2,401 answered market questions

SELECT
    concat('$', toString(round(toFloat64(strike_price), 2)))   AS strike,
    if(any(delta) < 0, 'put', 'call')                          AS side,
    round(abs(any(delta)), 3)                                  AS delta_abs,
    round(100 * any(implied_volatility), 2)                    AS iv_pct,
    round(toFloat64(any(option_close)), 2)                     AS premium
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
  AND abs(delta) BETWEEN 0.08 AND 0.55
  AND ((delta < 0 AND toFloat64(strike_price) < toFloat64(underlying_close))
       OR (delta > 0 AND toFloat64(strike_price) > toFloat64(underlying_close)))
GROUP BY strike_price
ORDER BY strike_price