SNOW option chain Snowflake Inc.
Cboe delayed options data · as of 09:43 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 ±23.1% (242.60–388.40) · ATM IV 58.8% · P/C open interest 1.11
| 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 | |
| 154.50 | 162.35 | 993 | 79.4% | 0.98 | 0.0004 | 0.000 | 160 | 0.3100 | 1.26 | 5,984 | 68.7% | -0.02 | 0.0004 | -0.026 | ||
| 149.70 | 157.65 | 1 | 1,044 | 78.2% | 0.98 | 0.0004 | -0.003 | 165 | 0.4500 | 1.34 | 1 | 1,463 | 71.2% | -0.02 | 0.0004 | -0.029 |
| 146.00 | 152.75 | 815 | 80.7% | 0.98 | 0.0005 | -0.007 | 170 | 0.6300 | 1.37 | 3,916 | 69.7% | -0.02 | 0.0005 | -0.033 | ||
| 141.35 | 148.00 | 1,467 | 79.3% | 0.97 | 0.0006 | -0.012 | 175 | 0.8100 | 1.60 | 1 | 2,674 | 69.1% | -0.03 | 0.0006 | -0.037 | |
| 135.95 | 143.25 | 1,741 | 75.2% | 0.97 | 0.0007 | -0.017 | 180 | 0.8700 | 1.99 | 2 | 4,647 | 68.5% | -0.03 | 0.0007 | -0.041 | |
| 131.45 | 138.60 | 801 | 74.6% | 0.96 | 0.0008 | -0.022 | 185 | 1.10 | 2.27 | 1 | 385 | 67.8% | -0.04 | 0.0008 | -0.045 | |
| 127.10 | 133.95 | 574 | 74.3% | 0.96 | 0.0008 | -0.028 | 190 | 1.38 | 2.42 | 456 | 66.6% | -0.04 | 0.0008 | -0.051 | ||
| 122.70 | 129.30 | 849 | 73.5% | 0.95 | 0.0010 | -0.034 | 195 | 1.53 | 2.96 | 1 | 1,118 | 66.1% | -0.05 | 0.0010 | -0.056 | |
| 117.65 | 124.65 | 3 | 3,806 | 70.9% | 0.95 | 0.0011 | -0.041 | 200 | 2.13 | 2.74 | 3,042 | 64.5% | -0.05 | 0.0011 | -0.062 | |
| 108.90 | 115.60 | 2,684 | 69.3% | 0.93 | 0.0013 | -0.055 | 210 | 2.78 | 3.85 | 1,549 | 63.5% | -0.07 | 0.0014 | -0.075 | ||
| 101.25 | 106.85 | 1 | 4,218 | 69.6% | 0.91 | 0.0016 | -0.071 | 220 | 3.85 | 5.30 | 3,724 | 63.2% | -0.09 | 0.0016 | -0.089 | |
| 92.30 | 97.85 | 3,107 | 66.3% | 0.89 | 0.0020 | -0.088 | 230 | 5.30 | 7.65 | 3,957 | 64.0% | -0.11 | 0.0020 | -0.104 | ||
| 83.45 | 90.05 | 960 | 64.6% | 0.86 | 0.0023 | -0.105 | 240 | 6.80 | 8.35 | 3 | 4,877 | 61.2% | -0.14 | 0.0023 | -0.119 | |
| 76.65 | 82.50 | 1,652 | 65.2% | 0.83 | 0.0026 | -0.121 | 250 | 9.30 | 10.15 | 8 | 2,895 | 60.8% | -0.17 | 0.0027 | -0.135 | |
| 68.05 | 74.45 | 1,445 | 62.1% | 0.80 | 0.0030 | -0.138 | 260 | 10.05 | 13.15 | 13 | 2,391 | 58.8% | -0.20 | 0.0030 | -0.149 | |
| 61.95 | 66.90 | 1 | 975 | 61.8% | 0.76 | 0.0033 | -0.152 | 270 | 13.85 | 16.05 | 2 | 959 | 59.3% | -0.24 | 0.0034 | -0.163 |
| 56.00 | 60.25 | 3 | 1,361 | 61.7% | 0.72 | 0.0036 | -0.166 | 280 | 17.80 | 20.45 | 56 | 1,969 | 60.5% | -0.28 | 0.0037 | -0.175 |
| 50.00 | 54.10 | 1,254 | 61.2% | 0.68 | 0.0039 | -0.177 | 290 | 20.30 | 24.15 | 19 | 1,067 | 58.7% | -0.32 | 0.0039 | -0.185 | |
| 43.45 | 48.65 | 25 | 2,906 | 60.1% | 0.64 | 0.0041 | -0.186 | 300 | 25.55 | 28.85 | 55 | 2,664 | 59.6% | -0.36 | 0.0042 | -0.192 |
| 38.65 | 42.75 | 60 | 789 | 59.5% | 0.60 | 0.0043 | -0.192 | 310 | 30.10 | 32.60 | 18 | 586 | 58.2% | -0.41 | 0.0044 | -0.197 |
| 34.85 | 37.85 | 9 | 1,931 | 59.8% | 0.55 | 0.0044 | -0.196 | 320 | 35.50 | 37.60 | 184 | 2,529 | 57.9% | -0.45 | 0.0045 | -0.200 |
| 29.05 | 33.35 | 30 | 1,108 | 58.1% | 0.51 | 0.0044 | -0.198 | 330 | 40.00 | 44.00 | 217 | 394 | 57.3% | -0.50 | 0.0046 | -0.200 |
| 26.35 | 28.15 | 6 | 5,516 | 57.7% | 0.47 | 0.0044 | -0.197 | 340 | 45.65 | 50.65 | 523 | 57.1% | -0.54 | 0.0046 | -0.198 | |
| 22.40 | 25.10 | 47 | 1,983 | 57.4% | 0.43 | 0.0044 | -0.193 | 350 | 52.10 | 56.65 | 1 | 588 | 56.4% | -0.58 | 0.0045 | -0.194 |
| 19.65 | 21.85 | 58 | 2,828 | 57.4% | 0.39 | 0.0043 | -0.188 | 360 | 60.10 | 62.55 | 185 | 56.2% | -0.62 | 0.0045 | -0.188 | |
| 16.65 | 19.80 | 14 | 1,149 | 57.6% | 0.35 | 0.0042 | -0.182 | 370 | 65.45 | 71.10 | 3 | 187 | 55.5% | -0.66 | 0.0044 | -0.180 |
| 14.00 | 16.75 | 4 | 355 | 56.7% | 0.31 | 0.0040 | -0.174 | 380 | 74.70 | 79.10 | 136 | 57.2% | -0.70 | 0.0042 | -0.171 | |
| 12.30 | 15.25 | 1 | 498 | 57.6% | 0.28 | 0.0038 | -0.165 | 390 | 81.00 | 86.45 | 23 | 54.9% | -0.73 | 0.0040 | -0.161 | |
| 11.30 | 13.95 | 31 | 4,163 | 59.0% | 0.25 | 0.0036 | -0.155 | 400 | 89.25 | 94.80 | 111 | 54.9% | -0.77 | 0.0038 | -0.150 | |
| 9.10 | 11.75 | 14 | 231 | 57.8% | 0.22 | 0.0034 | -0.145 | 410 | 97.60 | 103.60 | 39 | 55.0% | -0.80 | 0.0036 | -0.140 | |
| 7.95 | 9.35 | 21 | 5,621 | 57.0% | 0.20 | 0.0032 | -0.135 | 420 | 106.20 | 112.20 | 21 | 54.6% | -0.82 | 0.0034 | -0.129 | |
| 5.75 | 7.70 | 8 | 895 | 55.1% | 0.17 | 0.0029 | -0.125 | 430 | 114.45 | 119.65 | 9 | 51.1% | -0.85 | 0.0032 | -0.118 | |
| 4.90 | 6.90 | 14 | 394 | 55.6% | 0.15 | 0.0027 | -0.115 | 440 | 123.50 | 128.75 | 6 | 50.2% | -0.87 | 0.0030 | -0.107 | |
| 4.70 | 5.65 | 11 | 362 | 56.1% | 0.14 | 0.0025 | -0.106 | 450 | 132.75 | 139.65 | 5 | 53.1% | -0.89 | 0.0028 | -0.097 | |
| 3.00 | 5.85 | 3 | 410 | 56.1% | 0.12 | 0.0023 | -0.097 | 460 | 142.20 | 148.60 | 10 | 51.4% | -0.91 | 0.0026 | -0.086 | |
| 3.50 | 4.35 | 38 | 482 | 56.7% | 0.11 | 0.0021 | -0.089 | 470 | 151.70 | 157.10 | 5 | -0.93 | 0.0024 | -0.078 | ||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs