{"slug":"us-stock-options-for-israeli-investors","qid":"theta_curve","label":"theta_curve","post_title":"us-stock-options-for-israeli-investors","post_url":"/blog/lang/he/us-stock-options-for-israeli-investors#q-theta_curve","columns":["dte_bucket","iv_pct","theta_decay_pct"],"rows":[{"dte_bucket":"2-5","iv_pct":16.7,"theta_decay_pct":15.36},{"dte_bucket":"6-10","iv_pct":19,"theta_decay_pct":8.73},{"dte_bucket":"11-20","iv_pct":19.2,"theta_decay_pct":4.48},{"dte_bucket":"21-45","iv_pct":20.9,"theta_decay_pct":1.75},{"dte_bucket":"46-90","iv_pct":20.5,"theta_decay_pct":0.84},{"dte_bucket":"91+","iv_pct":23.3,"theta_decay_pct":0.34}],"shape":"ranking","sql":"WITH (SELECT max(date) FROM global_markets.options_greeks) AS latest_day\nSELECT\n    multiIf(days_to_expiry <= 5,  '2-5',\n            days_to_expiry <= 10, '6-10',\n            days_to_expiry <= 20, '11-20',\n            days_to_expiry <= 45, '21-45',\n            days_to_expiry <= 90, '46-90',\n            '91+')                                                    AS dte_bucket,\n    round(avg(implied_volatility) * 100, 1)                           AS iv_pct,\n    round(avg(toFloat64(theta) / toFloat64(option_close)) * -100, 2)  AS theta_decay_pct\nFROM global_markets.options_greeks\nWHERE date = latest_day\n  AND underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'AMZN', 'GOOGL', 'TSLA', 'SPY', 'QQQ', 'TEVA')\n  AND iv_converged = 1\n  AND volume > 0\n  AND days_to_expiry BETWEEN 2 AND 365\n  AND toFloat64(option_close) > 0.10\n  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.02\nGROUP BY dte_bucket\nHAVING count() >= 5\nORDER BY min(days_to_expiry)","computed_at":"2026-10-04T15:26:03.129694+00:00","elapsed":0.003418691}