SNOW option chain Snowflake Inc.
Cboe delayed options data · as of 12:41 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 ±20.5% (246.60–373.40) · ATM IV 62.2% · P/C open interest 1.12
| 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 | |
| 149.35 | 156.95 | 1 | 91 | 72.9% | 0.99 | 0.0003 | -0.028 | 155 | 0.1100 | 0.7000 | 408 | 77.9% | -0.01 | 0.0003 | -0.029 | |
| 144.75 | 151.80 | 1 | 153 | 72.6% | 0.98 | 0.0004 | -0.032 | 160 | 0.0700 | 1.37 | 460 | 81.5% | -0.02 | 0.0004 | -0.032 | |
| 139.90 | 147.35 | 203 | 76.7% | 0.98 | 0.0005 | -0.036 | 165 | 0.4700 | 1.54 | 775 | 82.7% | -0.02 | 0.0005 | -0.036 | ||
| 134.85 | 142.40 | 258 | 72.7% | 0.98 | 0.0005 | -0.040 | 170 | 0.1500 | 1.36 | 1,009 | 75.4% | -0.02 | 0.0005 | -0.040 | ||
| 131.20 | 136.80 | 423 | 74.9% | 0.97 | 0.0006 | -0.045 | 175 | 0.2400 | 2.41 | 1,685 | 79.8% | -0.03 | 0.0006 | -0.045 | ||
| 126.45 | 131.90 | 188 | 73.4% | 0.97 | 0.0007 | -0.050 | 180 | 0.5400 | 2.05 | 3 | 236 | 76.0% | -0.03 | 0.0007 | -0.050 | |
| 121.95 | 127.00 | 1 | 117 | 73.2% | 0.97 | 0.0008 | -0.056 | 185 | 0.1600 | 1.86 | 13 | 216 | 69.4% | -0.03 | 0.0008 | -0.057 |
| 117.00 | 122.90 | 4 | 280 | 74.1% | 0.96 | 0.0009 | -0.063 | 190 | 0.1800 | 2.46 | 236 | 69.7% | -0.04 | 0.0009 | -0.063 | |
| 112.30 | 117.65 | 507 | 70.6% | 0.95 | 0.0011 | -0.070 | 195 | 1.26 | 2.47 | 1 | 470 | 71.5% | -0.05 | 0.0011 | -0.070 | |
| 107.65 | 112.90 | 1,641 | 69.4% | 0.95 | 0.0012 | -0.078 | 200 | 1.84 | 2.49 | 42 | 913 | 70.5% | -0.05 | 0.0012 | -0.078 | |
| 98.60 | 103.80 | 2 | 2,065 | 68.5% | 0.93 | 0.0015 | -0.096 | 210 | 2.93 | 3.40 | 10 | 418 | 70.2% | -0.07 | 0.0015 | -0.096 |
| 89.75 | 95.75 | 2 | 2,009 | 69.4% | 0.91 | 0.0019 | -0.115 | 220 | 3.75 | 4.90 | 24 | 2,616 | 69.3% | -0.09 | 0.0019 | -0.115 |
| 81.20 | 86.60 | 1 | 532 | 67.0% | 0.88 | 0.0023 | -0.135 | 230 | 5.30 | 6.15 | 7 | 574 | 68.2% | -0.12 | 0.0023 | -0.136 |
| 73.00 | 78.20 | 1 | 1,311 | 65.8% | 0.85 | 0.0027 | -0.156 | 240 | 7.30 | 7.65 | 53 | 558 | 67.2% | -0.15 | 0.0027 | -0.157 |
| 65.20 | 70.45 | 3 | 1,510 | 65.1% | 0.82 | 0.0031 | -0.177 | 250 | 9.30 | 10.15 | 56 | 1,439 | 66.6% | -0.18 | 0.0032 | -0.178 |
| 58.55 | 63.10 | 6 | 1,077 | 65.4% | 0.78 | 0.0035 | -0.196 | 260 | 11.80 | 12.75 | 58 | 460 | 65.8% | -0.22 | 0.0036 | -0.197 |
| 51.90 | 56.25 | 5 | 456 | 65.1% | 0.74 | 0.0039 | -0.213 | 270 | 14.95 | 16.10 | 303 | 1,073 | 64.9% | -0.26 | 0.0040 | -0.215 |
| 46.10 | 49.90 | 12 | 1,132 | 65.2% | 0.69 | 0.0043 | -0.228 | 280 | 18.60 | 19.15 | 205 | 635 | 64.4% | -0.31 | 0.0043 | -0.230 |
| 40.50 | 42.30 | 5 | 523 | 63.1% | 0.65 | 0.0046 | -0.239 | 290 | 22.45 | 23.95 | 75 | 1,627 | 63.7% | -0.36 | 0.0046 | -0.242 |
| 35.10 | 36.85 | 15 | 2,248 | 62.5% | 0.60 | 0.0048 | -0.247 | 300 | 26.10 | 28.65 | 193 | 2,537 | 62.4% | -0.41 | 0.0048 | -0.251 |
| 30.15 | 32.00 | 15 | 970 | 62.0% | 0.55 | 0.0049 | -0.252 | 310 | 31.60 | 33.05 | 98 | 405 | 62.4% | -0.46 | 0.0050 | -0.256 |
| 26.90 | 27.80 | 196 | 1,021 | 62.9% | 0.50 | 0.0050 | -0.253 | 320 | 36.80 | 39.90 | 19 | 587 | 61.8% | -0.50 | 0.0051 | -0.257 |
| 22.70 | 24.05 | 72 | 2,738 | 62.4% | 0.45 | 0.0050 | -0.251 | 330 | 43.35 | 45.25 | 16 | 363 | 62.2% | -0.55 | 0.0050 | -0.255 |
| 19.15 | 20.60 | 59 | 819 | 61.9% | 0.41 | 0.0049 | -0.245 | 340 | 50.35 | 51.75 | 78 | 1,150 | 62.1% | -0.60 | 0.0050 | -0.251 |
| 16.60 | 17.80 | 439 | 1,450 | 62.3% | 0.37 | 0.0047 | -0.238 | 350 | 57.30 | 60.40 | 23 | 386 | 63.7% | -0.64 | 0.0048 | -0.243 |
| 14.10 | 15.30 | 2,330 | 4,133 | 62.3% | 0.33 | 0.0045 | -0.228 | 360 | 63.85 | 67.55 | 4 | 89 | 62.3% | -0.68 | 0.0046 | -0.234 |
| 11.90 | 13.15 | 1,292 | 1,689 | 62.4% | 0.29 | 0.0043 | -0.216 | 370 | 72.10 | 76.65 | 4 | 83 | 64.3% | -0.72 | 0.0044 | -0.223 |
| 10.40 | 11.30 | 49 | 770 | 62.9% | 0.26 | 0.0040 | -0.203 | 380 | 79.45 | 84.40 | 3 | 77 | 63.0% | -0.75 | 0.0042 | -0.211 |
| 8.65 | 10.15 | 1,214 | 1,961 | 63.4% | 0.23 | 0.0037 | -0.190 | 390 | 87.80 | 92.70 | 57 | 62.9% | -0.79 | 0.0039 | -0.199 | |
| 7.30 | 8.30 | 554 | 2,005 | 63.0% | 0.20 | 0.0035 | -0.176 | 400 | 96.70 | 101.50 | 16 | 63.5% | -0.81 | 0.0036 | -0.186 | |
| 6.20 | 7.15 | 9 | 479 | 63.3% | 0.17 | 0.0032 | -0.163 | 410 | 105.45 | 110.20 | 19 | 63.2% | -0.84 | 0.0034 | -0.173 | |
| 5.10 | 6.20 | 53 | 888 | 63.4% | 0.15 | 0.0029 | -0.149 | 420 | 114.55 | 119.10 | 1 | 37 | 63.2% | -0.86 | 0.0031 | -0.160 |
| 4.25 | 5.20 | 23 | 304 | 63.2% | 0.13 | 0.0026 | -0.136 | 430 | 123.45 | 128.55 | 1 | 10 | 63.1% | -0.88 | 0.0029 | -0.148 |
| 3.85 | 4.25 | 11 | 261 | 63.6% | 0.12 | 0.0024 | -0.124 | 440 | 132.45 | 137.95 | 2 | 62.5% | -0.90 | 0.0026 | -0.136 | |
| 3.15 | 3.75 | 12 | 560 | 63.8% | 0.10 | 0.0022 | -0.113 | 450 | 142.15 | 147.35 | 62.9% | -0.92 | 0.0024 | -0.126 | ||
| 2.63 | 3.35 | 1 | 133 | 64.3% | 0.09 | 0.0020 | -0.102 | 460 | 151.80 | 156.95 | 2 | 63.3% | -0.93 | 0.0022 | -0.115 | |
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs