Three ways to build a 30-day IV for SPY, from one set of rows

WITH
    near_money AS
    (
        SELECT
            toMonday(date)                                                 AS week_start,
            toFloat64(implied_volatility)                                  AS iv,
            days_to_expiry                                                 AS dte,
            volume                                                         AS vol,
            abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) AS moneyness
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'SPY'
          AND date >= '2025-08-01'
          AND date <  '2026-08-01'
          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
    ),
    weekly AS
    (
        SELECT
            week_start,
            avgIf(iv, dte BETWEEN 25 AND 35 AND moneyness < 0.01) AS tight_atm,
            avg(iv)                                               AS wide_atm,
            sum(iv * vol) / sum(vol)                              AS volume_weighted
        FROM near_money
        GROUP BY week_start
        HAVING countIf(dte BETWEEN 25 AND 35 AND moneyness < 0.01) > 0
    )
SELECT
    toString(week_start) AS week,
    concat(monthName(week_start), ' ', toString(toDayOfMonth(week_start)), ', ', toString(toYear(week_start))) AS week_label,
    round(100 * tight_atm, 1)       AS tight_atm_pct,
    round(100 * wide_atm, 1)        AS wide_atm_pct,
    round(100 * volume_weighted, 1) AS volume_weighted_pct,
    round(100 * (greatest(tight_atm, wide_atm, volume_weighted)
               - least(tight_atm, wide_atm, volume_weighted)), 1) AS spread_pp
FROM weekly
ORDER BY week_start