The Pirates optioned Delay to Triple-A Indianapolis on Sunday.
Delay went 1-for-3 with a double, a walk and three RBI on Sunday against the Rockies.
The Pirates recalled Delay from Triple-A Indianapolis on Saturday.
Delay is headed to Colorado to join the Pirates, Andrew Destin of the Pittsburgh Post-Gazette reports.
Delay (knee) has been transferred to Triple-A Indianapolis to continue his rehab assignment, Kevin Gorman of TribLive.com reports.
Delay (knee) began a rehab assignment with Single-A Bradenton on Saturday, Noah Hiles of the Pittsburgh Post-Gazette reports.
The Pirates transferred Delay (knee) to the 60-day injured list Friday.
Delay (knee) caught a bullpen session Wednesday, Andrew Destin of the Pittsburgh Post-Gazette reports.
Delay recently underwent surgery to repair the meniscus in his right knee, Alex Stumpf of MLB.com reports.
Delay (knee) remains shut down from all baseball activities, Alex Stumpf of MLB.com reports.