Snowflake Inc SNOW 290.6 -4.44 -1.5% Regime: Vol Expansion (83%)
Expected move
November 04, 2026 close · $289.98| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.3% ±$6.70 | $283.28 – $296.68 | $281.92 – $298.04 | $275.60 – $304.36 |
| 2 sessions | ±3.2% ±$9.34 | $280.64 – $299.32 | $278.67 – $301.29 | $269.86 – $310.10 |
| 3 sessions | ±4.0% ±$11.74 | $278.24 – $301.72 | $275.97 – $303.99 | $264.95 – $315.01 |
| 1 week | ±5.2% ±$14.93 | $275.05 – $304.91 | $271.71 – $308.25 | $258.17 – $321.79 |
| 2 weeks | ±7.2% ±$20.97 | $269.01 – $310.95 | $264.06 – $315.90 | $245.27 – $334.69 |
| 3 weeks | ±8.9% ±$25.95 | $264.03 – $315.93 | $257.71 – $322.25 | $235.14 – $344.82 |
| 1 month Earnings | ±17.0% ±$49.21 | $240.77 – $339.19 | $228.91 – $351.05 | $186.52 – $393.44 |
Earnings: priced against what happened
Average implied move
±12.30%
Average actual move
20.66%
Beyond the implied move
5 / 6
Median IV change
-35.59%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| September 03, 2026 | ±13.51% | +16.55% | 1.23× | — |
| May 28, 2026 | ±14.18% | +36.48% | 2.57× | — |
| August 28, 2025 | ±10.98% | +20.27% | 1.85× | 74.6% → 64.4% |
| May 22, 2025 | ±10.02% | +13.43% | 1.34× | 71.6% → 46.1% |
| February 27, 2025 | ±12.98% | +4.51% | 0.35× | 88.8% → 48.5% |
| November 21, 2024 | ±12.12% | +32.71% | 2.70× | — |