Symbol:    
Snap Inc 
Options Root:  Open Help    SNAP  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days33.29%29.77%33.66%102.99% - 20-Feb16.56% - 30-Dec
20 days27.42%26.12%32.97%98.86% - 12-Feb24.35% - 08-Jan
30 days30.22%31.08%35.50%85.25% - 08-Feb27.99% - 16-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help61.27%62.72%39.80%86.13% - 22-Oct37.82% - 23-Dec
IV Index put Open Help61.27%63.34%38.72%85.56% - 22-Oct37.94% - 24-Dec
IV Index mean Open Help61.27%63.03%39.26%85.85% - 22-Oct38.10% - 23-Dec
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days39.59%40.94%12.90%71.51% - 07-Jun-3.18% - 06-Mar
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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
37.00%68.89% 0.91000.48
(111.63)
0.910Jan 31, 2020 18.5140.290-0.37
(-56.06)
0.2900-31.17%37.08%
37.08%54.96% 0.61500.35
(127.78)
0.615Jan 31, 2020 19.0140.495-0.50
(-50.50)
0.4950-45.11%37.16%
37.40%40.89% 0.39500.22
(132.35)
0.395Jan 31, 2020 19.5140.780-0.62
(-44.29)
0.7800-59.09%37.81%
38.86%29.06% 0.25500.15
(142.86)
0.255Jan 31, 2020 20.0141.140-0.71
(-38.21)
1.1400-70.84%39.34%
68.79%61.22% 1.57500.50
(45.83)
1.575Feb 07, 2020 18.5210.950-0.36
(-27.48)
0.9500-38.82%68.90%
68.93%54.91% 1.32000.43
(49.15)
1.320Feb 07, 2020 19.0211.195-0.41
(-25.78)
1.1950-45.13%68.98%
69.24%48.69% 1.10000.38
(52.78)
1.100Feb 07, 2020 19.5211.470-0.47
(-24.23)
1.4700-51.39%69.06%
69.55%42.72% 0.91000.32
(55.56)
0.910Feb 07, 2020 20.0211.780-0.53
(-22.94)
1.7800-57.40%69.37%
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