SNOW 변동성 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.46.6%
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 스프레드
+9.1pt
유니버스 백분위Where this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
76
자체 이력 백분위수Where today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 일 기록됨
Cboe delayed options data · 기준일 15:38 UTC · 산출 방법
IV 기간 구조
상장된 각 만기일의 등가격(ATM) 내재변동성을 잔존 일수 기준으로 표시합니다.
| 만기 | DTE | ATM IV | 25Δ 스큐The IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | 내재 변동폭 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 79.1% | +2.0pt | ±3.6% |
| Sep 11, 2026 | 8 | 48.9% | -0.3pt | ±5.9% |
| Sep 18, 2026 | 15 | 46.8% | -0.7pt | ±7.7% |
| Sep 25, 2026 | 22 | 46.4% | -0.2pt | ±9.2% |
| Oct 02, 2026 | 29 | 46.3% | -1.2pt | ±10.5% |
| Oct 09, 2026 | 36 | 48.0% | -2.9pt | ±12.1% |
| Oct 16, 2026 | 43 | 45.8% | +0.2pt | ±12.6% |
| Oct 23, 2026 | 50 | 46.7% | — | ±13.8% |
| Nov 20, 2026 | 78 | 46.5% | -1.0pt | ±17.2% |
| Dec 18, 2026 | 106 | 53.0% | +0.8pt | ±22.8% |
| Jan 15, 2027 | 134 | 51.7% | +0.7pt | ±25.0% |
| Feb 19, 2027 | 169 | 51.2% | -0.1pt | ±27.7% |
| Mar 19, 2027 | 197 | 55.0% | -0.3pt | ±32.0% |
| Jun 17, 2027 | 287 | 55.4% | — | ±38.7% |
| Sep 17, 2027 | 379 | 56.4% | — | ±45.0% |
| Dec 17, 2027 | 470 | 56.9% | — | ±50.2% |
변동성 스마일 — Sep 18, 2026
행사가별 내재 변동성. 풋 방향(왼쪽)이 높은 기울기가 스큐입니다: 하방 보호가 상방보다 높게 가격 책정됩니다.
콜풋
내재 변동성 vs 실현 변동성 일별 기록
IV30HV20