Average at-the-money SPY option premium by days to expiry, first half of 2026

SELECT
    dte_bucket,
    round(avg(premium_pct), 3) AS avg_premium_pct
FROM
(
    SELECT
        multiIf(days_to_expiry <= 1,  '1 DTE',
                days_to_expiry <= 3,  '2-3 DTE',
                days_to_expiry <= 7,  '4-7 DTE',
                days_to_expiry <= 14, '8-14 DTE',
                days_to_expiry <= 30, '15-30 DTE',
                days_to_expiry <= 60, '31-60 DTE',
                                      '61-120 DTE')           AS dte_bucket,
        days_to_expiry                                        AS dte,
        100 * toFloat64(option_close) / toFloat64(underlying_close) AS premium_pct
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'SPY'
      AND date >= '2026-01-02'
      AND date <  '2026-07-01'
      AND iv_converged = 1
      AND volume > 0
      AND days_to_expiry BETWEEN 1 AND 120
      AND toFloat64(option_close) > 0
      AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.005
)
GROUP BY dte_bucket
ORDER BY min(dte) ASC