Smith & Nephew Snats (SNN)'s 30-day implied volatility (IV30) was 29.5% at the close on November 12, 2026, up from 26.1% the day before, against a 52-week range of 13.4% to 42.4%. Its 20-day historical volatility was 30.6%.

Key numbers

30-day implied volatility (IV30): 29.5%
IV30 52-week range: 13.4% to 42.4% (median 22.9%)
Historical volatility: 20-day 30.6%, 1-year 25.6%
Implied move by the nearest expiration: ±1.6%

Data as of November 12, 2026.

SNN Implied Volatility (IV) vs Historical Volatility (HV)

Name: SNN Implied Volatility
Creator: Market Chameleon