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Sabre Corporation SABR 2.32 0.06 2.7%

SABR Delta Exposure (DEX)

SABR (Sabre Corporation): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.738
Put Call Ratio (OI)
0.21
Put Call Ratio (Vol)
0.262
IV Rank
4.22
IV Percentile
5.6
Max Pain
2

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
487.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-4.7
4.7
View values by strike
SABR · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
0.50 13.8 K 0
1.00 11.7 K -3.74 K
1.50 2.42 M -18 K
2.00 1.87 M -336 K
2.50 217 K -21.9 K
3.00 100 K -24.1 K
3.50 79.7 K -2.52 K
4.00 51.2 K -2.34 K
4.50 70.7 K -6.35 K
5.00 158 K -4.57 K
5.50 12.7 K -182
7.00 4.54 K 0