SNOW Options History — January 2023 In January 2023, SNOW traded between $121.79 and $160.40. ATM implied volatility averaged 61.8%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 3.6% (HV 20d: 58.2%). Max pain ranged from $145.00 to $160.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.95.
Notable Days 2023-01-27 : Highest Volume — 108,667 contracts2023-01-30 : Largest IV spike — 10.4% change2023-01-03 : Highest IV Rank — 30.7%2023-01-05 : Largest Expected Move — 19.6%Monthly Statistics Metric Avg Min Max Open Close Price $141.58 $121.79 $160.40 $136.25 $155.22 Max Pain $149.45 $145.00 $160.00 $160.00 $148.00 ATM IV 61.8% 55.9% 69.4% 67.2% 69.4% Expected Move 17.7% 16.3% 19.6% 19.2% 18.3% HV 20d 58.2% 45.1% 66.6% 55.8% 66.6% HV 60d 74.3% 72.8% 76.3% 76.3% 73.2% IV Rank 13.7% 0.7% 30.7% 30.7% 23.1% IV Percentile 14.3% 0.4% 39.3% 29.8% 39.3% Term Structure 2.3% -2.0% 10.9% -0.6% -1.5% VWIV 61.9% 56.5% 67.9% 67.9% 63.7% Skew 25d 6.0% 4.7% 7.1% 7.1% 6.0% Skew 10d 11.9% 9.7% 13.7% 13.6% 12.4% Call IV 25d 58.7% 53.1% 67.6% 64.0% 67.6% Put IV 25d 64.7% 57.9% 73.6% 71.1% 73.5% Bid-Ask Spread % 2.73 2.20 3.47 2.41 2.59 Gamma HHI 0.07 0.03 0.31 0.05 0.04 Net GEX 5.1M -15.9M 40.6M -5.2M 8.9M Net DEX -41.5M -877.6M 577.8M 287.0M -358.7M Net VEX -4.6M -5.5M -3.7M -4.3M -5.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.95 0.43 1.51 1.31 0.84 Total Volume 55,885.3 26,688 108,667 38,810 27,358 Total OI 314,775.3 236,890 364,019 305,160 272,342
Daily Data (20 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 2023-01-03 $136.25 $160.00 67.2% 19.2% 55.8% 30.7% 67.9% 7.1% -0.6% -5.2M 287.0M -4.3M 1.31 2.41 N/A N/A 16,830 21,980 171,514 133,646 2023-01-04 $130.58 $155.00 67.1% 18.9% 45.1% 29.5% 64.8% 7.1% -0.4% -10.3M 420.4M -4.1M 1.51 2.47 N/A N/A 27,035 40,855 177,820 140,056 2023-01-05 $121.79 $150.00 69.0% 19.6% 50.9% 29.7% 67.0% 6.7% -1.0% -15.9M 577.8M -3.7M 1.01 3.13 N/A N/A 41,766 42,034 184,403 143,363 2023-01-06 $124.38 $150.00 64.0% 18.4% 51.5% 20.3% 65.2% 6.1% -0.4% -9.7M 461.5M -3.8M 1.32 2.94 N/A N/A 31,168 41,079 198,195 144,395 2023-01-09 $134.88 $150.00 65.3% 18.8% 58.0% 22.2% 65.8% 5.9% 0.6% -1.6M 128.0M -4.2M 0.76 3.47 N/A N/A 31,289 23,909 180,752 132,215 2023-01-10 $136.96 $150.00 63.9% 18.6% 58.2% 20.1% 64.8% 5.7% 0.8% 1.3M 64.7M -4.3M 1.01 3.16 N/A N/A 13,308 13,380 189,461 138,640 2023-01-11 $138.79 $150.00 63.2% 18.2% 56.1% 19.0% 63.4% 6.4% 0.1% 3.2M 14.5M -4.3M 0.76 2.20 N/A N/A 30,637 23,158 192,142 142,112 2023-01-12 $141.03 $150.00 59.4% 17.5% 56.5% 13.0% 61.1% 6.3% 1.9% 8.3M -93.7M -4.7M 1.24 3.19 N/A N/A 16,941 21,072 205,562 147,155 2023-01-13 $140.73 $150.00 55.9% 16.3% 56.1% 7.4% 56.5% 4.8% 1.6% 13.2M -86.0M -4.6M 0.87 2.52 N/A N/A 23,644 20,496 208,884 149,412 2023-01-17 $145.82 $150.00 57.9% 16.7% 56.2% 6.2% 57.8% 6.2% -1.8% 7.1M -151.7M -4.7M 0.60 2.71 N/A N/A 30,354 18,218 196,992 136,260 2023-01-18 $140.94 $150.00 58.2% 16.7% 57.6% 5.1% 59.6% 6.1% -1.9% 1.7M 9.3M -4.6M 1.20 2.92 N/A N/A 24,183 29,116 205,836 141,520 2023-01-19 $136.03 $150.00 58.6% 16.9% 57.9% 4.7% 58.7% 6.5% -1.6% -5.6M 164.1M -4.4M 1.13 2.55 N/A N/A 18,749 21,134 212,568 143,333 2023-01-20 $144.39 $145.00 57.0% 16.4% 61.1% 1.8% 58.4% 6.5% -1.1% 13.9M -165.4M -4.7M 0.88 2.49 N/A N/A 30,697 26,912 217,464 146,555 2023-01-23 $149.23 $145.00 56.3% 16.6% 61.3% 0.7% 58.7% 5.8% 10.6% 10.3M -270.1M -5.0M 0.80 2.29 N/A N/A 29,643 23,643 130,016 106,874 2023-01-24 $145.37 $149.00 57.5% 17.1% 60.2% 2.8% 59.8% 5.8% 10.3% 5.2M -130.5M -4.9M 0.50 2.46 N/A N/A 41,601 20,966 138,714 117,410 2023-01-25 $143.92 $149.00 57.3% 17.1% 60.2% 2.4% 60.2% 5.2% 10.6% 3.3M -63.4M -4.9M 0.83 2.59 N/A N/A 52,408 43,666 157,761 125,325 2023-01-26 $151.06 $145.00 58.3% 16.8% 62.3% 4.1% 59.0% 5.6% 10.9% 24.8M -435.7M -5.2M 0.85 2.81 N/A N/A 31,094 26,320 166,064 133,459 2023-01-27 $160.40 $145.00 61.6% 17.4% 65.4% 9.7% 60.5% 4.7% 10.8% 40.6M -877.6M -5.5M 0.43 3.08 N/A N/A 75,842 32,825 167,171 138,310 2023-01-30 $153.74 $148.00 68.0% 18.1% 66.6% 20.7% 64.1% 6.3% -2.0% 8.5M -324.3M -5.4M 1.17 2.64 N/A N/A 14,910 17,486 140,074 121,731 2023-01-31 $155.22 $148.00 69.4% 18.3% 66.6% 23.1% 63.7% 6.0% -1.5% 8.9M -358.7M -5.4M 0.84 2.59 N/A N/A 14,871 12,487 144,547 127,795
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