SNOW volatilidad Snowflake Inc.
Cboe delayed options data · a fecha de 15:43 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 62.2% | +4.7pt | ±4.7% |
| Oct 30, 2026 | 10 | 59.3% | +4.5pt | ±7.9% |
| Nov 06, 2026 | 17 | 57.7% | +5.2pt | ±10.0% |
| Nov 13, 2026 | 24 | 55.3% | +6.7pt | ±11.4% |
| Nov 20, 2026 | 31 | 53.5% | +5.4pt | ±12.5% |
| Nov 27, 2026 | 38 | 53.4% | +5.5pt | ±13.8% |
| Dec 18, 2026 | 59 | 61.7% | +4.1pt | ±19.7% |
| Jan 15, 2027 | 87 | 58.6% | +3.5pt | ±22.7% |
| Feb 19, 2027 | 122 | 56.9% | +2.9pt | ±26.1% |
| Mar 19, 2027 | 150 | 60.2% | +3.3pt | ±30.5% |
| May 21, 2027 | 213 | 57.3% | +2.3pt | ±34.5% |
| Jun 17, 2027 | 240 | 58.6% | +2.1pt | ±37.3% |
| Sep 17, 2027 | 332 | 58.8% | — | ±43.7% |
| Dec 17, 2027 | 423 | 57.9% | — | ±48.3% |
| Jan 21, 2028 | 458 | 58.0% | — | ±50.2% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.