Call implied volatility by strike for the same expiration

WITH
    (
        SELECT max(date)
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'NKE'
          AND iv_converged = 1
          AND volume > 0
    ) AS asof_date,
    (
        SELECT expiration_date
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'NKE'
          AND lower(toString(option_type)) IN ('call', 'c')
          AND iv_converged = 1
          AND volume > 0
          AND days_to_expiry BETWEEN 60 AND 90
          AND date = (
              SELECT max(date)
              FROM global_markets.options_greeks
              WHERE underlying_symbol = 'NKE'
                AND iv_converged = 1
                AND volume > 0
          )
        GROUP BY expiration_date
        ORDER BY sum(volume) DESC, expiration_date
        LIMIT 1
    ) AS expiry
SELECT
    toString(toFloat64(strike_price))                                                    AS strike,
    round(toFloat64(strike_price) / toFloat64(any(underlying_close)) * 100 - 100, 1)    AS pct_vs_spot,
    round(any(implied_volatility) * 100, 1)                                              AS iv_pct,
    round(any(delta), 2)                                                                 AS delta
FROM global_markets.options_greeks
WHERE underlying_symbol = 'NKE'
  AND lower(toString(option_type)) IN ('call', 'c')
  AND date = asof_date
  AND expiration_date = expiry
  AND iv_converged = 1
  AND volume > 0
  AND toFloat64(strike_price) BETWEEN toFloat64(underlying_close) * 0.90 AND toFloat64(underlying_close) * 1.30
GROUP BY strike_price
ORDER BY strike_price