SNOW option chain Snowflake Inc.
Cboe delayed options data · as of 18:44 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 ±34.1% (213.35–433.81) · ATM IV 56.9% · P/C open interest 0.47
| 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 | |
| 162.50 | 168.30 | 1 | 60.7% | 0.95 | 0.0006 | -0.006 | 165 | 3.30 | 4.05 | 17 | 63.7% | -0.05 | 0.0006 | -0.036 | ||
| 158.10 | 163.85 | 60.4% | 0.94 | 0.0007 | -0.010 | 170 | 3.75 | 4.45 | 8 | 63.0% | -0.05 | 0.0007 | -0.039 | |||
| 153.80 | 159.70 | 60.6% | 0.94 | 0.0008 | -0.014 | 175 | 4.35 | 5.75 | 1 | 64.1% | -0.06 | 0.0008 | -0.042 | |||
| 149.65 | 155.90 | 1 | 61.5% | 0.93 | 0.0008 | -0.018 | 180 | 4.95 | 6.10 | 2 | 63.2% | -0.07 | 0.0008 | -0.045 | ||
| 145.25 | 151.65 | 60.9% | 0.93 | 0.0009 | -0.022 | 185 | 5.55 | 6.45 | 62.3% | -0.07 | 0.0009 | -0.049 | ||||
| 141.25 | 147.50 | 60.9% | 0.92 | 0.0010 | -0.026 | 190 | 6.35 | 7.30 | 2 | 62.3% | -0.08 | 0.0010 | -0.052 | |||
| 137.20 | 143.05 | 60.3% | 0.91 | 0.0010 | -0.031 | 195 | 7.00 | 9.30 | 3 | 63.4% | -0.09 | 0.0010 | -0.055 | |||
| 133.15 | 138.80 | 2 | 59.8% | 0.90 | 0.0011 | -0.035 | 200 | 7.95 | 10.00 | 1 | 63.0% | -0.10 | 0.0011 | -0.059 | ||
| 125.65 | 131.45 | 3 | 60.5% | 0.89 | 0.0013 | -0.043 | 210 | 9.80 | 10.40 | 4 | 32 | 60.8% | -0.11 | 0.0013 | -0.066 | |
| 117.40 | 122.90 | 7 | 58.5% | 0.87 | 0.0014 | -0.052 | 220 | 11.75 | 12.55 | 34 | 74 | 60.1% | -0.13 | 0.0014 | -0.073 | |
| 110.05 | 115.45 | 58.2% | 0.85 | 0.0016 | -0.060 | 230 | 14.10 | 14.95 | 26 | 3 | 59.7% | -0.15 | 0.0016 | -0.080 | ||
| 103.25 | 108.80 | 58.5% | 0.83 | 0.0017 | -0.069 | 240 | 16.70 | 17.65 | 25 | 85 | 59.2% | -0.18 | 0.0018 | -0.087 | ||
| 96.55 | 101.65 | 58.0% | 0.80 | 0.0019 | -0.077 | 250 | 19.75 | 20.60 | 16 | 47 | 58.9% | -0.20 | 0.0019 | -0.093 | ||
| 90.20 | 95.05 | 2 | 57.7% | 0.78 | 0.0020 | -0.084 | 260 | 23.10 | 24.35 | 2 | 25 | 58.9% | -0.22 | 0.0021 | -0.099 | |
| 84.05 | 89.05 | 2 | 57.6% | 0.75 | 0.0022 | -0.091 | 270 | 26.70 | 27.95 | 1 | 19 | 58.5% | -0.25 | 0.0022 | -0.105 | |
| 78.35 | 82.70 | 1 | 57.1% | 0.73 | 0.0023 | -0.097 | 280 | 30.60 | 32.00 | 33 | 58.3% | -0.28 | 0.0024 | -0.110 | ||
| 72.70 | 77.30 | 1 | 57.0% | 0.70 | 0.0024 | -0.103 | 290 | 34.85 | 36.20 | 67 | 58.0% | -0.30 | 0.0025 | -0.114 | ||
| 67.70 | 72.10 | 35 | 56.9% | 0.67 | 0.0025 | -0.108 | 300 | 39.35 | 40.55 | 60 | 30 | 57.6% | -0.33 | 0.0026 | -0.117 | |
| 62.85 | 67.55 | 1 | 53 | 57.0% | 0.65 | 0.0026 | -0.112 | 310 | 44.20 | 45.30 | 22 | 57.3% | -0.36 | 0.0027 | -0.120 | |
| 57.85 | 62.25 | 2 | 38 | 56.3% | 0.62 | 0.0027 | -0.116 | 320 | 49.50 | 50.85 | 2 | 22 | 57.4% | -0.39 | 0.0028 | -0.123 |
| 55.65 | 57.85 | 48 | 57.3% | 0.59 | 0.0027 | -0.119 | 330 | 54.90 | 57.55 | 8 | 57.8% | -0.42 | 0.0028 | -0.124 | ||
| 50.90 | 53.95 | 41 | 56.9% | 0.57 | 0.0028 | -0.121 | 340 | 60.70 | 62.40 | 30 | 57.2% | -0.44 | 0.0029 | -0.125 | ||
| 47.30 | 49.85 | 7 | 57 | 56.7% | 0.54 | 0.0028 | -0.122 | 350 | 66.50 | 68.90 | 2 | 9 | 57.2% | -0.47 | 0.0029 | -0.126 |
| 43.50 | 46.80 | 4 | 56.7% | 0.51 | 0.0028 | -0.123 | 360 | 72.80 | 75.30 | 2 | 1 | 57.1% | -0.50 | 0.0030 | -0.126 | |
| 40.25 | 42.90 | 6 | 56.4% | 0.49 | 0.0028 | -0.124 | 370 | 79.35 | 82.00 | 2 | 57.1% | -0.53 | 0.0030 | -0.125 | ||
| 37.20 | 40.15 | 48 | 56.5% | 0.46 | 0.0028 | -0.124 | 380 | 86.30 | 88.80 | 1 | 88 | 57.1% | -0.55 | 0.0030 | -0.124 | |
| 35.35 | 37.05 | 5 | 56.9% | 0.44 | 0.0028 | -0.123 | 390 | 93.30 | 97.10 | 57.6% | -0.58 | 0.0030 | -0.122 | |||
| 32.70 | 34.60 | 538 | 56.9% | 0.42 | 0.0028 | -0.122 | 400 | 100.65 | 105.00 | 58.0% | -0.60 | 0.0030 | -0.120 | |||
| 30.20 | 32.05 | 49 | 56.8% | 0.39 | 0.0027 | -0.121 | 410 | 107.90 | 112.50 | 1 | 57.8% | -0.62 | 0.0030 | -0.117 | ||
| 27.90 | 29.65 | 84 | 56.7% | 0.37 | 0.0027 | -0.119 | 420 | 115.45 | 118.80 | 2 | 57.0% | -0.65 | 0.0029 | -0.114 | ||
| 26.00 | 27.45 | 2 | 34 | 56.8% | 0.35 | 0.0026 | -0.117 | 430 | 123.55 | 128.05 | 57.9% | -0.67 | 0.0029 | -0.111 | ||
| 24.00 | 25.25 | 24 | 56.6% | 0.33 | 0.0026 | -0.115 | 440 | 131.60 | 135.05 | 1 | 57.4% | -0.69 | 0.0028 | -0.107 | ||
| 22.20 | 23.35 | 1 | 9 | 56.6% | 0.31 | 0.0025 | -0.112 | 450 | 139.75 | 144.30 | 58.0% | -0.71 | 0.0028 | -0.104 | ||
| 19.55 | 21.60 | 9 | 56.0% | 0.30 | 0.0025 | -0.109 | 460 | 147.85 | 152.70 | 57.9% | -0.73 | 0.0028 | -0.100 | |||
| 18.55 | 20.15 | 5 | 56.3% | 0.28 | 0.0024 | -0.106 | 470 | 156.30 | 161.15 | 58.0% | -0.75 | 0.0027 | -0.096 | |||
| 17.15 | 18.65 | 37 | 9 | 56.3% | 0.26 | 0.0023 | -0.103 | 480 | 164.95 | 169.75 | 58.1% | -0.77 | 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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs