SNAP option chain Snap Inc.
Cboe delayed options data · as of 09:38 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±10.8% (5.00–6.21) · ATM IV 53.8% · P/C open interest 0.17
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 1.70 | 3.55 | 10 | 82 | 135.2% | 0.99 | 0.0209 | -0.001 | 3 | 0 | 1.00 | 1 | 358.3% | -0.01 | 0.0209 | -0.001 | |
| 0.4600 | 3.60 | 76 | 0.98 | 0.0350 | -0.001 | 3.5 | 0 | 0.0500 | 113.4% | -0.02 | 0.0351 | -0.001 | ||||
| 1.38 | 1.76 | 6 | 4 | 0.97 | 0.0669 | -0.002 | 4 | 0 | 0.0900 | 26 | 98.3% | -0.03 | 0.0671 | -0.002 | ||
| 1.07 | 1.28 | 6 | 18 | 77.9% | 0.93 | 0.1547 | -0.003 | 4.5 | 0.0200 | 0.0400 | 18 | 221 | 63.5% | -0.07 | 0.1554 | -0.003 |
| 0.6600 | 0.7700 | 105 | 1,363 | 60.2% | 0.81 | 0.3372 | -0.005 | 5 | 0.0700 | 0.1100 | 8 | 768 | 57.1% | -0.19 | 0.3393 | -0.005 |
| 0.3400 | 0.3900 | 93 | 1,297 | 54.8% | 0.59 | 0.5028 | -0.007 | 5.5 | 0.2100 | 0.2700 | 350 | 477 | 52.7% | -0.42 | 0.5072 | -0.007 |
| 0.1600 | 0.1800 | 297 | 958 | 56.3% | 0.34 | 0.4703 | -0.006 | 6 | 0.4700 | 0.5800 | 13 | 483 | 49.1% | -0.66 | 0.4771 | -0.006 |
| 0.0600 | 0.0900 | 162 | 2,437 | 58.7% | 0.18 | 0.3179 | -0.004 | 6.5 | 0.6600 | 1.06 | 47 | -0.83 | 0.3256 | -0.004 | ||
| 0.0300 | 0.0500 | 11 | 454 | 64.4% | 0.10 | 0.1960 | -0.004 | 7 | 1.30 | 1.52 | 1 | 52.7% | -0.91 | 0.2034 | -0.003 | |
| 0.0200 | 0.0400 | 8 | 73.7% | 0.07 | 0.1300 | -0.003 | 7.5 | 1.78 | 2.18 | 7 | 97.9% | -0.94 | 0.1388 | -0.003 | ||
| 0.0100 | 0.0600 | 2 | 4,314 | 79.4% | 0.05 | 0.0930 | -0.003 | 8 | 2.26 | 2.62 | 2 | 96.5% | -0.96 | 0.1027 | -0.003 | |
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs