2,170 answered market questions

SELECT
    multiIf(moneyness < 0,    'Out of the money',
            moneyness < 0.02, '0% to 2% in',
            moneyness < 0.05, '2% to 5% in',
            moneyness < 0.10, '5% to 10% in',
                              '10% or more in')  AS moneyness_bucket,
    count()                                      AS contracts,
    round(avg(time_value), 2)                    AS avg_time_value_usd,
    round(avg(delta), 2)                         AS avg_delta
FROM
(
    SELECT
        toFloat64(underlying_close) / toFloat64(strike_price) - 1  AS moneyness,
        toFloat64(option_close)
            - greatest(toFloat64(underlying_close)
                       - toFloat64(strike_price), 0)               AS time_value,
        delta                                                      AS delta
    FROM global_markets.options_greeks
    WHERE underlying_symbol = 'KO'
      AND delta > 0
      AND iv_converged = 1
      AND volume > 0
      AND strike_price > 0
      AND days_to_expiry BETWEEN 5 AND 35
      AND date >= today() - 400
      AND date <  today() - 3
)
GROUP BY moneyness_bucket
ORDER BY min(moneyness) ASC