Symbol:    
Snap Inc 
Options Root:  Open Help    SNAP  
.
Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days31.51%37.31%55.01%102.99% - 20-Feb22.11% - 02-Jul
20 days41.17%43.29%44.67%98.86% - 12-Feb29.90% - 17-Jul
30 days45.75%47.57%44.04%85.25% - 08-Feb33.82% - 05-Sep
  IMPLIED VOLATILITY Open Help
IV Index call Open Help74.53%79.74%44.20%101.22% - 25-Oct42.05% - 13-Mar
IV Index put Open Help74.23%79.47%44.56%98.88% - 25-Oct41.93% - 13-Mar
IV Index mean Open Help74.38%79.60%44.38%100.05% - 25-Oct41.99% - 13-Mar
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days33.16%38.08%48.58%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
104.11%65.83% 1.3950-0.32
(-18.42)
1.395Oct 25, 2019 13.0110.6250.08
(14.68)
0.6250-34.14%103.76%
104.55%57.89% 1.1250-0.27
(-19.64)
1.125Oct 25, 2019 13.5110.8450.11
(14.97)
0.8450-42.12%103.19%
104.90%49.97% 0.8950-0.24
(-21.15)
0.895Oct 25, 2019 14.0111.1200.15
(16.06)
1.1200-50.12%104.11%
105.42%42.41% 0.7050-0.20
(-22.53)
0.705Oct 25, 2019 14.5111.4250.19
(15.38)
1.4250-57.83%104.08%
88.25%65.28% 1.4750-0.31
(-17.37)
1.475Nov 01, 2019 13.0180.7050.09
(15.57)
0.7050-34.75%88.38%
87.80%57.93% 1.2000-0.27
(-18.64)
1.200Nov 01, 2019 13.5180.9250.12
(14.91)
0.9250-42.09%87.56%
87.56%50.53% 0.9650-0.25
(-20.25)
0.965Nov 01, 2019 14.0181.1850.15
(14.49)
1.1850-49.58%86.91%
87.25%43.31% 0.7650-0.22
(-21.94)
0.765Nov 01, 2019 14.5181.4900.19
(14.18)
1.4900-56.80%86.98%
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