SNOW Options History — October 2022

In October 2022, SNOW traded between $152.87 and $188.60. ATM implied volatility averaged 72.8%, placing in the 46.1% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 8.7% (HV 20d: 64.1%). Max pain ranged from $175.00 to $180.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.92.

Notable Days

2022-10-11: Highest Volume — 81,130 contracts
2022-10-31: Largest IV spike — 7.4% change
2022-10-12: Highest IV Rank — 57.2%
2022-10-12: Largest Expected Move — 22.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$169.83	$152.87	$188.60	$173.70	$160.84
Max Pain	$176.43	$175.00	$180.00	$180.00	$175.00
ATM IV	72.8%	66.9%	80.7%	71.3%	75.8%
Expected Move	20.7%	19.3%	22.5%	20.7%	19.9%
HV 20d	64.1%	51.8%	74.1%	51.8%	73.8%
HV 60d	73.3%	71.1%	76.0%	72.3%	72.9%
IV Rank	46.1%	36.0%	57.2%	45.3%	47.5%
IV Percentile	59.0%	40.9%	83.7%	54.8%	68.3%
Term Structure	1.7%	-2.3%	11.5%	0.3%	-1.3%
VWIV	72.6%	67.0%	78.3%	72.0%	68.2%
Skew 25d	9.2%	7.2%	10.4%	9.2%	9.4%
Skew 10d	17.3%	14.5%	19.3%	18.8%	19.3%
Call IV 25d	68.2%	62.5%	76.3%	66.5%	73.8%
Put IV 25d	77.4%	70.5%	85.5%	75.7%	83.2%
Bid-Ask Spread %	28.33	19.88	37.60	21.88	28.61
Gamma HHI	0.04	0.03	0.06	0.03	0.04
Net GEX	365.7K	-8.8M	15.3M	399.0K	-2.4M
Net DEX	55.0M	-444.4M	493.1M	-9.8M	245.1M
Net VEX	-6.3M	-6.9M	-5.5M	-6.2M	-6.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.92	0.52	1.61	0.73	0.62
Total Volume	55,184.619	29,176	81,130	50,058	30,660
Total OI	307,672.619	264,714	338,969	264,714	306,585

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
2022-10-03	$173.70	$180.00	71.3%	20.7%	51.8%	45.3%	72.0%	9.2%	0.3%	399.0K	-9.8M	-6.2M	0.73	21.88	N/A	N/A	29,015	21,043	132,787	131,927
2022-10-04	$183.32	$180.00	67.7%	19.3%	55.1%	40.7%	67.7%	9.3%	-0.0%	8.8M	-292.6M	-6.5M	0.83	23.79	N/A	N/A	29,193	24,164	139,456	137,275
2022-10-05	$186.44	$180.00	68.0%	19.6%	53.6%	41.1%	69.0%	10.0%	0.3%	10.8M	-375.6M	-6.7M	1.00	22.90	N/A	N/A	24,739	24,657	144,301	141,859
2022-10-06	$188.60	$180.00	69.5%	19.7%	53.6%	43.0%	71.2%	9.4%	0.1%	15.3M	-444.4M	-6.9M	0.64	19.88	N/A	N/A	39,104	25,162	149,075	148,692
2022-10-07	$175.16	$180.00	71.8%	20.5%	56.9%	45.9%	72.5%	9.6%	0.0%	-5.8M	38.4M	-6.4M	1.04	28.66	N/A	N/A	30,634	31,896	156,651	154,714
2022-10-10	$158.97	$180.00	76.7%	21.6%	64.3%	52.1%	75.8%	9.1%	-1.0%	-8.8M	389.5M	-5.7M	0.85	21.99	N/A	N/A	31,598	26,901	139,834	144,401
2022-10-11	$153.28	$175.00	79.5%	22.2%	64.2%	55.7%	77.6%	9.5%	-1.8%	-8.6M	493.1M	-5.5M	1.03	30.91	N/A	N/A	40,061	41,069	150,016	148,952
2022-10-12	$158.08	$175.00	80.7%	22.5%	61.1%	57.2%	78.3%	9.3%	-2.3%	-4.3M	337.0M	-6.0M	0.90	31.41	N/A	N/A	29,691	26,632	160,827	157,206
2022-10-13	$156.48	$175.00	78.4%	22.3%	61.1%	54.3%	78.1%	9.3%	-0.7%	-6.6M	394.9M	-5.8M	0.71	36.10	N/A	N/A	38,477	27,392	166,266	163,585
2022-10-14	$152.87	$175.00	77.3%	21.9%	57.6%	52.9%	76.2%	9.7%	-1.6%	-6.7M	480.4M	-5.6M	0.96	31.64	N/A	N/A	33,218	31,833	171,867	162,793
2022-10-17	$167.98	$175.00	76.0%	21.6%	67.8%	51.2%	74.8%	10.4%	-1.9%	331.8K	58.4M	-6.2M	1.05	20.66	N/A	N/A	25,443	26,820	151,838	149,226
2022-10-18	$173.31	$175.00	74.2%	21.2%	68.9%	48.4%	74.1%	10.0%	-1.4%	4.4M	-105.9M	-6.4M	1.03	35.28	N/A	N/A	30,289	31,272	157,795	156,848
2022-10-19	$170.32	$175.00	72.8%	20.9%	68.6%	46.6%	72.4%	9.4%	-0.4%	1.0M	20.6M	-6.4M	1.39	21.84	N/A	N/A	13,935	19,403	161,035	164,594
2022-10-20	$173.02	$175.00	72.0%	20.7%	68.1%	45.6%	74.4%	9.2%	-0.3%	3.4M	-62.9M	-6.4M	1.61	21.90	N/A	N/A	19,545	31,439	162,011	165,456
2022-10-21	$176.82	$175.00	71.5%	20.6%	68.4%	44.8%	72.6%	9.9%	-1.3%	1.8M	-172.9M	-6.7M	0.92	36.72	N/A	N/A	28,822	26,490	165,181	173,788
2022-10-24	$174.99	$175.00	72.5%	21.0%	67.1%	45.4%	76.5%	10.3%	7.6%	2.4M	-90.3M	-6.6M	1.04	26.08	N/A	N/A	14,289	14,887	139,826	141,699
2022-10-25	$182.01	$175.00	67.7%	19.7%	67.9%	37.2%	68.7%	9.0%	9.7%	7.7M	-273.6M	-6.7M	0.52	34.51	N/A	N/A	38,138	19,671	143,621	145,595
2022-10-26	$170.76	$175.00	66.9%	19.7%	71.4%	36.0%	69.8%	7.3%	10.5%	-228.7K	22.7M	-6.6M	0.86	33.08	N/A	N/A	32,143	27,664	161,903	151,258
2022-10-27	$169.70	$175.00	68.0%	19.5%	71.0%	37.5%	68.1%	7.9%	10.0%	-306.9K	72.0M	-6.5M	0.84	37.60	N/A	N/A	24,662	20,631	168,878	156,696
2022-10-28	$159.87	$175.00	70.6%	19.5%	74.1%	40.5%	67.0%	7.2%	11.5%	-5.0M	430.4M	-6.0M	0.85	29.56	N/A	N/A	41,152	35,043	172,577	162,231
2022-10-31	$160.84	$175.00	75.8%	19.9%	73.8%	47.5%	68.2%	9.4%	-1.3%	-2.4M	245.1M	-6.0M	0.62	28.61	N/A	N/A	18,930	11,730	158,734	147,851