2,173 answered market questions

WITH d AS (
  SELECT date, avg(underlying_close) AS spy, avg(option_close) AS call
  FROM global_markets.options_greeks
  WHERE ticker = 'O:SPY260618C00740000' AND date BETWEEN '2026-05-01' AND '2026-06-15' AND implied_volatility > 0.02
  GROUP BY date
)
SELECT date,
       round(100 * spy / first_value(spy) OVER (ORDER BY date), 0) AS spy_indexed,
       round(100 * call / first_value(call) OVER (ORDER BY date), 0) AS call_indexed
FROM d
ORDER BY date