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 ±10.0% (5.04–6.16) · ATM IV 59.6% · P/C open interest 0.30
| 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 | |
| 2.51 | 2.73 | 2 | 481 | 159.3% | 0.99 | 0.0142 | -0.001 | 3 | 0 | 0.0100 | 1,867 | 133.9% | -0.01 | 0.0142 | -0.001 | |
| 2.00 | 2.27 | 2 | 22 | 140.6% | 0.99 | 0.0245 | -0.001 | 3.5 | 0 | 0.0100 | 103.8% | -0.01 | 0.0245 | -0.001 | ||
| 1.58 | 1.73 | 6 | 2,869 | 120.0% | 0.98 | 0.0467 | -0.001 | 4 | 0 | 0.0100 | 46 | 16.7K | 77.2% | -0.02 | 0.0468 | -0.001 |
| 1.10 | 1.20 | 28 | 68 | 83.1% | 0.96 | 0.1238 | -0.002 | 4.5 | 0 | 0.0200 | 45 | 381 | 60.0% | -0.04 | 0.1243 | -0.002 |
| 0.6000 | 0.7000 | 289 | 14.8K | 51.4% | 0.84 | 0.3530 | -0.005 | 5 | 0.0500 | 0.0900 | 1,871 | 18.8K | 61.7% | -0.16 | 0.3549 | -0.005 |
| 0.3100 | 0.3500 | 2,931 | 4,045 | 58.7% | 0.59 | 0.5698 | -0.008 | 5.5 | 0.2100 | 0.2500 | 4,826 | 1,000 | 60.5% | -0.41 | 0.5737 | -0.008 |
| 0.1200 | 0.1400 | 4,877 | 31.4K | 58.5% | 0.31 | 0.5209 | -0.007 | 6 | 0.4900 | 0.5300 | 28 | 3,543 | 55.6% | -0.69 | 0.5267 | -0.008 |
| 0.0200 | 0.0600 | 414 | 1,500 | 58.0% | 0.14 | 0.3104 | -0.005 | 6.5 | 0.8200 | 0.9900 | 4 | 6 | -0.86 | 0.3155 | -0.005 | |
| 0.0200 | 0.0300 | 539 | 26.4K | 69.3% | 0.08 | 0.1767 | -0.004 | 7 | 1.29 | 1.54 | 5 | 5,178 | 65.6% | -0.93 | 0.1844 | -0.004 |
| 0.0100 | 0.0300 | 4 | 175 | 81.5% | 0.05 | 0.1107 | -0.003 | 7.5 | 1.77 | 1.97 | 4 | -0.96 | 0.1194 | -0.003 | ||
| 0.0100 | 0.0200 | 103 | 22.6K | 90.7% | 0.04 | 0.0757 | -0.002 | 8 | 2.29 | 2.42 | 27 | 829 | -0.97 | 0.0863 | -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 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs