Symbol:    
Snap Inc 
Options Root:  Open Help    SNAP  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days51.04%58.03%44.83%174.96% - 01-May16.56% - 30-Dec
20 days58.81%56.04%48.82%130.90% - 29-Apr24.35% - 08-Jan
30 days53.61%53.18%49.46%138.94% - 22-Apr25.95% - 29-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help56.81%48.95%63.93%128.21% - 18-Mar37.21% - 14-Feb
IV Index put Open Help56.32%49.60%63.75%126.03% - 18-Mar36.95% - 14-Feb
IV Index mean Open Help56.57%49.27%63.84%127.12% - 18-Mar37.08% - 14-Feb
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days34.57%31.55%55.10%76.13% - 19-Mar8.16% - 14-Feb
.
Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
61.90%64.63% 1.3000-1.02
(-43.97)
1.300Aug 14, 2020 20.5110.5900.23
(61.64)
0.5900-35.48%62.65%
62.99%55.97% 1.0350-1.00
(-49.14)
1.035Aug 14, 2020 21.0110.7950.25
(47.22)
0.7950-43.99%61.65%
64.81%47.61% 0.8250-0.72
(-46.77)
0.825Aug 14, 2020 21.5111.0700.41
(62.12)
1.0700-52.65%62.42%
64.52%39.51% 0.6250-0.65
(-51.17)
0.625Aug 14, 2020 22.0111.4000.50
(54.70)
1.4000-60.58%64.17%
57.43%63.12% 1.4600-0.84
(-36.52)
1.460Aug 21, 2020 20.5180.7250.26
(54.26)
0.7250-36.76%56.61%
57.56%55.80% 1.1900-0.82
(-40.94)
1.190Aug 21, 2020 21.0180.9550.33
(52.80)
0.9550-44.19%56.78%
57.84%48.51% 0.9600-0.72
(-42.86)
0.960Aug 21, 2020 21.5181.2150.39
(48.17)
1.2150-51.65%56.57%
57.54%41.37% 0.7550-0.67
(-46.83)
0.755Aug 21, 2020 22.0181.5300.51
(50.74)
1.5300-58.70%57.30%
Price Chart
.chart
chart
.
Volatility Chart
.chart
Chart
Exploring The Edge
.