SNOW volatilité 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.45.6%
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%
Écart IV − HV20
+8.1pt
Percentile dans l'universWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
74
Percentile sur historique propreWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 jours enregistrés
Cboe delayed options data · au 18:38 UTC · Comment ces données sont calculées
Structure par terme de l'IV
Volatilité implicite à la monnaie pour chaque échéance cotée, représentée en fonction des jours restants.
| Expire | 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. | Variation implicite |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 74.2% | -2.6pt | ±3.2% |
| Sep 11, 2026 | 8 | 47.1% | -1.9pt | ±5.6% |
| Sep 18, 2026 | 15 | 45.2% | -1.0pt | ±7.3% |
| Sep 25, 2026 | 22 | 45.6% | -0.4pt | ±9.0% |
| Oct 02, 2026 | 29 | 45.6% | -1.1pt | ±10.4% |
| Oct 09, 2026 | 36 | 45.5% | -2.9pt | ±11.4% |
| Oct 16, 2026 | 43 | 44.6% | +0.1pt | ±12.3% |
| Oct 23, 2026 | 50 | 44.7% | — | ±13.2% |
| Nov 20, 2026 | 78 | 46.9% | -0.2pt | ±17.4% |
| Dec 18, 2026 | 106 | 52.4% | +0.0pt | ±22.6% |
| Jan 15, 2027 | 134 | 50.7% | +0.0pt | ±24.5% |
| Feb 19, 2027 | 169 | 50.1% | -1.7pt | ±27.2% |
| Mar 19, 2027 | 197 | 53.9% | -2.5pt | ±31.5% |
| Jun 17, 2027 | 287 | 54.3% | — | ±38.1% |
| Sep 17, 2027 | 379 | 54.6% | — | ±43.8% |
| Dec 17, 2027 | 470 | 55.8% | — | ±49.5% |
Smile de volatilité — Sep 18, 2026
Volatilité implicite par strike. L'inclinaison vers les puts (côté gauche plus élevé) est le skew : la protection à la baisse est valorisée plus cher que la hausse.
callsputs
Implicite vs réalisée, historique journalier
IV30HV20