SNOW волатильность 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.53.7%
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.52.7%
HV6054.5%
Спред IV − HV20
+1.0pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
73
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 15:43 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| 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% |
Улыбка волатильности — Nov 20, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20