At the SMTP level, you can't tell the difference (spam or not). A bounce return message will tell you it fails, but the absence of a bounce message doesn't mean it was received, let alone got into an inbox.
The only way a sender can tell for sure their e-mail was delivered is to have tracking links: images and/or clickable links that include something to uniquely identify which address received the mail.
Most if not all e-mail clients block images, and many even disable links for unknown senders and/or messages that even remotely look like spam (eg: a non-zero spam score that is below the threshold to automatically reject or filter to a junk folder).
If you get tracked by one of these images or links, presumably you move from the "maybe working" e-mail address list to the "reads our messages" or "clicks our links" list, and at the very least means you contribute to making more money for the spammer when they sell that (higher-value) list.