SNOW Options History — February 2014

In February 2014, SNOW traded between $13.17 and $13.45. ATM implied volatility averaged 89.8%. The 30-day expected move averaged 25.7%. Net GEX was positive for 0 of 3 trading days. Term structure was in contango for 0 of 3 days.

Notable Days

2014-02-27: Largest IV drop — 76.8% change
2014-02-26: Largest Expected Move — 51.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.27	$13.17	$13.45	$13.19	$13.45
ATM IV	89.8%	41.4%	178.9%	178.9%	48.9%
Expected Move	25.7%	11.9%	51.3%	51.3%	14.0%
Term Structure	-25.3%	-57.4%	-3.1%	-57.4%	-15.5%
Bid-Ask Spread %	172.14	145.60	187.50	187.50	145.60
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (3 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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2014-02-26	$13.19	$0.00	178.9%	51.3%	0.0%	0.0%	0.0%	0.0%	-57.4%	0	0	0	0.00	187.50	N/A	N/A	0	0	0	0
2014-02-27	$13.17	$0.00	41.4%	11.9%	0.0%	0.0%	0.0%	0.0%	-3.1%	0	0	0	0.00	183.33	N/A	N/A	0	0	0	0
2014-02-28	$13.45	$0.00	48.9%	14.0%	0.0%	0.0%	0.0%	0.0%	-15.5%	0	0	0	0.00	145.60	N/A	N/A	0	0	0	0