SNOW Options History — March 2021 In March 2021, SNOW traded between $209.56 and $272.33. ATM implied volatility averaged 61.1%, placing in the 52.9% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded below realized volatility by 5.9% (HV 20d: 67.1%). Max pain ranged from $235.00 to $290.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.58.
Notable Days 2021-03-04 : Highest Volume — 179,724 contracts2021-03-09 : Largest IV drop — 8.7% change2021-03-04 : Highest IV Rank — 67.3%2021-03-03 : Largest Expected Move — 24.0%Monthly Statistics Metric Avg Min Max Open Close Price $232.19 $209.56 $272.33 $272.29 $229.77 Max Pain $250.54 $235.00 $290.00 $290.00 $237.50 ATM IV 61.1% 50.0% 75.0% 67.6% 50.0% Expected Move 17.7% 13.8% 24.0% 21.6% 13.8% HV 20d 67.1% 49.4% 77.1% 51.0% 71.6% HV 60d 61.9% 56.2% 69.3% 69.3% 62.0% IV Rank 52.9% 41.3% 67.3% 59.6% 41.3% IV Percentile 49.8% 35.7% 69.4% 56.7% 35.7% Term Structure -0.8% -7.5% 0.8% -0.7% -0.7% VWIV 65.0% 51.0% 88.4% 79.1% 51.0% Skew 25d -3.2% -8.9% 4.0% -6.2% -0.5% Skew 10d -7.2% -18.6% 6.4% -9.1% -4.0% Call IV 25d 65.3% 51.5% 78.4% 72.3% 51.5% Put IV 25d 62.1% 50.9% 80.0% 66.1% 51.0% Bid-Ask Spread % 22.21 11.21 42.85 22.12 42.85 Gamma HHI 0.06 0.03 0.13 0.03 0.08 Net GEX 5.4M -23.7M 30.0M -3.4M 22.1M Net DEX 268.0M -123.4M 640.9M 108.1M 29.5M Net VEX -6.0M -6.9M -4.6M -5.0M -6.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.19 1.62 0.40 0.58 Total Volume 58,448.391 24,279 179,724 36,777 36,885 Total OI 223,159.913 141,296 268,414 141,296 250,661
Daily Data (23 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 2021-03-01 $272.29 $290.00 67.6% 21.6% 51.0% 59.6% 79.1% -6.2% -0.7% -3.4M 108.1M -5.0M 0.40 22.12 N/A N/A 26,285 10,492 67,225 74,071 2021-03-02 $272.33 $290.00 67.8% 21.6% 49.4% 59.8% 77.5% -5.9% -3.4% 1.4M 46.0M -5.1M 0.54 25.17 N/A N/A 15,963 8,640 79,349 78,274 2021-03-03 $250.43 $290.00 73.2% 24.0% 49.8% 65.5% 88.4% -0.6% -7.5% -7.1M 407.2M -4.7M 0.86 20.77 N/A N/A 36,098 31,056 82,020 79,665 2021-03-04 $250.00 $270.00 75.0% 19.9% 49.7% 67.3% 68.9% 1.7% -2.7% -7.1M 386.6M -4.9M 0.84 17.18 N/A N/A 97,424 82,300 97,641 93,989 2021-03-05 $240.60 $265.00 72.0% 19.8% 50.7% 64.2% 68.7% -5.0% -1.1% -23.7M 636.2M -5.1M 0.89 16.88 N/A N/A 75,231 67,293 116,522 103,521 2021-03-08 $214.18 $250.00 71.9% 19.8% 62.1% 64.2% 71.7% 4.0% -2.3% -4.4M 636.3M -4.6M 0.99 18.56 N/A N/A 23,362 23,201 103,864 85,032 2021-03-09 $231.36 $250.00 65.7% 18.8% 70.6% 57.7% 66.2% -0.8% 0.2% 2.2M 336.2M -5.6M 0.36 12.84 N/A N/A 53,751 19,474 112,898 91,990 2021-03-10 $227.51 $240.00 63.5% 18.4% 67.4% 55.4% 65.6% -2.1% 0.0% 2.5M 364.8M -5.8M 0.49 13.49 N/A N/A 33,252 16,337 123,040 96,949 2021-03-11 $237.69 $240.00 66.2% 18.8% 70.3% 58.2% 71.7% -8.8% -0.6% 20.4M 12.1M -6.4M 0.21 12.95 N/A N/A 48,458 10,214 133,996 102,739 2021-03-12 $229.90 $240.00 63.3% 18.2% 70.6% 55.2% 65.1% -6.9% 0.1% 19.7M 202.6M -6.5M 0.29 11.21 N/A N/A 42,374 12,332 147,470 103,732 2021-03-15 $237.50 $245.00 62.4% 17.9% 72.4% 54.2% 66.9% -8.9% -0.0% 13.8M -11.7M -6.8M 0.19 13.10 N/A N/A 47,197 8,900 129,522 94,258 2021-03-16 $233.60 $250.00 60.4% 17.3% 72.4% 52.1% 66.3% -8.7% 0.8% 19.6M 35.2M -6.8M 0.25 14.16 N/A N/A 42,552 10,441 149,139 96,912 2021-03-17 $229.31 $250.00 59.0% 16.9% 72.4% 50.7% 63.6% -8.3% -0.2% 15.0M 154.8M -6.8M 0.33 15.98 N/A N/A 23,684 7,770 158,561 100,240 2021-03-18 $217.77 $245.00 59.8% 17.1% 73.2% 51.5% 64.9% -4.7% 0.5% 3.5M 439.5M -6.3M 0.37 15.61 N/A N/A 41,454 15,407 163,844 102,221 2021-03-19 $221.25 $240.00 55.6% 15.9% 74.0% 47.2% 59.1% -3.5% 0.8% -4.0M 443.1M -6.4M 0.98 16.77 N/A N/A 20,769 20,270 161,985 106,429 2021-03-22 $221.32 $240.00 53.3% 14.8% 71.2% 44.8% 58.1% -4.3% -0.3% 8.4M 241.7M -6.3M 0.27 19.38 N/A N/A 23,571 6,329 126,150 90,954 2021-03-23 $219.42 $240.00 51.2% 14.5% 71.2% 42.6% 56.5% -3.0% -0.8% 5.8M 345.6M -6.0M 0.25 25.28 N/A N/A 38,387 9,692 131,303 93,558 2021-03-24 $209.56 $240.00 52.1% 15.2% 71.6% 43.5% 57.4% -0.3% -0.4% -6.8M 640.9M -5.2M 0.37 38.51 N/A N/A 42,955 16,028 130,771 96,154 2021-03-25 $216.74 $235.00 52.9% 15.1% 72.3% 44.3% 57.9% -0.6% 0.2% 752.1K 400.3M -6.3M 1.62 32.87 N/A N/A 20,994 34,101 143,427 102,132 2021-03-26 $231.78 $235.00 53.5% 15.3% 77.1% 45.0% 55.4% -0.5% -0.1% 30.0M -123.4M -6.9M 0.54 30.24 N/A N/A 51,043 27,634 146,220 108,360 2021-03-29 $223.33 $240.00 55.4% 16.3% 75.6% 46.9% 59.7% -0.3% 0.3% 10.5M 181.2M -6.6M 0.86 33.68 N/A N/A 21,718 18,716 134,420 97,167 2021-03-30 $222.74 $240.00 53.9% 15.1% 75.6% 45.4% 55.3% -0.3% -0.5% 5.8M 250.2M -6.7M 0.78 41.31 N/A N/A 13,615 10,664 135,421 108,882 2021-03-31 $229.77 $237.50 50.0% 13.8% 71.6% 41.3% 51.0% -0.5% -0.7% 22.1M 29.5M -6.8M 0.58 42.85 N/A N/A 23,368 13,517 137,519 113,142
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