payoff

SELECT
    concat('$', toString(round(px, 0)), ' (', if(step >= 0, '+', ''), toString(step), '%)') AS stock_at_expiry,
    round(put_premium - greatest(put_strike - px, 0), 2)     AS short_put_pnl,
    round(greatest(px - call_strike, 0) - call_premium, 2)   AS long_call_pnl,
    round(short_put_pnl + long_call_pnl, 2)                  AS risk_reversal_pnl,
    round(px - spot, 2)                                      AS stock_only_pnl
FROM
(
    SELECT
        arrayJoin([-25, -20, -15, -10, -5, 0, 5, 10, 15, 20, 25])  AS step,
        spot * (1 + step / 100)                                     AS px,
        put_strike, put_premium, call_strike, call_premium, spot
    FROM
    (
        SELECT
            anyIf(strike, side = 'put')     AS put_strike,
            anyIf(premium, side = 'put')    AS put_premium,
            anyIf(strike, side = 'call')    AS call_strike,
            anyIf(premium, side = 'call')   AS call_premium,
            any(spot)                       AS spot
        FROM
        (
            SELECT
                if(delta < 0, 'put', 'call')   AS side,
                toFloat64(strike_price)        AS strike,
                toFloat64(option_close)        AS premium,
                toFloat64(underlying_close)    AS spot
            FROM global_markets.options_greeks
            WHERE underlying_symbol = 'AAPL'
              AND date = '2026-07-20'
              AND expiration_date = '2026-08-21'
              AND iv_converged = 1
              AND volume > 0
            ORDER BY abs(abs(delta) - 0.25)
            LIMIT 1 BY side
        )
    )
)
ORDER BY step