Snap Inc. (SNAP)
NYSE: SNAP
· Real-Time Price · USD
7.33
0.04 (0.55%)
At close: Sep 12, 2025, 3:59 PM
7.32
-0.18%
After-hours: Sep 12, 2025, 07:58 PM EDT
SNAP Delta Exposure By Expiry
The total Delta Exposure (DEX) for SNAP across all expirations shows 638,259.6 net shares that market makers must hedge, with 2,302,300.76 from calls and 1,664,041.16 from puts. The put-call delta ratio of 0.72 suggests neutral market maker positioning.
SNAP DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 160,766.2 | -322,612.59 | -161,846.39 | 2.01 |
| Sep 26, 25 | 38,651.74 | -43,992.58 | -5,340.84 | 1.14 |
| Oct 3, 25 | 20,577.11 | -13,649.16 | 6,927.95 | 0.66 |
| Oct 10, 25 | 10,908.3 | -12,381.94 | -1,473.64 | 1.14 |
| Oct 17, 25 | 298,089.42 | -269,022.64 | 29,066.78 | 0.90 |
| Oct 24, 25 | 5,690.73 | -835.74 | 4,854.99 | 0.15 |
| Nov 21, 25 | 138,487.19 | -217,998 | -79,510.81 | 1.57 |
| Dec 19, 25 | 193,881.22 | -76,515.23 | 117,365.99 | 0.39 |
| Jan 16, 26 | 348,681.02 | -333,035.64 | 15,645.38 | 0.96 |
| Mar 20, 26 | 223,526.57 | -88,039.04 | 135,487.53 | 0.39 |
| Apr 17, 26 | 32,372.32 | -8,537.66 | 23,834.66 | 0.26 |
| Jun 18, 26 | 435,496.13 | -165,024.1 | 270,472.03 | 0.38 |
| Sep 18, 26 | 4,374.55 | -4,652.36 | -277.81 | 1.06 |
| Jan 15, 27 | 390,798.26 | -107,744.48 | 283,053.78 | 0.28 |