SNOW Options History — March 2026

In March 2026, SNOW traded between $151.34 and $182.26. ATM implied volatility averaged 54.5%, placing in the 48.3% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded below realized volatility by 2.1% (HV 20d: 56.6%). Max pain ranged from $170.00 to $185.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 1.06.

Notable Days

  • 2026-03-19: Highest Volume — 59,265 contracts
  • 2026-03-27: Largest IV spike — 10.2% change
  • 2026-03-30: Highest IV Rank — 65.4%
  • 2026-03-30: Largest Expected Move — 17.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$169.76$151.34$182.26$169.70$151.34
Max Pain$181.59$170.00$185.00$185.00$170.00
ATM IV54.5%49.8%63.2%57.1%57.7%
Expected Move15.9%14.2%17.6%17.6%16.6%
HV 20d56.6%43.4%76.3%76.1%48.6%
HV 60d55.4%52.9%58.4%58.4%58.3%
IV Rank48.3%38.9%65.4%53.5%54.7%
IV Percentile60.8%50.0%87.3%68.3%69.4%
Term Structure-0.2%-3.6%2.5%-2.6%-0.5%
VWIV55.1%48.9%64.6%60.8%59.4%
Skew 25d7.7%6.0%13.2%6.9%7.8%
Skew 10d15.4%7.6%23.0%14.4%15.3%
Call IV 25d51.3%46.8%58.4%53.9%53.4%
Put IV 25d59.0%53.2%70.6%60.8%61.2%
Bid-Ask Spread %25.749.6646.9544.6512.14
Gamma HHI0.060.040.110.040.05
Net GEX-1.5M-13.3M16.0M2.5M-10.9M
Net DEX-54.8M-630.3M498.9M-8.5M498.9M
Net VEX-15.8M-17.3M-13.6M-16.0M-13.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.060.364.530.560.51
Total Volume32,859.45519,44759,26530,06632,583
Total OI483,213.682411,946529,420499,028439,297

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$169.70$185.0057.1%17.6%76.1%53.5%60.8%6.9%-2.6%2.5M-8.5M-16.0M0.5644.65N/AN/A19,30710,759282,504216,524
2026-03-03$166.50$185.0057.7%17.4%76.3%54.7%61.1%6.0%-1.3%-1.2M141.4M-15.7M0.6546.95N/AN/A27,63717,845286,819220,172
2026-03-04$168.67$185.0053.1%16.2%67.9%45.5%56.5%6.8%-0.6%-869.8K55.2M-16.1M0.5538.06N/AN/A15,2008,367291,139225,960
2026-03-05$176.21$185.0056.2%15.7%67.2%51.6%53.9%7.6%-0.4%14.0M-381.7M-16.9M0.7439.34N/AN/A24,22217,915295,163226,991
2026-03-06$180.35$185.0056.0%16.0%64.6%51.4%55.8%8.6%-2.0%16.0M-630.3M-17.3M0.3640.58N/AN/A35,07012,643299,350230,070
2026-03-09$182.26$185.0054.5%15.7%59.9%48.4%52.7%8.4%0.9%6.2M-497.5M-17.2M0.4737.83N/AN/A13,2006,247275,717220,717
2026-03-10$175.90$185.0053.5%15.5%60.2%46.4%53.5%7.4%1.3%-535.9K-201.2M-16.4M0.6445.70N/AN/A17,50611,231276,988221,887
2026-03-11$178.92$185.0052.1%15.0%58.2%43.5%50.5%8.7%-0.2%4.2M-343.2M-16.8M0.4641.77N/AN/A13,7386,321281,012225,268
2026-03-12$178.10$185.0053.8%17.1%57.4%46.8%54.6%8.7%-0.1%2.3M-313.9M-16.8M1.1717.20N/AN/A16,53719,335284,614227,131
2026-03-13$177.55$185.0052.8%16.6%56.4%45.0%53.5%8.6%-0.2%-2.6M-277.1M-16.6M0.7815.88N/AN/A15,41312,051286,717227,928
2026-03-16$174.85$185.0052.5%14.9%53.4%44.3%53.3%7.0%-0.3%-3.3M-158.3M-16.2M1.9916.52N/AN/A12,13424,203275,585219,406
2026-03-17$174.42$185.0049.8%14.2%52.5%38.9%48.9%6.4%-0.1%-3.7M-133.8M-16.0M2.0317.10N/AN/A15,93332,404277,704221,365
2026-03-18$173.78$185.0050.7%14.6%52.5%40.8%52.1%6.5%1.6%-5.7M-116.1M-16.0M2.7025.22N/AN/A9,04324,396281,270223,315
2026-03-19$175.18$180.0050.6%14.6%52.6%40.7%52.2%6.4%1.1%-757.5K-215.4M-16.1M4.5320.98N/AN/A10,71148,554284,873222,842
2026-03-20$166.96$180.0054.9%15.9%54.4%49.0%54.0%7.7%2.5%-11.5M177.4M-15.3M0.6820.56N/AN/A18,86612,788285,394221,942
2026-03-23$174.67$180.0050.8%14.5%43.4%41.0%51.9%7.1%1.1%4.7M-264.7M-15.8M0.459.66N/AN/A15,6837,071224,830187,116
2026-03-24$161.92$180.0054.6%15.6%51.4%48.5%53.8%7.1%-0.2%-6.1M164.5M-14.7M0.6116.29N/AN/A12,3987,606231,619189,679
2026-03-25$159.39$180.0052.7%15.3%47.1%44.7%53.4%8.1%0.0%-9.9M269.3M-14.5M0.5816.89N/AN/A23,27213,426233,143191,417
2026-03-26$161.57$175.0054.7%15.5%47.3%48.7%53.4%7.8%1.5%-4.5M132.3M-14.8M0.7713.63N/AN/A13,14710,110240,045199,151
2026-03-27$153.03$175.0060.3%17.4%49.6%59.8%62.0%6.5%-3.6%-13.3M496.8M-13.9M1.3012.66N/AN/A15,71120,386243,266202,516
2026-03-30$153.38$170.0063.2%17.6%48.8%65.4%64.6%13.2%-2.4%-6.9M400.6M-14.0M0.7016.58N/AN/A12,8959,044233,258198,997
2026-03-31$151.34$170.0057.7%16.6%48.6%54.7%59.4%7.8%-0.5%-10.9M498.9M-13.6M0.5112.14N/AN/A21,58011,003237,475201,822