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Snowflake Inc. SNOW

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-15T20:35:17.791Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:29:15.093270049Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-15T20:35:16.803399+00:00

Share price$335.23
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$3.53$6.19$8.84$11.50$313.41$323.67$333.93$344.19$354.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $335.23OPTION PRICELive SNOW spot · $335.23SNOW PRICE$1.16$1.54$1.99$2.47$3.02$3.61$4.24$5.00$5.81$6.78$7.84$9.08$10.74$1.23$1.63$2.12$2.56$3.04$3.67$4.33$5.04$5.83$6.73$7.69$8.68$10.07
PutsCheap0.58×
CallsCheap0.70×
SkewBullish-1.88 pp
Implied moveBalanced±$8.57
TiltBalanced0.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ344.4359.8%3.1%326.3262.1%3.0%
25Δ342.6059.9%2.7%328.3060.7%2.6%
30Δ341.0560.1%2.3%329.7762.0%2.3%
35Δ339.5660.5%2.0%331.3060.7%1.9%
40Δ338.1861.1%1.8%332.8059.4%1.6%
45Δ336.8061.5%1.5%334.1160.0%1.4%
50Δ335.4461.6%1.3%335.4360.4%1.2%
55Δ334.0662.1%1.1%336.7760.1%1.0%
60Δ332.6662.7%1.0%338.1360.1%0.9%
65Δ331.1663.3%0.8%339.5560.2%0.7%
70Δ329.6063.9%0.7%340.9859.6%0.6%
75Δ327.9064.3%0.5%342.4458.6%0.4%
80Δ325.8465.7%0.4%344.2058.3%0.3%

20Δ

Calls
Pseudo strike
344.43
IV
59.8%
B/E move
3.1%
Puts
Pseudo strike
326.32
IV
62.1%
B/E move
3.0%

25Δ

Calls
Pseudo strike
342.60
IV
59.9%
B/E move
2.7%
Puts
Pseudo strike
328.30
IV
60.7%
B/E move
2.6%

30Δ

Calls
Pseudo strike
341.05
IV
60.1%
B/E move
2.3%
Puts
Pseudo strike
329.77
IV
62.0%
B/E move
2.3%

35Δ

Calls
Pseudo strike
339.56
IV
60.5%
B/E move
2.0%
Puts
Pseudo strike
331.30
IV
60.7%
B/E move
1.9%

40Δ

Calls
Pseudo strike
338.18
IV
61.1%
B/E move
1.8%
Puts
Pseudo strike
332.80
IV
59.4%
B/E move
1.6%

45Δ

Calls
Pseudo strike
336.80
IV
61.5%
B/E move
1.5%
Puts
Pseudo strike
334.11
IV
60.0%
B/E move
1.4%

50Δ

Calls
Pseudo strike
335.44
IV
61.6%
B/E move
1.3%
Puts
Pseudo strike
335.43
IV
60.4%
B/E move
1.2%

55Δ

Calls
Pseudo strike
334.06
IV
62.1%
B/E move
1.1%
Puts
Pseudo strike
336.77
IV
60.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
332.66
IV
62.7%
B/E move
1.0%
Puts
Pseudo strike
338.13
IV
60.1%
B/E move
0.9%

65Δ

Calls
Pseudo strike
331.16
IV
63.3%
B/E move
0.8%
Puts
Pseudo strike
339.55
IV
60.2%
B/E move
0.7%

70Δ

Calls
Pseudo strike
329.60
IV
63.9%
B/E move
0.7%
Puts
Pseudo strike
340.98
IV
59.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
327.90
IV
64.3%
B/E move
0.5%
Puts
Pseudo strike
342.44
IV
58.6%
B/E move
0.4%

80Δ

Calls
Pseudo strike
325.84
IV
65.7%
B/E move
0.4%
Puts
Pseudo strike
344.20
IV
58.3%
B/E move
0.3%