SNOW · Expected Move
Snowflake Inc.
The expected move for SNOW 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).
SNOW 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 SNOW Expected Move
30-Day Straddle
$35.97
7-Day Straddle
$18.60
30-Day ATM IV
46.4%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to SNOW'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.
SNOW Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $35.97 | $18.60 | 46.4% | 10% |
| 20261007 | $35.65 | $17.60 | 46.2% | 10% |
| 20261006 | $35.92 | $19.60 | 46.0% | 9% |
| 20261005 | $37.58 | $13.85 | 46.6% | 9% |
| 20261002 | $36.25 | $17.42 | 48.3% | 13% |
| 20261001 | $38.35 | $18.62 | 49.5% | 16% |
| 20260930 | $37.70 | $20.50 | 48.7% | 14% |
| 20260929 | $37.97 | $21.12 | 49.5% | 16% |
| 20260928 | $38.00 | $14.98 | 48.8% | 14% |
| 20260925 | $35.33 | $17.10 | 47.7% | 12% |
| 20260924 | $35.65 | $18.45 | 47.4% | 11% |
| 20260923 | $36.03 | $20.23 | 47.2% | 11% |
| 20260922 | $36.33 | $20.77 | 46.5% | 9% |
| 20260921 | $36.90 | $14.47 | 46.2% | 8% |
| 20260918 | $31.62 | $14.52 | 43.4% | 2% |
| 20260917 | $33.38 | $16.82 | 43.7% | 3% |
| 20260916 | $36.15 | $20.73 | 47.6% | 11% |
| 20260915 | $34.65 | $19.62 | 45.9% | 7% |
| 20260914 | $35.67 | $14.55 | 45.2% | 6% |
| 20260911 | $33.27 | $15.53 | 45.8% | 7% |
| 20260910 | $33.58 | $18.15 | 45.4% | 6% |
| 20260909 | $35.05 | $19.42 | 46.0% | 8% |
| 20260908 | $35.48 | $21.12 | 45.8% | 7% |
| 20260904 | $32.00 | $15.30 | 42.6% | 0% |
| 20260903 | $35.25 | $19.40 | 44.2% | 0% |
| 20260902 | $49.83 | $42.95 | 71.5% | 53% |
| 20260901 | $51.40 | $44.05 | 70.1% | 48% |
| 20260831 | $52.50 | $40.20 | 68.1% | 42% |
| 20260828 | $49.95 | $40.55 | 67.6% | 41% |
| 20260827 | $51.40 | $42.20 | 69.1% | 45% |
| 20260826 | $50.80 | $41.15 | 70.6% | 50% |
| 20260825 | $52.85 | $43.50 | 72.9% | 57% |
| 20260824 | $53.30 | $15.22 | 71.2% | 52% |
| 20260821 | $52.73 | $17.52 | 70.5% | 50% |
| 20260820 | $50.58 | $18.23 | 69.7% | 48% |
| 20260819 | $51.85 | $19.40 | 68.8% | 45% |
| 20260818 | $52.30 | $21.08 | 70.1% | 49% |
| 20260817 | $53.38 | $13.85 | 70.0% | 49% |
| 20260814 | $50.45 | $15.25 | 68.5% | 46% |
| 20260813 | $56.05 | $18.65 | 72.7% | 59% |
| 20260812 | $54.80 | $19.73 | 71.7% | 57% |
| 20260811 | $57.00 | $22.38 | 74.1% | 64% |
| 20260810 | $58.92 | $15.20 | 76.1% | 69% |
| 20260807 | — | — | 76.0% | 69% |
| 20260806 | $55.85 | $22.05 | 78.2% | 76% |
| 20260805 | $54.75 | $24.65 | 76.6% | 72% |
| 20260804 | $57.73 | $26.75 | 77.1% | 73% |
| 20260803 | $57.38 | $19.65 | 74.9% | 67% |
| 20260731 | $49.40 | $20.57 | 75.8% | 70% |
| 20260730 | $53.40 | $24.32 | 80.5% | 82% |
| 20260729 | $52.02 | $26.65 | 80.2% | 82% |
| 20260728 | $49.55 | $25.18 | 77.9% | 75% |
| 20260727 | $47.98 | $17.60 | 71.8% | 59% |
| 20260724 | $36.42 | $18.93 | 66.0% | 43% |
| 20260723 | $37.17 | $21.15 | 65.0% | 41% |
| 20260722 | $39.60 | $22.98 | 64.5% | 39% |
| 20260721 | $39.53 | $23.62 | 62.8% | 35% |
| 20260720 | $41.65 | $16.75 | 64.3% | 39% |
| 20260716 | $36.38 | $18.88 | 59.0% | 24% |
| 20260715 | $36.55 | $20.00 | 58.5% | 23% |
More on SNOW
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.