{"slug":"what-is-options-trading","qid":"delta_curve","label":"delta_curve","post_title":"what-is-options-trading","post_url":"/blog/lang/ta/what-is-options-trading#q-delta_curve","columns":["moneyness","delta","iv_pct"],"rows":[{"moneyness":"0.9","delta":0.879,"iv_pct":34.2},{"moneyness":"0.91","delta":0.846,"iv_pct":36.1},{"moneyness":"0.92","delta":0.838,"iv_pct":33.5},{"moneyness":"0.93","delta":0.827,"iv_pct":30.8},{"moneyness":"0.94","delta":0.808,"iv_pct":27.5},{"moneyness":"0.95","delta":0.751,"iv_pct":31.5},{"moneyness":"0.96","delta":0.735,"iv_pct":27.1},{"moneyness":"0.97","delta":0.68,"iv_pct":28.6},{"moneyness":"0.98","delta":0.639,"iv_pct":26.5},{"moneyness":"0.99","delta":0.583,"iv_pct":26},{"moneyness":"1","delta":0.541,"iv_pct":25.4},{"moneyness":"1.01","delta":0.465,"iv_pct":25.3},{"moneyness":"1.02","delta":0.419,"iv_pct":24.2},{"moneyness":"1.03","delta":0.362,"iv_pct":24.6},{"moneyness":"1.04","delta":0.315,"iv_pct":25},{"moneyness":"1.05","delta":0.266,"iv_pct":23.8},{"moneyness":"1.06","delta":0.213,"iv_pct":24.1},{"moneyness":"1.07","delta":0.192,"iv_pct":24.7},{"moneyness":"1.08","delta":0.145,"iv_pct":24.2},{"moneyness":"1.09","delta":0.125,"iv_pct":24.4},{"moneyness":"1.1","delta":0.103,"iv_pct":24.3}],"shape":"ranking","sql":"SELECT\n    moneyness,\n    round(avg(row_delta), 3)    AS delta,\n    round(avg(row_iv) * 100, 1) AS iv_pct\nFROM\n(\n    SELECT\n        toString(round(toFloat64(strike_price) / toFloat64(underlying_close), 2)) AS moneyness,\n        toFloat64(delta)                                                          AS row_delta,\n        toFloat64(implied_volatility)                                             AS row_iv\n    FROM global_markets.options_greeks\n    WHERE underlying_symbol = 'AAPL'\n      AND date BETWEEN '2026-06-01' AND '2026-06-30'\n      AND iv_converged = 1\n      AND volume > 0\n      AND delta > 0\n      AND days_to_expiry BETWEEN 25 AND 35\n      AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) <= 0.10\n)\nGROUP BY moneyness\nORDER BY moneyness","computed_at":"2026-09-24T15:21:16.574983+00:00","elapsed":0.003075321}