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The same put at SPY's June peak vs its June trough

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 2×6read in context →
The same put at SPY's June peak vs its June trough — 2 rows by 6 columns, computed from US exchange, SIP and OPRA data.
datespy_priceput_priceintrinsic_valuetime_valuedelta
2026-06-02759.632.7902.79-0.196
2026-06-10722.8818.717.121.58-0.796
Rows × columns
2 × 6
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 same put at SPY's June peak vs its June trough, derived from the stored result.
ColumnTypeRangeNotes
date date 2026-06-02 to 2026-06-10
spy_price number 722.88 to 759.63 US dollars
put_price number 2.79 to 18.7 US dollars
intrinsic_value number 0 to 17.12
time_value number 1.58 to 2.79
delta number -0.796 to -0.196

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(underlying_close, 2) AS spy_price,
       round(option_close, 2) AS put_price,
       round(greatest(740 - underlying_close, 0), 2) AS intrinsic_value,
       round(option_close - greatest(740 - underlying_close, 0), 2) AS time_value,
       round(delta, 3) AS delta
FROM global_markets.options_greeks
WHERE ticker = 'O:SPY260618P00740000' AND date IN ('2026-06-02', '2026-06-10')
ORDER BY date

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