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Snap Inc SNAP 5.09 -0.83 -14.02%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

SNAP / Comparative study

3 signals / 490 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.30
24.18
Mean
30.5
Window
+41.9%
ATM IV z -0.09
0.67
Mean
0.69
Window
+21.4%
IV Percentile z 0.18
56.5
Mean
51.73
Window
+8.3%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.98 0.90
ATM IV 0.98 1.00 0.93
IV Percent... 0.90 0.93 1.00
Source observations

Data inspector

1-50 of 490
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-05 5.09 24.18 0.67 56.5
2026-11-04 5.92 42.85 0.8 70.2
2026-11-03 5.59 44.29 0.82 71.37
2026-11-02 5.45 55.67 0.94 94.09
2026-10-30 5.34 52.64 0.96 94.49
2026-10-29 5.68 46.61 0.89 87.35
2026-10-28 5.96 50.72 0.94 94.44
2026-10-27 6.08 47.68 0.91 90.48
2026-10-26 6.34 46.57 0.89 87.65
2026-10-23 6.34 46.24 0.89 86.11
2026-10-22 6.35 47.78 0.91 89.68
2026-10-21 6.35 44.11 0.86 79.37
2026-10-20 6.38 46.08 0.89 84.92
2026-10-19 6.27 42.56 0.85 76.89
2026-10-15 6.44 45.24 0.88 82.54
2026-10-14 6.1 44.36 0.87 79.76
2026-10-13 6.49 42.27 0.84 75
2026-10-12 6.53 40.68 0.83 73.71
2026-10-09 6.23 27.94 0.68 59.13
2026-10-08 5.86 30.16 0.7 63.89
2026-10-07 5.81 30.42 0.71 63.89
2026-10-06 5.78 29.73 0.7 63.49
2026-10-05 5.61 23.8 0.63 49.4
2026-10-02 5.58 21.31 0.6 35.32
2026-10-01 5.65 18.3 0.57 20.63
2026-09-30 5.4 20.13 0.59 29.76
2026-09-29 5.34 20.06 0.59 28.97
2026-09-28 5.22 21.84 0.61 37.05
2026-09-25 5.42 18.48 0.57 21.43
2026-09-24 5.43 22.68 0.62 41.43
2026-09-23 5.29 22.66 0.62 40.64
2026-09-22 5.62 19.59 0.58 26.29
2026-09-21 5.7 20.7 0.59 30.8
2026-09-18 5.53 17.88 0.56 19.12
2026-09-17 5.65 19.7 0.58 28.29
2026-09-16 5.72 21.72 0.61 35.46
2026-09-15 5.83 21.25 0.6 33.47
2026-09-14 5.84 20.14 0.59 30
2026-09-11 5.68 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
2026-09-04 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