SNOW volatilitas Snowflake Inc.
Cboe delayed options data · per 06:42 UTC · Cara penghitungan ini dilakukan
Struktur tenor IV
Implied volatility at-the-money untuk setiap tanggal kedaluwarsa yang terdaftar, diplot berdasarkan hari yang tersisa.
| Kedaluwarsa | 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 61.8% | +2.2pt | ±5.2% |
| Oct 30, 2026 | 10 | 59.3% | +2.3pt | ±8.2% |
| Nov 06, 2026 | 17 | 57.4% | +3.1pt | ±10.2% |
| Nov 13, 2026 | 24 | 55.8% | +3.8pt | ±11.7% |
| Nov 20, 2026 | 31 | 53.9% | +5.3pt | ±12.7% |
| Nov 27, 2026 | 38 | 53.6% | +2.4pt | ±14.0% |
| Dec 18, 2026 | 59 | 61.7% | +5.3pt | ±20.1% |
| Jan 15, 2027 | 87 | 58.8% | +0.7pt | ±23.1% |
| Feb 19, 2027 | 122 | 56.8% | +2.1pt | ±26.3% |
| Mar 19, 2027 | 150 | 59.8% | +3.3pt | ±30.6% |
| May 21, 2027 | 213 | 57.5% | +2.0pt | ±34.9% |
| Jun 17, 2027 | 240 | 58.9% | +1.6pt | ±37.9% |
| Sep 17, 2027 | 332 | 59.3% | — | ±44.5% |
| Dec 17, 2027 | 423 | 59.2% | — | ±49.8% |
| Jan 21, 2028 | 458 | 58.1% | — | ±50.8% |
Volatility smile — Nov 20, 2026
Implied volatility per strike. Kemiringan ke arah put (sisi kiri lebih tinggi) adalah skew: perlindungan sisi bawah dihargai lebih mahal daripada sisi atas.