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.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%
Spread IV − HV20
-9.1pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
83
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.
3/60 dias registrados
Cboe delayed options data · em 06:38 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 |
|---|---|---|---|---|
| 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 | ±16.6% |
| Jan 15, 2027 | 134 | 63.2% | -2.1pt | ±31.8% |
| Apr 16, 2027 | 225 | 65.2% | -7.6pt | ±41.9% |
| Jan 21, 2028 | 505 | 67.5% | — | ±57.1% |
Sorriso de volatilidade — Sep 18, 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