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Snowflake Inc. SNOW

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-16T00:17:17.194Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:44:08.194859054Z

FundamentalsAlpha Vantage · quarter 2026-07-31 · fetched 2026-10-16T00:17:16.537209+00:00

Share price$334.46
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.$3.98$18.36$32.74$47.12$61.50$263.73$299.73$335.72$371.72$407.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNOW spot · $334.46SNOW PRICE$5.54$7.42$9.48$11.69$14.38$17.24$20.10$23.39$26.93$30.69$34.67$39.92$46.81$6.62$8.85$11.24$13.69$16.49$19.48$22.65$26.66$31.02$35.88$42.62$50.36$57.36
PutsCheap0.92×
CallsCheap0.92×
SkewBullish-2.10 pp
Implied moveBearish±$42.75
TiltBearish8.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ388.9850.8%18.0%296.4252.0%13.4%
25Δ379.0751.1%15.6%304.8051.7%11.5%
30Δ370.2851.5%13.5%312.4651.4%9.9%
35Δ362.0751.4%11.8%319.8250.6%8.5%
40Δ354.8052.3%10.4%326.6050.0%7.3%
45Δ347.7453.2%9.1%333.2449.5%6.2%
50Δ340.4553.0%7.8%339.7448.9%5.2%
55Δ333.4053.0%6.7%346.4449.0%4.4%
60Δ326.3853.0%5.6%353.3449.0%3.6%
65Δ319.3652.7%4.7%360.5649.0%2.9%
70Δ312.3851.8%3.8%369.2550.1%2.3%
75Δ304.6252.0%3.0%378.8950.9%1.8%
80Δ295.5853.3%2.4%387.8549.8%1.2%

20Δ

Calls
Pseudo strike
388.98
IV
50.8%
B/E move
18.0%
Puts
Pseudo strike
296.42
IV
52.0%
B/E move
13.4%

25Δ

Calls
Pseudo strike
379.07
IV
51.1%
B/E move
15.6%
Puts
Pseudo strike
304.80
IV
51.7%
B/E move
11.5%

30Δ

Calls
Pseudo strike
370.28
IV
51.5%
B/E move
13.5%
Puts
Pseudo strike
312.46
IV
51.4%
B/E move
9.9%

35Δ

Calls
Pseudo strike
362.07
IV
51.4%
B/E move
11.8%
Puts
Pseudo strike
319.82
IV
50.6%
B/E move
8.5%

40Δ

Calls
Pseudo strike
354.80
IV
52.3%
B/E move
10.4%
Puts
Pseudo strike
326.60
IV
50.0%
B/E move
7.3%

45Δ

Calls
Pseudo strike
347.74
IV
53.2%
B/E move
9.1%
Puts
Pseudo strike
333.24
IV
49.5%
B/E move
6.2%

50Δ

Calls
Pseudo strike
340.45
IV
53.0%
B/E move
7.8%
Puts
Pseudo strike
339.74
IV
48.9%
B/E move
5.2%

55Δ

Calls
Pseudo strike
333.40
IV
53.0%
B/E move
6.7%
Puts
Pseudo strike
346.44
IV
49.0%
B/E move
4.4%

60Δ

Calls
Pseudo strike
326.38
IV
53.0%
B/E move
5.6%
Puts
Pseudo strike
353.34
IV
49.0%
B/E move
3.6%

65Δ

Calls
Pseudo strike
319.36
IV
52.7%
B/E move
4.7%
Puts
Pseudo strike
360.56
IV
49.0%
B/E move
2.9%

70Δ

Calls
Pseudo strike
312.38
IV
51.8%
B/E move
3.8%
Puts
Pseudo strike
369.25
IV
50.1%
B/E move
2.3%

75Δ

Calls
Pseudo strike
304.62
IV
52.0%
B/E move
3.0%
Puts
Pseudo strike
378.89
IV
50.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
295.58
IV
53.3%
B/E move
2.4%
Puts
Pseudo strike
387.85
IV
49.8%
B/E move
1.2%