SNOW Options History — February 2023 In February 2023, SNOW traded between $147.43 and $176.05. ATM implied volatility averaged 71.9%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 3.4% (HV 20d: 68.5%). Max pain ranged from $148.00 to $155.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.77.
Notable Days 2023-02-02 : Highest Volume — 105,467 contracts2023-02-23 : Largest IV drop — 4.9% change2023-02-22 : Highest IV Rank — 32.6%2023-02-22 : Largest Expected Move — 22.3%Monthly Statistics Metric Avg Min Max Open Close Price $159.96 $147.43 $176.05 $166.27 $153.47 Max Pain $153.58 $148.00 $155.00 $148.00 $155.00 ATM IV 71.9% 68.6% 75.0% 68.9% 68.6% Expected Move 20.7% 17.0% 22.3% 17.0% 22.3% HV 20d 68.5% 64.6% 73.0% 67.2% 66.8% HV 60d 65.7% 62.1% 74.3% 74.3% 64.2% IV Rank 27.3% 21.7% 32.6% 22.2% 21.7% IV Percentile 46.0% 35.7% 59.1% 38.1% 35.7% Term Structure -2.4% -3.3% -1.7% -1.7% -2.2% VWIV 72.2% 61.0% 78.1% 61.0% 77.7% Skew 25d 5.1% 4.4% 6.0% 5.9% 4.5% Skew 10d 9.9% 8.8% 11.6% 11.6% 8.8% Call IV 25d 69.8% 65.6% 72.8% 65.6% 66.3% Put IV 25d 74.9% 70.8% 77.7% 71.5% 70.8% Bid-Ask Spread % 2.81 2.30 3.51 3.40 2.73 Gamma HHI 0.05 0.04 0.10 0.05 0.05 Net GEX 10.1M -3.8M 26.8M 19.7M 2.9M Net DEX -381.5M -1.08B 134.6M -758.8M -96.9M Net VEX -6.0M -6.7M -5.7M -5.7M -6.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.47 1.20 0.94 0.75 Total Volume 56,536.684 32,689 105,467 42,726 34,342 Total OI 296,352.368 264,015 328,715 277,566 280,377
Daily Data (19 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 2023-02-01 $166.27 $148.00 68.9% 17.0% 67.2% 22.2% 61.0% 5.9% -1.7% 19.7M -758.8M -5.7M 0.94 3.40 N/A N/A 22,014 20,712 148,612 128,954 2023-02-02 $176.05 $150.00 70.1% 19.1% 66.2% 24.2% 66.5% 5.0% -2.3% 23.2M -1.08B -5.9M 0.47 2.65 N/A N/A 71,700 33,767 151,020 134,281 2023-02-03 $163.75 $150.00 70.8% 19.3% 66.6% 25.4% 68.3% 4.8% -2.4% 17.4M -591.5M -6.0M 0.52 2.47 N/A N/A 67,190 35,007 169,996 142,675 2023-02-06 $157.19 $150.00 72.8% 20.2% 69.4% 28.9% 72.0% 5.1% -1.7% 7.0M -298.9M -5.9M 0.77 2.37 N/A N/A 28,356 21,952 158,631 125,273 2023-02-07 $160.41 $150.00 71.5% 19.9% 64.6% 26.7% 69.1% 4.4% -1.7% 10.7M -407.8M -6.1M 0.48 2.79 N/A N/A 41,185 19,779 166,845 132,762 2023-02-08 $159.16 $155.00 71.8% 20.0% 64.8% 27.2% 69.8% 4.5% -1.9% 12.5M -389.4M -6.1M 0.87 2.85 N/A N/A 25,201 22,026 174,621 134,963 2023-02-09 $163.04 $155.00 73.6% 20.5% 65.0% 30.2% 71.9% 4.9% -2.7% 17.8M -544.6M -6.2M 0.74 3.51 N/A N/A 36,650 27,234 177,223 138,270 2023-02-10 $156.72 $155.00 74.3% 20.8% 67.1% 31.3% 72.7% 4.9% -2.3% -3.8M -226.6M -5.9M 1.20 3.13 N/A N/A 24,899 29,995 179,803 143,318 2023-02-13 $162.44 $155.00 74.5% 21.2% 67.9% 31.8% 72.5% 6.0% -2.9% 13.6M -486.8M -6.1M 0.71 2.55 N/A N/A 25,693 18,353 160,074 125,484 2023-02-14 $171.90 $155.00 72.0% 20.5% 69.4% 27.4% 70.8% 5.7% -2.3% 23.2M -819.7M -6.5M 0.92 3.43 N/A N/A 30,512 28,005 167,204 130,881 2023-02-15 $174.78 $155.00 71.0% 20.4% 67.6% 25.8% 70.9% 5.0% -2.2% 26.8M -940.1M -6.7M 0.71 2.92 N/A N/A 27,818 19,618 173,402 139,790 2023-02-16 $164.23 $155.00 71.6% 20.7% 70.7% 26.9% 73.4% 5.4% -2.6% 14.0M -469.6M -6.3M 0.86 2.98 N/A N/A 25,590 22,125 178,964 143,501 2023-02-17 $153.57 $155.00 72.2% 20.9% 73.0% 27.8% 73.1% 4.9% -1.8% -2.5M -32.6M -5.8M 0.91 3.06 N/A N/A 53,942 49,145 182,136 146,579 2023-02-21 $152.42 $155.00 74.6% 22.2% 72.2% 31.9% 78.1% 5.0% -3.3% 3.7M -69.8M -5.8M 0.79 2.30 N/A N/A 18,237 14,452 147,818 120,081 2023-02-22 $150.84 $155.00 75.0% 22.3% 71.6% 32.6% 77.5% 5.3% -3.2% 2.1M -25.8M -5.8M 0.49 2.42 N/A N/A 33,092 16,344 153,542 125,625 2023-02-23 $152.21 $155.00 71.3% 21.5% 71.5% 26.3% 74.9% 5.1% -3.0% 3.3M -55.1M -5.8M 0.61 2.57 N/A N/A 29,875 18,283 157,520 128,590 2023-02-24 $147.43 $155.00 71.5% 21.8% 70.4% 26.7% 75.5% 5.2% -3.2% -2.4M 134.6M -5.7M 1.03 2.72 N/A N/A 21,642 22,390 162,669 135,196 2023-02-27 $153.42 $155.00 69.4% 22.0% 68.4% 23.0% 76.6% 5.4% -2.1% 2.5M -93.0M -5.9M 0.78 2.54 N/A N/A 20,806 16,266 140,327 123,688 2023-02-28 $153.47 $155.00 68.6% 22.3% 66.8% 21.7% 77.7% 4.5% -2.2% 2.9M -96.9M -6.0M 0.75 2.73 N/A N/A 19,622 14,720 148,530 131,847
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