Options Skew Analytics

SNOW option chain

Strikes around the forward, as they were quoted at the close

Data as of 23 September 2026 (end of day)

2026-09-25(2 days)ATM 53.37%±13.25skew +1.38
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
049$23.65$29.40—$310.0059.08%$0.15$0.2550976
01$21.00$26.75—$312.50—————
573$19.15$23.85—$315.0056.46%$0.36$0.43592157
533$16.25$20.70—$317.5055.78%$0.50$0.6540988
1374$14.90$19.45—$320.0056.24%$0.78$0.98567139
031$13.50$14.25—$322.5055.80%$1.14$1.3421473
7143$11.50$12.25—$325.0055.26%$1.63$1.78517257
052$9.75$10.30—$327.5055.33%$2.22$2.4824644
222248$8.10$8.65—$330.0055.35%$3.05$3.25544376
112226$6.55$7.30—$332.5055.41%$3.95$4.3053465
1451,008$5.05$5.95—$335.0053.40%$4.70$5.45761200
3581,257$4.15$4.5053.33%$337.50—$6.35$6.95134183
1,3982,789$3.30$3.5554.23%$340.00—$7.55$8.40657416
225602$2.48$2.6653.80%$342.50—$9.55$10.3511520
491759$1.84$2.0153.95%$345.00—$11.25$12.0510718
377237$1.36$1.5354.53%$347.50—$13.45$14.103554
1,1033,494$1.00$1.1455.07%$350.00—$15.55$16.40182428
324254$0.71$0.9056.04%$352.50—$15.55$19.9024935
3911,011$0.55$0.6657.06%$355.00—$18.55$23.10463
67234$0.41$0.5058.11%$357.50—$19.70$24.9570
408931$0.31$0.4360.16%$360.00—$22.25$26.851782

Forward $335.43. The 25-delta put carries +1.38 volatility points over the 25-delta call.

2026-10-02(9 days)ATM 49.19%±25.91skew +0.46
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
284$25.95$29.90—$310.0049.95%$1.91$2.2516147
—————$312.5049.99%$2.41$2.66803
150$22.00$26.70—$315.0049.92%$2.89$3.2016433
011$20.15$23.15—$317.5049.67%$3.40$3.804412
642$19.25$21.20—$320.0049.54%$4.00$4.5022927
540$17.40$18.55—$322.5049.78%$4.75$5.356732
694$15.90$16.60—$325.0048.75%$5.55$5.85359110
210$14.40$14.95—$327.5049.35%$6.45$7.0514621
17183$12.90$13.50—$330.0049.45%$7.50$8.1023348
918$11.50$12.15—$332.5049.56%$8.55$9.358054
134180$10.25$10.80—$335.0049.10%$9.75$10.408834
3682$9.05$9.7049.24%$337.50—$11.05$11.952328
137337$7.95$8.6049.17%$340.00—$12.50$13.2511421
3929$7.00$7.7549.62%$342.50—$14.05$14.80832
120221$6.15$6.9550.02%$345.00—$15.60$16.30316
2030$5.35$6.0049.74%$347.50—$17.05$18.5074
4291,315$4.65$5.2549.82%$350.00—$18.95$19.90536
428$4.00$4.6049.89%$352.50—————
98172$3.45$3.7049.08%$355.00—$21.00$24.207717
2612$2.92$3.4049.73%$357.50—————
47152$2.58$2.7849.60%$360.00—$25.30$28.15261

Forward $335.45. The 25-delta put carries +0.46 volatility points over the 25-delta call.

2026-10-09(16 days)ATM 47.79%±33.63skew -0.92
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$27.85$32.15—$310.0048.16%$3.60$4.201315
—————$312.5048.41%$4.25$4.8510
1422$24.55$27.80—$315.0047.90%$4.70$5.50361
—————$317.5048.46%$5.35$6.55011
1047$21.95$24.20—$320.0047.96%$6.30$6.9513024
—————$322.5047.21%$6.80$7.8001
056$18.40$19.70—$325.0048.36%$7.90$9.151173
61$17.25$18.35—$327.5047.58%$8.85$9.8072
2162$15.95$17.20—$330.0048.20%$9.45$11.701658
022$14.40$15.75—$332.5047.64%$11.05$12.10113
1576$13.30$14.60—$335.0047.98%$12.55$13.25827
64$12.25$13.1547.78%$337.50—$13.75$14.85253
6570$11.15$12.3548.38%$340.00—$15.15$16.551628
3737$10.00$11.2048.01%$342.50—$16.35$18.00191
2282$9.05$10.2548.11%$345.00—$17.95$19.80400
492$8.15$9.3548.14%$347.50—————
3393$7.55$8.4548.50%$350.00—$21.05$23.10441
81$6.85$7.8048.92%$352.50—$23.20$24.3502
767$6.15$6.9548.71%$355.00—$24.90$26.3091
291$5.30$6.2548.26%$357.50—————
4468$4.95$5.6548.83%$360.00—$27.25$30.55343

Forward $336.05. The 25-delta put carries -0.92 volatility points over the 25-delta call.

2026-10-16(23 days)ATM 48.09%±40.56skew +0.31
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
5548$31.45$33.15—$310.0048.46%$5.75$6.151,13811
—————$312.5048.33%$6.45$6.8043
02$26.90$30.00—$315.0048.00%$7.00$7.6076
43$25.65$28.55—$317.5048.19%$8.00$8.3501
11878$24.35$25.45—$320.0048.50%$8.85$9.455454
17$22.60$24.10—$322.5048.52%$9.65$10.5501
06$21.45$22.35—$325.0048.03%$10.65$11.25312
223$20.15$20.85—$327.5048.29%$11.85$12.3520
124833$18.80$19.50—$330.0048.13%$12.95$13.402,43128
1527$17.15$18.15—$332.5047.86%$14.10$14.4511
98329$16.40$16.90—$335.0048.16%$15.40$15.852811
3049$15.05$15.9048.18%$337.50—$16.50$17.30407
3831,053$13.95$14.5047.80%$340.00—$17.75$18.5583117
3931$12.70$13.3547.38%$342.50—$19.25$20.003523
87153$11.85$12.5547.91%$345.00—————
69$10.45$11.8047.51%$347.50—$22.15$23.3010
5772,625$10.10$10.6547.93%$350.00—$24.15$24.9579932
2022$9.40$9.9048.27%$352.50—$25.50$27.0010
7819$8.55$9.1048.13%$355.00—$27.15$28.2027
810$7.95$8.3548.32%$357.50—$28.80$30.05216
5761,347$7.20$7.5548.01%$360.00—$30.85$31.702110

Forward $336.03. The 25-delta put carries +0.31 volatility points over the 25-delta call.

2026-10-23(30 days)ATM 48.01%±46.31skew -0.54
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$285.0049.20%$2.28$2.83784
010$48.90$52.35—$290.0048.99%$3.05$3.45606
03$43.30$47.60—$295.0048.85%$3.80$4.40824
05$39.00$43.80—$300.0048.39%$4.70$5.358513
015$35.40$39.70—$305.0048.18%$5.80$6.55534
156$32.30$34.75—$310.0047.62%$7.00$7.80344
010$29.75$31.90—$315.0047.52%$8.55$9.35201
248$26.20$29.20—$320.0047.82%$10.30$11.40155102
032$23.25$24.90—$325.0047.63%$12.35$13.25590
25144$21.00$23.10—$330.0047.67%$13.95$16.151480
1948$17.60$20.50—$335.0047.86%$16.60$18.552050
70258$16.05$17.5548.02%$340.00—$19.60$21.15242
858$13.35$16.3048.35%$345.00—$21.65$24.708270
36352$12.20$13.3547.95%$350.00—$24.15$27.35620
350$10.30$12.4548.79%$355.00—$27.90$30.25190
498$9.20$10.3548.60%$360.00—$31.30$35.2090
0267$7.85$8.7048.18%$365.00—$35.20$37.503760
336$6.75$7.4548.24%$370.00—$38.20$41.80490
017$5.70$6.3548.16%$375.00—$41.90$46.152190
6138$4.80$5.4048.12%$380.00—$45.90$50.8512
035$4.10$4.6048.30%$385.00—————

Forward $336.48. The 25-delta put carries -0.54 volatility points over the 25-delta call.

2026-10-30(37 days)ATM 48.92%±52.48skew +0.35
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
—————$285.0049.92%$3.40$3.95380
—————$290.0049.66%$4.20$4.801813
01$45.50$49.40—$295.0049.54%$5.10$5.90197
914$41.15$45.10—$300.0049.42%$6.25$7.054821
02$37.55$41.95—$305.0049.33%$7.50$8.45227
214$33.70$37.55—$310.0048.75%$8.70$9.901421
05$31.00$34.30—$315.0048.35%$10.25$11.45235
112$29.00$31.35—$320.0048.58%$12.10$13.55406
05$24.85$28.00—$325.0048.01%$13.95$15.40822
1137$23.10$25.45—$330.0048.68%$16.05$18.401278
2317$20.90$22.65—$335.0048.92%$19.00$20.604615
1829$18.65$20.2048.84%$340.00—$21.00$23.5075
1813$16.50$18.6049.44%$345.00—$23.85$26.5010
422$14.35$16.4048.91%$350.00—$26.15$29.40210
011$12.45$14.8549.04%$355.00—————
411$10.80$12.8048.45%$360.00—$32.30$35.75300
512$9.25$11.1048.00%$365.00—$35.80$40.2002
370$8.15$9.7548.19%$370.00—$40.45$43.8540
315$7.65$8.6049.13%$375.00—$43.40$47.85120
081$6.55$7.5048.98%$380.00—$48.30$51.9030
227$5.65$6.5048.92%$385.00—————

Forward $336.98. The 25-delta put carries +0.35 volatility points over the 25-delta call.

2026-11-20(58 days)ATM 49.40%±66.42skew -0.04
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
51,153$95.90$102.30—$240.0054.86%$1.25$1.922494
1263$87.65$92.85—$250.0053.52%$2.02$2.4446514
0309$78.60$83.85—$260.0052.38%$2.94$3.301,03113
0507$69.70$73.75—$270.0051.52%$4.15$4.5584840
1271$61.45$65.15—$280.0050.72%$5.70$6.201,0209
0173$54.00$58.05—$290.0050.29%$7.90$8.301,06656
1438$46.70$50.65—$300.0049.92%$10.55$11.0055056
15303$40.85$43.20—$310.0050.07%$13.80$14.701,1427
2523$34.65$35.90—$320.0049.54%$17.70$18.3079726
34334$29.60$30.55—$330.0049.70%$22.20$23.202668
100790$24.80$25.3549.42%$340.00—$27.40$28.1585721
2183,993$20.55$21.3049.39%$350.00—$33.20$34.3015057
8729$17.00$18.0049.68%$360.00—$38.70$40.651714
14866$14.00$14.7549.58%$370.00—$46.40$47.45500
29861$11.45$12.1549.66%$380.00—$53.00$55.15680
88620$9.35$10.1049.95%$390.00—$59.25$63.35340
188731$7.55$8.2049.95%$400.00—$67.50$72.20260
0995$6.20$6.6050.11%$410.00—$76.05$81.4040
7874$4.90$5.5050.33%$420.00—$84.85$90.5540
0262$4.05$4.4550.66%$430.00—$93.90$99.1010
75203$3.25$3.6550.91%$440.00—$104.55$108.8020

Forward $337.28. The 25-delta put carries -0.04 volatility points over the 25-delta call.

2026-12-18(86 days)ATM 57.02%±93.73skew +0.28
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01,311$100.00$104.65—$240.0059.33%$4.30$4.8545611
111,522$92.05$97.15—$250.0059.18%$6.00$6.301,34617
01,073$84.20$89.10—$260.0058.50%$7.60$8.154043
0454$76.20$81.40—$270.0058.24%$9.85$10.359413
01,137$68.90$72.70—$280.0057.90%$12.40$12.95418120
2514$62.10$66.85—$290.0057.65%$15.40$16.001,457122
172,312$55.90$59.35—$300.0057.54%$18.85$19.602,53980
5978$50.05$52.95—$310.0057.23%$22.65$23.5016280
11,025$45.45$47.55—$320.0057.52%$27.15$28.3021847
81,034$39.45$41.15—$330.0057.17%$31.95$32.901523
49825$35.45$37.4557.25%$340.00—$37.25$38.40670154
591,091$31.45$32.9557.09%$350.00—$43.00$44.602911
92,146$27.35$29.0556.70%$360.00—$49.15$50.90680
6440$24.40$26.4557.64%$370.00—$55.80$57.35580
0697$21.40$23.4057.67%$380.00—$62.80$64.35660
1476$18.75$20.4057.50%$390.00—$67.80$72.50400
131,333$16.40$17.4557.11%$400.00—$74.95$79.10150
2255$14.30$15.4057.23%$410.00—$84.20$86.65190
6719$12.50$13.5557.38%$420.00—$91.70$95.30360
19265$10.90$11.6057.19%$430.00—$99.75$104.0590
31150$9.45$10.4057.51%$440.00—$108.65$112.4010

Forward $338.61. The 25-delta put carries +0.28 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.