ThetaOwl

FUN

Six Flags Entertainment CorporaConsumer Cyclical
$16.77
Bearish
Mkt Cap: $1.71B|Float: 94.2M|SI: 21.4%|DTC: 10.5
Data as of market close Apr 2, 2026
IV Rank
100
IV Pctl
89%
HV 20d
6570.0%
52W Range
$13-$38
ATR(14)
$0.87
Exp. Move
±13.0%
P/C Ratio
0.83
Earnings
May 7
GEX Negative
DEX Long
Net Put Premium
IV High
Max Pain Above
Exp. Move Wide

FUN Key Options Data

IV Rank
100%
Total GEX
$-0.00B
Total DEX
$1.5M
Max Pain
$17.50
Expected Move
±13.0%
Put/Call OI
0.83
Net Premium
$-0.1M
Spot Price
$16.77

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$2.17±13.0%$14.60$18.95
2026-05-1543±$3.90±23.3%$12.87$20.67
2026-06-1877±$5.05±30.1%$11.72$21.82
2026-09-18169±$6.95±41.4%$9.82$23.72
2026-10-16197±$7.50±44.7%$9.27$24.27
2026-12-18260±$8.85±52.8%$7.92$25.62

Explore FUN options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.