SNOW Options History — May 2024 In May 2024, SNOW traded between $135.44 and $165.25. ATM implied volatility averaged 55.2%, placing in the 65.9% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 23.0% (HV 20d: 32.2%). Max pain ranged from $160.00 to $165.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.63.
Notable Days 2024-05-23 : Highest Volume — 248,397 contracts2024-05-23 : Largest IV drop — 33.2% change2024-05-06 : Highest IV Rank — 93.3%2024-05-20 : Largest Expected Move — 16.9%Monthly Statistics Metric Avg Min Max Open Close Price $157.17 $135.44 $165.25 $157.66 $135.44 Max Pain $163.64 $160.00 $165.00 $160.00 $160.00 ATM IV 55.2% 37.5% 64.5% 60.7% 41.0% Expected Move 14.5% 10.8% 16.9% 12.4% 12.2% HV 20d 32.2% 26.5% 40.1% 34.9% 40.1% HV 60d 50.9% 33.6% 57.5% 57.5% 34.4% IV Rank 65.9% 13.3% 93.3% 82.1% 24.0% IV Percentile 70.7% 10.3% 98.0% 89.7% 29.8% Term Structure -2.4% -7.4% 1.4% -0.8% -1.5% VWIV 51.0% 38.0% 59.7% 43.9% 43.2% Skew 25d 0.3% -2.3% 2.5% 1.8% 0.8% Skew 10d 0.2% -4.3% 7.7% 4.4% 1.8% Call IV 25d 54.9% 37.9% 62.9% 59.1% 41.5% Put IV 25d 55.2% 37.3% 63.7% 60.8% 42.3% Bid-Ask Spread % 16.54 11.22 21.24 21.24 16.06 Gamma HHI 0.08 0.05 0.41 0.06 0.07 Net GEX 12.3M -23.2M 74.4M 22.7M -23.2M Net DEX 67.6M -470.4M 1.16B -49.9M 1.16B Net VEX -10.8M -11.5M -8.8M -11.1M -8.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.63 0.33 1.28 0.34 0.98 Total Volume 74,800.864 33,682 248,397 46,023 147,742 Total OI 506,527.273 448,853 596,692 494,331 558,011
Daily Data (22 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 2024-05-01 $157.66 $160.00 60.7% 12.4% 34.9% 82.1% 43.9% 1.8% -0.8% 22.7M -49.9M -11.1M 0.34 21.24 N/A N/A 34,373 11,650 286,529 207,802 2024-05-02 $157.91 $160.00 60.7% 12.3% 34.5% 82.3% 43.3% 1.6% -2.5% 21.1M -62.1M -11.1M 0.36 14.53 N/A N/A 24,971 9,034 290,347 209,939 2024-05-03 $159.87 $160.00 59.6% 11.8% 34.3% 79.0% 41.7% 1.3% -1.6% 74.4M -192.8M -11.2M 0.40 19.49 N/A N/A 33,903 13,418 294,610 212,010 2024-05-06 $163.27 $165.00 64.5% 16.2% 34.9% 93.3% 56.7% 2.0% -7.4% 18.7M -296.4M -11.4M 0.33 20.90 N/A N/A 43,805 14,374 264,369 201,150 2024-05-07 $159.17 $165.00 61.1% 15.8% 36.3% 83.5% 55.6% 1.4% -3.0% 12.2M -39.5M -11.1M 0.56 16.70 N/A N/A 34,529 19,483 282,129 207,347 2024-05-08 $157.49 $165.00 62.4% 16.2% 36.1% 87.2% 56.6% 1.2% -3.1% 7.2M 66.3M -11.1M 1.28 19.30 N/A N/A 18,185 23,232 290,234 213,689 2024-05-09 $156.46 $165.00 62.1% 15.9% 32.5% 86.3% 56.9% 2.0% 1.4% -132.3K 146.2M -10.9M 0.61 18.77 N/A N/A 22,982 14,125 291,309 213,850 2024-05-10 $156.38 $165.00 61.2% 15.8% 32.2% 83.7% 56.0% -0.3% 0.5% -3.8M 156.2M -10.8M 0.74 14.26 N/A N/A 25,455 18,943 292,865 216,405 2024-05-13 $159.75 $165.00 61.1% 16.2% 28.7% 83.3% 56.6% 2.5% -3.7% 8.2M -44.4M -10.9M 0.77 12.12 N/A N/A 24,543 19,013 271,821 208,057 2024-05-14 $161.07 $165.00 60.8% 16.2% 28.7% 82.3% 57.3% 0.0% -3.3% 15.6M -120.7M -11.0M 0.74 19.22 N/A N/A 19,350 14,332 278,079 211,929 2024-05-15 $164.72 $165.00 62.8% 16.8% 28.9% 88.5% 58.7% 0.4% -4.4% 32.8M -414.5M -11.3M 0.54 15.10 N/A N/A 57,579 31,333 285,427 213,888 2024-05-16 $165.25 $165.00 62.7% 16.8% 28.5% 88.2% 58.8% -2.3% -5.3% 39.3M -470.4M -11.4M 0.50 19.64 N/A N/A 38,716 19,314 294,833 217,963 2024-05-17 $162.29 $165.00 60.3% 16.4% 27.8% 80.9% 57.6% -0.4% -3.8% 47.4M -263.4M -11.2M 0.50 17.96 N/A N/A 45,045 22,696 309,323 222,104 2024-05-20 $164.59 $165.00 60.3% 16.9% 27.2% 80.8% 59.7% -1.3% -3.1% 14.0M -317.1M -11.4M 0.42 17.57 N/A N/A 38,798 16,217 245,321 203,532 2024-05-21 $162.38 $165.00 59.1% 16.7% 27.1% 77.4% 58.5% -0.9% -4.3% 15.3M -240.4M -11.4M 0.53 15.67 N/A N/A 31,458 16,633 265,733 211,296 2024-05-22 $162.85 $165.00 58.7% 16.8% 26.5% 76.3% 59.2% -1.8% -4.7% 18.6M -324.2M -11.5M 0.64 17.70 N/A N/A 70,949 45,080 280,678 218,412 2024-05-23 $153.85 $165.00 39.2% 11.2% 33.4% 18.6% 40.5% -0.5% 0.9% -12.9M 464.7M -10.2M 0.56 15.36 N/A N/A 159,694 88,703 317,841 241,583 2024-05-24 $156.71 $165.00 37.5% 10.8% 30.5% 13.3% 38.0% -0.5% -0.1% 11.1M 198.4M -10.7M 0.68 11.22 N/A N/A 60,148 41,179 341,443 255,249 2024-05-28 $150.66 $165.00 38.9% 11.3% 33.4% 17.6% 40.0% 0.4% -1.3% -11.4M 549.8M -9.8M 0.56 17.31 N/A N/A 42,471 23,721 275,591 215,888 2024-05-29 $149.22 $160.00 38.7% 11.3% 33.5% 16.9% 40.3% -0.1% -0.9% -13.5M 568.2M -9.9M 0.64 11.32 N/A N/A 30,241 19,430 287,450 218,861 2024-05-30 $140.65 $160.00 41.2% 12.4% 38.6% 24.6% 43.1% -0.1% -2.0% -22.9M 1.01B -9.0M 1.10 12.47 N/A N/A 75,428 83,344 297,457 221,246 2024-05-31 $135.44 $160.00 41.0% 12.2% 40.1% 24.0% 43.2% 0.8% -1.5% -23.2M 1.16B -8.8M 0.98 16.06 N/A N/A 74,458 73,284 325,278 232,733
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