SNAP · IV Rank History

Snap Inc.

IV rank shows where SNAP's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

SNAP's 30-day at-the-money implied volatility was 87.7% as of Oct 21, 2026. Its 52-week IV rank is 70 and its IV percentile is 85%: IV was lower on 85% of the past year's sessions. Over those 52 weeks it ranged from 40.8% (Aug 12, 2026) to 108.1% (Jan 29, 2026). On the 90-session window our screeners use, the IV rank is 93.

SNAP IV rank history

504 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

SNAP IV rank and implied volatility as of 2026-10-21

52-Week IV Rank
70
0 = year low, 100 = year high
IV Percentile
85%
of past-year sessions had lower IV
90-Session IV Rank
93
used by our screeners
30-Day ATM IV
87.7%
1-year average 67.2%
7-Day ATM IV
69.5%
90-session rank 20
52-Week IV High
108.1%
2026-01-29
52-Week IV Low
40.8%
2026-08-12
History Since
2023-05-02
845 sessions

How these are measured. Implied volatility here is SNAP's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means SNAP options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

SNAP implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 79.6% 89.5% 61.8% 77
Sep 2026 56.8% 64.8% 51.8% 32
Aug 2026 53.4% 91.2% 40.8% 19
Jul 2026 81.5% 87.3% 62.8% 60
Jun 2026 61.8% 70.2% 54.6% 16
May 2026 65.1% 90.8% 56.2% 20
Apr 2026 89.8% 99.4% 78.8% 72
Mar 2026 65.2% 84.4% 55.8% 35
Feb 2026 62.8% 88.2% 56.0% 31
Jan 2026 77.6% 108.1% 55.1% 54
Dec 2025 45.9% 63.6% 42.4% 5
Nov 2025 58.7% 89.8% 44.6% 24
Oct 2025 96.3% 107.4% 85.7% 84
Sep 2025 57.7% 86.7% 47.1% 24
Aug 2025 52.3% 100.2% 43.1% 10
Jul 2025 90.0% 104.0% 82.9% 51
Jun 2025 53.8% 76.6% 47.2% 8
May 2025 51.2% 56.5% 47.7% 4
Apr 2025 106.0% 131.6% 55.8% 74
Mar 2025 64.1% 90.0% 50.9% 27
Feb 2025 54.6% 94.5% 47.6% 11
Jan 2025 94.1% 108.9% 70.2% 77
Dec 2024 61.2% 71.7% 51.7% 29
Nov 2024 51.5% 61.1% 48.5% 14
Oct 2024 95.7% 107.3% 54.5% 85
Sep 2024 62.5% 91.4% 51.0% 34
Aug 2024 49.5% 66.3% 42.2% 15
Jul 2024 93.0% 105.0% 79.9% 74
Jun 2024 53.5% 85.4% 39.0% 20
May 2024 42.7% 49.6% 38.8% 3
Apr 2024 91.4% 112.3% 53.4% 83
Mar 2024 58.4% 87.3% 42.0% 32
Feb 2024 55.5% 97.4% 44.0% 25
Jan 2024 84.3% 94.3% 68.2% 72
Dec 2023 46.3% 53.3% 42.1% 10
Nov 2023 44.1% 47.6% 40.3% 2
Oct 2023 85.0% 101.7% 49.7% 58
Sep 2023 55.9% 80.9% 43.2% 18
Aug 2023 47.8% 52.9% 44.4% 1
Jul 2023 87.1% 116.0% 48.5% 82
Jun 2023 60.1% 82.8% 48.3% 49
May 2023 56.2% 61.2% 53.4% 44

SNAP IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-21 93 87.7% 69.5%
2026-10-20 91 86.6% 67.3%
2026-10-19 91 86.7% 68.4%
2026-10-16 94 88.0% 61.7%
2026-10-15 97 89.5% 63.4%
2026-10-14 92 87.4% 61.4%
2026-10-13 93 87.5% 61.8%
2026-10-12 91 86.5% 66.9%
2026-10-09 67 74.4% 51.7%
2026-10-08 66 73.9% 49.1%
2026-10-07 74 78.1% 56.9%
2026-10-06 59 70.4% 56.1%
2026-10-05 54 68.0% 54.2%
2026-10-02 52 66.8% 49.1%
2026-10-01 42 61.8% 59.7%
2026-09-30 41 61.4% 56.1%
2026-09-29 39 60.6% 53.0%
2026-09-28 32 56.8% 53.1%
2026-09-25 29 55.5% 46.3%
2026-09-24 38 59.9% 53.5%
2026-09-23 28 54.6% 58.7%
2026-09-22 28 54.8% 55.0%
2026-09-21 48 64.8% 56.4%
2026-09-18 26 53.9% 51.5%
2026-09-17 32 56.8% 56.0%
2026-09-16 36 59.0% 62.7%
2026-09-15 35 58.6% 61.3%
2026-09-14 32 57.1% 60.1%
2026-09-11 30 56.0% 56.3%
2026-09-10 34 57.9% 58.0%

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.