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Snowflake Inc. SNOW

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-15T20:03:52.627Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:04.358634021Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T19:57:17.422701+00:00

Share price$335.07
1D+4.0%
AH$319$323$328$332$3375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNOW
Sold putSold callAH

Snowflake Inc. options

Live interpolated SNOW call and put midpoint premiums by absolute delta.Snowflake Inc.$0.87$3.65$6.43$9.21$11.99$313.21$323.48$333.75$344.02$354.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $335.07OPTION PRICELive SNOW spot · $335.07SNOW PRICE$1.17$1.56$2.02$2.51$3.06$3.67$4.32$5.10$5.93$6.96$8.09$9.36$11.19$1.22$1.61$2.09$2.53$2.98$3.60$4.24$4.93$5.68$6.56$7.47$8.42$9.64
PutsCheap0.58×
CallsCheap0.73×
SkewBullish-4.55 pp
Implied moveBalanced±$8.56
TiltBullish3.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ344.3760.5%3.1%326.2361.6%3.0%
25Δ342.5260.6%2.7%328.2359.9%2.5%
30Δ340.9761.0%2.4%329.6961.2%2.2%
35Δ339.4761.4%2.1%331.1960.0%1.9%
40Δ338.0662.1%1.8%332.6858.4%1.6%
45Δ336.6762.5%1.6%333.9758.9%1.4%
50Δ335.2962.8%1.4%335.2759.3%1.2%
55Δ333.8763.5%1.2%336.5758.9%1.0%
60Δ332.4564.3%1.0%337.8958.6%0.9%
65Δ330.9065.1%0.8%339.2758.6%0.7%
70Δ329.2665.8%0.7%340.6657.9%0.6%
75Δ327.5166.6%0.5%342.0556.7%0.4%
80Δ325.2968.8%0.4%343.6555.8%0.3%

20Δ

Calls
Pseudo strike
344.37
IV
60.5%
B/E move
3.1%
Puts
Pseudo strike
326.23
IV
61.6%
B/E move
3.0%

25Δ

Calls
Pseudo strike
342.52
IV
60.6%
B/E move
2.7%
Puts
Pseudo strike
328.23
IV
59.9%
B/E move
2.5%

30Δ

Calls
Pseudo strike
340.97
IV
61.0%
B/E move
2.4%
Puts
Pseudo strike
329.69
IV
61.2%
B/E move
2.2%

35Δ

Calls
Pseudo strike
339.47
IV
61.4%
B/E move
2.1%
Puts
Pseudo strike
331.19
IV
60.0%
B/E move
1.9%

40Δ

Calls
Pseudo strike
338.06
IV
62.1%
B/E move
1.8%
Puts
Pseudo strike
332.68
IV
58.4%
B/E move
1.6%

45Δ

Calls
Pseudo strike
336.67
IV
62.5%
B/E move
1.6%
Puts
Pseudo strike
333.97
IV
58.9%
B/E move
1.4%

50Δ

Calls
Pseudo strike
335.29
IV
62.8%
B/E move
1.4%
Puts
Pseudo strike
335.27
IV
59.3%
B/E move
1.2%

55Δ

Calls
Pseudo strike
333.87
IV
63.5%
B/E move
1.2%
Puts
Pseudo strike
336.57
IV
58.9%
B/E move
1.0%

60Δ

Calls
Pseudo strike
332.45
IV
64.3%
B/E move
1.0%
Puts
Pseudo strike
337.89
IV
58.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
330.90
IV
65.1%
B/E move
0.8%
Puts
Pseudo strike
339.27
IV
58.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
329.26
IV
65.8%
B/E move
0.7%
Puts
Pseudo strike
340.66
IV
57.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
327.51
IV
66.6%
B/E move
0.5%
Puts
Pseudo strike
342.05
IV
56.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
325.29
IV
68.8%
B/E move
0.4%
Puts
Pseudo strike
343.65
IV
55.8%
B/E move
0.3%