SNAP option chain Snap Inc.
Cboe delayed options data · as of 18:43 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 ±19.4% (5.04–7.46) · ATM IV 82.4% · P/C open interest 1.24
| 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 | |
| 2.57 | 2.94 | 0.97 | 0.0308 | -0.002 | 3.5 | 0 | 0.1500 | 142.9% | -0.03 | 0.0309 | -0.002 | |||||
| 2.03 | 2.48 | 10 | 41 | 0.96 | 0.0508 | -0.002 | 4 | 0.0100 | 0.0300 | 1,128 | 86.3% | -0.04 | 0.0509 | -0.002 | ||
| 1.57 | 2.03 | 74.8% | 0.92 | 0.0901 | -0.003 | 4.5 | 0.0400 | 0.2100 | 106.4% | -0.08 | 0.0904 | -0.004 | ||||
| 1.31 | 1.48 | 105 | 1,225 | 81.9% | 0.85 | 0.1506 | -0.005 | 5 | 0.1200 | 0.1400 | 106 | 18.4K | 82.5% | -0.15 | 0.1512 | -0.005 |
| 1.01 | 1.07 | 22 | 83.2% | 0.75 | 0.2101 | -0.007 | 5.5 | 0.2500 | 0.2700 | 60 | 81.3% | -0.26 | 0.2112 | -0.008 | ||
| 0.7300 | 0.7500 | 180 | 7,560 | 82.3% | 0.62 | 0.2490 | -0.009 | 6 | 0.4600 | 0.4800 | 78 | 8,077 | 82.4% | -0.38 | 0.2505 | -0.009 |
| 0.5100 | 0.5200 | 135 | 82.7% | 0.49 | 0.2591 | -0.009 | 6.5 | 0.7300 | 0.7500 | 39 | 82.2% | -0.51 | 0.2612 | -0.010 | ||
| 0.3500 | 0.3600 | 748 | 10.6K | 83.9% | 0.38 | 0.2437 | -0.009 | 7 | 1.06 | 1.10 | 2 | 6,918 | 83.5% | -0.63 | 0.2464 | -0.009 |
| 0.2300 | 0.2500 | 178 | 84.8% | 0.28 | 0.2136 | -0.008 | 7.5 | 1.45 | 1.69 | 100.6% | -0.72 | 0.2170 | -0.008 | |||
| 0.1600 | 0.1700 | 961 | 5,120 | 86.4% | 0.21 | 0.1782 | -0.007 | 8 | 1.78 | 2.36 | 95 | 116.6% | -0.80 | 0.1822 | -0.007 | |
| 0.1000 | 0.1200 | 16 | 87.1% | 0.15 | 0.1434 | -0.006 | 8.5 | 2.23 | 2.85 | 125.8% | -0.86 | 0.1480 | -0.006 | |||
| 0.0700 | 0.0800 | 164 | 2,122 | 88.4% | 0.11 | 0.1131 | -0.005 | 9 | 2.68 | 3.35 | 38 | 133.9% | -0.90 | 0.1181 | -0.005 | |
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs