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Six Flags Entertainment Corporation FUN 12.37 0.15 1.23%

FUN Delta Exposure (DEX)

FUN (Six Flags Entertainment Corporation): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.696
Put Call Ratio (OI)
0.782
Put Call Ratio (Vol)
0.598
IV Rank
20.1
IV Percentile
27.2
Max Pain
15

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
25.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-52.6
52.6
View values by strike
FUN · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
2.50 9.41 K 0
5.00 50.4 K 0
7.50 56.1 K -5.33 K
10.00 30 K -245 K
12.50 43.2 K -557 K
15.00 44.4 K -122 K
17.50 47.2 K -45.4 K
20.00 186 K -51.3 K
22.50 10.8 K -26 K
25.00 60.6 K -42.2 K
27.50 210 0
30.00 9.19 K -3.24 K
32.50 1.31 K 0
35.00 4.98 K -2.84 K
40.00 23 K 0
45.00 4.61 K 0
50.00 1.85 K 0
55.00 394 0
60.00 159 0
65.00 46.5 0