SNOW Options History — November 2024 In November 2024, SNOW traded between $114.22 and $174.75. ATM implied volatility averaged 58.1%, placing in the 52.7% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 5.2% (HV 20d: 52.9%). Max pain ranged from $120.00 to $135.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.44.
Notable Days 2024-11-21 : Highest Volume — 666,513 contracts2024-11-21 : Largest IV drop — 34.0% change2024-11-05 : Highest IV Rank — 76.8%2024-11-20 : Largest Expected Move — 19.4%Monthly Statistics Metric Avg Min Max Open Close Price $138.17 $114.22 $174.75 $116.00 $174.75 Max Pain $126.50 $120.00 $135.00 $120.00 $135.00 ATM IV 58.1% 35.2% 69.6% 67.9% 35.2% Expected Move 15.9% 10.6% 19.4% 14.5% 10.7% HV 20d 52.9% 29.5% 102.3% 32.3% 100.6% HV 60d 48.5% 32.9% 64.9% 44.6% 64.4% IV Rank 52.7% 4.7% 76.8% 73.2% 4.7% IV Percentile 72.1% 7.1% 96.8% 95.6% 7.1% Term Structure -3.0% -6.8% -0.1% -5.4% -0.1% VWIV 55.9% 38.3% 68.4% 50.8% 38.7% Skew 25d -0.7% -2.9% 2.9% 1.1% -1.1% Skew 10d -0.9% -4.3% 3.6% 2.6% -2.7% Call IV 25d 58.7% 36.3% 70.5% 68.8% 36.3% Put IV 25d 58.0% 35.1% 69.9% 69.8% 35.1% Bid-Ask Spread % 15.56 2.56 40.97 4.26 3.32 Gamma HHI 0.07 0.04 0.23 0.11 0.23 Net GEX 34.2M -1.8M 113.8M 12.8M 113.8M Net DEX -1.15B -4.10B 333.0M 248.2M -3.14B Net VEX -10.8M -12.9M -9.3M -9.6M -12.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.17 0.61 0.37 0.33 Total Volume 131,043.4 28,418 666,513 48,806 122,848 Total OI 639,053.1 561,020 774,808 620,786 718,471
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 2024-11-01 $116.00 $120.00 67.9% 14.5% 32.3% 73.2% 50.8% 1.1% -5.4% 12.8M 248.2M -9.6M 0.37 4.26 N/A N/A 35,667 13,139 337,060 283,726 2024-11-04 $114.22 $125.00 69.1% 18.2% 32.8% 75.8% 63.2% 2.9% -6.8% -1.8M 333.0M -9.3M 0.61 35.66 N/A N/A 17,618 10,800 315,877 264,421 2024-11-05 $116.77 $125.00 69.6% 18.4% 33.6% 76.8% 63.5% 1.8% -3.4% 4.3M 166.6M -9.6M 0.56 4.21 N/A N/A 22,530 12,591 321,375 268,403 2024-11-06 $120.56 $125.00 67.0% 17.6% 29.6% 71.4% 61.2% 1.9% -2.8% 17.5M -107.8M -9.9M 0.36 10.73 N/A N/A 31,712 11,472 329,206 271,907 2024-11-07 $124.13 $125.00 64.7% 17.0% 29.5% 66.5% 59.5% 1.1% -4.1% 32.6M -390.4M -10.0M 0.41 40.97 N/A N/A 45,552 18,505 337,236 275,091 2024-11-08 $121.03 $125.00 64.7% 17.2% 30.6% 66.6% 59.9% 0.4% -3.9% 20.0M -113.9M -9.8M 0.47 32.69 N/A N/A 40,418 18,893 344,508 278,389 2024-11-11 $122.72 $125.00 66.9% 18.1% 31.0% 71.1% 63.5% -0.8% -2.5% 14.2M -160.9M -9.9M 0.30 34.36 N/A N/A 29,345 8,888 329,164 266,357 2024-11-12 $125.19 $125.00 67.8% 18.5% 31.7% 73.0% 64.4% -1.4% -3.0% 22.6M -360.9M -10.1M 0.18 36.52 N/A N/A 71,434 13,186 337,641 269,473 2024-11-13 $130.47 $125.00 68.8% 18.7% 32.5% 75.2% 65.8% -2.8% -3.7% 44.4M -824.2M -10.4M 0.17 4.54 N/A N/A 155,990 26,965 347,131 272,941 2024-11-14 $129.36 $125.00 63.4% 17.4% 32.8% 63.8% 60.9% -2.9% -3.2% 36.7M -715.2M -10.4M 0.53 3.57 N/A N/A 49,509 26,249 373,927 279,620 2024-11-15 $126.17 $125.00 64.0% 17.7% 34.4% 65.1% 62.1% -2.4% -3.5% 21.0M -416.7M -10.3M 0.52 26.79 N/A N/A 44,901 23,447 380,419 288,215 2024-11-18 $127.31 $125.00 64.2% 18.1% 34.4% 65.5% 63.3% -1.7% -4.3% 12.1M -342.1M -10.3M 0.55 22.00 N/A N/A 30,145 16,504 311,203 249,817 2024-11-19 $129.90 $125.00 65.4% 18.6% 32.2% 68.0% 65.5% -1.9% -4.3% 16.0M -520.4M -10.6M 0.46 2.60 N/A N/A 38,501 17,702 325,645 259,470 2024-11-20 $129.60 $125.00 67.7% 19.4% 31.3% 72.8% 68.4% -2.6% -4.5% 16.1M -540.6M -10.8M 0.61 2.56 N/A N/A 108,540 66,408 339,625 267,498 2024-11-21 $170.87 $125.00 44.6% 12.9% 100.9% 24.5% 46.3% -1.5% -1.9% 60.8M -4.10B -11.1M 0.44 6.73 N/A N/A 461,725 204,788 383,717 307,032 2024-11-22 $167.20 $130.00 40.5% 11.8% 101.8% 15.8% 42.9% -1.8% -1.9% 37.0M -3.13B -12.3M 0.47 25.24 N/A N/A 287,320 136,088 427,077 347,731 2024-11-25 $172.58 $130.00 38.5% 11.3% 101.9% 11.7% 40.8% -1.3% -0.3% 72.6M -3.00B -12.7M 0.35 6.20 N/A N/A 138,986 48,438 393,235 280,298 2024-11-26 $171.13 $130.00 36.2% 10.8% 102.3% 6.8% 38.7% -0.7% -0.3% 58.3M -2.78B -12.7M 0.44 4.57 N/A N/A 77,341 33,812 403,744 290,495 2024-11-27 $173.52 $135.00 35.3% 10.6% 102.2% 5.0% 38.3% -1.3% -0.9% 72.1M -3.02B -12.8M 0.59 3.61 N/A N/A 64,522 38,389 408,177 295,740 2024-11-29 $174.75 $135.00 35.2% 10.7% 100.6% 4.7% 38.7% -1.1% -0.1% 113.8M -3.14B -12.9M 0.33 3.32 N/A N/A 92,228 30,620 414,071 304,400
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