SNOW option chain Snowflake Inc.
Cboe delayed options data · as of 03:43 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 ±30.6% (218.85–412.15) · ATM IV 59.8% · P/C open interest 0.82
| 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 | |
| 159.30 | 164.90 | 98 | 76.1% | 0.97 | 0.0006 | -0.008 | 160 | 1.78 | 2.62 | 1 | 203 | 67.8% | -0.03 | 0.0006 | -0.033 | |
| 154.85 | 160.35 | 56 | 75.1% | 0.96 | 0.0006 | -0.013 | 165 | 1.92 | 3.25 | 2 | 128 | 67.5% | -0.04 | 0.0006 | -0.036 | |
| 150.00 | 155.80 | 91 | 73.2% | 0.96 | 0.0007 | -0.017 | 170 | 2.16 | 3.30 | 1 | 140 | 65.7% | -0.04 | 0.0007 | -0.040 | |
| 144.50 | 151.30 | 148 | 70.0% | 0.95 | 0.0008 | -0.022 | 175 | 2.43 | 3.65 | 282 | 64.7% | -0.05 | 0.0008 | -0.044 | ||
| 140.25 | 147.10 | 334 | 70.0% | 0.94 | 0.0008 | -0.027 | 180 | 3.05 | 3.95 | 1,181 | 64.3% | -0.06 | 0.0009 | -0.048 | ||
| 135.60 | 142.45 | 143 | 68.2% | 0.94 | 0.0009 | -0.032 | 185 | 3.70 | 4.70 | 190 | 64.7% | -0.06 | 0.0009 | -0.053 | ||
| 132.70 | 138.10 | 185 | 69.9% | 0.93 | 0.0010 | -0.037 | 190 | 4.35 | 5.05 | 188 | 64.0% | -0.07 | 0.0010 | -0.057 | ||
| 128.30 | 133.80 | 46 | 68.9% | 0.92 | 0.0011 | -0.043 | 195 | 4.95 | 5.75 | 243 | 63.7% | -0.08 | 0.0011 | -0.062 | ||
| 122.90 | 129.60 | 1,265 | 66.5% | 0.91 | 0.0012 | -0.048 | 200 | 5.25 | 7.40 | 1 | 253 | 64.2% | -0.09 | 0.0012 | -0.067 | |
| 115.05 | 121.50 | 306 | 66.1% | 0.89 | 0.0014 | -0.059 | 210 | 6.70 | 8.00 | 249 | 62.0% | -0.11 | 0.0014 | -0.077 | ||
| 106.70 | 113.35 | 232 | 64.5% | 0.87 | 0.0016 | -0.071 | 220 | 7.65 | 11.40 | 5 | 398 | 62.2% | -0.13 | 0.0016 | -0.087 | |
| 100.30 | 105.70 | 359 | 65.0% | 0.85 | 0.0018 | -0.082 | 230 | 9.75 | 13.70 | 9 | 498 | 61.8% | -0.15 | 0.0019 | -0.097 | |
| 92.20 | 98.60 | 212 | 63.7% | 0.82 | 0.0020 | -0.093 | 240 | 12.00 | 16.50 | 111 | 61.3% | -0.18 | 0.0021 | -0.106 | ||
| 86.25 | 91.45 | 729 | 63.9% | 0.80 | 0.0023 | -0.103 | 250 | 16.30 | 19.20 | 3 | 493 | 62.1% | -0.20 | 0.0023 | -0.116 | |
| 78.75 | 84.15 | 1,336 | 62.1% | 0.77 | 0.0024 | -0.113 | 260 | 19.20 | 21.15 | 294 | 60.3% | -0.23 | 0.0025 | -0.124 | ||
| 71.85 | 77.85 | 645 | 61.2% | 0.74 | 0.0026 | -0.121 | 270 | 22.15 | 25.95 | 241 | 60.5% | -0.26 | 0.0027 | -0.132 | ||
| 67.60 | 71.80 | 10 | 434 | 61.9% | 0.71 | 0.0028 | -0.129 | 280 | 25.80 | 28.55 | 735 | 59.0% | -0.29 | 0.0028 | -0.138 | |
| 61.70 | 66.15 | 209 | 61.2% | 0.68 | 0.0029 | -0.136 | 290 | 30.60 | 34.30 | 11 | 215 | 60.1% | -0.33 | 0.0030 | -0.144 | |
| 56.70 | 60.90 | 2 | 569 | 61.1% | 0.65 | 0.0031 | -0.141 | 300 | 35.10 | 38.90 | 1 | 288 | 59.7% | -0.36 | 0.0031 | -0.148 |
| 51.20 | 55.95 | 7 | 224 | 60.3% | 0.61 | 0.0032 | -0.146 | 310 | 40.35 | 43.90 | 10 | 200 | 59.6% | -0.39 | 0.0032 | -0.152 |
| 47.10 | 51.55 | 4 | 153 | 60.5% | 0.58 | 0.0032 | -0.149 | 320 | 45.40 | 49.25 | 309 | 59.2% | -0.43 | 0.0033 | -0.154 | |
| 43.10 | 45.90 | 4 | 547 | 59.5% | 0.55 | 0.0033 | -0.151 | 330 | 50.40 | 55.35 | 10 | 266 | 58.9% | -0.46 | 0.0034 | -0.155 |
| 39.25 | 42.95 | 19 | 249 | 59.9% | 0.52 | 0.0033 | -0.152 | 340 | 56.35 | 61.15 | 1 | 140 | 58.5% | -0.49 | 0.0034 | -0.155 |
| 36.00 | 38.65 | 5 | 804 | 59.5% | 0.49 | 0.0033 | -0.152 | 350 | 62.50 | 67.00 | 1 | 238 | 58.0% | -0.52 | 0.0035 | -0.155 |
| 32.35 | 36.90 | 2 | 289 | 60.2% | 0.46 | 0.0033 | -0.152 | 360 | 68.35 | 74.25 | 125 | 57.7% | -0.55 | 0.0035 | -0.153 | |
| 28.50 | 32.60 | 536 | 58.8% | 0.43 | 0.0033 | -0.150 | 370 | 75.25 | 80.90 | 115 | 57.4% | -0.58 | 0.0035 | -0.150 | ||
| 26.60 | 29.40 | 1 | 353 | 59.0% | 0.40 | 0.0032 | -0.148 | 380 | 83.30 | 88.40 | 197 | 58.0% | -0.61 | 0.0034 | -0.147 | |
| 24.10 | 26.75 | 32 | 570 | 58.9% | 0.37 | 0.0032 | -0.145 | 390 | 90.35 | 95.90 | 20 | 57.7% | -0.64 | 0.0034 | -0.144 | |
| 21.60 | 23.85 | 6 | 592 | 58.3% | 0.35 | 0.0031 | -0.141 | 400 | 98.15 | 103.30 | 53 | 57.5% | -0.67 | 0.0033 | -0.139 | |
| 18.40 | 22.75 | 14 | 86 | 58.2% | 0.32 | 0.0030 | -0.137 | 410 | 107.15 | 111.45 | 58.4% | -0.70 | 0.0033 | -0.135 | ||
| 16.85 | 20.15 | 2 | 453 | 58.0% | 0.30 | 0.0029 | -0.133 | 420 | 113.40 | 119.40 | 28 | 56.8% | -0.72 | 0.0032 | -0.130 | |
| 16.15 | 18.30 | 1 | 83 | 58.6% | 0.28 | 0.0028 | -0.129 | 430 | 121.70 | 126.75 | 27 | 56.0% | -0.74 | 0.0031 | -0.124 | |
| 12.30 | 16.70 | 2 | 401 | 56.8% | 0.26 | 0.0027 | -0.124 | 440 | 130.25 | 136.20 | 69 | 56.8% | -0.77 | 0.0030 | -0.119 | |
| 11.75 | 15.15 | 2 | 256 | 57.4% | 0.24 | 0.0026 | -0.119 | 450 | 138.75 | 144.55 | 106 | 56.3% | -0.79 | 0.0029 | -0.113 | |
| 11.85 | 13.30 | 169 | 58.1% | 0.22 | 0.0025 | -0.114 | 460 | 147.60 | 153.40 | 35 | 56.3% | -0.81 | 0.0028 | -0.107 | ||
| 10.70 | 12.50 | 6 | 254 | 58.4% | 0.21 | 0.0024 | -0.110 | 470 | 156.55 | 163.25 | 17 | 57.2% | -0.83 | 0.0027 | -0.102 | |
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 — Mar 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