SNAP volatility 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.86.6%
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.57.4%
HV6063.4%
IV − HV20 स्प्रेड
+29.2pt
यूनिवर्स पर्सेंटाइलWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
96
स्वयं-इतिहास पर्सेंटाइलWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 दिन रिकॉर्ड किए गए
Cboe delayed options data · के अनुसार 22:02 UTC · इनकी गणना कैसे की जाती है
IV टर्म स्ट्रक्चर
प्रत्येक सूचीबद्ध एक्सपायरी के लिए at-the-money इम्प्लाइड वोलैटिलिटी, शेष दिनों के अनुसार प्लॉट की गई।
| समाप्त होती है | DTE | ATM IV | 25Δ स्क्यूThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 71.2% | -3.3pt | ±5.4% |
| Oct 30, 2026 | 10 | 69.0% | -2.2pt | ±9.3% |
| Nov 06, 2026 | 17 | 104.3% | -2.3pt | ±18.1% |
| Nov 13, 2026 | 24 | 93.2% | -5.6pt | ±19.2% |
| Nov 20, 2026 | 31 | 85.8% | -2.9pt | ±20.1% |
| Nov 27, 2026 | 38 | 81.6% | -0.9pt | ±21.1% |
| Dec 18, 2026 | 59 | 73.3% | -2.4pt | ±23.2% |
| Jan 15, 2027 | 87 | 67.9% | -2.8pt | ±26.0% |
| Apr 16, 2027 | 178 | 69.4% | — | ±37.3% |
| Jan 21, 2028 | 458 | 70.1% | — | ±62.9% |
वोलैटिलिटी स्माइल — Nov 20, 2026
strike के अनुसार implied volatility। puts की ओर झुकाव (बाईं ओर अधिक) skew है: downside protection की कीमत upside से अधिक।
callsputs
Implied बनाम realized, दैनिक रिकॉर्ड
IV30HV20