SNOW Implied Volatility
SNOW $334.80 · Updated Oct 26, 4:00 PM ET
SNOW at-the-money implied volatility is 67.5% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 54.4%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 335 | 67.5% |
| Nov 6, 2026 | 11 | 335 | 62.7% |
| Nov 13, 2026 | 18 | 335 | 57.6% |
| Nov 20, 2026 | 25 | 335 | 56.7% |
| Nov 27, 2026 | 32 | 335 | 54.4% |
| Dec 4, 2026 | 39 | 335 | 68.2% |
| Dec 18, 2026 | 53 | 330 | 64.1% |
| Jan 15, 2027 | 81 | 330 | 59.8% |
| Feb 19, 2027 | 116 | 330 | 57.5% |
| Mar 19, 2027 | 144 | 330 | 60.6% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 315 | 72.0% | 72.1% |
| 317.5 | 69.0% | 72.7% |
| 320 | 69.3% | 71.1% |
| 322.5 | 68.3% | 70.5% |
| 325 | 67.9% | 70.6% |
| 327.5 | 68.3% | 71.8% |
| 330 | 67.2% | 69.5% |
| 332.5 | 66.5% | 68.7% |
| 335 | 66.3% | 68.8% |
| 337.5 | 66.0% | 70.8% |
| 340 | 65.7% | 70.9% |
| 342.5 | 65.3% | 71.6% |
| 345 | 65.3% | 72.0% |
| 347.5 | 65.2% | 73.5% |
| 350 | 65.2% | 72.5% |
| 352.5 | 65.7% | 67.4% |
| 355 | 65.8% | 76.1% |
How this is calculated: Implied Volatility methodology