SNAP Historical IV

Historical 30-day IV and skew data for SNAP.

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Date IV Skew
2021-04-16 77.465739% -1.220387
2021-04-15 73.647069% -0.227961
2021-04-14 71.009302% -7.344546
2021-04-13 71.947954% -7.391147
2021-04-12 73.155930% 2.178620
2021-04-09 75.560104% -0.358926
2021-04-08 76.505778% -2.748715
2021-04-07 77.054865% -4.211335
2021-04-06 76.063296% 0.001326
2021-04-05 75.085742% -2.103121
2021-04-01 76.414665% 1.498828
2021-03-31 79.436149% 7.394928
2021-03-30 73.547802% 7.334028
2021-03-29 81.375807% 11.141234
2021-03-26 83.117547% 1.622688
2021-03-25 80.501661% -6.387424
2021-03-24 78.002564% -1.251793
2021-03-23 72.923270% 9.332737
2021-03-22 69.404112% 5.657485
2021-03-19 66.152764% 4.352327
2021-03-18 66.430885% 4.160196
2021-03-17 59.486937% 3.156929
2021-03-16 59.781149% 3.542724
2021-03-15 60.543380% 0.625393
2021-03-12 65.851978% 5.964967
2021-03-11 61.765272% 2.849905
2021-03-10 64.337647% 8.954169
2021-03-09 63.735985% 5.473934
2021-03-08 71.899659% 9.161945
2021-03-05 64.456220% 11.560024
2021-03-04 65.713660% 3.466700
2021-03-03 63.829701% 4.006017
2021-03-02 60.425836% -0.298238
2021-03-01 63.379826% 0.133740
2021-02-26 67.430524% 0.962513
2021-02-25 68.247979% -4.345501
2021-02-24 61.060967% -4.180290
2021-02-23 69.913721% 10.600750
2021-02-22 61.970972% 3.043881
2021-02-19 56.253021% -0.536323
2021-02-18 57.898428% 0.717012
2021-02-17 57.740705% 0.225454
2021-02-16 58.747841% -0.119175
2021-02-12 57.697022% -6.967226
2021-02-11 58.325304% 0.225453
2021-02-10 59.388861% -0.815635
2021-02-09 58.998923% 0.301766
2021-02-08 59.071065% -2.733993
2021-02-05 60.311361% -2.962496
2021-02-04 90.329641% -2.197547
2021-02-03 86.003629% -0.885008
2021-02-02 87.256536% -1.016452
2021-02-01 91.796902% -0.762179
2021-01-29 94.475767% -2.878126
2021-01-28 95.694617% -0.432524
2021-01-27 114.698151% 1.868903
2021-01-26 89.602914% -1.043952
2021-01-25 87.773726% 0.937359
2021-01-22 85.349653% -0.795938
2021-01-21 80.233270% -0.824776
2021-01-20 78.311998% 0.291369
2021-01-19 76.724831% -0.118381
2021-01-15 78.865928% -3.403793
2021-01-14 81.879449% -7.754125
2021-01-13 77.754037% -1.620021
2021-01-12 77.638118% -0.244054
2021-01-11 77.263484% 4.095410
2021-01-08 70.033408% 3.158968
2021-01-07 73.921828% -1.137465
2021-01-06 75.183700% 4.614271
2021-01-05 72.058936% -1.790018
2021-01-04 71.171327% -1.004390
2020-12-31 55.111182% 3.626282
2020-12-30 53.343111% -2.791994
2020-12-29 54.266384% 6.370851
2020-12-28 52.008252% 5.631347
2020-12-24 50.678992% 0.237275
2020-12-23 49.553762% -2.009642
2020-12-22 52.206984% 0.604529
2020-12-21 52.749176% 0.306722
2020-12-18 51.164190% -5.647973
2020-12-17 53.058154% -1.593640
2020-12-16 52.698881% -0.004406
2020-12-15 52.275337% -3.352957
2020-12-14 53.308540% -1.416343
2020-12-11 55.564962% -3.093424
2020-12-10 55.004155% -4.201855
2020-12-09 53.397074% -1.073406
2020-12-08 53.436527% -0.510197
2020-12-07 54.982354% 0.055090
2020-12-04 52.922530% 0.206366
2020-12-03 54.172917% 1.504092
2020-12-02 56.310808% -1.568903
2020-12-01 52.327940% -0.540001
2020-11-30 53.162209% -2.782253
2020-11-27 51.976144% -2.770643
2020-11-25 53.072588% -2.535719
2020-11-24 53.451160% -2.576037
2020-11-23 53.400752% -3.064074
2020-11-20 54.500625% -4.199192
2020-11-19 52.813528% -2.845169
2020-11-18 55.044887% -1.118296
2020-11-17 51.558828% 0.380834
2020-11-16 53.050360% -0.545874
2020-11-13 51.398032% -0.124937
2020-11-12 54.476353% -1.008486
2020-11-11 52.023953% -1.888121
2020-11-10 54.358051% 0.404592
2020-11-09 51.057715% -1.910320
2020-11-06 54.819014% -3.265672
2020-11-05 50.088381% 0.916045
2020-11-04 52.749606% 2.236840
2020-11-03 55.410003% 3.037941
2020-11-02 57.508777% 1.111553
2020-10-30 58.656632% 4.159675
2020-10-29 57.194810% 1.961516
2020-10-28 62.591493% 1.557728
2020-10-27 56.247429% 1.338216
2020-10-26 58.446770% 2.249441
2020-10-23 60.948913% -0.047159
2020-10-22 56.201575% 0.854944
2020-10-21 60.314336% 2.066870
2020-10-20 76.769625% -2.200012
2020-10-19 75.987156% -1.884432
2020-10-16 72.547627% 7.344717
2020-10-15 74.533880% -11.714519
2020-10-14 70.449945% -0.334284
2020-10-13 69.748401% 2.474140
2020-10-12 69.455213% 8.016585
2020-10-09 69.759220% 0.464159
2020-10-08 71.157470% -0.217767
2020-10-07 72.433391% 1.139178
2020-10-06 71.880017% -4.193189
2020-10-05 70.435972% -1.548004
2020-10-02 69.986501% -0.129033
2020-10-01 69.631052% 11.775569
2020-09-30 69.202348% -8.189606
2020-09-29 71.757341% 1.588903
2020-09-28 70.766878% 3.685436
2020-09-25 70.899319% 9.999089
2020-09-24 75.170216% 1.342977
2020-09-23 73.990729% 6.007040
2020-09-22 68.704496% -9.028501
2020-09-21 65.364724% 1.623009
2020-09-18 57.545897% 7.339104
2020-09-17 52.886200% 5.852328
2020-09-16 50.953215% 2.318967
2020-09-15 50.590298% 3.638990
2020-09-14 52.615767% 1.877811
2020-09-11 51.888469% 1.693742
2020-09-10 52.513069% 1.894935
2020-09-09 53.486953% -0.391060
2020-09-08 58.839065% 6.752060
2020-09-04 58.866287% 6.893162
2020-09-03 60.977098% -0.256974
2020-09-02 59.355009% -1.956519
2020-09-01 52.989575% -1.432955
2020-08-31 52.302470% 6.307042
2020-08-28 51.194214% 3.244808
2020-08-27 50.588297% 4.409380
2020-08-26 48.223845% 4.049494
2020-08-25 46.999498% -1.595881
2020-08-24 48.784529% 3.507815
2020-08-21 47.605314% 3.117450
2020-08-20 47.084375% 3.832224
2020-08-19 47.799430% 3.419056
2020-08-18 48.989120% 1.897069
2020-08-17 49.404713% 3.780466
2020-08-14 51.912247% 0.322609
2020-08-13 52.295409% -1.006073
2020-08-12 53.852584% -0.261247
2020-08-11 56.363662% 1.052959
2020-08-10 57.395641% -2.146356
2020-08-07 59.161818% -2.340834
2020-08-06 52.159109% -1.002126
2020-08-05 52.206636% -1.462834
2020-08-04 56.345211% 1.261510
2020-08-03 55.340501% 0.089548
2020-07-31 57.070163% 2.289881
2020-07-30 48.832372% 5.337147
2020-07-29 47.334768% 0.408967
2020-07-28 47.624576% 5.130021
2020-07-27 48.955667% 4.380238
2020-07-24 49.210765% 1.812818
2020-07-23 51.718015% 7.140888
2020-07-22 51.518451% 1.684547
2020-07-21 75.263013% -2.673412
2020-07-20 77.583861% -3.385559
2020-07-17 77.208521% 0.281448
2020-07-16 79.586637% -0.233532
2020-07-15 78.637342% -11.193676
2020-07-14 79.389054% -5.997684
2020-07-13 78.323720% 2.322841
2020-07-10 80.934779% -11.743505
2020-07-09 79.887651% -9.045416
2020-07-08 79.198654% 0.780402
2020-07-07 70.119653% -1.076249
2020-07-06 69.006614% 10.578136
2020-07-02 62.951792% 12.283579
2020-07-01 65.241143% -1.397118
2020-06-30 67.491956% -1.874614
2020-06-29 68.506072% 3.932746
2020-06-26 69.197298% 3.120010
2020-06-25 64.576741% 4.390954
2020-06-24 65.130883% 20.180948
2020-06-23 57.976707% -3.288379
2020-06-22 60.629077% 5.759363
2020-06-19 53.275440% 7.201399
2020-06-18 51.746723% 6.268825
2020-06-17 51.763655% 3.959248
2020-06-16 49.022564% 7.297215
2020-06-15 51.360907% 2.299391
2020-06-12 55.097161% 15.096984
2020-06-11 57.041237% 4.312852
2020-06-10 52.044205% 1.608115
2020-06-09 52.139561% 4.206311
2020-06-08 53.586285% 1.075898
2020-06-05 47.928279% 4.139373
2020-06-04 51.220208% 2.844766
2020-06-03 52.079807% 3.928111
2020-06-02 50.578026% 5.030408
2020-06-01 52.239101% 3.902038
2020-05-29 51.433735% 8.178357
2020-05-28 51.287551% 2.198544
2020-05-27 48.226841% 8.910192
2020-05-26 48.772025% 5.656428
2020-05-22 49.546078% 7.219504
2020-05-21 50.748296% 7.313264
2020-05-20 52.745236% 8.875830
2020-05-19 51.269155% 7.550222
2020-05-18 51.603857% 6.337844
2020-05-15 54.407200% 7.630956
2020-05-14 56.437614% 5.719387
2020-05-13 55.458659% 6.785830
2020-05-12 50.639572% 10.293063
2020-05-11 51.182885% 6.473407
2020-05-08 51.086587% 5.903373
2020-05-07 53.441721% 3.682899
2020-05-06 54.237781% 6.348691
2020-05-05 54.666502% 7.918358
2020-05-04 56.025317% 7.684887
2020-05-01 55.710253% 4.720509
2020-04-30 51.711704% 8.615593
2020-04-29 52.457648% 5.953184
2020-04-28 52.871705% 0.894543
2020-04-27 55.760743% 6.700343
2020-04-22 78.572596% 1.243668
2020-04-21 101.865160% 19.157979
2020-04-20 91.609445% 21.458974
2020-04-17 90.786851% 15.108043
2020-04-16 92.275543% 16.833279
2020-04-15 88.269204% 11.421437
2020-04-14 79.506482% 15.619978
2020-04-13 81.173060% 11.297726
2020-04-09 78.825406% 16.988652
2020-04-08 80.468154% 21.491894
2020-04-07 83.419912% 13.716554
2020-04-06 84.765492% -4.634133
2020-04-03 93.893498% 28.304865
2020-04-02 90.549756% 21.715374
2020-04-01 102.001322% 32.105557
2020-03-31 85.374872% 16.594210
2020-03-30 86.413998% 13.542203
2020-03-27 99.648080% 14.740822
2020-03-26 96.823430% 12.163753
2020-03-25 95.846103% 12.784337
2020-03-24 97.064456% 11.209892
2020-03-23 100.497772% 11.200172
2020-03-20 101.209350% 14.754712
2020-03-19 117.094805% 35.898474
2020-03-18 122.479432% 19.045071
2020-03-17 113.396015% 11.614854
2020-03-16 116.671124% 10.634774
2020-03-13 85.721127% 10.109436
2020-03-12 105.290331% 18.029306
2020-03-11 94.083495% 12.702831
2020-03-10 80.286133% 8.676884
2020-03-09 89.386967% 18.225663
2020-03-06 74.340247% 8.921812
2020-03-05 65.177327% 7.139703
2020-03-04 56.939391% 2.977523
2020-03-03 62.046997% 6.886183
2020-03-02 54.808310% 2.846765
2020-02-28 69.174320% -1.190933
2020-02-27 59.900980% 9.238607
2020-02-26 51.771958% 7.595287
2020-02-25 50.057769% 4.226449
2020-02-24 47.823216% 3.958509
2020-02-21 42.690502% 1.463732
2020-02-20 40.773999% 1.288558
2020-02-19 38.331735% 2.853094
2020-02-18 39.071722% 3.504573
2020-02-14 36.259659% 1.615335
2020-02-13 37.830310% 2.568928
2020-02-12 38.624864% 0.820194
2020-02-11 39.473248% 3.522836
2020-02-10 40.016246% 0.938300
2020-02-07 40.681589% 4.812565
2020-02-06 42.139077% 0.836424
2020-02-05 46.263465% 2.294377
2020-02-04 63.952714% -7.555120
2020-02-03 64.383600% 2.360419
2020-01-31 63.892138% 0.956597
2020-01-30 60.952252% -0.499259
2020-01-29 61.541386% 4.873679
2020-01-28 60.815468% -0.262532
2020-01-27 64.780014% 0.771051
2020-01-24 63.823697% 0.354152
2020-01-23 60.856330% 0.301650
2020-01-22 61.805816% -2.872829
2020-01-21 62.896613% 0.081263
2020-01-17 60.413964% -0.343322
2020-01-16 58.725901% -0.248196
2020-01-15 59.985507% -0.198171
2020-01-14 61.340392% -0.798114
2020-01-13 61.721092% 0.409127
2020-01-10 62.384111% 0.977133
2020-01-09 61.905135% -1.493919
2020-01-08 63.939207% 5.917212
2020-01-07 57.941096% 0.851991
2020-01-06 54.217376% 2.605834
2020-01-03 48.248206% 2.075886
2020-01-02 45.182677% 4.631059
2019-12-31 41.998489% -0.533018
2019-12-30 42.481378% 2.100720
2019-12-27 40.689626% 2.134568
2019-12-26 40.833825% 0.428130
2019-12-24 37.691664% 0.067728
2019-12-23 37.163706% 3.930431
2019-12-20 37.025816% 5.581438
2019-12-19 38.571474% 5.004099
2019-12-18 37.555069% 3.704320
2019-12-17 37.582911% 2.629271
2019-12-16 37.620149% 2.222431
2019-12-13 37.704541% 1.881619
2019-12-12 39.098244% 3.305167
2019-12-11 39.508080% 4.304749
2019-12-10 40.352185% 2.020932
2019-12-09 39.657063% 1.802436
2019-12-06 37.269417% 2.752654
2019-12-05 39.833748% 2.379175
2019-12-04 40.221292% 5.800292
2019-12-03 42.075993% 6.788324
2019-12-02 41.405994% 0.450642
2019-11-29 39.534438% 2.368509
2019-11-27 39.459294% 3.453655
2019-11-26 40.397244% 2.609851
2019-11-25 41.125768% 1.227542
2019-11-22 44.300563% 1.211695
2019-11-21 46.296988% 1.032655
2019-11-20 44.572974% 3.352822
2019-11-19 43.743710% 2.976002
2019-11-18 43.245260% 1.079782
2019-11-15 43.292023% -3.170437
2019-11-14 40.550878% 4.748626
2019-11-13 40.765923% 5.829707
2019-11-12 40.971795% 3.095257
2019-11-11 41.174939% 6.220086
2019-11-08 41.990090% 4.323936
2019-11-07 43.243774% 3.332762
2019-11-06 42.232985% 5.039856
2019-11-05 43.141143% 5.820143
2019-11-04 42.402430% 5.682272
2019-11-01 42.379212% 3.170445
2019-10-31 44.521012% 3.714405
2019-10-30 43.966862% 5.274388
2019-10-29 45.249468% 3.590073
2019-10-28 44.916781% 3.510170
2019-10-25 45.283790% 3.679295
2019-10-24 47.987778% 3.860562
2019-10-23 49.305870% 2.379210
2019-10-22 84.757139% 22.240338
2019-10-21 77.759058% 1.379712
2019-10-18 79.294204% 2.440732
2019-10-17 73.350745% 2.417347
2019-10-16 76.643051% 0.360128
2019-10-15 70.405111% 3.446595
2019-10-14 73.072651% 3.045267
2019-10-11 70.929342% -0.024345
2019-10-10 76.539457% 3.068345
2019-10-08 79.332093% 3.444514
2019-10-07 78.207437% 4.470406
2019-10-04 82.267468% 4.059023
2019-10-03 81.996261% 5.297185
2019-10-01 75.651843% -3.496806
2019-09-27 72.050008% 6.014344
2019-09-26 69.539024% 3.528400
2019-09-25 69.367535% -1.573426
2019-09-24 66.656248% 3.064029
2019-09-23 59.124584% 4.429748
2019-09-20 49.429046% 3.903080
2019-09-19 47.711372% 3.144732
2019-09-18 46.926119% 1.561748
2019-09-17 46.884947% 4.497394
2019-09-16 44.422228% 4.122124
2019-09-13 43.150075% 2.252175
2019-09-12 44.909442% 5.676611
2019-09-11 47.290723% 2.569097
2019-09-10 49.376426% 1.471570
2019-09-09 48.286251% 5.757241
2019-09-06 44.377020% 3.805210
2019-09-05 44.532820% 2.957183
2019-09-04 45.527387% 2.233324
2019-09-03 47.571629% 4.641391
2019-08-30 43.873932% 5.039934
2019-08-29 43.809416% 1.280742
2019-08-28 47.133695% 7.504097
2019-08-27 49.449563% 11.755723
2019-08-26 46.908854% 4.259542
2019-08-23 47.055023% 2.364958
2019-08-22 45.394103% 3.028966
2019-08-21 43.691063% 1.826529
2019-08-20 44.961742% 6.551288
2019-08-19 45.282761% 5.831263
2019-08-16 47.876954% 7.804763
2019-08-15 51.388974% 7.171394
2019-08-14 51.229245% 7.748282
2019-08-13 47.254294% 4.019377
2019-08-12 49.741210% 5.550213
2019-08-09 47.780851% 3.760332
2019-08-08 48.568210% 3.941604
2019-08-07 49.813307% 7.458728
2019-08-06 49.612717% 10.227066
2019-08-05 52.310360% 12.198568
2019-08-02 47.260213% 3.163275
2019-08-01 46.424887% -0.278784
2019-07-31 44.856343% 5.237148
2019-07-30 43.378701% 2.028641
2019-07-29 43.623316% 3.053248
2019-07-26 44.413687% 1.105968
2019-07-25 46.026840% 2.257517
2019-07-23 67.464152% 24.156606
2019-07-22 72.427285% -1.881353
2019-07-19 67.860229% 3.144428
2019-07-18 67.115233% 2.530665
2019-07-17 64.789247% 6.601370
2019-07-16 64.695156% 6.599485
2019-07-15 64.600297% 3.219700
2019-07-12 64.859098% 4.549929
2019-07-11 64.588473% 1.144252
2019-07-10 66.280128% 4.635397
2019-07-09 69.128800% 4.738183
2019-07-08 67.331228% 4.239260
2019-07-05 67.078846% 3.076266
2019-07-03 65.787690% 5.068968
2019-07-02 58.434578% -4.047765
2019-07-01 58.059309% 1.906312
2019-06-28 61.024356% -1.908244
2019-06-27 60.827889% -4.415831
2019-06-26 62.879799% 1.857168
2019-06-25 61.469763% -2.176253
2019-06-24 56.057535% 3.146882
2019-06-21 49.066329% 0.519250
2019-06-20 47.548634% 4.793856
2019-06-19 47.997805% 0.001205
2019-06-18 48.729511% 3.763741
2019-06-17 47.237833% 3.915315
2019-06-14 46.074365% 4.108536
2019-06-13 47.581895% 1.698739
2019-06-12 48.595693% 6.616886
2019-06-11 47.254313% 4.828837
2019-06-10 47.923376% 2.005269
2019-06-07 48.989098% 2.913862
2019-06-06 51.084628% 4.295913
2019-06-05 49.549534% 3.725292
2019-06-04 50.733814% 6.277682
2019-06-03 52.932618% 3.160711
2019-05-31 52.760788% 7.406378
2019-05-30 51.776974% 3.637198
2019-05-29 52.119524% 6.150401
2019-05-28 49.213607% 7.717862
2019-05-24 48.303592% 5.430444
2019-05-23 50.276866% 2.766218
2019-05-22 45.805119% 5.288539
2019-05-21 45.926336% 7.193688
2019-05-20 48.050141% 3.805794
2019-05-17 45.485225% 3.345550
2019-05-16 44.570270% 3.752506
2019-05-15 45.035983% 4.589747
2019-05-14 47.652513% 4.278917
2019-05-13 52.454273% 7.121714
2019-05-10 47.996357% 2.706265
2019-05-09 49.971813% 3.010773
2019-05-08 50.454016% 3.025114
2019-05-07 51.234682% 0.919322
2019-05-06 45.690689% 4.142516
2019-05-03 44.039499% 4.018020
2019-05-02 44.571853% 3.118345
2019-05-01 44.238608% 3.360664
2019-04-30 45.545041% -0.107400
2019-04-29 46.174906% 2.553085
2019-04-26 45.341402% -0.567070
2019-04-25 48.170903% 2.702749
2019-04-24 50.749634% 2.469982
2019-04-23 79.113236% 11.580074
2019-04-22 81.474415% 2.841087
2019-04-18 79.122051% 0.808040
2019-04-17 77.417819% 3.065478
2019-04-16 77.573377% 3.122023
2019-04-15 76.772757% 1.385527
2019-04-12 74.937350% 4.569499
2019-04-11 76.704035% 2.206804
2019-04-10 77.349829% 3.106086
2019-04-09 78.129421% 2.177270
2019-04-08 77.778820% 5.623908
2019-04-05 73.683629% -0.927837
2019-04-04 80.996494% -1.129734
2019-04-03 80.278545% 6.362734
2019-04-01 63.513861% 4.401469
2019-03-29 59.111838% 14.802407
2019-03-28 58.789458% 3.146615
2019-03-27 61.787865% 4.190949
2019-03-26 56.898714% 4.380457
2019-03-25 56.084144% 10.687005
2019-03-22 51.944328% 2.253595
2019-03-21 47.056455% 6.611411
2019-03-20 47.355162% 7.023412