27-0.326
2026-05-28-0.26
2026-05-29-0.247
2026-06-01-0.228
2026-06-02-0.196
2026-06-03-0.284
2026-06-04-0.223
2026-06-05-0.546
2026-06-08-0.503
2026-06-09-0.558
2026-06-10-0.796
2026-06-11-0.494
2026-06-12-0.428
2026-06-15-0.155
Rows × columns
31 × 2
Period covered
to
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for The SPY put's delta stayed negative through its whole life, derived from the stored result.
ColumnTypeRangeNotes
date date 2026-05-01 to 2026-06-15
delta number -0.796 to -0.155

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.

the exact SQL behind every number 
SELECT date,
       round(avg(delta), 3) AS delta
FROM global_markets.options_greeks
WHERE ticker = 'O:SPY260618P00740000' AND date BETWEEN '2026-05-01' AND '2026-06-15' AND implied_volatility > 0.02
GROUP BY date ORDER BY date

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