Snowflake Inc. (SNOW)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 09:38 UTC · Figures derived from the full chain (2,586 contracts, 18 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (15 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±21.0% (range 298.25–456.75) by Sep 18, 2026. ATM straddle: 79.25 @ strike 380 · ATM IV: 81.1%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 339.75 | -10% | 71.2% | 28.8% |
| 358.62 | -5% | 59.1% | 40.9% |
| 377.50 | +0% | 46.7% | 53.3% |
| 396.38 | +5% | 35.2% | 64.8% |
| 415.25 | +10% | 25.4% | 74.6% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | ±19.7% | 193.8% | 99.3K |
| Sep 11, 2026 | 8 | ±20.0% | 98.0% | 38.7K |
| Sep 18, 2026 | 15 | ±21.0% | 81.1% | 82.9K |
| Sep 25, 2026 | 22 | ±20.4% | 73.9% | 4,341 |
| Oct 02, 2026 | 29 | ±20.7% | 67.2% | 2,962 |
| Oct 09, 2026 | 36 | ±21.1% | 64.0% | 1,184 |
| Oct 16, 2026 | 43 | ±22.3% | 60.2% | 26.2K |
| Oct 23, 2026 | 50 | — | — | 0 |
| Nov 20, 2026 | 78 | ±24.7% | 56.8% | 22.8K |
| Dec 18, 2026 | 106 | ±27.3% | 58.1% | 73.8K |
| Jan 15, 2027 | 134 | ±28.7% | 55.9% | 134.8K |
| Feb 19, 2027 | 169 | ±30.5% | 54.6% | 7,311 |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 330 C · 13.2K360 C · 12.8K250 P · 8,826355 C · 8,348375 C · 7,053
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
Past earnings reactions
Avg |reaction| 13.7% · median 11.7% (20 reports) — two-session close-to-close window; definition
About Snowflake Inc.
Snowflake Inc. delivers a cloud-centric data platform to customers across both the United States and international markets. The company's core offering, known as the Data Cloud, enables users to unify disparate data sources into a singular, reliable foundation. This unified data then facilitates the extraction of crucial business intelligence, the creation of innovative data-driven applications, and secure data sharing. This adaptable platform serves a wide array of organizations, encompassing various sizes and industries. Originating in 2012, the enterprise was initially recognized as Snowflake Computing, Inc., before officially rebranding to Snowflake Inc. in April 2019. Its principal operations are conducted from Bozeman, Montana.
Technology · Software - Application · NYSE · Profile: Financial Modeling Prep
SNOW news
All news →Snowflake spikes 22% on healthy results and AI coding momentum
Snowflake business is growing quickly, in part thanks to adoption of an artificial intelligence agent for writing code.
CNBC · Sep 02, 20:28 UTC ↗Snowflake’s stock soars as the company blows away estimates with its AI-fueled forecast
Companies looking to build AI tools on top of their data are turning to Snowflake, driving robust revenue growth.
MarketWatch · Sep 02, 20:14 UTC ↗Related securities — Technology
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