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SPY through the June 2026 selloff, boxed by the collar's $740 floor and $760 cap

most recentas of 2026-07-16 series 8×4read in context →

SPY through the June 2026 selloff, boxed by the collar's $740 floor and $760 cap — 8 rows by 4 columns, computed 2026-07-16 from US exchange, SIP and OPRA data.
date	spy	floor	cap
2026-06-04	754.56	740	760
2026-06-05	735.36	740	760
2026-06-08	738.72	740	760
2026-06-09	735.7	740	760
2026-06-10	722.88	740	760
2026-06-11	739.48	740	760
2026-06-12	742.45	740	760
2026-06-15	753.91	740	760

the exact SQL behind every number

SELECT date,
       round(avg(underlying_close), 2) AS spy,
       740 AS floor,
       760 AS cap
FROM global_markets.options_greeks
WHERE ticker = 'O:SPY260618P00740000' AND date BETWEEN '2026-06-04' AND '2026-06-15' AND implied_volatility > 0.02
GROUP BY date ORDER BY date

More from this analysisThe Options Collar: A Cheap Hedge

The $740 put's delta deepening as it took over the downside series 8×2 → The two collar legs: the $740 put (floor) and the $760 call (cap) series 8×3 → Buy-and-hold SPY vs the covered call, per-share value over 7 weeks series 31×3 → The $740 call you sold, daily value over its 7-week life series 31×2 → See all 2,173 queries →