SNOW Options History — August 2022

In August 2022, SNOW traded between $150.92 and $197.25. ATM implied volatility averaged 74.6%, placing in the 49.5% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded below realized volatility by 1.0% (HV 20d: 75.6%). Max pain ranged from $145.00 to $170.00. Net GEX was positive for 17 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.84.

Notable Days

2022-08-26: Highest Volume — 250,994 contracts
2022-08-25: Largest IV drop — 19.5% change
2022-08-02: Highest IV Rank — 60.3%
2022-08-22: Largest Expected Move — 24.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$167.79	$150.92	$197.25	$151.60	$181.64
Max Pain	$162.39	$145.00	$170.00	$145.00	$170.00
ATM IV	74.6%	61.3%	83.1%	82.3%	62.3%
Expected Move	20.7%	17.1%	24.0%	19.5%	17.5%
HV 20d	75.6%	59.2%	90.5%	72.9%	89.0%
HV 60d	78.3%	72.4%	86.4%	86.4%	80.4%
IV Rank	49.5%	32.6%	60.3%	59.2%	33.9%
IV Percentile	70.8%	42.9%	88.1%	87.3%	44.0%
Term Structure	-2.2%	-4.0%	0.2%	-3.3%	-0.1%
VWIV	73.6%	61.6%	88.6%	70.6%	61.6%
Skew 25d	10.3%	7.1%	13.0%	9.9%	8.1%
Skew 10d	19.8%	14.2%	24.0%	18.0%	14.2%
Call IV 25d	69.8%	57.5%	77.8%	76.0%	59.0%
Put IV 25d	80.1%	65.8%	88.2%	85.9%	67.1%
Bid-Ask Spread %	35.60	11.63	57.00	57.00	11.63
Gamma HHI	0.06	0.04	0.24	0.06	0.04
Net GEX	6.0M	-8.7M	44.4M	1.4M	3.3M
Net DEX	-195.9M	-1.13B	257.4M	77.1M	-234.0M
Net VEX	-5.2M	-6.5M	-4.5M	-4.6M	-6.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.84	0.54	2.09	0.75	0.74
Total Volume	64,211.087	18,487	250,994	28,086	57,352
Total OI	277,582.348	227,333	348,368	238,099	330,554

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
2022-08-01	$151.60	$145.00	82.3%	19.5%	72.9%	59.2%	70.6%	9.9%	-3.3%	1.4M	77.1M	-4.6M	0.75	57.00	N/A	N/A	16,057	12,029	119,024	119,075
2022-08-02	$153.65	$145.00	83.1%	20.3%	69.2%	60.3%	74.0%	10.4%	-3.4%	2.6M	26.0M	-4.7M	0.99	42.70	N/A	N/A	21,066	20,798	122,060	123,712
2022-08-03	$162.78	$145.00	80.3%	19.1%	72.2%	56.7%	68.7%	13.0%	-4.0%	7.9M	-194.9M	-4.9M	0.68	51.44	N/A	N/A	27,512	18,610	126,892	127,748
2022-08-04	$160.41	$165.00	79.5%	21.4%	71.9%	55.6%	75.0%	12.0%	-3.9%	5.5M	-123.7M	-4.9M	0.76	40.53	N/A	N/A	21,021	15,946	132,103	135,234
2022-08-05	$163.94	$165.00	77.0%	20.9%	72.2%	52.5%	74.6%	12.3%	-3.4%	14.4M	-248.2M	-4.9M	0.58	36.90	N/A	N/A	49,056	28,533	134,991	137,158
2022-08-08	$170.72	$165.00	76.8%	21.1%	72.4%	52.3%	73.7%	10.3%	-2.2%	8.1M	-322.6M	-5.1M	0.68	34.65	N/A	N/A	28,093	19,141	126,856	128,099
2022-08-09	$160.74	$165.00	79.5%	21.9%	71.5%	55.7%	77.0%	10.2%	-2.7%	2.4M	-66.7M	-5.0M	0.86	42.75	N/A	N/A	14,212	12,226	132,625	133,773
2022-08-10	$173.82	$165.00	75.8%	21.0%	75.7%	51.0%	77.8%	12.2%	-3.0%	12.9M	-400.6M	-5.2M	0.71	28.75	N/A	N/A	24,707	17,465	134,200	135,489
2022-08-11	$167.58	$165.00	74.7%	20.8%	76.6%	49.6%	72.4%	10.7%	-2.4%	6.0M	-231.6M	-5.2M	1.15	36.57	N/A	N/A	20,032	22,957	138,612	140,397
2022-08-12	$168.36	$165.00	73.6%	20.6%	76.5%	48.3%	74.1%	10.7%	-2.6%	1.9M	-199.9M	-5.2M	0.77	38.83	N/A	N/A	21,403	16,461	141,390	149,845
2022-08-15	$170.11	$165.00	73.9%	21.0%	76.0%	48.6%	73.5%	11.6%	-0.9%	4.8M	-239.6M	-5.1M	0.54	25.36	N/A	N/A	17,071	9,254	131,505	140,099
2022-08-16	$167.00	$165.00	75.1%	21.5%	76.6%	50.1%	75.7%	10.4%	-2.1%	2.8M	-157.1M	-5.0M	0.62	41.02	N/A	N/A	28,731	17,807	136,293	143,778
2022-08-17	$161.52	$165.00	79.8%	22.9%	74.8%	56.0%	80.8%	11.1%	-3.2%	-613.1K	-347.2K	-5.0M	0.70	41.28	N/A	N/A	22,320	15,641	141,049	148,411
2022-08-18	$162.17	$165.00	77.5%	22.4%	74.8%	53.2%	76.3%	11.1%	-3.1%	-180.1K	-11.7M	-4.9M	0.86	38.71	N/A	N/A	9,948	8,539	143,926	153,135
2022-08-19	$153.84	$165.00	78.1%	22.6%	69.5%	53.9%	79.4%	11.9%	-1.9%	-8.7M	250.0M	-4.6M	0.83	43.54	N/A	N/A	19,643	16,323	145,221	155,129
2022-08-22	$150.92	$165.00	81.1%	24.0%	69.1%	57.7%	82.8%	10.5%	-2.7%	-5.2M	257.4M	-4.5M	0.87	32.40	N/A	N/A	15,106	13,151	107,748	119,585
2022-08-23	$152.60	$160.00	80.1%	23.8%	63.3%	56.4%	88.6%	10.1%	-3.4%	-4.8M	216.6M	-4.6M	2.09	34.71	N/A	N/A	15,086	31,568	111,408	124,171
2022-08-24	$161.49	$160.00	76.5%	23.1%	59.2%	51.9%	81.7%	9.8%	-1.5%	-1.9M	31.2M	-4.9M	0.89	27.09	N/A	N/A	43,548	38,844	117,950	132,283
2022-08-25	$195.05	$160.00	61.6%	17.6%	87.7%	33.0%	63.4%	7.3%	-0.3%	29.9M	-1.06B	-5.4M	0.63	29.90	N/A	N/A	143,260	90,247	141,764	155,920
2022-08-26	$197.25	$165.00	61.3%	17.1%	87.1%	32.6%	63.3%	8.2%	0.2%	44.4M	-1.13B	-6.0M	0.63	22.48	N/A	N/A	154,384	96,610	165,988	182,380
2022-08-29	$187.45	$170.00	63.3%	17.8%	90.0%	35.1%	63.4%	7.1%	-0.3%	7.0M	-421.5M	-6.4M	1.19	28.44	N/A	N/A	49,715	59,135	148,973	148,063
2022-08-30	$184.52	$170.00	63.2%	17.9%	90.5%	35.1%	64.3%	8.2%	-0.3%	3.5M	-320.0M	-6.5M	0.81	32.04	N/A	N/A	42,053	34,194	158,604	161,174
2022-08-31	$181.64	$170.00	62.3%	17.5%	89.0%	33.9%	61.6%	8.1%	-0.1%	3.3M	-234.0M	-6.4M	0.74	11.63	N/A	N/A	32,946	24,406	167,756	162,798