SNOW option chain Snowflake Inc.
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 ±25.6% (235.81–398.25) · ATM IV 55.4% · P/C open interest 0.51
| 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 | |
| 157.45 | 163.75 | 4 | 68.7% | 0.98 | 0.0004 | -0.007 | 160 | 0.6400 | 1.78 | 14 | 66.7% | -0.02 | 0.0004 | -0.027 | ||
| 152.90 | 159.00 | 68.3% | 0.97 | 0.0005 | -0.011 | 165 | 0.8400 | 2.03 | 45 | 66.2% | -0.03 | 0.0005 | -0.030 | |||
| 148.55 | 154.30 | 17 | 68.5% | 0.97 | 0.0006 | -0.015 | 170 | 1.12 | 2.33 | 41 | 65.9% | -0.03 | 0.0006 | -0.033 | ||
| 143.50 | 149.65 | 6 | 66.3% | 0.96 | 0.0006 | -0.019 | 175 | 1.26 | 2.67 | 65 | 65.0% | -0.04 | 0.0007 | -0.037 | ||
| 139.45 | 145.00 | 4 | 67.1% | 0.96 | 0.0007 | -0.023 | 180 | 1.24 | 3.05 | 97 | 63.5% | -0.04 | 0.0007 | -0.041 | ||
| 134.65 | 140.40 | 50 | 65.6% | 0.95 | 0.0008 | -0.027 | 185 | 1.81 | 3.50 | 22 | 63.9% | -0.05 | 0.0008 | -0.044 | ||
| 130.20 | 135.85 | 10 | 65.0% | 0.95 | 0.0009 | -0.032 | 190 | 2.29 | 3.80 | 20 | 63.4% | -0.05 | 0.0009 | -0.049 | ||
| 125.55 | 131.35 | 57 | 63.9% | 0.94 | 0.0010 | -0.037 | 195 | 2.63 | 4.50 | 38 | 63.2% | -0.06 | 0.0010 | -0.053 | ||
| 121.45 | 125.95 | 28 | 62.0% | 0.93 | 0.0011 | -0.043 | 200 | 3.15 | 4.05 | 29 | 60.8% | -0.07 | 0.0011 | -0.058 | ||
| 112.35 | 118.15 | 36 | 62.0% | 0.92 | 0.0014 | -0.053 | 210 | 4.05 | 5.30 | 226 | 59.8% | -0.08 | 0.0014 | -0.068 | ||
| 104.05 | 109.65 | 40 | 61.2% | 0.90 | 0.0016 | -0.065 | 220 | 5.40 | 8.20 | 42 | 61.3% | -0.10 | 0.0016 | -0.078 | ||
| 96.05 | 101.45 | 31 | 60.5% | 0.87 | 0.0019 | -0.077 | 230 | 7.10 | 9.95 | 490 | 60.6% | -0.13 | 0.0019 | -0.089 | ||
| 87.70 | 93.60 | 61 | 59.1% | 0.85 | 0.0022 | -0.089 | 240 | 9.05 | 11.05 | 63 | 58.7% | -0.15 | 0.0022 | -0.100 | ||
| 80.50 | 86.10 | 37 | 58.9% | 0.82 | 0.0025 | -0.101 | 250 | 10.05 | 12.40 | 184 | 55.6% | -0.18 | 0.0025 | -0.111 | ||
| 73.45 | 77.95 | 132 | 57.4% | 0.79 | 0.0027 | -0.112 | 260 | 14.15 | 15.05 | 206 | 56.6% | -0.21 | 0.0028 | -0.122 | ||
| 65.65 | 71.75 | 182 | 56.5% | 0.76 | 0.0030 | -0.123 | 270 | 17.20 | 18.20 | 249 | 56.2% | -0.24 | 0.0031 | -0.131 | ||
| 60.20 | 65.75 | 177 | 57.2% | 0.72 | 0.0032 | -0.132 | 280 | 20.85 | 21.70 | 212 | 55.9% | -0.28 | 0.0033 | -0.140 | ||
| 54.30 | 58.45 | 69 | 55.8% | 0.69 | 0.0034 | -0.141 | 290 | 24.40 | 25.65 | 143 | 55.3% | -0.32 | 0.0035 | -0.147 | ||
| 48.80 | 53.95 | 450 | 56.3% | 0.65 | 0.0036 | -0.147 | 300 | 28.95 | 30.00 | 7 | 262 | 55.2% | -0.36 | 0.0037 | -0.153 | |
| 44.45 | 48.50 | 2 | 182 | 56.3% | 0.61 | 0.0038 | -0.152 | 310 | 33.75 | 34.85 | 2 | 90 | 55.0% | -0.40 | 0.0039 | -0.158 |
| 39.80 | 43.70 | 1 | 200 | 56.1% | 0.57 | 0.0039 | -0.156 | 320 | 38.65 | 40.30 | 169 | 54.7% | -0.44 | 0.0040 | -0.161 | |
| 35.15 | 39.05 | 105 | 55.4% | 0.53 | 0.0039 | -0.158 | 330 | 44.40 | 48.65 | 171 | 56.5% | -0.47 | 0.0040 | -0.162 | ||
| 31.40 | 35.60 | 193 | 55.7% | 0.50 | 0.0039 | -0.159 | 340 | 50.15 | 52.25 | 296 | 54.5% | -0.51 | 0.0041 | -0.162 | ||
| 28.85 | 30.50 | 4 | 455 | 55.2% | 0.46 | 0.0039 | -0.158 | 350 | 55.80 | 61.55 | 81 | 55.9% | -0.55 | 0.0041 | -0.161 | |
| 25.45 | 27.80 | 839 | 55.4% | 0.42 | 0.0039 | -0.156 | 360 | 62.70 | 68.00 | 96 | 55.7% | -0.59 | 0.0040 | -0.158 | ||
| 22.70 | 23.85 | 13 | 459 | 54.7% | 0.39 | 0.0038 | -0.153 | 370 | 70.20 | 73.25 | 30 | 54.6% | -0.62 | 0.0040 | -0.155 | |
| 19.95 | 21.15 | 102 | 54.4% | 0.36 | 0.0037 | -0.149 | 380 | 77.15 | 82.25 | 37 | 55.5% | -0.66 | 0.0039 | -0.150 | ||
| 16.80 | 20.55 | 72 | 55.1% | 0.33 | 0.0036 | -0.145 | 390 | 84.60 | 90.10 | 10 | 55.4% | -0.69 | 0.0038 | -0.145 | ||
| 15.20 | 17.60 | 359 | 54.8% | 0.30 | 0.0034 | -0.139 | 400 | 93.40 | 96.70 | 32 | 55.1% | -0.72 | 0.0037 | -0.139 | ||
| 13.50 | 16.25 | 203 | 55.3% | 0.27 | 0.0033 | -0.134 | 410 | 100.35 | 106.35 | 26 | 55.3% | -0.75 | 0.0036 | -0.133 | ||
| 11.45 | 13.55 | 198 | 54.2% | 0.25 | 0.0031 | -0.127 | 420 | 109.00 | 113.90 | 23 | 54.9% | -0.77 | 0.0034 | -0.126 | ||
| 9.85 | 11.85 | 121 | 53.8% | 0.23 | 0.0030 | -0.121 | 430 | 117.40 | 122.50 | 11 | 54.7% | -0.80 | 0.0033 | -0.119 | ||
| 8.95 | 10.95 | 843 | 54.6% | 0.21 | 0.0028 | -0.115 | 440 | 126.20 | 131.30 | 1 | 54.8% | -0.82 | 0.0031 | -0.112 | ||
| 8.15 | 8.95 | 211 | 54.1% | 0.19 | 0.0026 | -0.108 | 450 | 135.15 | 140.10 | 2 | 54.7% | -0.84 | 0.0030 | -0.106 | ||
| 6.80 | 9.20 | 322 | 55.1% | 0.17 | 0.0025 | -0.102 | 460 | 144.30 | 150.15 | 56.1% | -0.86 | 0.0028 | -0.099 | |||
| 6.10 | 8.25 | 141 | 55.4% | 0.15 | 0.0023 | -0.095 | 470 | 154.35 | 158.30 | 2 | 56.0% | -0.88 | 0.0027 | -0.092 | ||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs