SNOW Options History — June 2024 In June 2024, SNOW traded between $123.86 and $137.44. ATM implied volatility averaged 37.5%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded below realized volatility by 1.2% (HV 20d: 38.7%). Max pain ranged from $135.00 to $155.00. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 19 of 19 days. Put/call ratio averaged 0.67.
Notable Days 2024-06-05 : Highest Volume — 166,260 contracts2024-06-13 : Largest IV spike — 5.2% change2024-06-03 : Highest IV Rank — 22.4%2024-06-03 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $129.92 $123.86 $137.44 $137.44 $134.61 Max Pain $144.21 $135.00 $155.00 $155.00 $135.00 ATM IV 37.5% 35.2% 40.5% 40.5% 37.7% Expected Move 10.8% 10.3% 12.3% 12.3% 10.4% HV 20d 38.7% 35.4% 41.1% 40.2% 36.1% HV 60d 34.7% 33.7% 36.3% 34.5% 36.2% IV Rank 13.5% 6.7% 22.4% 22.4% 14.1% IV Percentile 14.7% 7.1% 27.8% 27.8% 17.1% Term Structure 0.6% 0.0% 1.9% 0.2% 1.3% VWIV 38.4% 36.6% 43.3% 43.3% 36.6% Skew 25d -0.2% -1.5% 0.7% 0.7% -0.2% Skew 10d -0.3% -1.0% 1.5% 1.5% 0.1% Call IV 25d 38.1% 36.3% 39.9% 39.9% 37.7% Put IV 25d 37.9% 35.9% 40.6% 40.6% 37.4% Bid-Ask Spread % 20.91 9.05 37.49 23.81 9.38 Gamma HHI 0.08 0.05 0.23 0.05 0.23 Net GEX -5.5M -29.1M 55.8M -7.2M 55.8M Net DEX 636.7M -224.2M 996.9M 791.5M -224.2M Net VEX -9.5M -10.9M -8.8M -9.3M -10.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.35 1.53 0.60 0.38 Total Volume 95,655.789 56,493 166,260 59,714 75,838 Total OI 577,423.789 499,260 645,478 533,300 562,456
Daily Data (19 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 2024-06-03 $137.44 $155.00 40.5% 12.3% 40.2% 22.4% 43.3% 0.7% 0.2% -7.2M 791.5M -9.3M 0.60 23.81 N/A N/A 37,223 22,491 306,094 227,206 2024-06-04 $136.82 $155.00 38.5% 11.7% 38.8% 16.5% 41.9% 0.2% 0.1% -7.9M 819.1M -9.3M 0.60 22.12 N/A N/A 35,312 21,349 316,285 234,638 2024-06-05 $134.65 $155.00 37.1% 11.1% 38.4% 12.3% 39.5% 0.2% 0.3% -14.7M 979.5M -9.1M 0.52 9.05 N/A N/A 109,370 56,890 324,580 239,946 2024-06-06 $132.19 $155.00 36.5% 10.6% 38.6% 10.4% 37.3% 0.1% 0.2% -11.1M 949.7M -9.1M 1.49 25.22 N/A N/A 49,072 72,987 354,963 248,886 2024-06-07 $131.00 $150.00 35.9% 10.5% 38.6% 8.8% 37.2% -0.3% 0.5% -27.1M 925.7M -9.1M 0.67 23.60 N/A N/A 62,930 41,992 365,401 246,047 2024-06-10 $127.53 $150.00 37.3% 10.8% 39.0% 12.7% 38.7% -0.2% 0.2% -18.4M 996.9M -8.8M 0.81 27.36 N/A N/A 53,382 43,103 325,646 231,400 2024-06-11 $128.18 $150.00 37.0% 10.8% 37.6% 12.1% 38.0% -0.3% 0.2% -15.6M 868.5M -9.0M 0.54 16.55 N/A N/A 46,555 24,956 342,983 241,643 2024-06-12 $130.65 $145.00 35.2% 10.4% 38.5% 6.7% 36.9% -0.5% 1.9% -4.3M 662.9M -9.4M 0.35 25.83 N/A N/A 67,192 23,683 355,602 246,266 2024-06-13 $126.26 $145.00 37.0% 10.7% 37.4% 12.1% 37.9% -1.5% 0.3% -29.1M 979.3M -9.1M 1.53 37.49 N/A N/A 53,942 82,748 365,837 250,947 2024-06-14 $127.32 $140.00 37.3% 10.8% 37.7% 13.0% 38.6% 0.1% 0.4% -21.3M 734.8M -9.5M 0.49 27.34 N/A N/A 80,301 39,149 382,707 247,308 2024-06-17 $131.37 $140.00 37.9% 10.9% 40.8% 14.7% 38.8% -0.4% 1.0% 2.4M 362.6M -9.9M 0.79 19.73 N/A N/A 51,398 40,818 359,934 231,655 2024-06-18 $127.11 $140.00 37.9% 10.9% 40.4% 14.5% 39.1% -0.4% 0.6% -12.8M 640.0M -9.5M 0.58 21.36 N/A N/A 42,337 24,452 368,259 234,424 2024-06-20 $126.21 $140.00 38.0% 10.8% 40.5% 15.0% 38.5% 0.0% 1.2% -18.7M 677.2M -9.5M 1.03 24.76 N/A N/A 59,301 60,846 379,100 238,693 2024-06-21 $126.40 $140.00 37.1% 10.5% 40.4% 12.4% 37.7% 0.2% 1.2% -15.0M 594.7M -9.7M 0.55 23.35 N/A N/A 46,415 25,464 406,689 238,789 2024-06-24 $124.59 $140.00 37.6% 10.5% 36.9% 13.8% 37.7% -0.7% 1.2% -5.8M 623.4M -9.3M 0.48 12.91 N/A N/A 38,145 18,348 293,065 206,195 2024-06-25 $123.86 $135.00 37.7% 10.3% 35.4% 14.0% 37.0% -0.1% 0.4% -7.9M 629.5M -9.4M 0.44 20.06 N/A N/A 41,837 18,406 307,187 212,113 2024-06-26 $128.85 $135.00 38.1% 10.6% 38.2% 15.4% 37.6% -0.7% 0.6% 16.9M 229.8M -10.2M 0.42 14.14 N/A N/A 83,263 34,794 315,795 215,936 2024-06-27 $133.49 $135.00 37.9% 10.6% 41.1% 14.7% 37.2% -0.5% 0.0% 38.1M -143.2M -10.6M 0.50 13.22 N/A N/A 87,395 43,776 324,567 221,810 2024-06-28 $134.61 $135.00 37.7% 10.4% 36.1% 14.1% 36.6% -0.2% 1.3% 55.8M -224.2M -10.9M 0.38 9.38 N/A N/A 54,963 20,875 331,037 231,419
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