Net delta exposure for Sonic Automotive Inc (SAH) options was -$996.18K per 1% move at the Nov 11, 2026 close. It has been positive on 0 of the last 20 trading days. Four weeks earlier, on Oct 14, 2026, it was -$1.12M.
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Delta Exposure by Strike
Showing results for SAH, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for SAH, 2026-11-20(m), calls & puts
| Net DEX ($ per 1% move) | -$676.41K |
|---|---|
| Call DEX ($ per 1% move) | $188.23K |
| Put DEX ($ per 1% move) | -$864.64K |
| Call Wall | |
| Put Wall |
Net Delta Exposure by Expiration
Showing results for SAH, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
|---|---|---|---|---|---|
| Nov 20, 2026 8 DTE monthly | -$676.41K | $188.23K | -$864.64K |
SAH 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 SAH delta exposure positive or negative?
Sonic Automotive net delta exposure was negative on Nov 11, 2026, at -$996.18K. It has been positive on 0 of the last 20 trading days.
How has SAH delta exposure changed recently?
Sonic Automotive net delta exposure went from -$1.12M on Oct 14, 2026 to -$996.18K on Nov 11, 2026. See the SAH delta exposure history for a longer view.
What is Sonic Automotive Inc?
Sonic Automotive is one of the largest auto dealership groups in the United States.