SNAP Options History — March 2026 In March 2026, SNAP traded between $3.96 and $5.38. ATM implied volatility averaged 64.0%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 16.6% (HV 20d: 47.3%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.34.
Notable Days 2026-03-26 : Highest Volume — 285,434 contracts2026-03-26 : Largest IV spike — 13.9% change2026-03-31 : Highest IV Rank — 47.2%2026-03-30 : Largest Expected Move — 24.0%Monthly Statistics Metric Avg Min Max Open Close Price $4.71 $3.96 $5.38 $5.24 $4.61 Max Pain $5.73 $5.00 $6.00 $5.50 $5.00 ATM IV 64.0% 56.0% 82.8% 59.6% 82.8% Expected Move 18.7% 16.0% 24.0% 17.0% 23.7% HV 20d 47.3% 35.0% 73.2% 70.1% 73.2% HV 60d 52.5% 50.1% 62.6% 51.5% 62.6% IV Rank 25.2% 16.0% 47.2% 20.1% 47.2% IV Percentile 55.5% 42.1% 67.1% 52.8% 67.1% Term Structure 4.2% -2.9% 15.1% -0.9% 4.3% VWIV 65.3% 56.6% 73.8% 58.9% 73.8% Skew 25d 0.8% -5.1% 6.3% 3.5% 2.9% Skew 10d 10.2% -14.4% 146.8% 6.0% 13.3% Call IV 25d 65.4% 57.1% 86.5% 59.0% 83.0% Put IV 25d 66.2% 57.6% 87.0% 62.5% 85.9% Bid-Ask Spread % 19.29 9.34 52.39 41.38 18.88 Gamma HHI 0.17 0.12 0.37 0.19 0.17 Net GEX 1.6M -573.9K 3.5M 2.3M 3.0M Net DEX -875.6K -61.6M 40.0M -21.3M -61.6M Net VEX -1.2M -1.5M -958.9K -1.4M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.34 0.12 0.98 0.12 0.22 Total Volume 97,447.455 43,879 285,434 96,610 284,255 Total OI 1,867,216.818 1,645,003 2,023,607 1,852,482 1,869,113
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Vol Put Vol Call OI Put OI 2026-03-02 $5.24 $5.50 59.6% 17.0% 70.1% 20.1% 58.9% 3.5% -0.9% 2.3M -21.3M -1.4M 0.12 41.38 85,932 10,678 1,419,137 433,345 2026-03-03 $5.24 $5.50 59.6% 16.8% 69.6% 20.1% 57.9% 4.8% 0.5% 2.8M -27.8M -1.4M 0.24 52.39 49,617 12,146 1,462,990 436,681 2026-03-04 $5.38 $5.50 56.0% 16.0% 65.3% 16.0% 56.6% 0.7% 0.3% 3.5M -44.0M -1.5M 0.34 45.38 58,357 19,829 1,466,260 438,266 2026-03-05 $5.33 $6.00 57.7% 17.6% 65.0% 17.9% 62.0% 3.5% 0.8% 3.4M -39.8M -1.5M 0.81 12.10 35,935 28,940 1,467,290 440,170 2026-03-06 $5.16 $6.00 60.3% 18.1% 39.8% 20.9% 63.4% 2.1% -1.8% 2.2M -19.1M -1.4M 0.40 19.09 38,284 15,127 1,473,528 444,444 2026-03-09 $5.13 $6.00 59.3% 17.5% 39.4% 19.7% 60.5% 3.0% 4.9% 2.1M -9.7M -1.3M 0.30 12.42 71,896 21,860 1,407,575 419,229 2026-03-10 $4.92 $6.00 58.6% 18.1% 41.9% 19.0% 65.0% -1.6% 4.9% 1.5M 3.9M -1.3M 0.34 30.63 43,066 14,523 1,421,811 423,006 2026-03-11 $4.88 $6.00 58.4% 17.6% 41.6% 18.7% 63.7% -2.5% 3.6% 1.3M 11.6M -1.3M 0.17 9.34 52,694 8,916 1,441,065 429,988 2026-03-12 $4.67 $6.00 59.6% 19.5% 40.6% 20.2% 64.6% -1.4% 4.1% 864.5K 25.4M -1.2M 0.39 15.46 51,273 19,944 1,462,836 430,267 2026-03-13 $4.58 $6.00 59.7% 17.5% 39.7% 20.3% 69.0% 1.7% 5.5% 1.1M 20.6M -1.2M 0.47 21.10 64,340 30,245 1,483,114 430,768 2026-03-16 $4.67 $6.00 62.3% 17.6% 40.4% 23.3% 69.1% -1.8% 0.1% 1.3M 9.9M -1.2M 0.13 13.19 115,083 15,332 1,475,469 424,204 2026-03-17 $4.63 $6.00 60.6% 17.0% 40.1% 21.3% 67.0% -1.7% 0.8% 1.6M 6.1M -1.2M 0.15 13.54 40,465 5,870 1,533,253 431,803 2026-03-18 $4.63 $6.00 62.3% 17.1% 38.7% 23.3% 69.3% -0.4% -0.1% 1.6M 7.1M -1.2M 0.22 22.56 46,620 10,039 1,549,911 432,886 2026-03-19 $4.58 $6.00 62.4% 17.3% 38.2% 23.4% 60.0% -1.0% 0.1% 1.4M 9.5M -1.2M 0.45 16.39 30,366 13,513 1,572,668 436,049 2026-03-20 $4.45 $6.00 63.1% 18.6% 36.4% 24.2% 65.4% -5.1% -2.9% 1.1M 16.9M -1.2M 0.98 10.20 35,178 34,622 1,587,776 435,831 2026-03-23 $4.53 $6.00 62.0% 17.9% 35.0% 22.9% 62.5% 3.6% 13.0% 1.3M 515.2K -1.2M 0.38 9.48 56,766 21,850 1,247,419 397,584 2026-03-24 $4.41 $6.00 62.8% 18.2% 35.6% 23.9% 64.0% 6.3% 15.1% 1.1M 8.7M -1.1M 0.36 10.31 52,318 19,033 1,281,973 413,103 2026-03-25 $4.50 $5.50 64.8% 18.7% 35.8% 26.2% 63.6% 1.3% 12.7% 1.6M -742.3K -1.2M 0.27 12.25 50,030 13,442 1,297,201 422,982 2026-03-26 $3.99 $5.00 73.8% 22.1% 51.6% 36.7% 73.0% 1.2% 7.2% -261.0K 40.0M -958.9K 0.27 16.39 225,509 59,925 1,322,867 430,427 2026-03-27 $3.96 $5.00 79.6% 22.6% 51.6% 43.5% 73.6% -1.4% 13.6% -573.9K 34.8M -993.3K 0.37 12.43 125,190 46,029 1,408,925 443,528 2026-03-30 $4.04 $5.00 82.3% 24.0% 52.0% 46.6% 73.5% 0.5% 7.0% 1.1M 9.8M -1.1M 0.14 9.56 95,113 13,694 1,410,341 421,687 2026-03-31 $4.61 $5.00 82.8% 23.7% 73.2% 47.2% 73.8% 2.9% 4.3% 3.0M -61.6M -1.3M 0.22 18.88 232,661 51,594 1,451,821 417,292
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