Average implied volatility against next-month realized volatility, by name

WITH
    daily AS
    (
        SELECT
            ticker,
            date             AS session_date,
            toFloat64(close) AS close_px,
            lagInFrame(toFloat64(close)) OVER
                (PARTITION BY ticker ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
        FROM global_markets.stocks_daily_aggs
        WHERE ticker IN ('AAPL', 'KO', 'MSFT', 'NVDA', 'SPY', 'TSLA')
          AND date >= today() - 560
          AND date <  today()
    ),
    realized AS
    (
        SELECT
            ticker,
            toStartOfMonth(session_date)                              AS month_start,
            100 * sqrt(252) * stddevSamp(log(close_px / prev_close))  AS rv_pct
        FROM daily
        WHERE prev_close > 0
        GROUP BY ticker, month_start
        HAVING count() >= 15
    ),
    implied AS
    (
        SELECT
            underlying_symbol             AS ticker,
            toStartOfMonth(date)          AS month_start,
            100 * avg(implied_volatility) AS iv_pct
        FROM global_markets.options_greeks
        WHERE underlying_symbol IN ('AAPL', 'KO', 'MSFT', 'NVDA', 'SPY', 'TSLA')
          AND date >= today() - 560
          AND date <  today()
          AND iv_converged = 1
          AND volume > 0
          AND days_to_expiry BETWEEN 20 AND 45
          AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
        GROUP BY ticker, month_start
        HAVING count() >= 100
    )
SELECT
    imp.ticker                       AS symbol,
    round(avg(imp.iv_pct), 1)        AS avg_implied_pct,
    round(avg(rea.rv_pct), 1)        AS avg_realized_next_pct,
    countIf(imp.iv_pct > rea.rv_pct) AS months_iv_higher,
    count()                          AS months_compared
FROM implied AS imp
INNER JOIN realized AS rea
    ON rea.ticker = imp.ticker AND rea.month_start = addMonths(imp.month_start, 1)
GROUP BY symbol
ORDER BY avg_implied_pct DESC