SNAP Volatilität Snap Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.84.8%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.58.1%
HV6063.8%
IV − HV20-Spread
+26.7pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
95
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 Tage aufgezeichnet
Cboe delayed options data · Stand 15:44 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | DTE | ATM IV | 25Δ SkewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 68.2% | +4.6pt | ±6.1% |
| Oct 30, 2026 | 11 | 63.0% | -0.8pt | ±8.9% |
| Nov 06, 2026 | 18 | 97.7% | -3.9pt | ±17.3% |
| Nov 13, 2026 | 25 | 89.4% | -1.8pt | ±18.6% |
| Nov 20, 2026 | 32 | 83.3% | -4.4pt | ±19.6% |
| Nov 27, 2026 | 39 | 79.8% | +2.8pt | ±20.7% |
| Dec 18, 2026 | 60 | 71.2% | -0.6pt | ±22.9% |
| Jan 15, 2027 | 88 | 67.4% | -2.6pt | ±26.1% |
| Apr 16, 2027 | 179 | 69.9% | — | ±38.2% |
| Jan 21, 2028 | 459 | 72.8% | — | ±67.0% |
Volatility Smile — Nov 20, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20