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Snap Inc SNAP 5.64 0.12 2.26%

Previous-day view · Fri Sep 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

SNAP / Comparative study

3 signals / 502 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.68
16.6
Mean
31.71
Window
-1.1%
ATM IV z -0.73
0.55
Mean
0.7
Window
-0.7%
IV Percentile z -1.35
17.13
Mean
52.93
Window
-68.9%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.97 0.90
ATM IV 0.97 1.00 0.92
IV Percent... 0.90 0.92 1.00
Source observations

Data inspector

1-50 of 502
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-11 5.64 16.6 0.55 17.13
2026-09-10 5.52 19.62 0.58 29.08
2026-09-09 5.31 19.59 0.58 28.69
2026-09-08 5.43 18.63 0.57 24.7
2026-09-07 5.47 19.36 0.58 28.4
2026-09-04 5.47 17.27 0.55 21.12
2026-09-03 5.7 18.44 0.57 24.3
2026-09-02 5.59 17.14 0.55 20.72
2026-09-01 5.35 17.35 0.56 21.6
2026-08-31 5.55 18.66 0.57 24.9
2026-08-28 5.43 18.11 0.56 23.6
2026-08-27 5.33 16.78 0.55 21.2
2026-08-26 5.42 18.7 0.57 25.6
2026-08-25 5.92 22.81 0.62 41.2
2026-08-24 5.53 19.11 0.58 27.71
2026-08-21 5.24 11.17 0.48 11.6
2026-08-20 5.21 14.77 0.53 21.6
2026-08-19 5.24 18.36 0.57 25.6
2026-08-18 5.11 11.3 0.49 13.6
2026-08-17 5.18 12.15 0.5 16.47
2026-08-14 5.41 13.14 0.51 19.2
2026-08-13 5.3 14.06 0.52 20.8
2026-08-12 5.2 11.06 0.48 14
2026-08-11 5.51 11.23 0.48 14.4
2026-08-10 5.35 14.62 0.52 21.69
2026-08-07 5.33 14.39 0.52 22
2026-08-06 5.22 16.07 0.54 22.4
2026-08-05 5.33 18.52 0.57 26
2026-08-04 5.79 20.57 0.59 30.8
2026-08-03 5.04 58.3 1.03 99.2
2026-07-31 4.69 45.84 0.89 79.2
2026-07-30 4.69 49.33 0.93 86.4
2026-07-29 4.73 49.01 0.92 85.6
2026-07-28 4.77 47.09 0.9 82.4
2026-07-27 4.52 47.6 0.91 83.94
2026-07-24 4.35 47.2 0.9 82.8
2026-07-23 4.41 46.98 0.9 82
2026-07-22 4.47 44.64 0.87 76
2026-07-21 4.56 46.09 0.89 79.2
2026-07-20 4.56 46.38 0.89 79.92
2026-07-17 4.53 43.58 0.86 74.4
2026-07-16 4.69 41.77 0.84 70.4
2026-07-15 4.76 42.49 0.85 71.6
2026-07-14 4.68 41.22 0.83 70
2026-07-13 4.66 44 0.86 73.49
2026-07-10 4.68 31.83 0.72 61.2
2026-07-09 4.7 34.13 0.75 62.8
2026-07-08 4.63 34.58 0.75 62.8
2026-07-07 4.65 33.81 0.75 62.4
2026-07-02 4.84 24.06 0.63 46.22