SNOW Options History — November 2023 In November 2023, SNOW traded between $142.99 and $187.74. ATM implied volatility averaged 55.9%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 4.7% (HV 20d: 51.2%). Max pain ranged from $155.00 to $160.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.67.
Notable Days 2023-11-30 : Highest Volume — 271,064 contracts2023-11-30 : Largest IV drop — 33.6% change2023-11-06 : Highest IV Rank — 45.9%2023-11-29 : Largest Expected Move — 18.4%Monthly Statistics Metric Avg Min Max Open Close Price $162.26 $142.99 $187.74 $144.30 $187.74 Max Pain $158.57 $155.00 $160.00 $155.00 $160.00 ATM IV 55.9% 34.5% 62.0% 60.1% 34.5% Expected Move 16.3% 10.8% 18.4% 13.5% 10.8% HV 20d 51.2% 39.7% 57.2% 42.8% 52.3% HV 60d 42.9% 37.2% 45.1% 37.4% 44.9% IV Rank 36.2% 0.0% 45.9% 42.5% 0.0% IV Percentile 47.7% 0.0% 67.5% 60.3% 0.0% Term Structure -2.6% -3.8% -0.2% -2.1% -0.2% VWIV 56.8% 38.4% 63.9% 45.4% 38.4% Skew 25d 3.6% 1.0% 5.8% 5.5% 1.0% Skew 10d 7.2% 2.5% 11.0% 11.0% 2.5% Call IV 25d 54.2% 34.5% 58.5% 57.2% 34.5% Put IV 25d 57.8% 35.5% 64.0% 62.7% 35.5% Bid-Ask Spread % 5.52 3.02 8.58 3.85 4.00 Gamma HHI 0.07 0.05 0.18 0.05 0.09 Net GEX 19.2M -11.2M 69.5M -7.0M 69.5M Net DEX -559.7M -1.88B 358.5M 279.0M -1.88B Net VEX -7.1M -7.9M -5.7M -5.7M -7.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.46 1.37 1.37 0.53 Total Volume 76,462.857 25,693 271,064 37,121 271,064 Total OI 398,807.286 349,811 475,149 355,964 475,149
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 2023-11-01 $144.30 $155.00 60.1% 13.5% 42.8% 42.5% 45.4% 5.5% -2.1% -7.0M 279.0M -5.7M 1.37 3.85 N/A N/A 15,673 21,448 191,378 164,586 2023-11-02 $142.99 $160.00 59.1% 16.0% 42.7% 40.7% 56.5% 5.8% -2.0% -11.2M 358.5M -5.8M 0.52 6.47 N/A N/A 42,943 22,499 196,910 169,870 2023-11-03 $149.68 $160.00 58.2% 15.7% 39.7% 39.0% 54.4% 5.3% -2.5% 27.0M -76.4M -6.2M 0.46 7.78 N/A N/A 49,404 22,916 207,683 178,017 2023-11-06 $144.12 $160.00 62.0% 16.8% 40.9% 45.9% 58.0% 5.5% -2.6% -6.1M 276.4M -5.9M 0.54 7.33 N/A N/A 51,271 27,785 187,669 168,708 2023-11-07 $159.96 $160.00 60.3% 16.4% 56.5% 42.9% 57.8% 4.8% -2.6% 40.1M -762.7M -6.6M 0.59 5.55 N/A N/A 104,016 61,214 215,145 183,529 2023-11-08 $158.05 $160.00 58.3% 16.0% 56.6% 39.3% 56.4% 4.9% -2.3% 29.7M -580.7M -7.3M 0.58 4.57 N/A N/A 36,167 21,124 232,224 198,617 2023-11-09 $156.67 $160.00 59.0% 16.2% 56.4% 40.4% 55.6% 4.8% -2.9% 27.6M -465.6M -7.2M 0.54 8.58 N/A N/A 55,602 30,206 235,587 201,221 2023-11-10 $160.49 $160.00 58.3% 16.2% 56.6% 39.2% 56.6% 4.3% -2.9% 38.5M -804.5M -7.3M 0.49 3.31 N/A N/A 52,001 25,566 244,133 204,042 2023-11-13 $159.33 $160.00 58.7% 16.6% 55.6% 40.9% 57.8% 4.5% -2.5% 14.0M -397.9M -7.2M 0.68 8.58 N/A N/A 31,189 21,069 214,805 181,581 2023-11-14 $166.14 $160.00 57.4% 16.3% 57.2% 38.5% 58.5% 4.0% -2.7% 39.0M -842.4M -7.4M 0.75 6.42 N/A N/A 51,073 38,529 220,831 189,653 2023-11-15 $163.08 $155.00 57.4% 16.4% 55.5% 38.4% 58.1% 3.8% -2.7% 17.6M -592.9M -7.4M 0.63 8.46 N/A N/A 34,845 21,795 222,790 208,814 2023-11-16 $161.14 $155.00 58.1% 16.8% 55.8% 39.7% 58.6% 3.7% -3.0% 3.2M -425.1M -7.3M 0.71 5.96 N/A N/A 21,487 15,214 220,970 214,014 2023-11-17 $161.30 $155.00 57.1% 16.7% 54.0% 38.0% 59.6% 3.3% -3.0% 1.7M -459.0M -7.2M 0.95 5.00 N/A N/A 20,478 19,464 224,591 217,744 2023-11-20 $166.80 $155.00 56.8% 17.1% 54.9% 37.4% 59.4% 2.9% -3.3% 15.0M -619.1M -7.2M 0.50 4.44 N/A N/A 42,577 21,271 180,954 168,857 2023-11-21 $167.00 $155.00 57.0% 17.3% 54.8% 39.5% 60.0% 2.3% -3.8% 15.7M -631.2M -7.2M 1.04 5.98 N/A N/A 17,514 18,185 190,513 174,484 2023-11-22 $169.18 $160.00 53.9% 16.7% 48.9% 33.4% 58.2% 2.3% -3.0% 19.6M -730.4M -7.2M 0.52 3.10 N/A N/A 29,105 15,186 195,151 180,355 2023-11-24 $170.86 $160.00 52.4% 16.6% 48.2% 32.4% 58.2% 1.7% -3.4% 25.2M -823.9M -7.2M 0.54 4.83 N/A N/A 16,738 8,955 198,541 184,982 2023-11-27 $171.76 $160.00 52.4% 17.7% 48.2% 32.5% 61.6% 1.7% -2.8% 12.0M -769.5M -7.3M 0.69 3.75 N/A N/A 26,432 18,263 183,848 173,410 2023-11-28 $171.40 $160.00 50.4% 17.2% 48.3% 28.3% 60.2% 1.7% -2.5% 12.8M -795.0M -7.6M 0.70 3.02 N/A N/A 23,841 16,662 197,577 181,559 2023-11-29 $175.49 $160.00 52.0% 18.4% 48.6% 31.7% 63.9% 1.4% -2.7% 19.9M -1.01B -7.9M 0.64 4.92 N/A N/A 100,627 64,322 206,969 187,492 2023-11-30 $187.74 $160.00 34.5% 10.8% 52.3% 0.0% 38.4% 1.0% -0.2% 69.5M -1.88B -7.9M 0.53 4.00 N/A N/A 177,558 93,506 253,956 221,193
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