3,256 answered market questions

SELECT
    multiIf(days_to_expiry <= 10,  '0 to 10 days',
            days_to_expiry <= 30,  '11 to 30 days',
            days_to_expiry <= 60,  '31 to 60 days',
            days_to_expiry <= 120, '61 to 120 days',
                                   'over 120 days')   AS dte_bucket,
    round(100 * avg(toFloat64(implied_volatility)), 1) AS atm_iv_pct,
    count()                                            AS contract_count,
    formatDateTime(max(date), '%b %e, %Y')             AS as_of
FROM global_markets.options_greeks
WHERE underlying_symbol = 'ZM'
  AND iv_converged = 1
  AND volume > 0
  AND toFloat64(underlying_close) > 0
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
  AND date >= (
        SELECT max(date)
        FROM global_markets.options_greeks
        WHERE underlying_symbol = 'ZM' AND iv_converged = 1
      ) - 7
GROUP BY dte_bucket
ORDER BY min(days_to_expiry)