Implied volatility band against the move the underlying made the next session

WITH atm AS (
    SELECT underlying_symbol AS symbol,
           date,
           avg(implied_volatility) * 100 AS iv_pct
    FROM global_markets.options_greeks
    WHERE underlying_symbol IN ('SPY', 'KO', 'AAPL', 'MSFT', 'NVDA', 'TSLA', 'COIN', 'MSTR')
      AND date >= toDate('2024-08-01')
      AND date <= toDate('2026-07-30')
      AND iv_converged = 1
      AND volume > 0
      AND underlying_close > 0
      AND days_to_expiry BETWEEN 20 AND 45
      AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
    GROUP BY symbol, date
),
px AS (
    SELECT underlying_symbol AS symbol,
           date,
           any(toFloat64(underlying_close)) AS close
    FROM global_markets.options_greeks
    WHERE underlying_symbol IN ('SPY', 'KO', 'AAPL', 'MSFT', 'NVDA', 'TSLA', 'COIN', 'MSTR')
      AND date >= toDate('2024-08-01')
      AND date <= toDate('2026-07-31')
      AND iv_converged = 1
      AND underlying_close > 0
    GROUP BY symbol, date
),
nxt AS (
    SELECT symbol,
           date,
           close,
           leadInFrame(close) OVER (PARTITION BY symbol ORDER BY date ASC
                                    ROWS BETWEEN CURRENT ROW AND 1 FOLLOWING) AS next_close
    FROM px
)
SELECT multiIf(a.iv_pct < 20, 'under 20%',
               a.iv_pct < 30, '20 to 30%',
               a.iv_pct < 45, '30 to 45%',
               a.iv_pct < 70, '45 to 70%',
               '70% and up') AS iv_band,
       count() AS sample_size,
       round(avg(a.iv_pct) / sqrt(252), 2) AS implied_daily_move_pct,
       round(quantileDeterministic(0.5)(100 * abs(n.next_close / n.close - 1),
                                        cityHash64(concat(a.symbol, toString(a.date)))), 2) AS median_next_move_pct,
       round(quantileDeterministic(0.9)(100 * abs(n.next_close / n.close - 1),
                                        cityHash64(concat(a.symbol, toString(a.date)))), 2) AS p90_next_move_pct
FROM atm AS a
INNER JOIN nxt AS n ON a.symbol = n.symbol AND a.date = n.date
WHERE n.next_close > 0
GROUP BY iv_band
HAVING count() >= 50
ORDER BY min(a.iv_pct)