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WITH
    (SELECT avg(toFloat64(implied_volatility))
     FROM global_markets.options_greeks
     WHERE underlying_symbol = 'NVDA'
       AND date = toDate('2023-05-24')
       AND iv_converged = 1
       AND volume > 0
       AND days_to_expiry BETWEEN 20 AND 45
       AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05) AS iv_report_day,
    (SELECT avg(toFloat64(underlying_close))
     FROM global_markets.options_greeks
     WHERE underlying_symbol = 'NVDA'
       AND date = toDate('2023-05-24')
       AND iv_converged = 1
       AND volume > 0
       AND days_to_expiry BETWEEN 20 AND 45
       AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05) AS px_report_day
SELECT date,
       formatDateTime(date, '%b %e') AS session_label,
       round(100 * avg(toFloat64(implied_volatility)), 1) AS iv_pct,
       round(100 * avg(toFloat64(implied_volatility)) * sqrt(avg(days_to_expiry) / 365), 2) AS expected_move_pct,
       round(100 * avg(toFloat64(implied_volatility)) / iv_report_day, 1) AS iv_pct_of_report_day,
       round(100 * (avg(toFloat64(underlying_close)) / px_report_day - 1), 2) AS move_from_report_day_pct
FROM global_markets.options_greeks
WHERE underlying_symbol = 'NVDA'
  AND date BETWEEN toDate('2023-05-24') AND toDate('2023-06-09')
  AND iv_converged = 1
  AND volume > 0
  AND days_to_expiry BETWEEN 20 AND 45
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
GROUP BY date
HAVING count() >= 3
ORDER BY date