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.52.1%
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.61.2%
HV6066.3%
IV − HV20-Spread
-9.1pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 Tage aufgezeichnet
Cboe delayed options data · Stand 06:38 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 60.6% | -2.4pt | ±3.8% |
| Sep 11, 2026 | 8 | 51.4% | -3.5pt | ±6.6% |
| Sep 18, 2026 | 15 | 59.6% | +3.0pt | ±10.0% |
| Sep 25, 2026 | 22 | 53.8% | -1.7pt | ±10.8% |
| Oct 02, 2026 | 29 | 53.0% | -3.7pt | ±12.1% |
| Oct 09, 2026 | 36 | 47.6% | -2.4pt | ±12.1% |
| Oct 16, 2026 | 43 | 54.8% | -4.3pt | ±16.6% |
| Jan 15, 2027 | 134 | 63.2% | -2.1pt | ±31.8% |
| Apr 16, 2027 | 225 | 65.2% | -7.6pt | ±41.9% |
| Jan 21, 2028 | 505 | 67.5% | — | ±57.1% |
Volatility Smile — Sep 18, 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