ThetaOwl

Greeks — SABR

Data as of market close Apr 2, 2026

SABR Greeks Data

Total GEX
$0.00B
Total DEX
$4.8M
Spot Price
$1.45

Gamma Exposure (GEX)

Delta Exposure (DEX)

Exposure Summary

MetricValue
Total GEX+$3.9M
Total DEX+4.8M

Analyze the options Greeks for SABR, including gamma exposure (GEX), delta exposure (DEX), vanna, and charm across strikes and expirations. Use these to understand dealer positioning and hedging flows.