SNAP volatilité 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%
Écart IV − HV20
-9.1pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
82
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 12:38 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| 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 | ±16.5% |
| Oct 23, 2026 | 50 | — | — | — |
| Jan 15, 2027 | 134 | 63.2% | -2.1pt | ±31.7% |
| Apr 16, 2027 | 225 | 65.2% | -7.6pt | ±41.7% |
| Jan 21, 2028 | 505 | 67.5% | — | ±56.9% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20