SNOW volatility Snowflake Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.67.2%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.37.5%
HV6038.9%
IV − HV20 spread
+29.7pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
93
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 days recorded
Cboe delayed options data · as of 00:38 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 193.8% | +1.2pt | ±19.8% |
| Sep 11, 2026 | 9 | 98.0% | +1.0pt | ±20.1% |
| Sep 18, 2026 | 16 | 81.1% | +1.7pt | ±21.0% |
| Sep 25, 2026 | 23 | 73.9% | -1.1pt | ±20.4% |
| Oct 02, 2026 | 30 | 67.2% | -0.9pt | ±20.7% |
| Oct 09, 2026 | 37 | 64.0% | +0.6pt | ±21.2% |
| Oct 16, 2026 | 44 | 60.2% | +0.3pt | ±22.4% |
| Nov 20, 2026 | 79 | 56.8% | -0.1pt | ±24.8% |
| Dec 18, 2026 | 107 | 58.1% | +0.3pt | ±27.4% |
| Jan 15, 2027 | 135 | 55.9% | -0.5pt | ±28.8% |
| Feb 19, 2027 | 170 | 54.6% | +0.8pt | ±30.6% |
| Mar 19, 2027 | 198 | 56.1% | +1.0pt | ±33.0% |
| Jun 17, 2027 | 288 | 56.5% | — | ±38.3% |
| Sep 17, 2027 | 380 | 57.0% | — | ±43.2% |
| Dec 17, 2027 | 471 | 57.1% | — | ±47.3% |
| Jan 21, 2028 | 506 | 56.5% | — | ±48.3% |
Volatility smile — Sep 18, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20