SNOW Options History — October 2024 In October 2024, SNOW traded between $109.69 and $124.48. ATM implied volatility averaged 52.0%, placing in the 40.0% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 19.0% (HV 20d: 33.1%). Max pain ranged from $115.00 to $120.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.47.
Notable Days 2024-10-09 : Highest Volume — 153,234 contracts2024-10-28 : Largest IV spike — 14.3% change2024-10-31 : Highest IV Rank — 74.3%2024-10-31 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $117.08 $109.69 $124.48 $110.58 $115.22 Max Pain $119.61 $115.00 $120.00 $116.00 $120.00 ATM IV 52.0% 45.8% 68.4% 46.1% 68.4% Expected Move 13.8% 12.7% 15.5% 12.9% 15.5% HV 20d 33.1% 28.6% 36.9% 29.3% 34.7% HV 60d 49.5% 45.2% 51.6% 49.5% 45.7% IV Rank 40.0% 27.0% 74.3% 27.6% 74.3% IV Percentile 68.0% 55.2% 96.4% 59.9% 96.4% Term Structure 0.9% -4.0% 6.8% 2.9% -3.4% VWIV 48.4% 44.4% 54.0% 45.1% 54.0% Skew 25d 2.1% -3.0% 6.6% 1.2% 2.1% Skew 10d 4.4% -2.0% 9.5% 5.5% 2.4% Call IV 25d 50.8% 44.8% 67.8% 45.7% 67.8% Put IV 25d 53.0% 44.8% 70.0% 46.9% 70.0% Bid-Ask Spread % 16.22 3.61 35.18 15.83 15.09 Gamma HHI 0.06 0.04 0.18 0.05 0.04 Net GEX 14.8M -8.9M 60.1M -1.7M -511.9K Net DEX 68.9M -773.0M 514.0M 448.3M 302.6M Net VEX -9.7M -10.5M -8.9M -8.9M -9.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.16 0.82 0.66 0.71 Total Volume 59,813.478 24,441 153,234 59,568 41,806 Total OI 620,959.565 562,973 682,671 590,850 612,167
Daily Data (23 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 2024-10-01 $110.58 $116.00 46.1% 12.9% 29.3% 27.6% 45.1% 1.2% 2.9% -1.7M 448.3M -8.9M 0.66 15.83 N/A N/A 35,830 23,738 353,835 237,015 2024-10-02 $109.69 $115.00 46.3% 12.7% 29.2% 28.0% 44.4% 2.1% 2.5% -8.9M 514.0M -9.0M 0.33 16.85 N/A N/A 31,287 10,416 364,224 251,548 2024-10-03 $110.27 $120.00 46.6% 14.0% 28.8% 28.6% 48.9% 1.8% 2.4% -6.7M 461.4M -9.2M 0.36 35.18 N/A N/A 26,107 9,514 374,833 256,895 2024-10-04 $114.31 $120.00 45.8% 13.5% 28.6% 27.0% 47.3% 1.3% 2.2% 20.3M 129.0M -9.6M 0.34 28.14 N/A N/A 79,045 26,903 380,127 258,399 2024-10-07 $113.52 $120.00 49.4% 14.1% 28.7% 34.5% 49.4% 2.9% -0.4% 6.4M 236.1M -9.4M 0.16 25.37 N/A N/A 60,126 9,867 356,802 246,749 2024-10-08 $113.17 $120.00 49.2% 13.9% 28.7% 34.1% 48.6% 3.0% -1.9% 13.0M 244.5M -9.3M 0.16 26.51 N/A N/A 44,275 7,074 382,579 251,100 2024-10-09 $119.50 $120.00 47.8% 13.7% 34.0% 31.1% 47.8% 2.3% -0.3% 56.5M -354.1M -10.1M 0.22 16.52 N/A N/A 125,169 28,065 392,447 252,991 2024-10-10 $123.14 $120.00 47.9% 13.6% 35.2% 31.3% 47.8% -3.0% -0.5% 60.1M -693.7M -10.5M 0.31 7.86 N/A N/A 102,974 31,987 397,384 261,658 2024-10-11 $124.48 $120.00 47.4% 13.4% 35.3% 30.3% 47.0% 1.5% -0.3% 55.4M -773.0M -10.5M 0.30 8.74 N/A N/A 90,020 26,925 398,783 268,648 2024-10-14 $123.58 $120.00 46.3% 13.2% 35.0% 27.9% 46.4% 1.9% 0.9% 30.6M -341.7M -10.2M 0.53 17.05 N/A N/A 34,193 18,195 371,440 254,112 2024-10-15 $122.88 $120.00 46.6% 13.3% 35.0% 28.6% 47.4% 2.5% 3.1% 29.3M -261.1M -10.1M 0.56 13.27 N/A N/A 20,327 11,312 379,332 260,856 2024-10-16 $119.19 $120.00 45.9% 13.1% 36.9% 27.0% 46.0% 2.4% 5.3% 11.8M 68.1M -9.6M 0.71 8.05 N/A N/A 33,752 24,051 382,675 265,134 2024-10-17 $119.02 $120.00 47.5% 13.2% 35.5% 30.6% 47.7% 2.5% 6.8% 10.1M 73.1M -9.7M 0.82 22.60 N/A N/A 26,104 21,507 390,936 274,514 2024-10-18 $119.68 $120.00 48.4% 13.3% 33.1% 32.4% 46.5% 2.9% 6.6% 31.9M 15.7M -9.9M 0.44 27.94 N/A N/A 30,910 13,634 399,239 283,432 2024-10-21 $119.58 $120.00 50.2% 13.4% 32.5% 36.1% 46.3% 0.4% 4.8% 10.7M 52.2M -9.7M 0.33 18.57 N/A N/A 25,298 8,299 312,980 249,993 2024-10-22 $115.78 $120.00 52.9% 13.8% 34.6% 41.9% 48.4% 0.7% 2.2% -657.8K 283.9M -9.4M 0.51 12.59 N/A N/A 40,641 20,664 318,092 253,754 2024-10-23 $113.83 $120.00 53.1% 14.0% 35.1% 42.2% 49.4% 6.6% 0.2% -8.3M 401.0M -9.3M 0.51 12.48 N/A N/A 22,952 11,797 328,420 266,055 2024-10-24 $115.12 $120.00 53.5% 14.1% 35.3% 43.1% 49.4% 3.5% 1.2% -3.3M 310.3M -9.6M 0.53 12.13 N/A N/A 22,622 12,092 331,631 272,107 2024-10-25 $115.67 $120.00 57.8% 14.0% 34.9% 52.2% 49.4% 3.8% -2.7% 5.5M 244.7M -9.6M 0.52 5.38 N/A N/A 31,034 16,055 336,056 274,240 2024-10-28 $117.57 $120.00 66.1% 14.7% 35.4% 69.5% 51.3% 3.3% -3.4% 5.8M 123.2M -9.7M 0.77 11.80 N/A N/A 26,981 20,663 316,294 264,054 2024-10-29 $118.32 $120.00 65.6% 14.6% 32.6% 68.4% 51.0% 1.9% -2.7% 9.5M 73.5M -9.8M 0.58 3.61 N/A N/A 15,486 8,955 325,051 269,378 2024-10-30 $118.85 $120.00 68.0% 15.0% 32.4% 73.5% 52.7% 1.6% -4.0% 12.6M 25.5M -9.9M 0.46 11.63 N/A N/A 32,259 14,799 330,267 273,844 2024-10-31 $115.22 $120.00 68.4% 15.5% 34.7% 74.3% 54.0% 2.1% -3.4% -511.9K 302.6M -9.6M 0.71 15.09 N/A N/A 24,405 17,401 332,577 279,590
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