Many people pronounce this to rhyme with spiny, though pronounced correctly it rhymes (I believe) with spinney. (I'll put off any discussion of the debate over how to pronounce Delphi.)
I heard it said by my friend Annie Novak, who with a man named Ben Flanner runs what must be the best-dressed and hands-down sexiest farm in the city. On Sunday I was one of a group of people sorting seed packets over at Rooftop, this before we staked some burlap in the rows.
We were passing around challah with farm honey, and for somebody who declined the bread, Annie coated a carrot with honey. As she was doing so, she mentioned that according to Burt Greene (a Hamptons chef), Pliny the Elder references honey-cooked-carrots in his recipe books.
[Shameless plug: Annie said her knowledge comes by way of her work at Growing Chefs, a program which (among other things) creates curriculum for garden-based classroom education.]