SNOW Options History — May 2023 In May 2023, SNOW traded between $144.78 and $184.75. ATM implied volatility averaged 58.0%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 3.0% (HV 20d: 55.0%). Max pain ranged from $145.00 to $160.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.86.
Notable Days 2023-05-31 : Highest Volume — 131,443 contracts2023-05-25 : Largest IV drop — 19.4% change2023-05-04 : Highest IV Rank — 24.1%2023-05-23 : Largest Expected Move — 18.3%Monthly Statistics Metric Avg Min Max Open Close Price $164.25 $144.78 $184.75 $146.72 $164.13 Max Pain $153.86 $145.00 $160.00 $145.00 $160.00 ATM IV 58.0% 47.1% 64.2% 60.5% 52.2% Expected Move 16.2% 13.7% 18.3% 14.0% 15.1% HV 20d 55.0% 44.4% 83.6% 49.6% 83.6% HV 60d 57.3% 53.6% 66.4% 58.3% 62.3% IV Rank 15.3% 0.0% 24.1% 18.5% 11.4% IV Percentile 17.6% 0.0% 33.3% 20.2% 6.7% Term Structure -1.6% -2.9% 1.6% -1.0% -1.9% VWIV 57.8% 49.0% 64.4% 49.7% 54.3% Skew 25d 4.6% 1.1% 6.3% 6.1% 1.1% Skew 10d 9.1% 3.5% 12.2% 12.2% 3.5% Call IV 25d 56.2% 46.2% 62.0% 56.7% 52.9% Put IV 25d 60.8% 48.7% 68.3% 62.9% 53.9% Bid-Ask Spread % 3.29 2.14 5.89 2.75 3.59 Gamma HHI 0.07 0.04 0.23 0.04 0.05 Net GEX 15.1M -24.7M 35.5M 2.3M 20.8M Net DEX -611.4M -1.51B 530.2M -91.9M -588.8M Net VEX -6.5M -6.9M -5.8M -6.2M -6.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.86 0.32 1.55 1.26 0.41 Total Volume 60,285.045 24,908 131,443 27,310 131,443 Total OI 367,515.591 314,900 407,922 348,459 366,714
Daily Data (22 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 2023-05-01 $146.72 $145.00 60.5% 14.0% 49.6% 18.5% 49.7% 6.1% -1.0% 2.3M -91.9M -6.2M 1.26 2.75 N/A N/A 12,089 15,221 175,389 173,070 2023-05-02 $145.25 $145.00 62.1% 14.5% 49.3% 20.8% 51.0% 6.3% -1.3% -2.1M -20.1M -6.2M 1.05 2.36 N/A N/A 12,236 12,854 178,586 178,576 2023-05-03 $144.78 $145.00 62.6% 14.8% 47.5% 21.7% 51.8% 6.0% -2.0% -2.4M 4.6M -6.1M 0.78 3.06 N/A N/A 17,430 13,516 181,587 180,903 2023-05-04 $154.81 $150.00 64.2% 17.7% 48.2% 24.1% 62.3% 6.3% -2.1% 25.2M -537.9M -6.5M 0.76 2.14 N/A N/A 47,013 35,853 184,483 184,662 2023-05-05 $155.24 $150.00 61.2% 17.0% 48.2% 19.5% 59.6% 5.9% -2.1% 35.2M -539.5M -6.5M 0.97 2.48 N/A N/A 34,748 33,564 190,191 194,118 2023-05-08 $160.25 $150.00 61.5% 17.1% 49.2% 20.0% 60.7% 5.6% -1.3% 14.8M -593.9M -6.5M 0.59 5.89 N/A N/A 34,920 20,711 175,250 178,758 2023-05-09 $163.97 $150.00 60.6% 16.9% 44.6% 18.6% 59.7% 5.3% -1.2% 23.7M -788.5M -6.6M 0.81 3.25 N/A N/A 23,500 18,945 183,946 183,818 2023-05-10 $172.91 $150.00 59.6% 16.6% 47.3% 17.1% 59.8% 4.8% -1.6% 33.8M -1.21B -6.7M 0.98 2.21 N/A N/A 44,587 43,845 187,698 189,091 2023-05-11 $170.14 $150.00 59.5% 16.5% 48.2% 16.9% 59.4% 4.6% -2.1% 25.0M -1.01B -6.7M 1.55 2.91 N/A N/A 17,300 26,800 192,469 202,342 2023-05-12 $167.72 $150.00 58.4% 16.4% 48.8% 15.3% 58.1% 4.5% -2.1% 25.6M -883.6M -6.6M 1.02 3.26 N/A N/A 25,090 25,581 195,960 203,340 2023-05-15 $172.07 $155.00 58.5% 16.6% 49.0% 15.4% 59.4% 4.9% -2.3% 18.9M -912.3M -6.5M 1.26 3.76 N/A N/A 13,229 16,629 176,496 185,731 2023-05-16 $172.63 $155.00 59.5% 17.0% 49.0% 16.9% 60.6% 5.2% -2.6% 18.6M -924.4M -6.6M 0.87 2.90 N/A N/A 17,481 15,244 179,933 191,732 2023-05-17 $174.03 $155.00 58.0% 16.6% 48.7% 14.7% 60.8% 5.0% -2.8% 22.7M -999.9M -6.5M 0.64 3.60 N/A N/A 33,350 21,402 182,862 195,361 2023-05-18 $184.75 $155.00 56.7% 16.4% 51.0% 12.7% 58.8% 4.6% -2.8% 35.5M -1.51B -6.6M 0.55 3.24 N/A N/A 61,990 34,111 185,636 204,080 2023-05-19 $176.49 $160.00 58.2% 17.0% 55.1% 15.0% 61.8% 4.7% -2.9% 15.0M -1.06B -6.7M 1.00 3.76 N/A N/A 37,069 37,085 193,430 214,492 2023-05-22 $178.69 $160.00 57.9% 17.4% 54.1% 14.5% 61.9% 4.4% -1.1% 14.6M -807.9M -6.8M 0.87 3.04 N/A N/A 14,173 12,268 154,149 160,751 2023-05-23 $175.47 $160.00 60.1% 18.3% 50.9% 17.8% 64.4% 4.6% -1.6% 11.7M -687.8M -6.8M 0.72 2.90 N/A N/A 14,491 10,417 159,471 165,946 2023-05-24 $177.03 $160.00 59.5% 18.1% 44.4% 17.9% 63.8% 4.6% -1.5% 13.4M -747.4M -6.9M 0.87 3.21 N/A N/A 23,408 20,285 165,078 171,409 2023-05-25 $147.80 $160.00 47.9% 14.2% 80.6% 0.0% 50.8% 3.3% 0.9% -24.7M 530.2M -5.8M 0.92 3.49 N/A N/A 62,762 57,629 179,369 188,941 2023-05-26 $149.98 $160.00 47.1% 13.7% 80.8% 0.0% 49.0% 2.6% 1.6% -2.7M 219.7M -6.1M 0.78 2.73 N/A N/A 54,771 42,666 202,983 198,784 2023-05-30 $158.72 $160.00 50.9% 14.9% 83.1% 8.6% 53.1% 2.0% -1.5% 6.9M -290.5M -6.5M 0.32 5.79 N/A N/A 59,491 19,074 175,248 172,510 2023-05-31 $164.13 $160.00 52.2% 15.1% 83.6% 11.4% 54.3% 1.1% -1.9% 20.8M -588.8M -6.7M 0.41 3.59 N/A N/A 93,215 38,228 188,192 178,522
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