SNAP · Expected-Move
Snap Inc. Class A Common Stock (SNAP) expected move
The priced move, its boundaries and how it compares with past earnings moves.
- Expected move
- $0.88
- Expected move %
- 15.4%
- Lower boundary
- $4.81
- Upper boundary
- $6.56
- Median historical move
- 14.8%
- Method
- ATM_STRADDLE_MIDPOINT
Update time unavailable
Loading graph — the exact table is available below.
2017-05-10: Realized move: 21.4534% Implied move: 13.6149% Signed actual 21.4534% · Reconstruction status unavailable · 0 IV checkpoints Update time unavailable
Exact data table
Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 21.4534% | 13.6149% | Signed actual 21.4534% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 14.0886% | 14.4174% | Signed actual 14.0886% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 14.6164% | 14.3291% | Signed actual 14.6164% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 47.5818% | 14.4043% | Signed actual 47.5818% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 21.9391% | 15.8758% | Signed actual 21.9391% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 6.7835% | 17.4713% | Signed actual 6.7835% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 10.1574% | 17.2231% | Signed actual 10.1574% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 22.017% | 14.7186% | Signed actual 22.017% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 6.0884% | 15.7849% | Signed actual 6.0884% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 18.7458% | 14.4523% | Signed actual 18.7458% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 5.8571% | 15.3635% | Signed actual 5.8571% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 14.6997% | 12.5617% | Signed actual 14.6997% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 36.7363% | 17.531% | Signed actual 36.7363% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 6.2247% | 14.0879% | Signed actual 6.2247% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 28.2953% | 12.9972% | Signed actual 28.2953% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 9.1408% | 14.3436% | Signed actual 9.1408% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 7.4496% | 13.3791% | Signed actual 7.4496% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 23.8209% | 8.9604% | Signed actual 23.8209% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 26.5877% | 10.0132% | Signed actual 26.5877% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 58.8163% | 18.8494% | Signed actual 58.8163% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 1.1557% | 21.2939% | Signed actual 1.1557% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 39.0826% | 18.343% | Signed actual 39.0826% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 28.0816% | 20.9024% | Signed actual 28.0816% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 10.2941% | 19.7926% | Signed actual 10.2941% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 17.0476% | 18.7247% | Signed actual 17.0476% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 14.2286% | 22.989% | Signed actual 14.2286% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 5.3553% | 19.5996% | Signed actual 5.3553% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 34.6132% | 20.7761% | Signed actual 34.6132% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 27.6316% | 20.7581% | Signed actual 27.6316% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 26.9321% | 20.4955% | Signed actual 26.9321% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 15.8861% | 20.4949% | Signed actual 15.8861% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 8.3621% | 18.6661% | Signed actual 8.3621% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 12.4312% | 19.026% | Signed actual 12.4312% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 17.1459% | 16.6315% | Signed actual 17.1459% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 9.726% | 15.4618% | Signed actual 9.726% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 13.3672% | 15.4098% | Signed actual 13.3672% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 2.1277% | 14.3208% | Signed actual 2.1277% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable | |
| 14.881% | Unavailable | Signed actual 14.881% · Reconstruction status unavailable · 0 IV checkpoints | Update time unavailable |
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Data provenance
Figures are from published, reviewed research as of Oct 29, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.