2,358 answered market questions

SELECT
    toString(toFloat64(strike_price))                                                    AS strike,
    round(maxIf(implied_volatility, lower(toString(option_type)) LIKE 'p%') * 100, 1)   AS put_iv_pct,
    round(maxIf(implied_volatility, lower(toString(option_type)) LIKE 'c%') * 100, 1)   AS call_iv_pct,
    sum(volume)                                                                          AS contracts_volume
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
  AND date = '2025-05-15'
  AND expiration_date = '2025-06-20'
  AND iv_converged = 1
  AND volume > 0
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.03
GROUP BY strike_price
HAVING countIf(lower(toString(option_type)) LIKE 'p%') > 0
   AND countIf(lower(toString(option_type)) LIKE 'c%') > 0
ORDER BY strike_price