long-dated options — 3 answered market questions

SPY, the call's delta, and its implied volatility at four life stages

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

SPY, the call's delta, and its implied volatility at four life stages — 4 rows by 4 columns, computed 2026-07-16 from US exchange, SIP and OPRA data.
date	spy	delta	iv_pct
2024-01-02	472.67	0.231	10.9
2024-12-09	604.3	0.668	15
2025-10-09	671.96	0.897	19.7
2026-01-14	689.62	0.975	98.1

the exact SQL behind every number

SELECT date,
       round(avg(underlying_close), 2) AS spy,
       round(avg(delta), 3) AS delta,
       round(avg(implied_volatility) * 100, 1) AS iv_pct
FROM global_markets.options_greeks
WHERE ticker = 'O:SPY260116C00600000' AND date IN ('2024-01-02', '2024-12-09', '2025-10-09', '2026-01-14') AND implied_volatility > 0.02
GROUP BY date ORDER BY date

More from this analysisWhat Are LEAPS? Long-Dated Options

One SPY $600 LEAPS call's price over two years (expired Jan 16 2026) series 470×2 → Theta (daily decay) against days to expiry, across the call's life series 4×3 → One SPY $740 call's price over its 7-week life (expired Jun 18 2026) series 31×2 → The stock both options tracked: SPY, May 1 to Jun 15 2026 series 31×3 → See all 2,170 queries →