Snowflake Inc. (SNOW) Options History
Historical options analytics archive for SNOW with monthly max pain, implied volatility, gamma exposure, and put/call data.
112 months of complete options data available.
SNOW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SNOW. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 58.7% | 50.2% | $210.00 | $45.6M | -$3.75B | 0.55 |
| 2026-05 | 20 | 79.9% | 89.6% | $175.00 | $90.9M | -$7.01B | 0.47 |
| 2026-04 | 21 | 65.8% | 70.7% | $155.00 | -$5.0M | $428.9M | 0.61 |
| 2026-03 | 22 | 54.5% | 48.3% | $170.00 | -$10.9M | $498.9M | 1.06 |
| 2026-02 | 19 | 72.6% | 85.8% | $190.00 | -$16.4M | $194.7M | 0.60 |
| 2026-01 | 20 | 45.0% | 33.7% | $220.00 | -$16.6M | $166.7M | 0.72 |
This archive aggregates SNOW's daily end-of-day options snapshots into monthly summaries, spanning 2014-03 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how SNOW option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 58.7%, a month-end max-pain strike around $210.00, an average put/call ratio of 0.55.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SNOW history questions
- How much options history is available for SNOW?
- This archive holds 112 months of SNOW options analytics, spanning 2014-03 through 2026-06. Each entry is a monthly rollup of SNOW's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the SNOW archive.
- What data does each monthly SNOW aggregate contain?
- Every monthly row summarizes that month of SNOW option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 58.7%, an average IV rank of 50.2%, a month-end max-pain strike around $210.00, an average put/call ratio of 0.55.
- How is the SNOW options-history archive built and how often does it update?
- The archive is derived from SNOW's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how SNOW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.