SNOW Options History — July 2024 In July 2024, SNOW traded between $126.20 and $143.18. ATM implied volatility averaged 47.7%, placing in the 43.7% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 11.9% (HV 20d: 35.9%). Max pain ranged from $135.00 to $145.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.60.
Notable Days 2024-07-01 : Highest Volume — 144,082 contracts2024-07-24 : Largest IV spike — 16.6% change2024-07-30 : Highest IV Rank — 95.1%2024-07-30 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $134.76 $126.20 $143.18 $141.99 $131.84 Max Pain $140.68 $135.00 $145.00 $135.00 $140.00 ATM IV 47.7% 36.9% 65.1% 38.3% 63.7% Expected Move 12.5% 10.0% 14.8% 10.7% 13.6% HV 20d 35.9% 29.7% 38.7% 38.6% 32.3% HV 60d 36.4% 35.4% 37.9% 37.9% 37.0% IV Rank 43.7% 11.7% 95.1% 15.8% 91.2% IV Percentile 53.0% 9.9% 98.8% 24.6% 95.2% Term Structure 1.8% -4.4% 8.5% 2.7% -4.4% VWIV 44.0% 35.6% 51.4% 38.2% 47.8% Skew 25d 1.6% -3.7% 8.6% -1.1% 5.2% Skew 10d 1.5% -1.1% 5.7% -0.7% -1.0% Call IV 25d 47.1% 37.7% 60.8% 40.6% 60.8% Put IV 25d 48.7% 37.3% 66.2% 39.6% 66.1% Bid-Ask Spread % 20.61 6.96 35.87 15.39 22.71 Gamma HHI 0.05 0.04 0.12 0.05 0.04 Net GEX 10.9M -16.4M 38.1M 30.3M 10.3M Net DEX 42.6M -619.8M 560.8M -533.7M 148.5M Net VEX -10.6M -11.5M -9.6M -11.3M -10.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.30 1.04 0.30 0.40 Total Volume 65,173.273 32,265 144,082 144,082 55,221 Total OI 546,176.364 501,899 593,478 515,925 543,818
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 2024-07-01 $141.99 $135.00 38.3% 10.7% 38.6% 15.8% 38.2% -1.1% 2.7% 30.3M -533.7M -11.3M 0.30 15.39 N/A N/A 110,566 33,516 302,088 213,837 2024-07-02 $141.80 $135.00 36.9% 10.2% 38.4% 11.7% 36.3% 1.0% 0.2% 32.9M -500.6M -11.3M 0.45 14.77 N/A N/A 47,736 21,587 314,493 220,636 2024-07-03 $142.50 $135.00 37.1% 10.0% 38.3% 12.2% 35.6% -0.5% 4.4% 38.1M -559.9M -11.5M 0.80 12.16 N/A N/A 26,224 21,003 320,505 223,350 2024-07-05 $143.18 $145.00 39.0% 11.3% 37.7% 18.0% 40.0% -1.4% -0.1% 33.0M -619.8M -11.3M 0.30 29.43 N/A N/A 81,655 24,129 322,904 226,493 2024-07-08 $141.41 $145.00 39.8% 11.6% 37.3% 20.4% 40.5% 1.5% 0.8% 22.8M -329.3M -11.1M 0.63 21.95 N/A N/A 28,144 17,759 308,717 215,025 2024-07-09 $137.61 $145.00 39.9% 11.8% 38.7% 20.5% 41.6% -0.9% 1.8% 12.2M -44.3M -10.8M 0.52 29.02 N/A N/A 49,138 25,494 318,533 219,906 2024-07-10 $137.13 $145.00 38.7% 12.1% 37.2% 17.1% 42.7% -0.1% 0.3% 14.7M -40.7M -10.9M 0.39 30.67 N/A N/A 53,630 20,894 327,772 223,910 2024-07-11 $137.31 $145.00 41.8% 12.1% 37.2% 26.2% 42.0% -0.2% 0.5% 17.0M -74.5M -10.9M 0.71 35.87 N/A N/A 45,874 32,695 336,141 228,803 2024-07-12 $136.49 $145.00 41.6% 12.1% 36.8% 25.7% 42.6% 1.1% 1.1% 7.8M 13.5M -10.8M 0.77 33.33 N/A N/A 53,307 41,027 340,847 232,436 2024-07-15 $133.91 $140.00 42.8% 12.3% 35.2% 29.3% 43.7% 0.1% 7.2% 5.8M 183.5M -10.5M 0.74 29.39 N/A N/A 32,918 24,253 329,382 226,646 2024-07-16 $135.56 $140.00 42.6% 12.2% 35.3% 28.6% 43.1% 0.6% 8.5% 11.9M 52.1M -10.6M 0.45 16.43 N/A N/A 33,744 15,079 339,960 233,345 2024-07-17 $134.25 $140.00 44.7% 12.8% 34.0% 34.9% 45.0% 0.5% 5.9% 8.4M 136.3M -10.6M 0.54 16.14 N/A N/A 33,381 18,089 346,609 234,796 2024-07-18 $130.73 $140.00 46.8% 13.2% 33.2% 41.0% 46.5% 1.5% 4.7% -7.8M 433.1M -10.2M 1.04 31.16 N/A N/A 37,062 38,540 350,478 237,776 2024-07-19 $129.42 $140.00 48.7% 13.1% 33.3% 46.8% 46.2% 0.9% 6.6% -16.4M 489.6M -10.0M 0.83 23.48 N/A N/A 30,707 25,366 357,033 236,445 2024-07-22 $132.47 $140.00 52.3% 13.0% 34.2% 57.3% 45.3% 2.0% -0.6% 7.0M 212.1M -10.3M 0.59 15.42 N/A N/A 30,719 17,981 293,381 208,518 2024-07-23 $132.55 $140.00 51.3% 13.0% 33.6% 54.3% 45.8% 1.3% 3.1% 10.5M 179.9M -10.3M 0.39 10.76 N/A N/A 31,719 12,461 303,201 214,094 2024-07-24 $126.20 $140.00 59.8% 14.0% 38.3% 79.5% 49.1% 3.2% 1.7% -8.8M 560.8M -9.6M 0.52 15.74 N/A N/A 46,816 24,171 311,713 217,136 2024-07-25 $130.89 $140.00 58.3% 13.9% 37.9% 75.1% 48.7% 8.6% 1.7% 8.0M 234.3M -10.3M 0.81 15.47 N/A N/A 41,000 33,134 320,998 220,715 2024-07-26 $129.49 $140.00 57.9% 13.5% 35.8% 73.7% 47.4% -3.7% 0.5% -5.0M 359.8M -10.1M 0.59 10.31 N/A N/A 29,910 17,600 326,147 223,426 2024-07-29 $130.22 $140.00 62.6% 13.9% 35.8% 87.8% 48.8% 7.1% -3.7% 5.5M 263.6M -10.2M 0.75 16.86 N/A N/A 18,472 13,793 303,477 211,255 2024-07-30 $127.82 $140.00 65.1% 14.8% 29.7% 95.1% 51.4% 7.5% -3.2% 2.0M 372.5M -10.1M 0.76 6.96 N/A N/A 21,215 16,083 310,996 218,139 2024-07-31 $131.84 $140.00 63.7% 13.6% 32.3% 91.2% 47.8% 5.2% -4.4% 10.3M 148.5M -10.5M 0.40 22.71 N/A N/A 39,539 15,682 318,352 225,466
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