SNAP volatilidade 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.89.2%
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%
Spread IV − HV20
+31.5pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
97
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 09:43 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 71.2% | -3.9pt | ±6.8% |
| Oct 30, 2026 | 10 | 67.5% | +1.6pt | ±9.9% |
| Nov 06, 2026 | 17 | 106.3% | -4.6pt | ±19.3% |
| Nov 13, 2026 | 24 | 90.3% | -8.6pt | ±19.3% |
| Nov 20, 2026 | 31 | 89.0% | -0.4pt | ±21.5% |
| Nov 27, 2026 | 38 | 78.7% | -6.6pt | ±20.9% |
| Dec 18, 2026 | 59 | 71.7% | -2.0pt | ±22.9% |
| Jan 15, 2027 | 87 | 66.8% | -3.5pt | ±25.8% |
| Apr 16, 2027 | 178 | 67.8% | — | ±36.8% |
| Jan 21, 2028 | 458 | 68.6% | — | ±62.4% |
Sorriso de volatilidade — Nov 20, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20