Protective Puts: Portfolio Insurance
The SPY $740 put's value over its final weeks (expired Jun 18 2026)series ·
2026-07-16 · 11×2
100 SPY shares alone vs. the same shares with one $740 put held against themseries ·
2026-07-16 · 11×3
The SPY $760 call you could sell to finance the put (early June 2026)series ·
2026-07-16 · 5×2
The Options Collar: A Cheap Hedge
SPY through the June 2026 selloff, boxed by the collar's $740 floor and $760 capseries ·
2026-07-16 · 8×4
The $740 put's delta deepening as it took over the downsideseries ·
2026-07-16 · 8×2
The two collar legs: the $740 put (floor) and the $760 call (cap)series ·
2026-07-16 · 8×3
The SPY $740 put's value over its final weeks (expired Jun 18 2026)
The SPY $740 put's value over its final weeks (expired Jun 18 2026)
| date | put_price |
|---|---|
| 2026-06-01 | 3.34 |
| 2026-06-02 | 2.79 |
| 2026-06-03 | 3.79 |
| 2026-06-04 | 2.75 |
| 2026-06-05 | 12.79 |
| 2026-06-08 | 8.93 |
| 2026-06-09 | 10.83 |
| 2026-06-10 | 18.7 |
| 2026-06-11 | 8.91 |
| 2026-06-12 | 5.44 |
| 2026-06-15 | 1.16 |
the exact SQL behind every number
SELECT date,
round(avg(option_close), 2) AS put_price
FROM global_markets.options_greeks
WHERE ticker = 'O:SPY260618P00740000' AND date BETWEEN '2026-06-01' AND '2026-06-15' AND implied_volatility > 0.02
GROUP BY date ORDER BY date
More from this analysisProtective Puts: Portfolio Insurance
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series 11×3
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The SPY $760 call you could sell to finance the put (early June 2026)
series 5×2
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One SPY $740 put vs the stock's distance from the strike (expired Jun 18 2026)
series 31×3
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The SPY put's delta stayed negative through its whole life
series 31×2
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