put options — 5 answered market questions

One SPY $740 put vs the stock's distance from the strike (expired Jun 18 2026)

most recentas of 2026-08-13 series 31×3read in context →

One SPY $740 put vs the stock's distance from the strike (expired Jun 18 2026) — 31 rows by 3 columns, computed 2026-08-13 from US exchange, SIP and OPRA data.
date	spy_vs_strike_pct	put_price
2026-05-01	-2.7	23.05
2026-05-04	-3.01	26.59
2026-05-05	-1.83	21.89
2026-05-06	-0.95	16.52
2026-05-07	-1.16	17.22
2026-05-08	-0.29	14.77
2026-05-11	-0.1	14.43
2026-05-12	-0.45	14.68
2026-05-13	0.48	12.38
2026-05-14	1.03	9.99
2026-05-15	-0.36	14.32
2026-05-18	-0.15	13.2
2026-05-19	-0.78	15.45
2026-05-20	-0.23	11.69
2026-05-21	0.56	9.98
2026-05-22	0.5	8.79
2026-05-26	1.47	6.82
2026-05-27	1.36	5.95
2026-05-28	2.04	4.3
2026-05-29	2.11	3.9
2026-06-01	2.24	3.34
2026-06-02	2.65	2.79
2026-06-03	1.43	3.79
2026-06-04	1.97	2.75
2026-06-05	-0.63	12.79
2026-06-08	-0.17	8.93
2026-06-09	-0.58	10.83
2026-06-10	-2.31	18.7
2026-06-11	-0.07	8.91
2026-06-12	0.33	5.44
2026-06-15	1.88	1.16

the exact SQL behind every number

SELECT date,
       round(avg((underlying_close - 740) / 740 * 100), 2) AS spy_vs_strike_pct,
       round(avg(option_close), 2) AS put_price
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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