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Sundial Growers Inc SNDL 1.38 0.01 0.67%

SNDL Delta Exposure (DEX)

SNDL (Sundial Growers Inc): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
1.05
Put Call Ratio (OI)
0.601
Put Call Ratio (Vol)
5.3
IV Rank
8.83
IV Percentile
65.6
Max Pain
1

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
-4.1
4.1
View values by strike
SNDL · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
0.50 141 K 0
1.00 313 K -14.9 K
1.50 670 K -1.09 M
2.00 752 K -766 K
2.50 161 K -566 K
3.00 310 K 0
3.50 49.3 K -212
4.00 35.2 K 0
4.50 84.8 K -96.1
5.00 145 K 0
5.50 53.6 K 0