SNOW Options History — February 2024 In February 2024, SNOW traded between $186.70 and $235.76. ATM implied volatility averaged 58.2%, placing in the 61.5% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 5.3% (HV 20d: 53.0%). Max pain ranged from $185.00 to $200.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.47.
Notable Days 2024-02-29 : Highest Volume — 555,186 contracts2024-02-29 : Largest IV drop — 28.3% change2024-02-28 : Highest IV Rank — 80.1%2024-02-28 : Largest Expected Move — 22.0%Monthly Statistics Metric Avg Min Max Open Close Price $222.62 $186.70 $235.76 $199.90 $186.70 Max Pain $189.00 $185.00 $200.00 $185.00 $200.00 ATM IV 58.2% 44.6% 62.1% 55.5% 44.6% Expected Move 17.2% 13.7% 22.0% 14.8% 13.7% HV 20d 53.0% 37.5% 93.4% 37.5% 93.4% HV 60d 40.7% 38.0% 59.3% 40.3% 59.3% IV Rank 61.5% 32.6% 80.1% 53.7% 32.6% IV Percentile 75.3% 26.6% 91.3% 62.3% 26.6% Term Structure -3.0% -5.3% -1.9% -2.4% -1.9% VWIV 60.8% 50.3% 77.7% 51.9% 50.3% Skew 25d 0.0% -1.7% 2.0% 2.0% -1.7% Skew 10d 1.0% -4.0% 3.9% 3.9% -4.0% Call IV 25d 59.0% 47.2% 63.9% 55.5% 47.2% Put IV 25d 59.0% 45.6% 62.7% 57.5% 45.6% Bid-Ask Spread % 4.06 3.10 5.93 4.41 5.93 Gamma HHI 0.10 0.06 0.27 0.07 0.08 Net GEX 50.8M -30.7M 93.7M 31.1M -30.7M Net DEX -2.34B -3.70B 497.9M -1.24B 497.9M Net VEX -11.0M -11.6M -9.6M -9.8M -10.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.29 0.80 0.37 0.65 Total Volume 112,234.7 38,567 555,186 48,932 555,186 Total OI 413,248.3 364,224 483,831 374,217 483,831
Daily Data (20 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 2024-02-01 $199.90 $185.00 55.5% 14.8% 37.5% 53.7% 51.9% 2.0% -2.4% 31.1M -1.24B -9.8M 0.37 4.41 N/A N/A 35,677 13,255 217,927 156,290 2024-02-02 $218.58 $185.00 56.1% 15.0% 48.2% 55.0% 52.6% 0.4% -3.1% 93.7M -2.78B -9.6M 0.29 4.40 N/A N/A 232,896 67,458 223,967 161,309 2024-02-05 $214.72 $185.00 58.3% 15.8% 48.7% 60.3% 55.1% 0.9% -2.4% 56.1M -2.12B -10.7M 0.37 3.69 N/A N/A 67,276 24,751 231,269 155,826 2024-02-06 $212.28 $185.00 57.3% 15.5% 47.6% 57.9% 54.3% 1.4% -2.7% 55.2M -1.99B -10.9M 0.31 3.82 N/A N/A 47,440 14,914 243,526 161,912 2024-02-07 $217.94 $185.00 56.7% 15.4% 48.3% 56.6% 54.2% 1.3% -2.9% 75.5M -2.43B -10.9M 0.40 4.11 N/A N/A 45,935 18,186 245,710 166,978 2024-02-08 $223.25 $185.00 57.5% 15.8% 48.7% 58.5% 55.6% 0.6% -2.7% 87.9M -2.85B -11.1M 0.35 3.72 N/A N/A 76,785 26,898 249,195 173,896 2024-02-09 $233.79 $185.00 58.4% 16.2% 50.5% 60.6% 56.6% 0.2% -3.0% 71.7M -3.70B -11.0M 0.32 3.81 N/A N/A 143,123 45,592 253,612 180,380 2024-02-12 $231.85 $185.00 60.5% 17.0% 49.3% 65.6% 60.4% -0.8% -3.1% 57.4M -3.05B -11.3M 0.43 4.30 N/A N/A 76,374 33,221 242,898 172,475 2024-02-13 $227.38 $185.00 59.8% 17.0% 49.2% 63.9% 60.1% -0.4% -2.8% 55.5M -2.75B -11.6M 0.54 4.71 N/A N/A 43,181 23,129 264,418 185,441 2024-02-14 $235.76 $185.00 58.7% 16.8% 50.0% 61.3% 59.6% -0.5% -2.5% 70.3M -3.36B -11.5M 0.50 3.85 N/A N/A 36,247 17,978 263,514 188,521 2024-02-15 $231.62 $190.00 58.7% 17.0% 50.9% 61.3% 60.0% -0.7% -2.3% 62.7M -3.02B -11.5M 0.41 4.12 N/A N/A 34,806 14,254 265,443 192,162 2024-02-16 $229.75 $190.00 58.6% 17.1% 50.8% 61.0% 60.2% -0.5% -2.6% 47.4M -2.84B -11.3M 0.60 3.74 N/A N/A 33,287 20,076 268,725 195,558 2024-02-20 $218.81 $190.00 60.5% 18.5% 53.5% 65.6% 65.4% 1.0% -2.9% 26.8M -1.72B -11.1M 0.60 3.42 N/A N/A 39,274 23,678 224,344 152,883 2024-02-21 $215.51 $190.00 61.1% 18.9% 53.5% 67.0% 66.6% 0.9% -3.0% 23.1M -1.55B -11.2M 0.63 4.24 N/A N/A 23,721 14,846 232,034 159,878 2024-02-22 $227.47 $190.00 59.9% 18.2% 56.5% 64.2% 64.3% 0.2% -3.9% 50.9M -2.27B -11.2M 0.58 3.57 N/A N/A 31,301 18,152 236,636 163,479 2024-02-23 $229.19 $190.00 58.2% 18.4% 56.5% 60.0% 65.3% -0.6% -2.9% 70.1M -2.36B -11.1M 0.41 3.25 N/A N/A 52,434 21,514 241,312 167,266 2024-02-26 $231.95 $195.00 60.1% 20.1% 56.1% 70.3% 70.9% -0.5% -4.0% 36.1M -2.38B -10.9M 0.50 3.10 N/A N/A 30,792 15,463 210,334 153,890 2024-02-27 $234.99 $195.00 62.0% 21.4% 55.1% 75.2% 75.4% -1.1% -3.8% 39.2M -2.57B -11.1M 0.42 3.16 N/A N/A 40,737 16,972 220,694 160,866 2024-02-28 $230.88 $200.00 62.1% 22.0% 54.8% 80.1% 77.7% -1.1% -5.3% 36.9M -2.34B -11.3M 0.80 5.93 N/A N/A 93,023 74,862 228,650 167,917 2024-02-29 $186.70 $200.00 44.6% 13.7% 93.4% 32.6% 50.3% -1.7% -1.9% -30.7M 497.9M -10.0M 0.65 5.93 N/A N/A 335,755 219,431 269,737 214,094
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