SNAP Options History — April 2024 In April 2024, SNAP traded between $10.29 and $15.14. ATM implied volatility averaged 93.4%, placing in the 70.5% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded above realized volatility by 48.9% (HV 20d: 44.5%). Max pain ranged from $11.00 to $12.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.44.
Notable Days 2024-04-26 : Highest Volume — 672,314 contracts2024-04-26 : Largest IV drop — 50.8% change2024-04-25 : Highest IV Rank — 100.0%2024-04-25 : Largest Expected Move — 38.5%Monthly Statistics Metric Avg Min Max Open Close Price $11.59 $10.29 $15.14 $11.21 $15.14 Max Pain $11.95 $11.00 $12.00 $12.00 $12.00 ATM IV 93.4% 52.8% 116.7% 91.9% 52.8% Expected Move 25.4% 14.5% 38.5% 14.6% 16.4% HV 20d 44.5% 22.4% 96.5% 42.9% 95.5% HV 60d 99.9% 97.2% 110.8% 98.6% 110.1% IV Rank 70.5% 15.7% 100.0% 68.6% 15.7% IV Percentile 87.5% 46.0% 100.0% 88.9% 46.0% Term Structure -5.2% -10.7% 9.0% -5.3% -0.3% VWIV 91.6% 51.9% 134.1% 56.7% 57.4% Skew 25d -6.5% -11.3% 0.2% -6.2% -1.4% Skew 10d -11.4% -22.9% -0.5% -10.1% -2.1% Call IV 25d 98.4% 54.0% 123.6% 95.8% 54.0% Put IV 25d 91.9% 52.6% 117.3% 89.6% 52.6% Bid-Ask Spread % 12.51 2.75 39.73 39.43 18.97 Gamma HHI 0.12 0.10 0.20 0.12 0.20 Net GEX 7.3M 3.3M 19.5M 5.6M 17.5M Net DEX -259.0M -927.6M -48.4M -151.9M -834.6M Net VEX -2.9M -3.5M -2.5M -2.8M -3.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.17 0.74 0.38 0.63 Total Volume 161,985.682 51,521 672,314 61,504 266,668 Total OI 1,644,053.636 1,458,558 1,945,029 1,511,991 1,695,501
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2024-04-01 $11.21 $12.00 91.9% 14.6% 42.9% 68.6% 56.7% -6.2% -5.3% 5.6M -151.9M -2.8M 0.38 39.43 44,730 16,774 1,040,284 471,707 2024-04-02 $11.11 $12.00 92.4% 14.5% 42.6% 69.3% 51.9% -5.8% -6.1% 4.4M -116.4M -2.7M 0.65 38.36 31,287 20,234 980,341 478,217 2024-04-03 $11.11 $12.00 92.6% 14.6% 40.4% 69.6% 53.0% -8.0% -3.1% 4.6M -124.9M -2.7M 0.18 39.73 47,061 8,372 993,876 481,780 2024-04-04 $11.11 $12.00 93.2% 24.0% 39.5% 70.4% 89.2% -6.4% -7.4% 4.7M -127.0M -2.7M 0.35 3.35 40,108 13,958 1,020,497 483,087 2024-04-05 $11.04 $12.00 95.0% 25.0% 32.3% 72.8% 92.5% -9.1% -6.4% 3.3M -121.2M -2.7M 0.18 3.13 51,673 9,470 1,037,814 487,448 2024-04-08 $11.14 $12.00 93.5% 25.1% 27.1% 70.8% 93.2% -7.3% -4.2% 5.7M -144.2M -2.7M 0.29 3.23 64,649 18,433 1,029,714 475,372 2024-04-09 $11.18 $12.00 93.1% 24.9% 22.4% 70.2% 93.5% -8.2% -5.0% 6.1M -151.6M -2.8M 0.21 2.75 64,876 13,412 1,059,856 487,598 2024-04-10 $10.91 $12.00 93.0% 25.6% 23.6% 70.1% 93.7% -8.1% -3.8% 5.0M -118.0M -2.7M 0.62 4.73 40,446 25,087 1,095,280 493,532 2024-04-11 $11.27 $12.00 93.5% 25.4% 26.6% 70.7% 90.6% -6.5% -5.5% 7.1M -172.4M -2.8M 0.72 4.95 42,620 30,634 1,121,371 500,443 2024-04-12 $10.86 $12.00 95.8% 26.6% 25.5% 73.8% 93.9% -8.3% -4.4% 4.5M -123.9M -2.8M 0.69 4.07 34,543 23,722 1,145,629 523,121 2024-04-15 $10.29 $12.00 96.2% 27.2% 30.7% 74.4% 100.8% -9.5% -6.5% 3.3M -48.4M -2.5M 0.41 8.38 95,654 39,420 1,132,025 520,248 2024-04-16 $10.41 $12.00 99.3% 28.1% 31.2% 78.6% 101.5% -8.6% -8.2% 3.6M -72.3M -2.6M 0.40 15.95 69,283 27,669 1,152,451 543,118 2024-04-17 $11.07 $11.00 106.6% 30.6% 38.8% 88.4% 108.1% -8.7% -10.7% 6.5M -191.2M -2.8M 0.27 7.30 185,135 49,473 1,189,791 556,959 2024-04-18 $11.61 $12.00 106.0% 30.8% 42.1% 87.6% 109.9% -9.8% -7.6% 10.1M -307.6M -3.1M 0.25 3.61 175,920 44,220 1,234,699 576,427 2024-04-19 $11.16 $12.00 103.7% 30.4% 44.5% 84.5% 112.9% -11.3% -6.1% 7.0M -237.5M -3.0M 0.17 4.28 192,525 31,899 1,271,841 590,117 2024-04-22 $11.18 $12.00 106.2% 32.6% 44.1% 87.8% 116.3% -5.8% -8.6% 6.0M -226.3M -3.0M 0.38 3.87 98,181 37,235 1,087,666 517,942 2024-04-23 $11.41 $12.00 108.8% 34.4% 44.7% 91.4% 121.2% -3.4% -8.7% 6.6M -274.9M -3.2M 0.42 3.27 84,611 35,301 1,119,595 529,210 2024-04-24 $11.09 $12.00 112.5% 36.1% 45.8% 96.3% 125.6% -3.2% -9.7% 6.0M -229.9M -3.1M 0.55 9.55 134,058 74,209 1,135,509 546,053 2024-04-25 $11.50 $12.00 116.7% 38.5% 47.7% 100.0% 134.1% -6.4% -6.3% 6.9M -305.4M -3.2M 0.64 9.21 274,180 176,195 1,180,002 574,965 2024-04-26 $14.57 $12.00 57.4% 17.6% 96.5% 21.7% 61.2% -1.6% -0.0% 19.5M -927.6M -3.5M 0.54 18.95 436,966 235,348 1,277,870 667,159 2024-04-29 $14.61 $12.00 54.8% 16.6% 95.6% 18.3% 59.0% 0.2% 9.0% 17.4M -690.6M -3.5M 0.74 28.07 90,327 67,119 1,089,634 573,431 2024-04-30 $15.14 $12.00 52.8% 16.4% 95.5% 15.7% 57.4% -1.4% -0.3% 17.5M -834.6M -3.5M 0.63 18.97 164,106 102,562 1,100,022 595,479
« Mar 2024 | All History | May 2024 » Home SNAP History April 2024