SNAP volatilidad 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.57.7%
HV6063.7%
Diferencial IV − HV20
+27.1pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
95
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 días registrados
Cboe delayed options data · a fecha de 12:43 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 74.1% | -3.9pt | ±7.0% |
| Oct 30, 2026 | 10 | 67.4% | +1.6pt | ±9.8% |
| Nov 06, 2026 | 17 | 100.9% | -4.6pt | ±17.9% |
| Nov 13, 2026 | 24 | 89.7% | -8.6pt | ±19.0% |
| Nov 20, 2026 | 31 | 84.2% | -0.4pt | ±19.8% |
| Nov 27, 2026 | 38 | 81.2% | -6.6pt | ±20.6% |
| Dec 18, 2026 | 59 | 71.7% | -2.0pt | ±23.0% |
| Jan 15, 2027 | 87 | 66.8% | -3.5pt | ±25.9% |
| Apr 16, 2027 | 178 | 67.8% | — | ±37.0% |
| Jan 21, 2028 | 458 | 68.6% | — | ±62.7% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20