2,170 answered market questions

SELECT
    multiIf(days_to_expiry <=   7, 'up to 1 week',
            days_to_expiry <=  21, '1 to 3 weeks',
            days_to_expiry <=  45, '3 to 6 weeks',
            days_to_expiry <=  90, '6 weeks to 3 months',
            days_to_expiry <= 180, '3 to 6 months',
                                   'over 6 months')          AS dte_band,
    round(avg(implied_volatility) * 100, 2)                   AS iv_pct,
    count()                                                   AS contract_count
FROM global_markets.options_greeks
WHERE underlying_symbol = 'SPY'
  AND iv_converged = 1
  AND volume > 0
  AND days_to_expiry BETWEEN 1 AND 730
  AND abs(toFloat64(strike_price) / toFloat64(underlying_close) - 1) < 0.05
  AND date >= today() - 120
GROUP BY dte_band
ORDER BY min(days_to_expiry)