SNOW ボラティリティ 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.66.6%
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%
IV − HV20スプレッド
+29.1pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
93
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 日分記録済み
Cboe delayed options data · 基準日時： 06:38 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 193.8% | +1.2pt | ±19.8% |
| Sep 11, 2026 | 8 | 98.0% | +1.0pt | ±20.1% |
| Sep 18, 2026 | 15 | 81.1% | +1.7pt | ±21.0% |
| Sep 25, 2026 | 22 | 73.9% | -1.1pt | ±20.4% |
| Oct 02, 2026 | 29 | 67.2% | -0.9pt | ±20.7% |
| Oct 09, 2026 | 36 | 64.0% | +0.6pt | ±21.2% |
| Oct 16, 2026 | 43 | 60.2% | +0.3pt | ±22.4% |
| Nov 20, 2026 | 78 | 56.8% | -0.1pt | ±24.8% |
| Dec 18, 2026 | 106 | 58.1% | +0.3pt | ±27.4% |
| Jan 15, 2027 | 134 | 55.9% | -0.5pt | ±28.8% |
| Feb 19, 2027 | 169 | 54.6% | +0.8pt | ±30.6% |
| Mar 19, 2027 | 197 | 56.1% | +1.0pt | ±33.0% |
| Jun 17, 2027 | 287 | 56.5% | — | ±38.3% |
| Sep 17, 2027 | 379 | 57.0% | — | ±43.2% |
| Dec 17, 2027 | 470 | 57.1% | — | ±47.3% |
| Jan 21, 2028 | 505 | 56.5% | — | ±48.3% |
ボラティリティスマイル — Sep 18, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20