3,256 answered market questions

WITH pin AS
(
    SELECT ticker
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'AAPL'
      AND startsWith(lower(toString(option_type)), 'c')
      AND date = toDate('2026-09-16')
      AND iv_converged = 1
      AND volume > 0
      AND days_to_expiry BETWEEN 25 AND 45
      AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.03
    ORDER BY volume DESC, ticker ASC
    LIMIT 1
)
SELECT
    toString(g.date)                            AS session_date,
    formatDateTime(g.date, '%b %e')             AS as_of_pretty,
    any(g.ticker)                               AS contract,
    round(toFloat64(any(g.option_close)), 2)    AS premium,
    round(100 * any(g.implied_volatility), 1)   AS iv_pct,
    round(100 * (toFloat64(any(g.underlying_close)) / toFloat64(any(g.strike_price)) - 1), 1) AS spot_vs_strike_pct
FROM global_markets.options_greeks AS g
WHERE g.ticker IN (SELECT ticker FROM pin)
  AND g.date BETWEEN toDate('2026-08-17') AND toDate('2026-09-16')
  AND g.iv_converged = 1
  AND g.volume > 0
GROUP BY g.date
ORDER BY g.date ASC