SNOW Options History — June 2023 In June 2023, SNOW traded between $167.32 and $190.11. ATM implied volatility averaged 51.0%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded below realized volatility by 28.5% (HV 20d: 79.5%). Max pain ranged from $155.00 to $172.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.51.
Notable Days 2023-06-28 : Highest Volume — 186,431 contracts2023-06-27 : Largest IV drop — 7.8% change2023-06-26 : Highest IV Rank — 18.6%2023-06-26 : Largest Expected Move — 15.6%Monthly Statistics Metric Avg Min Max Open Close Price $176.97 $167.32 $190.11 $167.32 $176.10 Max Pain $165.12 $155.00 $172.50 $160.00 $172.50 ATM IV 51.0% 48.1% 55.4% 51.2% 48.1% Expected Move 14.4% 12.8% 15.6% 14.8% 12.8% HV 20d 79.5% 58.0% 89.0% 83.6% 59.5% HV 60d 64.0% 61.8% 65.6% 62.3% 64.6% IV Rank 8.8% 2.3% 18.6% 9.3% 2.3% IV Percentile 6.6% 0.8% 18.7% 3.2% 0.8% Term Structure -0.1% -1.7% 1.4% -1.6% 0.6% VWIV 51.2% 45.6% 56.3% 52.3% 45.6% Skew 25d 0.7% -0.6% 1.9% 1.6% 0.2% Skew 10d 2.3% -0.0% 4.7% 4.4% 0.3% Call IV 25d 51.7% 48.6% 56.5% 51.4% 49.0% Put IV 25d 52.4% 49.2% 56.8% 53.0% 49.2% Bid-Ask Spread % 3.34 2.32 6.00 6.00 2.86 Gamma HHI 0.07 0.05 0.28 0.05 0.07 Net GEX 26.3M 662.8K 60.2M 26.5M 22.3M Net DEX -852.6M -1.77B -385.7M -724.5M -494.6M Net VEX -7.2M -7.5M -6.9M -7.0M -7.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.28 0.93 0.45 0.47 Total Volume 92,090.238 35,014 186,431 79,183 118,733 Total OI 385,891.095 333,645 437,957 387,088 437,957
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 2023-06-01 $167.32 $160.00 51.2% 14.8% 83.6% 9.3% 52.3% 1.6% -1.6% 26.5M -724.5M -7.0M 0.45 6.00 N/A N/A 54,523 24,660 199,082 188,006 2023-06-02 $175.75 $160.00 49.2% 14.1% 82.1% 4.7% 51.1% 1.3% -1.7% 55.7M -1.25B -7.1M 0.62 2.98 N/A N/A 71,547 44,379 207,902 193,550 2023-06-05 $181.70 $155.00 49.7% 14.1% 82.7% 5.9% 50.0% 1.8% 0.5% 29.7M -1.16B -7.1M 0.75 2.82 N/A N/A 35,263 26,603 182,565 168,882 2023-06-06 $182.63 $160.00 48.9% 13.8% 82.2% 4.0% 49.5% 1.2% 0.0% 33.5M -1.22B -7.2M 0.62 2.45 N/A N/A 34,693 21,454 193,641 180,251 2023-06-07 $168.28 $160.00 48.8% 13.8% 87.7% 3.8% 48.6% 1.9% 0.1% 4.0M -392.0M -6.9M 0.93 3.68 N/A N/A 33,919 31,421 200,709 185,792 2023-06-08 $174.27 $165.00 49.0% 13.9% 86.5% 4.2% 48.8% 1.9% -0.0% 19.7M -768.4M -7.1M 0.65 2.32 N/A N/A 25,060 16,337 207,446 189,712 2023-06-09 $171.66 $165.00 49.0% 13.9% 86.4% 4.4% 49.1% 1.6% -0.1% 662.8K -603.9M -7.0M 0.76 2.60 N/A N/A 29,911 22,588 211,295 195,995 2023-06-12 $171.95 $165.00 50.8% 14.4% 86.3% 8.4% 50.3% 1.3% -0.6% 14.6M -646.4M -7.0M 0.71 2.56 N/A N/A 20,476 14,538 192,271 178,026 2023-06-13 $172.61 $165.00 50.6% 14.2% 85.8% 7.8% 50.2% 1.3% -0.8% 16.6M -683.1M -6.9M 0.46 2.58 N/A N/A 28,261 12,972 198,739 183,776 2023-06-14 $180.62 $165.00 53.0% 14.9% 87.3% 13.3% 52.5% 0.3% -1.0% 35.7M -1.17B -7.2M 0.30 5.22 N/A N/A 84,903 25,056 203,989 186,324 2023-06-15 $190.11 $165.00 53.5% 15.1% 89.0% 14.4% 55.6% 0.1% -1.1% 60.2M -1.77B -7.5M 0.37 5.06 N/A N/A 132,772 49,301 217,212 192,681 2023-06-16 $183.86 $165.00 51.7% 14.7% 87.4% 10.4% 52.8% -0.1% -1.0% 34.2M -1.30B -7.4M 0.47 3.35 N/A N/A 89,037 41,824 224,762 199,523 2023-06-20 $180.06 $165.00 53.0% 15.2% 86.2% 13.3% 54.5% 0.1% 1.2% 25.1M -843.1M -7.3M 0.43 2.50 N/A N/A 59,914 25,474 184,196 149,449 2023-06-21 $174.36 $165.00 52.8% 15.1% 86.8% 12.8% 54.2% -0.1% 1.4% 15.5M -555.3M -7.2M 0.28 2.99 N/A N/A 63,835 18,016 200,746 157,188 2023-06-22 $178.88 $165.00 53.2% 15.2% 87.1% 13.6% 53.7% -0.0% 1.0% 29.0M -803.6M -7.3M 0.28 5.09 N/A N/A 64,494 18,172 210,869 162,145 2023-06-23 $179.03 $170.00 53.4% 15.2% 87.0% 14.1% 54.2% -0.6% 1.0% 26.6M -800.4M -7.4M 0.31 3.65 N/A N/A 65,322 20,315 217,725 168,801 2023-06-26 $170.37 $170.00 55.4% 15.6% 58.7% 18.6% 56.3% 0.3% -0.5% 10.3M -385.7M -7.0M 0.40 3.17 N/A N/A 70,044 27,685 191,903 155,219 2023-06-27 $178.02 $170.00 51.0% 14.1% 60.1% 8.9% 50.3% 0.4% -0.1% 28.9M -761.1M -7.2M 0.35 2.43 N/A N/A 69,824 24,702 209,381 168,808 2023-06-28 $183.39 $170.00 49.9% 13.5% 58.0% 6.4% 48.5% -0.3% -0.1% 52.8M -1.13B -7.3M 0.56 2.79 N/A N/A 119,539 66,892 220,214 173,769 2023-06-29 $175.50 $170.00 49.4% 13.4% 59.8% 5.2% 48.0% 0.6% 0.4% 10.1M -448.8M -7.3M 0.57 3.11 N/A N/A 82,691 46,745 224,777 188,435 2023-06-30 $176.10 $172.50 48.1% 12.8% 59.5% 2.3% 45.6% 0.2% 0.6% 22.3M -494.6M -7.3M 0.47 2.86 N/A N/A 80,567 38,166 240,309 197,648
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