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Snap Inc. SNAP

i

Market datapartial · fetched 2026-11-06T18:44:08.433Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T18:44:08.853419297Z

FundamentalsAlpha Vantage · unavailable

Share price$4.97
1D-2.2%
$4.88$4.94$5.00$5.06$5.125:30 AM6:30 AM9:00 AM1:00 PMSNAP
Sold putSold call

Snap Inc. options

Live interpolated SNAP call and put midpoint premiums by absolute delta.Snap Inc.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICESNAP PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend109.35%
Daily close
SNAP36.7%120.8%204.8%2026-08-11: 63.53%2026-08-14: 48.34%2026-08-24: 102.85%2026-08-25: 66.70%2026-08-28: 133.98%2026-09-04: 53.78%2026-09-11: 71.06%2026-09-14: 58.80%2026-09-15: 64.69%2026-09-16: 193.24%2026-09-18: 52.77%2026-10-02: 94.30%2026-10-05: 80.48%2026-10-09: 57.85%2026-10-12: 82.45%2026-10-13: 73.34%2026-10-16: 77.97%2026-10-19: 83.09%2026-10-20: 108.38%2026-10-23: 88.76%2026-10-26: 91.55%2026-10-27: 127.89%2026-10-28: 147.03%2026-10-30: 109.35%Aug 11Oct 2Oct 30
24 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
63.53%
48.34%
102.85%
66.70%
133.98%
53.78%
71.06%
58.80%
64.69%
193.24%
52.77%
94.30%
80.48%
57.85%
82.45%
73.34%
77.97%
83.09%
108.38%
88.76%
91.55%
127.89%
147.03%
109.35%