Net delta exposure for Sundial Growers Inc (SNDL) options was $1.12M per 1% move at the Nov 4, 2026 close. It has been positive on 14 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was -$2.66M.
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Delta Exposure by Strike
Showing results for SNDL, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for SNDL, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for SNDL, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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SNDL 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 SNDL delta exposure positive or negative?
Sundial Growers net delta exposure was positive on Nov 4, 2026, at $1.12M. It has been positive on 14 of the last 20 trading days.
How has SNDL delta exposure changed recently?
Sundial Growers net delta exposure went from -$2.66M on Oct 7, 2026 to $1.12M on Nov 4, 2026. See the SNDL delta exposure history for a longer view.
What is Sundial Growers Inc?
SNDL Inc is a private-sector liquor and cannabis retailer in Canada with retail banners that include Ace Liquor, Wine and Beyond, Liquor Depot, Value Buds, and Spiritleaf.