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Snap Inc SNAP 5.09 -0.83 -14.02%

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ATM IV
0.672
Put Call Ratio (OI)
0.313
Put Call Ratio (Vol)
0.381
IV Rank
24.2
IV Percentile
56.5
Max pain
5.5

Delta exposure (2026-11-05)

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}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-19.9
19.9
View values by strike
SNAP · Delta exposure · 2026-11-05. Delta-weighted share equivalents.
StrikeCallsPuts
1.00 225 K -3.27 K
1.50 62.6 K 0
2.00 345 K -3.63 K
2.50 5.85 K -18.3
3.00 673 K -108 K
3.50 2.39 K -399
4.00 1.42 M -576 K
4.50 19.6 K -194 K
5.00 4.45 M -4.16 M
5.50 154 K -1.03 M
6.00 1.82 M -2.25 M
6.50 142 K 0
7.00 4.87 M -941 K
7.50 71.1 K 0
8.00 969 K -69.1 K
8.50 31.9 K -589
9.00 192 K -803
9.50 145 K -297
10.00 3.27 M -324 K
10.50 2.39 K -714
11.00 12.4 K -445
12.00 643 K -103 K
13.00 44.7 0
15.00 1.28 M -1.08 K
17.00 25 K 0
20.00 164 K -98.3
22.00 9.61 K 0
25.00 103 K 0