SNOW Options History — August 2023 In August 2023, SNOW traded between $146.26 and $176.37. ATM implied volatility averaged 58.2%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 10.4% (HV 20d: 47.8%). Max pain ranged from $160.00 to $180.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.77.
Notable Days 2023-08-24 : Highest Volume — 195,478 contracts2023-08-24 : Largest IV drop — 31.0% change2023-08-17 : Highest IV Rank — 44.0%2023-08-23 : Largest Expected Move — 19.7%Monthly Statistics Metric Avg Min Max Open Close Price $155.64 $146.26 $176.37 $176.37 $157.99 Max Pain $169.57 $160.00 $180.00 $165.00 $160.00 ATM IV 58.2% 39.9% 66.7% 60.2% 39.9% Expected Move 16.2% 11.2% 19.7% 13.8% 11.2% HV 20d 47.8% 41.2% 55.8% 44.2% 41.2% HV 60d 58.4% 48.7% 64.1% 62.2% 48.9% IV Rank 28.0% 0.0% 44.0% 29.4% 0.0% IV Percentile 42.8% 0.0% 66.3% 41.7% 0.0% Term Structure -2.0% -4.0% 0.6% -3.0% 0.6% VWIV 57.1% 39.8% 68.6% 50.2% 39.8% Skew 25d 1.5% 0.8% 2.0% 1.5% 1.5% Skew 10d 3.3% 2.0% 4.0% 3.4% 3.5% Call IV 25d 58.0% 39.6% 66.5% 59.7% 39.6% Put IV 25d 59.5% 41.1% 68.3% 61.2% 41.1% Bid-Ask Spread % 2.40 1.76 5.18 2.28 2.13 Gamma HHI 0.06 0.04 0.11 0.04 0.06 Net GEX -9.8M -24.3M 16.2M 8.3M 16.2M Net DEX 116.4M -512.2M 470.5M -512.2M -282.7M Net VEX -6.9M -7.2M -6.4M -7.2M -7.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.50 1.41 0.89 0.55 Total Volume 67,991.087 22,839 195,478 22,839 53,286 Total OI 384,622.348 331,683 454,841 347,283 382,753
Daily Data (23 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 2023-08-01 $176.37 $165.00 60.2% 13.8% 44.2% 29.4% 50.2% 1.5% -3.0% 8.3M -512.2M -7.2M 0.89 2.28 N/A N/A 12,093 10,746 182,395 164,888 2023-08-02 $164.93 $165.00 62.3% 14.5% 50.0% 34.1% 52.8% 1.6% -2.9% -13.9M 23.4M -6.9M 0.71 2.33 N/A N/A 37,397 26,475 185,373 166,804 2023-08-03 $159.95 $180.00 64.1% 17.1% 51.0% 38.1% 60.0% 1.4% -3.6% -18.0M 229.9M -6.9M 0.88 1.93 N/A N/A 42,632 37,638 196,084 171,590 2023-08-04 $166.40 $180.00 63.0% 16.9% 53.2% 35.6% 59.4% 1.6% -4.0% -19.5M -98.1M -7.2M 0.68 5.18 N/A N/A 53,095 36,241 205,485 183,575 2023-08-07 $165.98 $180.00 62.7% 17.1% 53.2% 35.0% 60.2% 1.5% -2.1% -8.9M -126.9M -7.0M 1.41 1.77 N/A N/A 20,454 28,891 181,681 167,610 2023-08-08 $157.87 $180.00 63.7% 17.5% 55.4% 37.2% 61.7% 0.8% -2.3% -23.5M 281.7M -6.8M 0.98 3.87 N/A N/A 48,768 47,658 189,016 177,696 2023-08-09 $154.45 $175.00 64.2% 17.7% 55.8% 38.3% 62.2% 1.3% -2.3% -23.4M 429.4M -7.0M 0.61 1.92 N/A N/A 37,484 22,713 202,342 192,075 2023-08-10 $154.94 $175.00 64.0% 17.8% 49.8% 37.9% 62.6% 1.7% -2.4% -24.3M 406.5M -7.1M 0.55 1.97 N/A N/A 38,038 20,953 208,341 196,309 2023-08-11 $153.39 $175.00 63.7% 17.8% 49.8% 37.3% 62.4% 2.0% -2.6% -21.6M 470.5M -7.0M 1.31 1.89 N/A N/A 30,792 40,307 215,512 198,467 2023-08-14 $152.85 $175.00 62.8% 17.8% 49.0% 35.3% 62.8% 1.3% -2.3% -18.4M 250.0M -6.9M 0.75 2.44 N/A N/A 27,210 20,301 195,543 185,203 2023-08-15 $150.92 $175.00 64.8% 18.5% 47.1% 39.8% 64.7% 1.1% -2.4% -20.0M 318.6M -6.9M 0.51 1.77 N/A N/A 21,457 10,944 202,425 193,336 2023-08-16 $149.95 $175.00 65.6% 18.8% 47.1% 41.4% 65.6% 1.5% -2.7% -20.0M 337.2M -6.8M 0.51 2.23 N/A N/A 53,073 27,015 208,441 194,268 2023-08-17 $146.26 $170.00 66.7% 19.3% 44.4% 44.0% 67.4% 1.9% -3.4% -21.2M 463.6M -6.7M 0.68 1.90 N/A N/A 27,455 18,683 233,635 196,741 2023-08-18 $147.63 $170.00 65.9% 19.2% 44.7% 42.1% 67.1% 1.8% -3.5% -8.2M 373.2M -6.7M 1.21 1.98 N/A N/A 25,296 30,603 239,259 196,079 2023-08-21 $152.43 $165.00 65.0% 19.4% 47.0% 40.1% 67.7% 2.0% -2.9% 893.6K 2.1M -6.8M 0.69 1.76 N/A N/A 25,746 17,714 173,516 158,167 2023-08-22 $152.35 $165.00 64.1% 19.5% 45.2% 38.2% 67.6% 1.3% -2.7% 1.8M -2.4M -6.9M 0.74 1.81 N/A N/A 21,218 15,713 185,826 166,379 2023-08-23 $155.92 $165.00 64.0% 19.7% 44.1% 38.0% 68.6% 1.3% -2.8% 6.7M -181.3M -7.1M 0.51 2.36 N/A N/A 88,975 45,720 197,385 174,270 2023-08-24 $148.23 $165.00 44.2% 12.6% 46.7% 0.0% 44.3% 1.8% -0.1% -18.6M 327.9M -6.4M 0.58 2.02 N/A N/A 123,630 71,848 240,569 199,520 2023-08-25 $153.42 $160.00 42.3% 11.9% 45.8% 0.0% 41.9% 1.4% 0.4% 4.5M -61.8M -6.8M 0.88 2.93 N/A N/A 43,986 38,588 252,571 202,270 2023-08-28 $149.25 $160.00 43.0% 12.2% 45.5% 1.4% 43.1% 1.8% 0.4% -8.1M 161.8M -6.6M 0.89 2.10 N/A N/A 30,367 27,073 176,820 165,061 2023-08-29 $153.18 $160.00 41.6% 11.8% 47.2% 0.0% 41.3% 1.8% 0.5% -1.5M -13.6M -6.8M 0.50 2.18 N/A N/A 38,741 19,492 186,585 177,038 2023-08-30 $155.05 $160.00 40.6% 11.4% 41.9% 0.0% 40.3% 1.5% 0.5% 5.4M -119.0M -7.0M 0.73 4.48 N/A N/A 27,267 20,019 195,540 181,871 2023-08-31 $157.99 $160.00 39.9% 11.2% 41.2% 0.0% 39.8% 1.5% 0.6% 16.2M -282.7M -7.1M 0.55 2.13 N/A N/A 34,269 19,017 198,499 184,254
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