SNOW Options History — January 2024 In January 2024, SNOW traded between $184.92 and $210.00. ATM implied volatility averaged 42.0%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 9.5% (HV 20d: 32.4%). Max pain ranged from $170.00 to $192.50. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.55.
Notable Days 2024-01-23 : Highest Volume — 215,941 contracts2024-01-29 : Largest IV spike — 14.3% change2024-01-31 : Highest IV Rank — 56.5%2024-01-30 : Largest Expected Move — 14.0%Monthly Statistics Metric Avg Min Max Open Close Price $195.63 $184.92 $210.00 $188.27 $195.25 Max Pain $184.29 $170.00 $192.50 $170.00 $192.50 ATM IV 42.0% 37.2% 56.7% 37.4% 56.7% Expected Move 11.8% 10.1% 14.0% 10.1% 13.6% HV 20d 32.4% 27.2% 38.1% 28.0% 37.5% HV 60d 40.6% 38.3% 43.0% 43.0% 40.9% IV Rank 21.4% 10.2% 56.5% 10.6% 56.5% IV Percentile 22.2% 8.7% 65.5% 8.7% 65.5% Term Structure 1.5% -2.6% 8.7% 0.2% -2.3% VWIV 41.5% 35.8% 49.4% 35.8% 47.6% Skew 25d 1.5% 0.2% 2.4% 1.9% 2.4% Skew 10d 3.2% 0.4% 5.1% 3.7% 4.3% Call IV 25d 41.8% 36.9% 56.0% 37.3% 56.0% Put IV 25d 43.2% 38.1% 58.4% 39.2% 58.4% Bid-Ask Spread % 5.66 2.75 11.86 4.31 3.98 Gamma HHI 0.08 0.06 0.12 0.07 0.06 Net GEX 27.7M -2.7M 84.2M 5.2M 16.8M Net DEX -1.23B -1.81B -699.8M -884.5M -954.3M Net VEX -8.7M -9.9M -8.0M -8.0M -9.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.17 1.14 0.63 0.34 Total Volume 71,636.619 31,418 215,941 37,286 72,603 Total OI 371,232.81 278,539 409,502 363,742 363,591
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 2024-01-02 $188.27 $170.00 37.4% 10.1% 28.0% 10.6% 35.8% 1.9% 0.2% 5.2M -884.5M -8.0M 0.63 4.31 N/A N/A 22,855 14,431 194,138 169,604 2024-01-03 $185.04 $170.00 37.8% 10.1% 27.7% 11.6% 35.8% 1.3% 0.3% -2.7M -699.8M -8.1M 0.76 2.75 N/A N/A 23,498 17,916 199,862 173,929 2024-01-04 $184.92 $180.00 37.7% 11.0% 27.2% 11.4% 38.5% 1.5% 0.1% -2.4M -741.5M -8.2M 0.94 4.74 N/A N/A 17,604 16,589 205,372 177,403 2024-01-05 $189.18 $180.00 37.3% 10.8% 28.3% 10.3% 38.5% 1.3% 0.2% 13.9M -1.00B -8.3M 0.75 8.04 N/A N/A 30,334 22,851 209,548 180,995 2024-01-08 $196.50 $180.00 38.0% 11.0% 30.9% 12.1% 38.6% 1.0% 0.2% 32.6M -1.42B -8.3M 0.42 5.64 N/A N/A 37,767 15,939 197,783 172,630 2024-01-09 $196.63 $180.00 37.7% 10.9% 30.5% 11.4% 38.2% 1.3% 0.4% 38.8M -1.44B -8.4M 0.61 7.10 N/A N/A 21,851 13,280 206,442 176,289 2024-01-10 $197.08 $185.00 38.1% 11.0% 30.4% 12.3% 39.3% 1.4% 0.2% 39.5M -1.46B -8.4M 0.64 3.77 N/A N/A 29,414 18,889 208,770 181,366 2024-01-11 $196.13 $185.00 37.4% 10.8% 30.4% 10.6% 38.2% 1.4% 0.3% 28.8M -1.35B -8.3M 0.67 4.17 N/A N/A 32,408 21,594 210,827 185,917 2024-01-12 $191.18 $185.00 37.2% 10.7% 31.4% 10.2% 37.5% 1.1% 0.1% 7.5M -971.4M -8.2M 0.99 5.18 N/A N/A 33,690 33,421 217,020 192,482 2024-01-16 $187.31 $185.00 39.2% 11.2% 31.1% 14.8% 39.6% 1.8% -0.6% 820.1K -816.1M -8.1M 0.88 11.86 N/A N/A 16,683 14,735 202,343 182,478 2024-01-17 $187.54 $185.00 39.7% 11.4% 31.1% 16.0% 40.5% 1.9% -0.8% 1.2M -830.9M -8.1M 1.14 3.34 N/A N/A 16,568 18,916 207,878 186,180 2024-01-18 $187.39 $185.00 39.7% 11.4% 31.0% 16.0% 39.9% 2.0% -0.3% -2.3M -838.3M -8.1M 0.52 6.62 N/A N/A 30,989 16,209 210,082 188,016 2024-01-19 $192.74 $185.00 39.7% 11.4% 32.9% 16.0% 40.5% 1.6% -1.0% 12.9M -1.23B -8.3M 0.24 8.75 N/A N/A 78,633 19,098 215,476 191,715 2024-01-22 $200.26 $185.00 41.9% 12.4% 35.0% 21.3% 44.2% 0.8% 8.7% 45.1M -1.26B -8.5M 0.20 7.22 N/A N/A 109,192 21,335 154,097 124,442 2024-01-23 $204.58 $185.00 43.3% 12.9% 35.7% 24.7% 46.0% 0.2% 8.0% 60.8M -1.56B -8.8M 0.17 8.94 N/A N/A 183,788 32,153 178,498 133,302 2024-01-24 $205.03 $190.00 42.8% 12.8% 35.7% 23.4% 45.3% 1.9% 7.7% 84.2M -1.80B -9.5M 0.26 5.22 N/A N/A 132,790 35,016 215,695 144,697 2024-01-25 $205.18 $190.00 44.6% 13.0% 35.2% 27.7% 45.7% 0.8% 7.0% 69.7M -1.73B -9.6M 0.30 4.75 N/A N/A 72,510 21,592 219,676 151,835 2024-01-26 $202.49 $190.00 46.3% 12.9% 35.5% 31.7% 45.7% 0.7% 7.9% 42.1M -1.49B -9.6M 0.55 4.82 N/A N/A 49,812 27,548 224,830 154,534 2024-01-29 $210.00 $190.00 52.9% 13.4% 37.4% 47.5% 47.2% 2.2% -2.5% 47.6M -1.81B -9.7M 0.29 3.66 N/A N/A 49,869 14,576 192,944 142,108 2024-01-30 $205.51 $192.50 55.6% 14.0% 38.1% 53.9% 49.4% 2.3% -2.6% 42.2M -1.61B -9.9M 0.32 3.94 N/A N/A 34,353 11,070 203,852 147,243 2024-01-31 $195.25 $192.50 56.7% 13.6% 37.5% 56.5% 47.6% 2.4% -2.3% 16.8M -954.3M -9.7M 0.34 3.98 N/A N/A 54,346 18,257 212,429 151,162
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