SNOW option chain Snowflake Inc.

Expiration Cboe delayed options data · as of 15:44 UTC

Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.

This expiration prices a move of about ±11.1% (281.83–352.23) · ATM IV 53.0% · P/C open interest 0.83

CALLS								Strike	PUTS
Bid	Ask	Vol	OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated.	IV	ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money).	Γ	Θ		Bid	Ask	Vol	OI	IV	Δ	Γ	Θ
143.60	152.00			109.5%	0.99	0.0003	-0.026	170	0	4.40		5	150.8%	-0.01	0.0003	-0.048
138.40	147.00			99.2%	0.99	0.0003	-0.029	175	0	2.31		22	127.4%	-0.01	0.0003	-0.051
133.45	142.05			96.6%	0.99	0.0004	-0.033	180	0	4.40		20	138.9%	-0.01	0.0004	-0.054
128.65	136.95			93.9%	0.99	0.0004	-0.037	185	0	3.60		11	127.6%	-0.01	0.0004	-0.057
123.65	132.10			92.1%	0.98	0.0005	-0.040	190	0	4.45		3	128.0%	-0.02	0.0005	-0.060
118.70	127.15			89.1%	0.98	0.0006	-0.044	195	0	4.50		1	122.8%	-0.02	0.0006	-0.063
113.60	122.20			83.5%	0.98	0.0006	-0.048	200	0	4.50		1	117.5%	-0.02	0.0006	-0.066
108.80	117.15			81.4%	0.98	0.0007	-0.052	205	0	4.55			112.6%	-0.02	0.0007	-0.069
103.95	111.90	1		75.3%	0.98	0.0008	-0.056	210	0	3.80			103.2%	-0.02	0.0008	-0.073
99.80	106.45			76.6%	0.97	0.0009	-0.061	215	0	3.90			98.9%	-0.03	0.0009	-0.077
94.80	102.45			81.8%	0.97	0.0010	-0.066	220	0	4.00		1	94.7%	-0.03	0.0010	-0.081
89.60	96.50		1	66.2%	0.97	0.0011	-0.071	225	0.1000	3.50			87.8%	-0.03	0.0012	-0.085
84.95	91.90		1	69.7%	0.96	0.0013	-0.077	230	0.1000	4.90			90.1%	-0.04	0.0013	-0.090
79.85	86.75			63.4%	0.96	0.0015	-0.084	235	0.1100	5.00		1	85.8%	-0.04	0.0015	-0.097
75.65	81.95			66.7%	0.95	0.0017	-0.092	240	0.4000	2.69		1	71.7%	-0.05	0.0017	-0.104
71.45	77.20		1	68.2%	0.95	0.0020	-0.102	245	0.6500	1.75		7	63.8%	-0.05	0.0020	-0.113
65.55	72.45			60.5%	0.94	0.0023	-0.114	250	1.10	1.97	3	11	63.2%	-0.06	0.0024	-0.125
62.30	68.80			69.1%	0.93	0.0027	-0.128	255	1.35	2.02		3	60.4%	-0.07	0.0027	-0.138
57.75	63.95			66.4%	0.91	0.0032	-0.145	260	1.69	3.10		12	61.7%	-0.09	0.0032	-0.155
52.40	58.95			60.6%	0.90	0.0037	-0.164	265	2.18	3.75		11	61.0%	-0.10	0.0037	-0.173
48.00	54.15			58.3%	0.88	0.0043	-0.186	270	2.73	4.35		26	59.8%	-0.13	0.0043	-0.194
43.75	49.95		1	57.7%	0.85	0.0049	-0.208	275	3.45	4.45	2	49	57.2%	-0.15	0.0049	-0.216
40.40	45.65			58.3%	0.82	0.0055	-0.232	280	4.25	5.00		14	55.6%	-0.18	0.0055	-0.239
36.00	41.30		1	55.8%	0.79	0.0061	-0.255	285	5.15	6.00		33	54.7%	-0.21	0.0062	-0.262
32.95	37.35		4	56.3%	0.76	0.0068	-0.277	290	6.20	7.30		118	54.1%	-0.24	0.0068	-0.283
29.55	34.00		4	56.5%	0.72	0.0073	-0.298	295	7.90	8.75		100	54.3%	-0.28	0.0074	-0.303
26.40	28.40		3	52.5%	0.68	0.0079	-0.315	300	9.05	10.50	1	81	53.3%	-0.32	0.0079	-0.320
23.35	25.35		1	52.6%	0.64	0.0083	-0.329	305	10.80	12.45		50	53.0%	-0.36	0.0084	-0.333
20.95	22.35		8	53.0%	0.60	0.0087	-0.339	310	12.95	14.45		161	52.8%	-0.40	0.0087	-0.343
18.45	19.75	4	6	53.1%	0.55	0.0089	-0.345	315	15.30	16.90	108	97	52.8%	-0.45	0.0090	-0.348
16.05	17.55	17	8	53.4%	0.51	0.0090	-0.347	320	18.05	19.40		29	52.8%	-0.49	0.0091	-0.350
13.80	14.95	7	5	52.5%	0.47	0.0091	-0.344	325	20.70	22.60		68	53.0%	-0.54	0.0092	-0.346
11.80	13.05	25	10	52.5%	0.42	0.0090	-0.337	330	23.15	25.80		63	52.3%	-0.58	0.0091	-0.339
10.00	11.30	48	5	52.4%	0.38	0.0087	-0.326	335	27.10	28.35	2	251	52.2%	-0.63	0.0089	-0.328
8.40	9.65	14	46	52.1%	0.34	0.0084	-0.312	340	30.10	32.25		22	52.1%	-0.67	0.0086	-0.314
6.95	8.25	11	26	51.8%	0.30	0.0080	-0.296	345	34.15	36.55		27	53.9%	-0.71	0.0082	-0.297
5.85	6.85	3	88	51.5%	0.26	0.0075	-0.278	350	36.70	40.75	2	16	52.3%	-0.74	0.0077	-0.278
4.85	5.65	10	19	51.2%	0.23	0.0070	-0.258	355	40.10	44.95		8	51.6%	-0.78	0.0072	-0.258
3.90	5.00	3	180	51.5%	0.20	0.0065	-0.237	360	44.25	50.35		31	54.3%	-0.81	0.0067	-0.237
3.15	4.20	3	12	51.4%	0.17	0.0059	-0.216	365	48.50	53.00		4	50.6%	-0.84	0.0061	-0.215
2.62	3.50	1	34	51.5%	0.15	0.0054	-0.196	370	52.90	58.25			52.9%	-0.86	0.0056	-0.195
2.16	3.20	45	13	52.5%	0.13	0.0048	-0.176	375	57.40	62.20			51.5%	-0.88	0.0050	-0.174
1.77	2.32		73	51.4%	0.11	0.0043	-0.157	380	62.00	67.35			53.5%	-0.90	0.0045	-0.156
1.44	1.85		14	51.3%	0.09	0.0038	-0.140	385	66.65	72.30			54.9%	-0.92	0.0040	-0.139
1.18	1.61		20	51.8%	0.08	0.0034	-0.125	390	71.40	77.30			56.6%	-0.93	0.0036	-0.123
0.9400	1.38		137	52.1%	0.07	0.0030	-0.111	395	76.20	81.95			56.9%	-0.95	0.0032	-0.110
0.7600	1.16		471	52.3%	0.06	0.0026	-0.100	400	81.05	86.80			57.9%	-0.96	0.0028	-0.097
0.4200	1.12		18	52.3%	0.05	0.0023	-0.089	405	85.95	92.75			64.1%	-0.96	0.0026	-0.086
0.3900	1.31	1	4	55.4%	0.04	0.0021	-0.081	410	90.85	96.75			61.3%	-0.97	0.0023	-0.075
0.3000	0.7800	2	3	53.1%	0.04	0.0018	-0.073	415	95.60	102.65			66.8%	-0.98	0.0021	-0.067
0.3000	1.69	4	18	61.3%	0.03	0.0016	-0.067	420	100.55	107.60			68.6%	-0.98	0.0018	-0.063
0.1200	1.51	2		61.1%	0.03	0.0015	-0.062	425	105.55	112.55			70.6%	-0.99	0.0016	-0.056
0	2.72		2	69.4%	0.03	0.0013	-0.058	430	109.75	117.55			68.1%	-0.99	0.0014	-0.050
0	2.01	3	210	67.4%	0.03	0.0012	-0.054	435	115.35	122.55			73.8%	-0.99	0.0012	-0.046
0	2.35		25	71.4%	0.02	0.0011	-0.051	440	119.70	127.50			71.4%	-0.99	0.0010	-0.050
0	2.50		18	76.1%	0.02	0.0009	-0.046	450	130.30	137.50			79.4%	-1.00	0.0007	-0.048
0	4.45		4	87.6%	0.02	0.0009	-0.044	455	135.30	142.50			81.3%	-1.00	0.0006	-0.046
0	4.45		117	89.5%	0.02	0.0008	-0.042	460	140.30	147.50			83.3%	-1.00	0.0005	-0.045
0	4.45		7	91.5%	0.02	0.0008	-0.041	465	145.40	152.45			85.5%	-1.00	0.0004	-0.044
0	4.40		3	93.2%	0.02	0.0007	-0.040	470	149.60	157.50			82.0%	-1.00	0.0004	-0.043
0	4.40			95.1%	0.01	0.0006	-0.038	475	155.20	162.45			87.9%	-1.00	0.0003	-0.044

Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.

Volatility smile — Nov 13, 2026

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Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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SNOW option chain Snowflake Inc.

Volatility smile — Nov 13, 2026

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