Net delta exposure for Six Flags Entertainment Corporation (FUN) options was -$11.21M per 1% move at the Nov 4, 2026 close. It has been positive on 0 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was -$8.24M.
Upgrade to unlock Call Wall, Put Wall, and multiple expiration dates.
Delta Exposure by Strike
Showing results for FUN, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for FUN, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for FUN, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
|---|
FUN Delta Exposure FAQ
What is delta exposure (DEX)?
Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.
Is FUN delta exposure positive or negative?
Six Flags Entertainment net delta exposure was negative on Nov 4, 2026, at -$11.21M. It has been positive on 0 of the last 20 trading days.
How has FUN delta exposure changed recently?
Six Flags Entertainment net delta exposure went from -$8.24M on Oct 7, 2026 to -$11.21M on Nov 4, 2026. See the FUN delta exposure history for a longer view.
What is Six Flags Entertainment Corporation?
Six Flags Entertainment Corp is North America's regional amusement resort operator with approximately 27 amusement parks, around 15 separately gated water parks, and nine resort properties across the U.S., Canada, and Mexico.