SNAP · Expected Move
Snap Inc.
The expected move for SNAP is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
SNAP straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current SNAP Expected Move
30-Day Straddle
$1.30
7-Day Straddle
$0.58
30-Day ATM IV
87.7%
IV Rank
93%
Implied one-standard-deviation move through the next 30 days. Compare to SNAP's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
SNAP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $1.30 | $0.58 | 87.7% | 93% |
| 20261020 | $1.28 | $0.59 | 86.6% | 91% |
| 20261019 | $1.35 | $0.43 | 86.7% | 91% |
| 20261016 | $1.23 | $0.42 | 88.0% | 94% |
| 20261015 | $1.32 | $0.48 | 89.5% | 97% |
| 20261014 | $1.20 | $0.47 | 87.4% | 92% |
| 20261013 | $1.31 | $0.52 | 87.5% | 93% |
| 20261012 | $1.31 | $0.39 | 86.5% | 91% |
| 20261009 | $1.07 | $0.40 | 74.4% | 67% |
| 20261008 | $1.01 | $0.36 | 73.9% | 66% |
| 20261007 | $1.06 | $0.43 | 78.1% | 74% |
| 20261006 | $0.98 | $0.46 | 70.4% | 59% |
| 20261005 | $0.92 | $0.28 | 68.0% | 54% |
| 20261002 | $0.73 | $0.30 | 66.8% | 52% |
| 20261001 | $0.71 | $0.38 | 61.8% | 42% |
| 20260930 | $0.77 | $0.39 | 61.4% | 41% |
| 20260929 | $0.80 | $0.40 | 60.6% | 39% |
| 20260928 | $0.70 | $0.29 | 56.8% | 32% |
| 20260925 | $0.66 | $0.29 | 55.5% | 29% |
| 20260924 | $0.71 | $0.36 | 59.9% | 38% |
| 20260923 | $0.72 | $0.44 | 54.6% | 28% |
| 20260922 | $0.67 | $0.42 | 54.8% | 28% |
| 20260921 | $0.90 | $0.33 | 64.8% | 48% |
| 20260918 | $0.81 | $0.30 | 53.9% | 26% |
| 20260917 | $0.79 | $0.38 | 56.8% | 32% |
| 20260916 | $0.81 | $0.48 | 59.0% | 36% |
| 20260915 | $0.82 | $0.52 | 58.6% | 35% |
| 20260914 | $0.81 | $0.36 | 57.1% | 32% |
| 20260911 | $0.71 | $0.38 | 56.0% | 30% |
| 20260910 | $0.72 | $0.38 | 57.9% | 34% |
| 20260909 | $0.76 | $0.44 | 58.4% | 35% |
| 20260908 | $0.70 | $0.42 | 54.4% | 27% |
| 20260904 | $0.65 | $0.30 | 53.2% | 25% |
| 20260903 | $0.72 | $0.37 | 55.2% | 28% |
| 20260902 | $0.68 | $0.38 | 52.5% | 23% |
| 20260901 | $0.67 | $0.40 | 51.8% | 21% |
| 20260831 | $0.74 | $0.27 | 56.1% | 29% |
| 20260828 | $0.65 | $0.30 | 52.4% | 22% |
| 20260827 | $0.72 | $0.40 | 56.9% | 31% |
| 20260826 | $0.70 | $0.39 | 55.6% | 29% |
| 20260825 | $0.83 | $0.52 | 59.8% | 37% |
| 20260824 | $0.72 | $0.30 | 55.8% | 29% |
| 20260821 | $0.58 | $0.34 | 50.3% | 16% |
| 20260820 | $0.65 | $0.36 | 53.2% | 21% |
| 20260819 | $0.61 | $0.36 | 49.9% | 16% |
| 20260818 | $0.58 | $0.34 | 48.4% | 13% |
| 20260817 | $0.62 | $0.28 | 50.4% | 16% |
| 20260814 | $0.56 | $0.30 | 48.4% | 13% |
| 20260813 | $0.62 | $0.34 | 49.1% | 14% |
| 20260812 | $0.49 | $0.34 | 40.8% | 0% |
| 20260811 | $0.59 | $0.37 | 46.4% | 8% |
| 20260810 | $0.54 | $0.28 | 42.0% | 0% |
| 20260807 | — | — | 49.3% | 0% |
| 20260806 | $0.65 | $0.45 | 54.9% | 8% |
| 20260805 | $0.61 | $0.44 | 50.8% | 0% |
| 20260804 | $0.85 | $0.54 | 59.9% | 12% |
| 20260803 | $1.05 | $0.89 | 91.2% | 82% |
| 20260731 | $0.90 | $0.68 | 84.0% | 66% |
| 20260730 | $0.88 | $0.69 | 81.4% | 60% |
| 20260729 | $0.95 | $0.70 | 86.5% | 71% |
More on SNAP
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.