SNOW Options History — June 2022

In June 2022, SNOW traded between $113.04 and $151.34. ATM implied volatility averaged 77.5%, placing in the 53.2% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded below realized volatility by 9.6% (HV 20d: 87.1%). Max pain ranged from $130.00 to $170.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.80.

Notable Days

2022-06-23: Highest Volume — 114,766 contracts
2022-06-13: Largest IV spike — 11.7% change
2022-06-13: Highest IV Rank — 67.6%
2022-06-13: Largest Expected Move — 25.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$130.74	$113.04	$151.34	$126.10	$139.33
Max Pain	$138.81	$130.00	$170.00	$170.00	$135.00
ATM IV	77.5%	72.2%	88.9%	78.0%	75.6%
Expected Move	22.2%	20.8%	25.4%	22.9%	21.6%
HV 20d	87.1%	75.5%	101.3%	98.0%	88.5%
HV 60d	85.7%	81.0%	91.6%	89.5%	85.8%
IV Rank	53.2%	46.4%	67.6%	53.8%	50.7%
IV Percentile	82.5%	76.2%	93.3%	86.1%	78.6%
Term Structure	-0.6%	-3.2%	1.1%	-1.7%	-0.4%
VWIV	76.7%	68.4%	86.4%	78.8%	76.8%
Skew 25d	10.0%	8.2%	12.8%	11.6%	8.2%
Skew 10d	18.8%	13.8%	22.7%	22.0%	13.8%
Call IV 25d	73.0%	67.6%	83.3%	72.1%	71.8%
Put IV 25d	83.0%	77.4%	96.0%	83.6%	80.0%
Bid-Ask Spread %	38.20	24.68	53.92	40.55	34.82
Gamma HHI	0.05	0.03	0.09	0.05	0.04
Net GEX	710.0K	-6.5M	11.3M	-2.8M	1.2M
Net DEX	312.4M	-402.8M	624.6M	585.7M	124.4M
Net VEX	-3.7M	-4.5M	-2.9M	-3.5M	-4.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.80	0.45	1.59	0.81	1.01
Total Volume	47,710.762	28,891	114,766	59,439	31,432
Total OI	251,180.143	201,875	279,450	256,505	256,888

Daily Data (21 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
2022-06-01	$126.10	$170.00	78.0%	22.9%	98.0%	53.8%	78.8%	11.6%	-1.7%	-2.8M	585.7M	-3.5M	0.81	40.55	N/A	N/A	32,770	26,669	136,402	120,103
2022-06-02	$137.66	$140.00	74.6%	20.8%	101.3%	49.4%	73.9%	10.8%	-2.4%	4.4M	357.2M	-4.0M	1.10	31.48	N/A	N/A	25,304	27,761	141,267	124,168
2022-06-03	$129.32	$140.00	76.9%	21.6%	96.1%	52.4%	73.5%	8.6%	-3.2%	-6.3M	543.3M	-3.6M	1.59	39.25	N/A	N/A	18,854	29,980	142,870	128,916
2022-06-06	$128.36	$140.00	76.1%	21.8%	94.2%	51.4%	73.7%	10.9%	0.3%	-3.2M	523.7M	-3.5M	0.85	36.68	N/A	N/A	21,099	17,831	128,643	111,165
2022-06-07	$131.02	$140.00	73.5%	20.9%	91.4%	48.1%	71.1%	10.6%	-0.5%	-1.4M	481.5M	-3.6M	0.87	37.62	N/A	N/A	15,472	13,419	136,466	116,204
2022-06-08	$135.75	$140.00	72.2%	20.8%	92.5%	46.4%	68.4%	9.8%	0.6%	2.8M	386.5M	-3.7M	0.60	40.80	N/A	N/A	22,757	13,698	140,154	117,945
2022-06-09	$133.07	$140.00	74.5%	21.2%	88.5%	49.3%	73.6%	8.6%	-0.5%	476.0K	423.0M	-3.7M	0.86	37.69	N/A	N/A	20,700	17,702	146,738	119,945
2022-06-10	$122.38	$140.00	79.5%	22.7%	91.1%	55.7%	75.8%	9.8%	0.1%	-6.5M	624.6M	-3.3M	0.91	38.98	N/A	N/A	28,941	26,423	149,809	122,752
2022-06-13	$113.04	$140.00	88.9%	25.4%	79.7%	67.6%	86.4%	12.8%	-2.4%	-4.0M	579.5M	-2.9M	0.78	43.00	N/A	N/A	19,674	15,371	139,899	108,100
2022-06-14	$113.84	$140.00	86.1%	24.6%	75.5%	64.0%	84.9%	11.5%	-0.9%	-3.6M	565.0M	-2.9M	0.61	52.11	N/A	N/A	19,736	12,049	145,701	109,326
2022-06-15	$122.51	$140.00	79.2%	22.7%	81.3%	55.3%	78.3%	9.9%	0.6%	-49.3K	463.7M	-3.2M	0.47	52.10	N/A	N/A	33,908	15,984	150,775	110,729
2022-06-16	$114.49	$135.00	84.9%	24.4%	83.0%	62.6%	83.7%	10.0%	-1.3%	-3.6M	529.9M	-3.0M	0.99	53.92	N/A	N/A	16,883	16,759	160,532	111,883
2022-06-17	$118.53	$135.00	78.4%	22.5%	77.3%	54.3%	77.2%	9.5%	-0.3%	-1.4M	492.8M	-3.1M	0.68	51.18	N/A	N/A	23,566	16,054	164,155	115,295
2022-06-21	$123.55	$135.00	76.4%	22.4%	76.7%	51.7%	77.2%	10.2%	0.1%	690.3K	299.5M	-3.2M	0.67	37.70	N/A	N/A	18,589	12,454	111,299	90,576
2022-06-22	$127.20	$135.00	78.6%	22.6%	77.5%	54.6%	77.6%	10.9%	-0.8%	3.6M	236.9M	-3.4M	0.63	34.74	N/A	N/A	26,670	16,784	117,265	94,347
2022-06-23	$142.67	$130.00	76.4%	22.3%	86.1%	51.7%	78.8%	9.7%	-0.0%	8.8M	-156.1M	-4.2M	0.50	26.35	N/A	N/A	76,664	38,102	128,759	100,848
2022-06-24	$151.34	$135.00	74.0%	21.2%	88.2%	48.7%	74.8%	9.5%	1.1%	11.3M	-402.8M	-4.5M	0.45	28.63	N/A	N/A	70,927	32,085	140,155	112,181
2022-06-27	$148.37	$135.00	74.3%	21.2%	87.0%	49.1%	73.7%	10.2%	0.1%	5.7M	-109.2M	-4.4M	0.92	24.68	N/A	N/A	22,134	20,338	126,307	105,978
2022-06-28	$143.89	$135.00	75.1%	21.4%	88.1%	50.1%	75.2%	8.4%	-1.0%	4.2M	-7.2M	-4.4M	0.54	27.34	N/A	N/A	33,507	18,052	130,636	110,221
2022-06-29	$143.03	$135.00	74.9%	21.2%	88.0%	49.9%	77.5%	9.2%	-0.5%	4.4M	18.9M	-4.3M	0.87	32.50	N/A	N/A	18,640	16,184	136,157	113,224
2022-06-30	$139.33	$135.00	75.6%	21.6%	88.5%	50.7%	76.8%	8.2%	-0.4%	1.2M	124.4M	-4.2M	1.01	34.82	N/A	N/A	15,636	15,796	138,726	118,162