Net delta exposure for Snap Inc (SNAP) options was $119.02M per 1% move at the Nov 4, 2026 close. It has been positive on 20 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was $114.43M.
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Delta Exposure by Strike
Showing results for SNAP, 2026-11-06(w), calls & puts
Delta Exposure Stats
Showing results for SNAP, 2026-11-06(w), calls & puts
Net Delta Exposure by Expiration
Showing results for SNAP, 2026-11-06(w), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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SNAP 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 SNAP delta exposure positive or negative?
Snap net delta exposure was positive on Nov 4, 2026, at $119.02M. It has been positive on 20 of the last 20 trading days.
How has SNAP delta exposure changed recently?
Snap net delta exposure went from $114.43M on Oct 7, 2026 to $119.02M on Nov 4, 2026. See the SNAP delta exposure history for a longer view.
What is Snap Inc?
Snap is a technology company best known for its marquis social media application, Snapchat, a visual messaging application that has amassed hundreds of millions of users.