SNOW option chain Snowflake Inc.
Cboe delayed options data · as of 06:38 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 ±27.0% (259.13–451.29) · ATM IV 49.7% · P/C open interest 0.37
| 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 | |
| 178.85 | 185.25 | 4 | 58.6% | 0.98 | 0.0004 | 0.000 | 180 | 1.20 | 1.86 | 60 | 58.6% | -0.02 | 0.0004 | -0.022 | ||
| 175.35 | 179.95 | 13 | 59.8% | 0.97 | 0.0004 | 0.000 | 185 | 0.9500 | 2.38 | 21 | 57.5% | -0.03 | 0.0004 | -0.025 | ||
| 170.15 | 175.90 | 1 | 9 | 59.2% | 0.97 | 0.0005 | 0.000 | 190 | 1.10 | 2.64 | 2 | 13 | 56.8% | -0.03 | 0.0005 | -0.027 |
| 165.70 | 170.65 | 57 | 57.4% | 0.97 | 0.0006 | 0.000 | 195 | 1.60 | 2.48 | 1 | 34 | 55.8% | -0.03 | 0.0006 | -0.030 | |
| 161.50 | 165.75 | 5 | 57.1% | 0.96 | 0.0006 | -0.004 | 200 | 1.62 | 3.30 | 7 | 18 | 56.0% | -0.04 | 0.0006 | -0.033 | |
| 151.40 | 156.95 | 1 | 26 | 54.6% | 0.95 | 0.0008 | -0.011 | 210 | 2.62 | 4.20 | 2 | 192 | 56.0% | -0.05 | 0.0008 | -0.039 |
| 142.80 | 148.60 | 1 | 31 | 55.4% | 0.94 | 0.0009 | -0.020 | 220 | 3.30 | 4.25 | 31 | 53.4% | -0.06 | 0.0009 | -0.045 | |
| 134.25 | 139.85 | 22 | 54.9% | 0.93 | 0.0011 | -0.029 | 230 | 4.10 | 6.20 | 1 | 16 | 53.8% | -0.07 | 0.0011 | -0.053 | |
| 125.75 | 131.35 | 2 | 24 | 54.1% | 0.91 | 0.0013 | -0.038 | 240 | 5.25 | 6.55 | 2 | 57 | 51.8% | -0.09 | 0.0013 | -0.061 |
| 116.80 | 123.05 | 4 | 31 | 52.7% | 0.89 | 0.0015 | -0.048 | 250 | 7.00 | 8.20 | 29 | 171 | 51.8% | -0.11 | 0.0015 | -0.069 |
| 109.55 | 114.30 | 1 | 93 | 52.2% | 0.87 | 0.0017 | -0.058 | 260 | 8.00 | 10.25 | 1 | 35 | 50.9% | -0.13 | 0.0017 | -0.077 |
| 101.90 | 106.65 | 165 | 51.9% | 0.85 | 0.0019 | -0.068 | 270 | 10.55 | 12.90 | 3 | 242 | 51.5% | -0.15 | 0.0019 | -0.086 | |
| 93.45 | 99.35 | 1 | 161 | 50.8% | 0.83 | 0.0021 | -0.078 | 280 | 11.80 | 15.05 | 26 | 182 | 50.0% | -0.18 | 0.0021 | -0.094 |
| 86.95 | 92.75 | 1 | 58 | 51.3% | 0.80 | 0.0023 | -0.087 | 290 | 14.65 | 19.15 | 3 | 135 | 50.8% | -0.21 | 0.0023 | -0.102 |
| 80.80 | 85.10 | 8 | 269 | 51.1% | 0.77 | 0.0025 | -0.096 | 300 | 17.50 | 21.10 | 42 | 177 | 49.6% | -0.23 | 0.0025 | -0.109 |
| 73.90 | 79.05 | 5 | 120 | 50.5% | 0.74 | 0.0027 | -0.104 | 310 | 20.80 | 26.70 | 2 | 77 | 50.7% | -0.27 | 0.0027 | -0.116 |
| 68.35 | 72.95 | 5 | 186 | 50.5% | 0.71 | 0.0028 | -0.111 | 320 | 23.90 | 30.00 | 13 | 71 | 49.8% | -0.30 | 0.0029 | -0.122 |
| 62.50 | 67.30 | 4 | 68 | 50.2% | 0.68 | 0.0030 | -0.117 | 330 | 29.50 | 34.80 | 12 | 58 | 50.8% | -0.33 | 0.0031 | -0.127 |
| 57.15 | 62.10 | 2 | 124 | 50.1% | 0.65 | 0.0031 | -0.123 | 340 | 33.50 | 37.65 | 31 | 48 | 49.4% | -0.36 | 0.0032 | -0.132 |
| 51.70 | 57.15 | 6 | 418 | 49.8% | 0.62 | 0.0032 | -0.127 | 350 | 38.40 | 42.85 | 1 | 23 | 49.4% | -0.40 | 0.0033 | -0.135 |
| 47.90 | 52.70 | 6 | 823 | 50.2% | 0.58 | 0.0032 | -0.131 | 360 | 43.70 | 47.85 | 5 | 86 | 49.2% | -0.43 | 0.0034 | -0.137 |
| 43.15 | 48.40 | 6 | 474 | 49.9% | 0.55 | 0.0033 | -0.134 | 370 | 50.55 | 53.20 | 21 | 8 | 49.6% | -0.46 | 0.0034 | -0.139 |
| 39.95 | 43.65 | 9 | 74 | 49.8% | 0.52 | 0.0033 | -0.135 | 380 | 55.35 | 59.00 | 55 | 24 | 48.8% | -0.49 | 0.0035 | -0.139 |
| 36.25 | 40.90 | 7 | 84 | 50.2% | 0.49 | 0.0033 | -0.136 | 390 | 61.60 | 66.85 | 4 | 6 | 49.6% | -0.53 | 0.0035 | -0.139 |
| 32.60 | 37.55 | 53 | 94 | 50.1% | 0.46 | 0.0033 | -0.136 | 400 | 68.00 | 74.10 | 12 | 49.8% | -0.56 | 0.0035 | -0.138 | |
| 30.50 | 34.55 | 57 | 190 | 50.6% | 0.43 | 0.0032 | -0.135 | 410 | 74.35 | 80.15 | 19 | 4 | 49.1% | -0.59 | 0.0034 | -0.136 |
| 27.35 | 31.85 | 25 | 31 | 50.6% | 0.40 | 0.0032 | -0.134 | 420 | 82.45 | 86.75 | 13 | 1 | 49.3% | -0.62 | 0.0034 | -0.134 |
| 24.60 | 29.50 | 26 | 52 | 50.6% | 0.38 | 0.0031 | -0.132 | 430 | 89.90 | 94.65 | 11 | 4 | 49.6% | -0.64 | 0.0034 | -0.131 |
| 22.40 | 26.85 | 14 | 825 | 50.6% | 0.35 | 0.0030 | -0.130 | 440 | 97.90 | 101.95 | 3 | 49.6% | -0.67 | 0.0033 | -0.128 | |
| 20.95 | 24.90 | 2 | 190 | 51.2% | 0.33 | 0.0030 | -0.127 | 450 | 105.00 | 110.70 | 4 | 49.7% | -0.70 | 0.0032 | -0.124 | |
| 18.85 | 23.00 | 312 | 51.3% | 0.31 | 0.0029 | -0.124 | 460 | 112.75 | 118.70 | 49.5% | -0.72 | 0.0032 | -0.120 | |||
| 17.20 | 21.25 | 109 | 51.5% | 0.29 | 0.0028 | -0.121 | 470 | 121.45 | 126.45 | 1 | 49.4% | -0.74 | 0.0031 | -0.116 | ||
| 15.55 | 19.80 | 83 | 51.7% | 0.27 | 0.0027 | -0.117 | 480 | 129.95 | 136.05 | 1 | 50.3% | -0.76 | 0.0030 | -0.111 | ||
| 14.35 | 18.35 | 41 | 52.0% | 0.25 | 0.0026 | -0.114 | 490 | 138.90 | 144.80 | 1 | 50.7% | -0.78 | 0.0029 | -0.106 | ||
| 12.95 | 16.95 | 6 | 46 | 52.1% | 0.23 | 0.0025 | -0.110 | 500 | 147.40 | 153.35 | 1 | 50.4% | -0.80 | 0.0028 | -0.102 | |
| 10.65 | 15.70 | 5 | 51.5% | 0.22 | 0.0024 | -0.106 | 510 | 156.05 | 161.55 | 49.7% | -0.82 | 0.0027 | -0.097 | |||
| 9.85 | 14.55 | 51.8% | 0.20 | 0.0022 | -0.102 | 520 | 165.95 | 171.10 | 51.0% | -0.84 | 0.0026 | -0.092 | ||||
| 8.60 | 12.65 | 3 | 51.1% | 0.19 | 0.0022 | -0.099 | 530 | 175.05 | 180.80 | 51.6% | -0.85 | 0.0025 | -0.087 | |||
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