Smith & Nephew Snats (SNN)'s 30-day implied volatility (IV30) was 30.2% at the close on October 22, 2026, up from 25.5% the day before, against a 52-week range of 13.4% to 42.4%. Its 20-day historical volatility was 21.5%.

Key numbers

30-day implied volatility (IV30): 30.2%
IV30 52-week range: 13.4% to 42.4% (median 22.5%)
Historical volatility: 20-day 21.5%, 1-year 25.0%
Implied move by the nearest expiration: ±1.6%

Data as of October 22, 2026.

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

Name: SNN Implied Volatility
Creator: Market Chameleon