The New Testament distinguishes between
“the last day” (that is, the coming day of salvation and wrath; see 1 Thess. 5:1-11) and
the “last days” (the period of time we are now in, between Christ’s death/resurrection/ascension and his second appearing).
In addition to “last days,” this present-day category can also be called “the last time/s” (Jude 1:18; 1 Pet. 1:20) or “the last hour” (1 John 2:18).
So when asked if you think we are living in the last days, you can assure the questioner that we are: we are living in between the two comings of Christ. But we do not know—indeed, cannot know—the day or the hour of the last day itself (cf. Matt. 24:36).
You can see the references for last days/times/hour below:
“Children, it is the last hour, and as you have heard that antichrist is coming, so now many antichrists have come. Therefore we know that it is the last hour.” (1 John 2:18)
“He was foreknown before the foundation of the world but was made manifest in the last times for the sake of you. . . .” (1 Pet. 1:20)
“Now these things happened to them as an example, but they were written down for our instruction, on whom the end of the ages has come.” (1 Cor. 10:11)
“But in these last days he has spoken to us by his Son, whom he appointed the heir of all things, through whom also he created the world.” (Heb. 1:2)
“But understand this, that in the last days there will come times of difficulty.” (2 Tim. 3:1)
“In the last time there will be scoffers, following their own ungodly passions.” (Jude 1:18)
“. . . scoffers will come in the last days with scoffing, following their own sinful desires.” (2 Pet. 3:3)
“Your gold and silver have corroded, and their corrosion will be evidence against you and will eat your flesh like fire. You have laid up treasure in the last days.” (James 5:3)
“And in the last days it shall be, God declares,
that I will pour out my Spirit on all flesh,
and your sons and your daughters shall prophesy,
and your young men shall see visions,
and your old men shall dream dreams.” (Acts 2:17)