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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

Gamma exposure (2026-11-05)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-19.9
19.9
View values by strike
SNAP · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 502 -480
1.50 262 0
2.00 2.18 K -568
2.50 58 -3.91
3.00 11.1 K -26.4 K
3.50 60.6 -141
4.00 55.6 K -123 K
4.50 2.19 K -124 K
5.00 495 K -1.02 M
5.50 122 K -180 K
6.00 503 K -228 K
6.50 93.9 K 0
7.00 782 K -52.7 K
7.50 26.3 K 0
8.00 226 K -2.96 K
8.50 9.57 K -23.9
9.00 50.3 K -26.1
9.50 15.4 K -10.9
10.00 297 K -13.3 K
10.50 354 -20.4
11.00 3.52 K -13.1
12.00 73.5 K -2.97 K
13.00 9.37 0
15.00 139 K -10.2
17.00 4.97 K 0
20.00 29.8 K -0.757
22.00 1.98 K 0
25.00 19.9 K 0