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Snap Inc SNAP

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-15T20:02:54.192Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:47.680401984Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:57:14.924024+00:00

Share price$6.40
1D+7.4%
AH$5.90$6.04$6.19$6.33$6.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSNAP
Sold putSold callAH

Snap Inc options

Live interpolated SNAP call and put midpoint premiums by absolute delta.Snap Inc$0.00$0.71$1.42$2.13$2.83$5.82$6.12$6.43$6.73$7.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $6.40OPTION PRICELive SNAP spot · $6.40SNAP PRICE$0.03$0.04$0.05$0.06$0.13$0.23$0.32$0.42$0.51$0.61$0.70$0.80$0.89$0.04$0.05$0.06$0.07$0.08$0.09$0.10$0.11$0.12$0.13$0.32$2.63$1.39
PutsExpensive2.50×
CallsExpensive1.72×
SkewBullish-16.63 pp
Implied moveBullish±$0.42
TiltBearish3.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.7588.0%6.1%6.0989.7%5.5%
25Δ6.6885.5%5.0%6.1386.2%5.0%
30Δ6.6083.0%3.9%6.1782.8%4.5%
35Δ6.5280.5%2.9%6.2179.4%4.0%
40Δ6.4396.3%2.5%6.2576.0%3.5%
45Δ6.32119.2%2.4%6.2972.6%3.0%
50Δ6.22142.0%2.2%6.3469.2%2.5%
55Δ6.12164.9%2.1%6.3865.8%2.0%
60Δ6.01187.8%2.0%6.4262.3%1.5%
65Δ5.91210.7%1.8%6.4658.9%1.0%
70Δ5.81233.6%1.7%6.6797.5%0.9%
75Δ5.71256.5%1.6%8.72606.8%4.8%
80Δ5.60279.4%1.5%7.67364.0%1.9%

20Δ

Calls
Pseudo strike
6.75
IV
88.0%
B/E move
6.1%
Puts
Pseudo strike
6.09
IV
89.7%
B/E move
5.5%

25Δ

Calls
Pseudo strike
6.68
IV
85.5%
B/E move
5.0%
Puts
Pseudo strike
6.13
IV
86.2%
B/E move
5.0%

30Δ

Calls
Pseudo strike
6.60
IV
83.0%
B/E move
3.9%
Puts
Pseudo strike
6.17
IV
82.8%
B/E move
4.5%

35Δ

Calls
Pseudo strike
6.52
IV
80.5%
B/E move
2.9%
Puts
Pseudo strike
6.21
IV
79.4%
B/E move
4.0%

40Δ

Calls
Pseudo strike
6.43
IV
96.3%
B/E move
2.5%
Puts
Pseudo strike
6.25
IV
76.0%
B/E move
3.5%

45Δ

Calls
Pseudo strike
6.32
IV
119.2%
B/E move
2.4%
Puts
Pseudo strike
6.29
IV
72.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
6.22
IV
142.0%
B/E move
2.2%
Puts
Pseudo strike
6.34
IV
69.2%
B/E move
2.5%

55Δ

Calls
Pseudo strike
6.12
IV
164.9%
B/E move
2.1%
Puts
Pseudo strike
6.38
IV
65.8%
B/E move
2.0%

60Δ

Calls
Pseudo strike
6.01
IV
187.8%
B/E move
2.0%
Puts
Pseudo strike
6.42
IV
62.3%
B/E move
1.5%

65Δ

Calls
Pseudo strike
5.91
IV
210.7%
B/E move
1.8%
Puts
Pseudo strike
6.46
IV
58.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
5.81
IV
233.6%
B/E move
1.7%
Puts
Pseudo strike
6.67
IV
97.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
5.71
IV
256.5%
B/E move
1.6%
Puts
Pseudo strike
8.72
IV
606.8%
B/E move
4.8%

80Δ

Calls
Pseudo strike
5.60
IV
279.4%
B/E move
1.5%
Puts
Pseudo strike
7.67
IV
364.0%
B/E move
1.9%