SNAP volatilitas 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.53.0%
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%
Selisih IV − HV20
-8.2pt
Persentil semestaWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
84
Persentil riwayat sendiriWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 hari yang direkam
Cboe delayed options data · per 03:38 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 60.6% | -2.4pt | ±3.8% |
| Sep 11, 2026 | 9 | 51.4% | -3.5pt | ±6.6% |
| Sep 18, 2026 | 16 | 59.6% | +3.0pt | ±10.0% |
| Sep 25, 2026 | 23 | 53.8% | -1.7pt | ±10.8% |
| Oct 02, 2026 | 30 | 53.0% | -3.7pt | ±12.1% |
| Oct 09, 2026 | 37 | 47.6% | -2.4pt | ±12.1% |
| Oct 16, 2026 | 44 | 54.8% | -4.3pt | ±16.6% |
| Jan 15, 2027 | 135 | 63.2% | -2.1pt | ±31.8% |
| Apr 16, 2027 | 226 | 65.2% | -7.6pt | ±41.9% |
| Jan 21, 2028 | 506 | 67.5% | — | ±57.1% |
Volatility smile — Sep 18, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.
callput
Implied vs realized, catatan harian
IV30HV20