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Snap Inc SNAP

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-17T01:49:14.913Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T23:53:19.35677042Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-17T01:49:14.258684+00:00

Share price$6.03
1D-4.9%
AH$5.98$6.11$6.24$6.38$6.515:30 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$0.11$0.64$1.16$1.69$2.21$4.21$5.19$6.18$7.16$8.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SNAP spot · $6.03SNAP PRICE$0.17$0.22$0.28$0.34$0.42$0.50$0.59$0.67$0.80$0.95$1.11$1.26$1.50$0.19$0.26$0.34$0.41$0.48$0.57$0.70$0.83$0.96$1.09$1.27$1.67$2.06
PutsExpensive1.21×
CallsExpensive1.32×
SkewBullish-15.83 pp
Implied moveBearish±$1.29
TiltBearish10.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.9991.0%35.2%5.0778.7%19.1%
25Δ7.6590.0%30.5%5.2678.2%17.1%
30Δ7.3188.9%25.8%5.4677.7%15.1%
35Δ6.9888.1%21.4%5.6577.3%13.0%
40Δ6.7688.8%19.0%5.8576.8%11.0%
45Δ6.5389.5%16.7%6.0576.5%9.2%
50Δ6.3190.2%14.3%6.2476.4%8.1%
55Δ6.0890.8%12.0%6.4476.4%6.9%
60Δ5.8592.9%10.2%6.6476.4%5.8%
65Δ5.6195.6%8.8%6.8476.3%4.6%
70Δ5.3798.4%7.3%7.0876.7%3.6%
75Δ5.13101.2%5.9%7.5378.4%2.8%
80Δ4.81106.6%4.6%7.9780.2%2.1%

20Δ

Calls
Pseudo strike
7.99
IV
91.0%
B/E move
35.2%
Puts
Pseudo strike
5.07
IV
78.7%
B/E move
19.1%

25Δ

Calls
Pseudo strike
7.65
IV
90.0%
B/E move
30.5%
Puts
Pseudo strike
5.26
IV
78.2%
B/E move
17.1%

30Δ

Calls
Pseudo strike
7.31
IV
88.9%
B/E move
25.8%
Puts
Pseudo strike
5.46
IV
77.7%
B/E move
15.1%

35Δ

Calls
Pseudo strike
6.98
IV
88.1%
B/E move
21.4%
Puts
Pseudo strike
5.65
IV
77.3%
B/E move
13.0%

40Δ

Calls
Pseudo strike
6.76
IV
88.8%
B/E move
19.0%
Puts
Pseudo strike
5.85
IV
76.8%
B/E move
11.0%

45Δ

Calls
Pseudo strike
6.53
IV
89.5%
B/E move
16.7%
Puts
Pseudo strike
6.05
IV
76.5%
B/E move
9.2%

50Δ

Calls
Pseudo strike
6.31
IV
90.2%
B/E move
14.3%
Puts
Pseudo strike
6.24
IV
76.4%
B/E move
8.1%

55Δ

Calls
Pseudo strike
6.08
IV
90.8%
B/E move
12.0%
Puts
Pseudo strike
6.44
IV
76.4%
B/E move
6.9%

60Δ

Calls
Pseudo strike
5.85
IV
92.9%
B/E move
10.2%
Puts
Pseudo strike
6.64
IV
76.4%
B/E move
5.8%

65Δ

Calls
Pseudo strike
5.61
IV
95.6%
B/E move
8.8%
Puts
Pseudo strike
6.84
IV
76.3%
B/E move
4.6%

70Δ

Calls
Pseudo strike
5.37
IV
98.4%
B/E move
7.3%
Puts
Pseudo strike
7.08
IV
76.7%
B/E move
3.6%

75Δ

Calls
Pseudo strike
5.13
IV
101.2%
B/E move
5.9%
Puts
Pseudo strike
7.53
IV
78.4%
B/E move
2.8%

80Δ

Calls
Pseudo strike
4.81
IV
106.6%
B/E move
4.6%
Puts
Pseudo strike
7.97
IV
80.2%
B/E move
2.1%