SNOW Options History — August 2021 In August 2021, SNOW traded between $267.86 and $304.55. ATM implied volatility averaged 51.1%, placing in the 41.9% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 8.6% (HV 20d: 42.5%). Max pain ranged from $250.00 to $265.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.39.
Notable Days 2021-08-03 : Highest Volume — 209,318 contracts2021-08-26 : Largest IV drop — 15.1% change2021-08-20 : Highest IV Rank — 49.9%2021-08-20 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $282.80 $267.86 $304.55 $268.47 $300.71 Max Pain $254.77 $250.00 $265.00 $250.00 $265.00 ATM IV 51.1% 41.2% 56.0% 53.2% 41.2% Expected Move 14.1% 11.5% 16.2% 12.6% 11.5% HV 20d 42.5% 36.5% 48.4% 41.5% 43.4% HV 60d 38.7% 35.4% 44.8% 43.9% 38.5% IV Rank 41.9% 29.8% 49.9% 43.2% 29.8% IV Percentile 28.2% 1.6% 39.7% 34.9% 1.6% Term Structure -1.3% -2.7% 0.4% -2.4% 0.2% VWIV 50.8% 41.3% 58.1% 45.8% 41.9% Skew 25d 1.1% -1.5% 4.0% -0.6% 1.4% Skew 10d 4.0% -3.3% 11.1% 0.1% 5.8% Call IV 25d 51.7% 41.4% 56.8% 54.4% 41.4% Put IV 25d 52.8% 42.8% 59.6% 53.8% 42.8% Bid-Ask Spread % 13.04 8.23 25.18 11.49 13.53 Gamma HHI 0.09 0.06 0.24 0.06 0.14 Net GEX 58.1M 19.5M 120.9M 42.0M 64.1M Net DEX -1.49B -2.25B -782.9M -1.07B -1.68B Net VEX -8.8M -9.3M -8.3M -8.6M -9.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.11 1.03 0.20 0.40 Total Volume 68,535 20,498 209,318 39,795 44,136 Total OI 275,472.455 213,444 319,698 253,395 257,679
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-08-02 $268.47 $250.00 53.2% 12.6% 41.5% 43.2% 45.8% -0.6% -2.4% 42.0M -1.07B -8.6M 0.20 11.49 N/A N/A 33,250 6,545 147,029 106,366 2021-08-03 $284.68 $250.00 54.4% 13.1% 45.5% 44.5% 47.5% -1.5% -1.7% 58.7M -1.76B -8.8M 0.11 13.18 N/A N/A 188,901 20,417 149,120 107,331 2021-08-04 $271.55 $250.00 54.4% 12.9% 48.1% 44.5% 47.3% -1.0% -1.8% 58.5M -1.22B -8.7M 0.23 19.52 N/A N/A 71,415 16,510 156,935 109,444 2021-08-05 $277.12 $250.00 54.8% 14.8% 48.4% 44.9% 52.1% -0.6% -2.2% 77.3M -1.51B -9.3M 0.20 16.63 N/A N/A 50,145 10,114 188,539 117,127 2021-08-06 $277.50 $250.00 52.7% 14.3% 40.6% 42.7% 50.4% -0.1% -2.7% 78.7M -1.61B -9.3M 0.19 13.40 N/A N/A 43,218 8,274 196,875 122,823 2021-08-09 $279.92 $250.00 52.9% 14.5% 40.3% 42.9% 51.1% 0.4% -1.6% 68.6M -1.60B -9.2M 0.20 18.34 N/A N/A 37,224 7,380 174,388 110,659 2021-08-10 $274.95 $250.00 52.0% 14.3% 40.9% 41.9% 50.6% 0.0% -1.7% 60.6M -1.34B -9.0M 0.29 14.30 N/A N/A 27,266 7,864 175,098 112,452 2021-08-11 $275.86 $250.00 51.6% 14.3% 36.5% 41.5% 50.1% 0.5% -2.0% 63.6M -1.37B -9.0M 0.39 12.69 N/A N/A 15,002 5,911 179,721 115,945 2021-08-12 $286.30 $250.00 52.4% 14.5% 37.8% 42.4% 51.2% 0.1% -2.5% 96.3M -1.98B -9.2M 0.17 15.54 N/A N/A 81,024 13,870 181,869 118,605 2021-08-13 $290.84 $250.00 51.3% 14.4% 37.8% 41.2% 50.9% 0.8% -1.7% 120.9M -2.25B -9.0M 0.18 10.28 N/A N/A 64,189 11,570 182,092 119,878 2021-08-16 $282.43 $250.00 52.0% 14.7% 40.0% 41.9% 52.2% 0.5% -0.8% 55.1M -1.58B -8.7M 0.40 8.23 N/A N/A 27,107 10,755 164,818 114,006 2021-08-17 $276.99 $255.00 52.8% 15.1% 40.3% 42.8% 56.8% 1.4% -1.2% 43.6M -1.29B -8.7M 0.54 8.82 N/A N/A 16,888 9,167 166,673 116,495 2021-08-18 $282.18 $255.00 52.5% 15.1% 40.6% 42.5% 53.8% 1.2% -1.1% 56.1M -1.51B -8.7M 0.38 8.56 N/A N/A 16,125 6,145 169,816 119,375 2021-08-19 $279.88 $255.00 54.1% 15.6% 39.7% 44.2% 58.1% 2.1% -1.0% 47.3M -1.39B -8.7M 0.51 9.67 N/A N/A 13,610 6,888 170,723 123,668 2021-08-20 $267.86 $260.00 56.0% 16.2% 42.7% 49.9% 57.4% 4.0% -1.8% 19.5M -792.5M -8.3M 0.40 11.55 N/A N/A 114,216 46,118 170,076 125,674 2021-08-23 $275.71 $260.00 53.6% 15.8% 43.6% 47.1% 57.5% 3.7% -1.4% 24.2M -782.9M -8.3M 0.54 11.14 N/A N/A 23,979 13,028 120,864 92,580 2021-08-24 $282.17 $260.00 53.0% 15.7% 43.0% 46.4% 56.4% 3.0% -1.8% 36.6M -1.23B -8.7M 0.75 9.49 N/A N/A 19,975 14,933 136,658 101,039 2021-08-25 $285.85 $260.00 51.7% 15.3% 42.1% 44.9% 56.5% 3.8% -0.7% 39.4M -1.34B -8.7M 1.03 25.18 N/A N/A 35,523 36,750 139,952 106,002 2021-08-26 $304.55 $260.00 43.9% 12.4% 47.0% 35.8% 45.9% 1.4% -0.4% 59.7M -2.13B -8.5M 0.43 10.81 N/A N/A 142,378 61,083 143,993 112,988 2021-08-27 $297.96 $260.00 41.8% 11.6% 47.7% 33.4% 41.3% 1.3% 0.4% 59.0M -1.95B -8.7M 0.43 12.61 N/A N/A 57,362 24,531 156,853 133,285 2021-08-30 $298.09 $265.00 41.8% 11.8% 47.7% 33.4% 42.1% 1.7% 0.2% 48.9M -1.45B -8.7M 0.56 11.95 N/A N/A 30,053 16,931 135,065 109,816 2021-08-31 $300.71 $265.00 41.2% 11.5% 43.4% 29.8% 41.9% 1.4% 0.2% 64.1M -1.68B -9.0M 0.40 13.53 N/A N/A 31,458 12,678 144,478 113,201
« Jul 2021 | All History | Sep 2021 » Home SNOW History August 2021