SNAP (Snap Inc.)
Expected Move & Straddle Price History
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).
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.
Current SNAP Expected Move
30-Day Straddle
$0.64
7-Day Straddle
$0.30
Avg IV
1.1%
IV Rank
24%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $0.64 | $0.30 | 1.1% | 24% |
| 20260903 | $0.72 | $0.37 | 1.2% | 29% |
| 20260902 | $0.68 | $0.38 | 1.1% | 24% |
| 20260901 | $0.67 | $0.40 | 1.0% | 18% |
| 20260831 | $0.74 | $0.27 | 1.0% | 20% |
| 20260828 | $0.65 | $0.30 | 1.3% | 40% |
| 20260827 | $0.72 | $0.40 | 1.3% | 40% |
| 20260826 | $0.70 | $0.39 | 1.3% | 35% |
| 20260825 | $0.83 | $0.52 | 1.1% | 23% |
| 20260824 | $0.72 | $0.30 | 0.9% | 13% |
| 20260821 | $0.58 | $0.34 | 1.0% | 20% |
| 20260820 | $0.65 | $0.36 | 1.3% | 37% |
| 20260819 | $0.61 | $0.36 | 1.1% | 27% |
| 20260818 | $0.58 | $0.34 | 1.1% | 24% |
| 20260817 | $0.62 | $0.28 | 1.1% | 25% |
| 20260814 | $0.56 | $0.30 | 0.8% | 6% |
| 20260813 | $0.62 | $0.34 | 1.0% | 13% |
| 20260812 | $0.49 | $0.34 | 1.2% | 30% |
| 20260811 | $0.59 | $0.37 | 1.0% | 14% |
| 20260810 | $0.54 | $0.28 | 1.1% | 23% |
| 20260806 | $0.65 | $0.45 | 1.4% | 38% |
| 20260805 | $0.61 | $0.44 | 1.1% | 19% |
| 20260804 | $0.85 | $0.54 | 1.1% | 21% |
| 20260803 | $1.05 | $0.89 | 1.2% | 29% |
| 20260731 | $0.90 | $0.68 | 1.7% | 61% |
| 20260730 | $0.88 | $0.69 | 1.6% | 55% |
| 20260729 | $0.95 | $0.70 | 1.9% | 71% |
| 20260728 | $0.94 | $0.76 | 1.9% | 68% |
| 20260727 | $0.91 | $0.25 | 1.7% | 60% |
| 20260724 | $0.85 | $0.30 | 1.4% | 41% |
| 20260723 | $0.86 | $0.29 | 1.3% | 36% |
| 20260722 | $0.88 | $0.32 | 1.2% | 29% |
| 20260721 | $0.89 | $0.34 | 1.3% | 31% |
| 20260720 | $0.92 | $0.24 | 1.2% | 26% |
| 20260716 | $0.95 | $0.36 | 1.1% | 22% |
| 20260715 | $0.94 | $0.39 | 1.4% | 40% |
| 20260714 | $0.86 | $0.35 | 1.2% | 28% |
| 20260713 | $0.92 | $0.24 | 1.3% | 37% |
| 20260710 | $0.87 | $0.30 | 1.8% | 62% |
| 20260709 | $0.79 | $0.34 | 2.2% | 91% |
| 20260708 | $0.86 | $0.32 | 1.2% | 27% |
| 20260707 | $0.87 | $0.36 | 1.6% | 50% |
| 20260706 | $0.92 | $0.30 | 1.2% | 30% |
| 20260702 | $0.69 | $0.32 | 1.3% | 35% |
| 20260701 | $0.75 | $0.39 | 1.3% | 33% |
| 20260630 | $0.54 | $0.31 | 1.5% | 44% |
| 20260629 | $0.72 | $0.23 | 1.5% | 46% |
| 20260626 | $0.63 | $0.30 | 1.3% | 36% |
| 20260625 | $0.66 | $0.33 | 1.2% | 28% |
| 20260624 | $0.66 | $0.33 | 1.3% | 33% |
| 20260623 | $0.69 | $0.38 | 1.2% | 29% |
| 20260622 | $0.73 | $0.30 | 1.2% | 26% |
| 20260618 | $0.76 | $0.33 | 1.8% | 67% |
| 20260617 | $0.78 | $0.42 | 2.0% | 78% |
| 20260616 | $0.76 | $0.47 | 1.3% | 33% |
| 20260615 | $0.88 | $0.40 | 1.3% | 32% |
| 20260613 | $0.74 | $0.42 | 1.1% | 22% |
| 20260612 | $0.74 | $0.39 | 1.1% | 21% |
| 20260611 | $0.77 | $0.45 | 0.9% | 12% |
| 20260610 | $0.74 | $0.45 | 1.2% | 29% |